7
H index
5
i10 index
255
Citations
Yin-Feng Gau : Citation Profile
National Central University | RESEARCH PRODUCTION: 18 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2004 - 2017). 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:
| Cites to:
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Main data
Where Yin-Feng Gau has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Pacific-Basin Finance Journal | 2 |
| Review of Quantitative Finance and Accounting | 2 |
Recent works citing Yin-Feng Gau (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper |
| 2023 | Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:184-204. Full description at Econpapers || Download paper |
| 2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. Full description at Econpapers || Download paper |
| 2023 | The effect of overnight corporate announcements on price discovery. (2023). Chu, Gang ; Han, Liyan ; Liu, Chunyuan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000399. Full description at Econpapers || Download paper |
| 2023 | Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533. Full description at Econpapers || Download paper |
| 2024 | Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Han, Lin ; Zou, MI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819. Full description at Econpapers || Download paper |
| 2024 | The impact of position limits on options trading. (2024). Tu, Qiao ; Switzer, Lorne N. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013417. Full description at Econpapers || Download paper |
| 2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper |
| 2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper |
| 2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper |
| 2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper |
| 2024 | Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734. Full description at Econpapers || Download paper |
| 2023 | Research on Price Discovery in Financial Securities: Trends and Directions for Future Research. (2023). Chotia, Varun ; Sharma, Dinesh Kumar ; Arora, Geetika ; Agrawal, Gaurav. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:416-:d:1243355. Full description at Econpapers || Download paper |
| 2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327. Full description at Econpapers || Download paper |
| 2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper |
| 2023 | Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7. Full description at Econpapers || Download paper |
| 2023 | Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625. Full description at Econpapers || Download paper |
| 2023 | Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403. Full description at Econpapers || Download paper |
Works by Yin-Feng Gau:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Forecasting Value-at-Risk Using the Markov-Switching ARCH Model In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Liquidity 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. [Full Text][Citation analysis] | article | 6 |
| 2010 | International asset allocation for incompletely-informed investors In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2014 | Order choices under information asymmetry in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2010 | News announcements and price discovery in foreign exchange spot and futures markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 119 |
| 2013 | The effectiveness of position limits: Evidence from the foreign exchange futures markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2014 | Asymmetric responses of ask and bid quotes to information in the foreign exchange market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2017 | Macroeconomic announcements and price discovery in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
| 2015 | Foreign exchange market intervention and price discovery In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 2 |
| 2005 | Intraday volatility in the Taipei FX market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 2006 | Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2007 | Intraday exchange rate volatility: ARCH, news and seasonality effects In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Trading activities and price discovery in foreign currency futures markets In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 13 |
| 2017 | Home bias in portfolio choices: social learning among partially informed agents In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2013 | Issuer Credit Ratings and Warrant-Pricing Errors In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2004 | Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2012 | The predictability of excess returns in the emerging bond markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Expected risk and excess returns predictability in emerging bond markets In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 31 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team