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Yu-Lun Chen
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Cited by
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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
2142010
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
852009
The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry
YL Chen, YW Chuang, HG Huang, JY Shih
The North American Journal of Economics and Finance 54, 100926, 2020
832020
Corporate governance, product market competition and dynamic capital structure
YK Chang, YL Chen, RK Chou, TH Huang
International Review of Economics & Finance 38, 44-55, 2015
732015
Determinants of price discovery in the VIX futures market
YL Chen, WC Tsai
Journal of Empirical Finance 43, 59-73, 2017
632017
Investor structure and the informational efficiency of commodity futures prices
YL Chen, YK Chang
International Review of Financial Analysis 42, 358-367, 2015
302015
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
302013
Trading activities and price discovery in foreign currency futures markets
YL Chen, YF Gau, WJ Liao
Review of Quantitative Finance and Accounting 46, 793-818, 2016
242016
The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets
YL Chen, K Xu
Journal of Banking & Finance 127, 106124, 2021
172021
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
142014
News announcements and price discovery in the RMB–USD market
YL Chen
Review of Quantitative Finance and Accounting 54 (4), 1487-1508, 2020
132020
Trader positions in VIX futures
YL Chen, JJ Yang
Journal of Empirical Finance 61, 1-17, 2021
102021
Exchange rate spillover, carry trades, and the COVID-19 pandemic
WS Mo, JJ Yang, YL Chen
Economic modelling 121, 106222, 2023
92023
Foreign exchange market intervention and price discovery
YL Chen, YF Gau
Journal of the Japanese and International Economies 38, 214-227, 2015
82015
Determinants of connectedness in financial institutions: Evidence from Taiwan
YP Chen, YL Chen, SH Chiang, WS Mo
Emerging Markets Review 55, 100951, 2023
72023
Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures
YL Chen, YT Chang, JJ Yang
Finance Research Letters 55, 103955, 2023
62023
Investor sentiment spillover effect and market quality in crude oil futures
YL Chen, WS Mo, YK Chang
International Review of Economics & Finance 82, 177-193, 2022
52022
Arbitrage trading and price discovery of the regular and mini Taiwan stock index futures
YL Chen, YH Lee, RK Chou, YK Chang
Journal of Futures Markets 41 (6), 926-948, 2021
52021
Return spillover across China's financial markets
YL Chen, WS Mo, RL Qin, JJ Yang
Pacific-Basin Finance Journal 80, 102057, 2023
32023
The information effect of order flows in foreign currency futures and spot markets
YL Chen, YF Gau
Journal of Futures Markets, 2022
32022
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