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Order splitting behavior by di...
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Taiwan
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2001-2006
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Wang, Yun-Yi
20
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6
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3
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2
Lee, Wan-Chen
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The journal of futures markets
4
Asia-Pacific journal of financial studies
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
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2
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1
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ECONIS (ZBW)
13
OLC EcoSci
5
RePEc
3
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1
The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
Saved in:
2
Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi
;
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
;
Wei, Tsun-Jen
- In:
Investment management and financial innovations
12
(
2015
)
4
,
pp. 106-114
Persistent link: https://www.econbiz.de/10011575057
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3
The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei
;
Wang, Yun-Yi
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
Saved in:
4
The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011405385
Saved in:
5
Strategic order splitting, order choice, and aggressiveness : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1102-1129
Persistent link: https://www.econbiz.de/10003900978
Saved in:
6
A test of the different implications of the overconfidence and disposition hypotheses
Chou, Robin K.
;
Wang, Yun-Yi
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 2037-2046
Persistent link: https://www.econbiz.de/10009247342
Saved in:
7
Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei
;
Wang, Yun-Yi
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
Saved in:
8
Price discovery between regular and mini index futures in the Taiwan Futures Exchange
Wang, Yun-Yi
;
Chang, Chiung-chiao
;
Lee, Wan-chen
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 224-237
Persistent link: https://www.econbiz.de/10009740819
Saved in:
9
The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
; …
- In:
Pacific-Basin finance journal
19
(
2011
)
1
,
pp. 41-70
Persistent link: https://www.econbiz.de/10009271751
Saved in:
10
Payout policies, government ownership, and financial constraints : evidence from Vietnam
Bui, Nha Duc
;
Wang, Yun-Yi
;
Lee, Jin-Ping
- In:
International review of finance : the official journal …
22
(
2022
)
4
,
pp. 600-636
Persistent link: https://www.econbiz.de/10013472701
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