| News announcements and price discovery in foreign exchange spot and futures markets YL Chen, YF Gau Journal of Banking & Finance 34 (7), 1628-1636, 2010 | 214 | 2010 |
| Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange YL Chen, YF Gau Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 85 | 2009 |
| Macroeconomic announcements and price discovery in the foreign exchange market YF Gau, ZX Wu Journal of International Money and Finance 79, 232-254, 2017 | 52 | 2017 |
| Conditional volatility of exchange rates under a target zone RF Engle, YF Gau Department of Economics, UCSD, 1997 | 36 | 1997 |
| The effectiveness of position limits: Evidence from the foreign exchange futures markets YK Chang, YL Chen, RK Chou, YF Gau Journal of Banking & Finance 37 (11), 4501-4509, 2013 | 30 | 2013 |
| Trading activities and price discovery in foreign currency futures markets YL Chen, YF Gau, WJ Liao Review of Quantitative Finance and Accounting 46 (4), 793-818, 2016 | 24 | 2016 |
| Intraday volatility in the Taipei FX market YF Gau Pacific-Basin Finance Journal 13 (4), 471-487, 2005 | 24 | 2005 |
| Expected risk and excess returns predictability in emerging bond markets CL Lin, MC Wang, YF Gau Applied Economics 39 (12), 1511-1529, 2007 | 20 | 2007 |
| Intraday exchange rate volatility: ARCH, news and seasonality effects YF Gau, M Hua The Quarterly Review of Economics and Finance 47 (1), 135-158, 2007 | 19 | 2007 |
| Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates YF Gau, M Hau Applied Economics Letters 11 (4), 263-266, 2004 | 18 | 2004 |
| Price discovery in fiat currency and cryptocurrency markets GY Huang, YF Gau, ZX Wu Finance Research Letters 47, 102615, 2022 | 15 | 2022 |
| Asymmetric responses of ask and bid quotes to information in the foreign exchange market YL Chen, YF Gau Journal of Banking & Finance 38, 194-204, 2014 | 14 | 2014 |
| Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market M Hua, YF Gau Pacific-Basin Finance Journal 14 (2), 193-208, 2006 | 12 | 2006 |
| Liquidity spillover in foreign exchange markets YT Chang, YF Gau, CC Hsu Finance Research Letters 44, 102105, 2022 | 10 | 2022 |
| Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements YT Chang, YF Gau, CC Hsu The North American Journal of Economics and Finance 42, 172-192, 2017 | 10 | 2017 |
| Home bias in portfolio choices: social learning among partially informed agents WL Wu, YF Gau Review of Quantitative Finance and Accounting 48 (2), 527-556, 2017 | 9 | 2017 |
| Foreign exchange market intervention and price discovery YL Chen, YF Gau Journal of the Japanese and International Economies 38, 214-227, 2015 | 8 | 2015 |
| International asset allocation for incompletely-informed investors YF Gau, M Hua, WL Wu Journal of Financial Markets 13 (4), 422-447, 2010 | 6 | 2010 |
| Forecasting value-at-risk using the markov-switching arch model YF Gau, WT Tang Econometric Society 2004 Far Eastern Meetings 715, 2004 | 6 | 2004 |
| Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration NI Jayawardena, N Todorova, B Li, JJ Su, YF Gau International Review of Economics & Finance, 2022 | 5 | 2022 |
Yu-Lun ChenChung Yuan Christian UniversityVerified email at cycu.edu.tw
