Narrow search
Showing 1 - 6 of 6
Cover Image
Correcting microstructure comovement biases for integrated covariance
Yeh, Jin-huei; Wang, Jying-Nan - In: Finance research letters 7 (2010) 3, pp. 184-191
Persistent link: https://www.econbiz.de/10009272754
Cover Image
Stabilizing the market with short sale constraint? : new evidence from price jump activities
Yeh, Jin-huei; Chen, Lien-chuan - In: Finance research letters 11 (2014) 3, pp. 238-246
Persistent link: https://www.econbiz.de/10010441861
Cover Image
Time-of-day periodicities of trading volume and volatility in Bitcoin exchange : does the stock market matter?
Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436606
Cover Image
A u-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 59 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014445400
Cover Image
The determinants of positive feedback trading behaviors in Bitcoin markets
Wang, Jying-Nan; Lee, Yen-Hsien; Liu, Hung-Chun; Lee, … - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574911
Cover Image
Do AI incidents and hazards matter for AI-themed cryptocurrency returns?
Wang, Jying-Nan; Liu, Hung-Chun; Hsu, Yuan-Teng - In: Finance research letters 74 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015406808