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Details about Yin-Feng Gau

E-mail:
Homepage:http://www.cc.ncu.edu.tw/~yfgau
Phone:886-3-4227151 ext. 66263
Postal address:Department of Finance, National Central University, 300 Jhongda Rd., Jhongli, Taouyan 32001, Taiwan
Workplace:Department of Finance, National Central University, (more information at EDIRC)

Access statistics for papers by Yin-Feng Gau.

Last updated 2015-04-25. Update your information in the RePEc Author Service.

Short-id: pga214


Jump to Journal Articles

Working Papers

2004

  1. Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads

Journal Articles

2014

  1. Asymmetric responses of ask and bid quotes to information in the foreign exchange market
    Journal of Banking & Finance, 2014, 38, (C), 194-204 Downloads View citations (1)
  2. Order choices under information asymmetry in foreign exchange markets
    Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 106-118 Downloads

2013

  1. Issuer Credit Ratings and Warrant-Pricing Errors
    Emerging Markets Finance and Trade, 2013, 49, (S3), 35-46 Downloads
  2. The effectiveness of position limits: Evidence from the foreign exchange futures markets
    Journal of Banking & Finance, 2013, 37, (11), 4501-4509 Downloads View citations (3)

2012

  1. The predictability of excess returns in the emerging bond markets
    Applied Financial Economics, 2012, 22, (17), 1429-1451 Downloads

2010

  1. International asset allocation for incompletely-informed investors
    Journal of Financial Markets, 2010, 13, (4), 422-447 Downloads View citations (2)
  2. News announcements and price discovery in foreign exchange spot and futures markets
    Journal of Banking & Finance, 2010, 34, (7), 1628-1636 Downloads View citations (38)

2009

  1. Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange
    Journal of Futures Markets, 2009, 29, (1), 74-93 Downloads View citations (3)

2007

  1. Expected risk and excess returns predictability in emerging bond markets
    Applied Economics, 2007, 39, (12), 1511-1529 Downloads View citations (6)
  2. Intraday exchange rate volatility: ARCH, news and seasonality effects
    The Quarterly Review of Economics and Finance, 2007, 47, (1), 135-158 Downloads View citations (3)

2006

  1. Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
    Pacific-Basin Finance Journal, 2006, 14, (2), 193-208 Downloads View citations (5)

2005

  1. Intraday volatility in the Taipei FX market
    Pacific-Basin Finance Journal, 2005, 13, (4), 471-487 Downloads View citations (6)

2004

  1. Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates
    Applied Economics Letters, 2004, 11, (4), 263-266 Downloads View citations (8)
 
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