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The predictability of excess returns in the emerging bond markets
Gau, Yin-Feng; Liao, Wen-Ju - In: Applied financial economics 22 (2012) 17, pp. 1429-1452
Persistent link: https://www.econbiz.de/10009962988
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Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
Hua, Mingshu; Gau, Yin-Feng - In: Pacific-Basin finance journal 14 (2006) 2, pp. 193-208
Persistent link: https://www.econbiz.de/10007225502
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The effectiveness of position limits: Evidence from the foreign exchange futures markets
Chang, Ya-Kai; Chen, Yu-Lun; Chou, Robin K.; Gau, Yin-Feng - In: Journal of banking & finance 37 (2013) 11, pp. 4501-4509
Persistent link: https://www.econbiz.de/10010177829
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-Ling; Wang, Ming-Chieh; Gau, Yin-Feng - In: Applied economics 39 (2007) 12, pp. 1511-1530
Persistent link: https://www.econbiz.de/10007750878
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-Ling; Wang, Ming-Chieh; Gau, Yin-Feng - In: Applied economics 39 (2007) 10-12, pp. 1511-1530
Persistent link: https://www.econbiz.de/10007762997
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Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange
Chen, Yu-Lun; Gau, Yin-Feng - In: The journal of futures markets 29 (2009) 1, pp. 74-93
Persistent link: https://www.econbiz.de/10008161646
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News announcements and price discovery in foreign exchange spot and futures markets
Chen, Yu-Lun; Gau, Yin-Feng - In: Journal of banking & finance 34 (2010) 7, pp. 1628-1637
Persistent link: https://www.econbiz.de/10008412243
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Intraday exchange rate volatility: ARCH, news and seasonality effects
Gau, Yin-Feng; Hua, Mingshu - In: The quarterly review of economics and finance : journal … 47 (2007) 1, pp. 135-158
Persistent link: https://www.econbiz.de/10007616744