| The relationships between sentiment, returns and volatility YH Wang, A Keswani, SJ Taylor International Journal of Forecasting 22 (1), 109-123, 2006 | 359 | 2006 |
| The Euro and European financial market dependence SM Bartram, SJ Taylor, YH Wang Journal of Banking & Finance 31 (5), 1461-1481, 2007 | 334 | 2007 |
| Dynamic hedging with futures: A copula‐based GARCH model CC Hsu, CP Tseng, YH Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 178 | 2008 |
| The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index SL Chung, WC Tsai, YH Wang, PS Weng Journal of Futures Markets 31 (12), 1170-1201, 2011 | 75 | 2011 |
| Information content of options trading volume for future volatility: Evidence from the Taiwan options market CC Chang, PF Hsieh, YH Wang Journal of Banking & Finance 34 (1), 174-183, 2010 | 74 | 2010 |
| Another look at the relationship between cross-market correlation and volatility SM Bartram, YH Wang Finance Research Letters 2 (2), 75-88, 2005 | 73 | 2005 |
| The euro and European financial market integration S Bartram, SJ Taylor, YH Wang Journal of Banking and Finance 31 (5), 1461-1481, 2007 | 50 | 2007 |
| Sophistication, sentiment, and misreaction CC Chang, PF Hsieh, YH Wang Journal of Financial and Quantitative Analysis 50 (4), 903-928, 2015 | 48 | 2015 |
| The impact of liquidity on option prices RK Chou, SL Chung, YJ Hsiao, YH Wang Journal of Futures Markets 31 (12), 1116-1141, 2011 | 45 | 2011 |
| European financial market dependence: An industry analysis SM Bartram, YH Wang Journal of Banking & Finance 59, 146-163, 2015 | 41 | 2015 |
| Option implied cost of equity and its properties A Câmara, SL Chung, YH Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 36 | 2009 |
| The importance of stock liquidity on option pricing SP Feng, MW Hung, YH Wang International Review of Economics & Finance 43, 457-467, 2016 | 33 | 2016 |
| The information content of the implied volatility term structure on future returns YH Wang, KC Yen European Financial Management 25 (2), 380-406, 2019 | 19 | 2019 |
| The information content of option‐implied tail risk on the future returns of the underlying asset YH Wang, KC Yen Journal of Futures Markets 38 (4), 493-510, 2018 | 17 | 2018 |
| Bounds and prices of currency cross-rate options SL Chung, YH Wang Journal of Banking & Finance 32 (5), 631-642, 2008 | 16 | 2008 |
| The impact of jump dynamics on the predictive power of option-implied densities YH Wang Journal of Derivatives 16 (3), 9, 2009 | 13 | 2009 |
| Using Richardson extrapolation techniques to price American options with alternative stochastic processes CC Chang, JB Lin, WC Tsai, YH Wang Review of quantitative finance and accounting 39, 383-406, 2012 | 12 | 2012 |
| The information content of trading activity and quote changes: Evidence from VIX options WC Tsai, YT Chiu, YH Wang Journal of Futures Markets 35 (8), 715-737, 2015 | 11 | 2015 |
| The intraday behavior of information misreaction across various categories of investors in the Taiwan options market CC Chang, PF Hsieh, CW Tang, YH Wang Journal of Financial Markets 16 (2), 362-385, 2013 | 11 | 2013 |
| The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market ZY Lin, CC Chang, YH Wang Journal of Banking & Finance 94, 152-165, 2018 | 10 | 2018 |
