Yin-Feng Gau : Citation Profile


Are you Yin-Feng Gau?

National Central University

7

H index

3

i10 index

160

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 12
   Journals where Yin-Feng Gau has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 9 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga214
   Updated: 2021-01-23    RAS profile: 2020-09-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yin-Feng Gau.

Is cited by:

Oxley, Les (5)

Hou, Yang (4)

Belgacem, Aymen (3)

Pok, Wee Ching (3)

Hammoudeh, Shawkat (3)

Savva, Christos (3)

Osborn, Denise (3)

TSAI, WEI-CHE (3)

Menkhoff, Lukas (2)

Medeiros, Marcelo (2)

Westerlund, Joakim (2)

Cites to:

Bollerslev, Tim (30)

Andersen, Torben (20)

Ito, Takatoshi (14)

Lyons, Richard (13)

Menkhoff, Lukas (13)

Diebold, Francis (13)

Evans, Martin (12)

Vega, Clara (11)

Melvin, Michael (11)

Harvey, Campbell (10)

West, Kenneth (10)

Main data


Where Yin-Feng Gau has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Review of Quantitative Finance and Accounting2
Pacific-Basin Finance Journal2

Recent works citing Yin-Feng Gau (2021 and 2020)


YearTitle of citing document
2020The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230.

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2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

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2020News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar. (2020). Peters, Wiebke ; Lessmann, Stefan ; Semiromi, Hamed Naderi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300784.

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2020Intraday-of-the-week effects: What do the exchange rate data tell us?. (2020). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302031.

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2020Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2020Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2021Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094.

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2020News announcements and price discovery in the RMB–USD market. (2020). Chen, Yu-Lun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00832-5.

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2020.

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2020Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets. (2020). Bohmann, Marc. In: PhD Thesis. RePEc:uts:finphd:1-2020.

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2020Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. (2020). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1793-1806.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2020The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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2021Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896. (2021). Putz, Alexander ; Bohl, Martin T ; Sulewski, Christoph ; Siklos, Pierre L. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:226-244.

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Works by Yin-Feng Gau:


YearTitleTypeCited
2004Forecasting Value-at-Risk Using the Markov-Switching ARCH Model In: Econometric Society 2004 Far Eastern Meetings.
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paper0
2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements In: The North American Journal of Economics and Finance.
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article2
2010International asset allocation for incompletely-informed investors In: Journal of Financial Markets.
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article1
2014Order choices under information asymmetry in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
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article0
2010News announcements and price discovery in foreign exchange spot and futures markets In: Journal of Banking & Finance.
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article77
2013The effectiveness of position limits: Evidence from the foreign exchange futures markets In: Journal of Banking & Finance.
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article7
2014Asymmetric responses of ask and bid quotes to information in the foreign exchange market In: Journal of Banking & Finance.
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article1
2017Macroeconomic announcements and price discovery in the foreign exchange market In: Journal of International Money and Finance.
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article11
2015Foreign exchange market intervention and price discovery In: Journal of the Japanese and International Economies.
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article0
2005Intraday volatility in the Taipei FX market In: Pacific-Basin Finance Journal.
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article4
2006Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market In: Pacific-Basin Finance Journal.
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article6
2007Intraday exchange rate volatility: ARCH, news and seasonality effects In: The Quarterly Review of Economics and Finance.
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article4
2016Trading activities and price discovery in foreign currency futures markets In: Review of Quantitative Finance and Accounting.
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article7
2017Home bias in portfolio choices: social learning among partially informed agents In: Review of Quantitative Finance and Accounting.
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article0
2013Issuer Credit Ratings and Warrant-Pricing Errors In: Emerging Markets Finance and Trade.
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article0
2004Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates In: Applied Economics Letters.
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article8
2012The predictability of excess returns in the emerging bond markets In: Applied Financial Economics.
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article0
2007Expected risk and excess returns predictability in emerging bond markets In: Applied Economics.
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article7
2009Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange In: Journal of Futures Markets.
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article25

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