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Order choices under information asymmetry in foreign exchange markets

Gau, Yin-feng; Wu, Zhen-Xing - In: Journal of international financial markets, … 30 (2014), pp. 106-118

Persistent link: https://www.econbiz.de/10011293050

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

Informativeness of trades around macroeconomic announcements in the foreign exchange market

Wu, Zhen-Xing; Gau, Yin-feng - In: Journal of international financial markets, … 78 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013357272

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

Home bias in portfolio choices : social learning among partially informed agents

Wu, Wen-Lin; Gau, Yin-feng - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 527-556

Persistent link: https://www.econbiz.de/10011796648

The predictability of excess returns in the emerging bond markets

Gau, Yin-feng; Liao, Wen-ju - In: Applied financial economics 22 (2012) 16/18, pp. 1429-1451

Persistent link: https://www.econbiz.de/10009626061

International asset allocation for incompletely-informed investors

Gau, Yin-feng; Hua, Mingshu; Wu, Wen-lin - In: Journal of financial markets 13 (2010) 4, pp. 422-447

Persistent link: https://www.econbiz.de/10009262101