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 | 213 | 2010 |
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 | 94 | 2020 |
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 | 89 | 2009 |
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 | 75 | 2015 |
Determinants of price discovery in the VIX futures market YL Chen, WC Tsai Journal of Empirical Finance 43, 59-73, 2017 | 68 | 2017 |
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 | 32 | 2013 |
Investor structure and the informational efficiency of commodity futures prices YL Chen, YK Chang International Review of Financial Analysis 42, 358-367, 2015 | 30 | 2015 |
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 | 25 | 2016 |
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 | 18 | 2021 |
News announcements and price discovery in the RMB–USD market YL Chen Review of Quantitative Finance and Accounting 54 (4), 1487-1508, 2020 | 14 | 2020 |
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 |
Trader positions in VIX futures YL Chen, JJ Yang Journal of Empirical Finance 61, 1-17, 2021 | 11 | 2021 |
Exchange rate spillover, carry trades, and the COVID-19 pandemic WS Mo, JJ Yang, YL Chen Economic modelling 121, 106222, 2023 | 10 | 2023 |
Determinants of connectedness in financial institutions: Evidence from Taiwan YP Chen, YL Chen, SH Chiang, WS Mo Emerging Markets Review 55, 100951, 2023 | 8 | 2023 |
Foreign exchange market intervention and price discovery YL Chen, YF Gau Journal of the Japanese and International Economies 38, 214-227, 2015 | 8 | 2015 |
Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures YL Chen, YT Chang, JJ Yang Finance Research Letters 55, 103955, 2023 | 6 | 2023 |
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 | 5 | 2022 |
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 | 5 | 2021 |
The information effect of order flows in foreign currency futures and spot markets YL Chen, YF Gau Journal of Futures Markets, 2022 | 4 | 2022 |
Return spillover across China's financial markets YL Chen, WS Mo, RL Qin, JJ Yang Pacific-Basin Finance Journal 80, 102057, 2023 | 3 | 2023 |