Details about Yin-Feng Gau
Access statistics for papers by Yin-Feng Gau.
Last updated 2015-04-25. Update your information in the RePEc Author Service.
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- Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
Econometric Society 2004 Far Eastern Meetings, Econometric Society
- Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Journal of Banking & Finance, 2014, 38, (C), 194-204 View citations (1)
- Order choices under information asymmetry in foreign exchange markets
Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 106-118
- Issuer Credit Ratings and Warrant-Pricing Errors
Emerging Markets Finance and Trade, 2013, 49, (S3), 35-46
- The effectiveness of position limits: Evidence from the foreign exchange futures markets
Journal of Banking & Finance, 2013, 37, (11), 4501-4509 View citations (3)
- The predictability of excess returns in the emerging bond markets
Applied Financial Economics, 2012, 22, (17), 1429-1451
- International asset allocation for incompletely-informed investors
Journal of Financial Markets, 2010, 13, (4), 422-447 View citations (2)
- News announcements and price discovery in foreign exchange spot and futures markets
Journal of Banking & Finance, 2010, 34, (7), 1628-1636 View citations (40)
- 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 View citations (3)
- Expected risk and excess returns predictability in emerging bond markets
Applied Economics, 2007, 39, (12), 1511-1529 View citations (6)
- Intraday exchange rate volatility: ARCH, news and seasonality effects
The Quarterly Review of Economics and Finance, 2007, 47, (1), 135-158 View citations (3)
- Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
Pacific-Basin Finance Journal, 2006, 14, (2), 193-208 View citations (5)
- Intraday volatility in the Taipei FX market
Pacific-Basin Finance Journal, 2005, 13, (4), 471-487 View citations (6)
- Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates
Applied Economics Letters, 2004, 11, (4), 263-266 View citations (8)
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