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Macroeconomic announcements and price discovery in the foreign exchange market

Gau, Yin-feng; Wu, Zhen-Xing - In: Journal of international money and finance 79 (2017), pp. 232-254

Persistent link: https://www.econbiz.de/10011788364

Price discovery and triangular arbitrage in currency markets

Wu, Zhen-Xing; Gau, Yin-feng; Chen, Yu-Lun - In: Journal of international money and finance 137 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014478136

Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market

Gau, Yin-Feng - 2016

This article examines the price discovery function around releases of macroeconomic announcements to explore the informational efficiency of prices in a 24-hour trading platform. We study the contribution to price discovery of four periods of trading, including the Asian, European, European-U.S....

Persistent link: https://www.econbiz.de/10013005256

Price discovery in fiat currency and cryptocurrency markets

Huang, Guan-Ying; Gau, Yin-feng; Wu, Zhen-Xing - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013457615

Overreaction-based momentum in the real estate investment trust market

Chen, Tsung-Yu; Huang, Guan-Ying; Wu, Zhen-Xing - In: International review of finance : the official journal … 22 (2022) 3, pp. 453-471

Persistent link: https://www.econbiz.de/10013413243

Foreign exchange market intervention and price discovery

Chen, Yu-Lun; Gau, Yin-feng - In: Journal of the Japanese and international economies : … 38 (2015), pp. 214-227

Persistent link: https://www.econbiz.de/10011481138

Asymmetric responses of ask and bid quotes to information in the foreign exchange market

Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204

Persistent link: https://www.econbiz.de/10010340779

Tick sizes and relative rates of price discovery in stock, futures, and options markets : evidence from the Taiwan Stock Exchange

Chen, Yu-Lun; Gau, Yin-feng - In: The journal of futures markets 29 (2009) 1, pp. 74-93

Persistent link: https://www.econbiz.de/10003826623

The effectiveness of position limits : evidence from the foreign exchange futures markets

Chang, Ya-kai; Chen, Yu-lun; Chou, Robin K.; Gau, Yin-feng - In: Journal of banking & finance 37 (2013) 11, pp. 4501-4509

Persistent link: https://www.econbiz.de/10010246949

Media sentiment and IPO pricing in Taiwan

Gau, Yin-feng; Lin, Ke-Jia - In: Journal of financial studies : JFS : the official … 31 (2023) 4, pp. 1-43

Persistent link: https://www.econbiz.de/10014474461