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Wang, Yaw-Huei
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1

VIX derivatives: Valuation models and empirical evidence:

Lo, Chien-Ling ; Shih, Pai-Ta ; Wang, Yaw-Huei.
Pacific-Basin Finance Journal.  53 (2019)  - p. 1-21 , 2019
Link: https://doi.org/10.1016/..
 
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2

The impacts of asymmetric information and short sales on th..:

Lin, Zih-Ying ; Chang, Chuang-Chang ; Wang, Yaw-Huei
Journal of Banking & Finance.  94 (2018)  - p. 152-165 , 2018
Link: https://doi.org/10.1016/..
 
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3

The importance of stock liquidity on option pricing:

Feng, Shih-Ping ; Hung, Mao-Wei ; Wang, Yaw-Huei
International Review of Economics & Finance.  43 (2016)  - p. 457-467 , 2016
Link: https://doi.org/10.1016/..
 
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4

Sophistication, Sentiment, and Misreaction:

Chang, Chuang-Chang ; Hsieh, Pei-Fang ; Wang, Yaw-Huei
Journal of Financial and Quantitative Analysis.  50 (2015)  4 - p. 903-928 , 2015
Link: https://doi.org/10.1017/..
 
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5

European financial market dependence: An industry analysis:

Bartram, Söhnke M. ; Wang, Yaw-Huei
Journal of Banking & Finance.  59 (2015)  - p. 146-163 , 2015
Link: https://doi.org/10.1016/..
 
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6

Sophistication, Sentiment, and Misreaction:

Chang, Chuang-Chang ; Hsieh, Pei-Fang ; Wang, Yaw-Huei
The Journal of Financial and Quantitative Analysis.  50 (2015)  4 - p. 903-928 , 2015
Link: http://www.jstor.org/sta..
 
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7

Option pricing with stochastic liquidity risk: Theory and e..:

Feng, Shih-Ping ; Hung, Mao-Wei ; Wang, Yaw-Huei
Journal of Financial Markets.  18 (2014)  - p. 77-95 , 2014
Link: https://doi.org/10.1016/..
 
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8

The intraday behavior of information misreaction across var..:

Chang, Chuang-Chang ; Hsieh, Pei-Fang ; Tang, Chih-Wei.
Journal of Financial Markets.  16 (2013)  2 - p. 362-385 , 2013
Link: https://doi.org/10.1016/..
 
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9

The information content of the S&P 500 index and VIX option..:

Chung, San-Lin ; Tsai, Wei-Che ; Wang, Yaw-Huei.
Journal of Futures Markets.  31 (2011)  12 - p. 1170-1201 , 2011
Link: https://doi.org/10.1002/..
 
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10

Using Richardson extrapolation techniques to price American..:

Chang, Chuang-Chang ; Lin, Jun-Biao ; Tsai, Wei-Che.
Review of Quantitative Finance and Accounting.  39 (2011)  3 - p. 383-406 , 2011
Link: https://doi.org/10.1007/..
 
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11

The impact of liquidity on option prices:

Chou, Robin K. ; Chung, San-Lin ; Hsiao, Yu-Jen.
Journal of Futures Markets.  31 (2011)  12 - p. 1116-1141 , 2011
Link: https://doi.org/10.1002/..
 
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12

Information content of options trading volume for future vo..:

Chang, Chuang-Chang ; Hsieh, Pei-Fang ; Wang, Yaw-Huei
Journal of Banking & Finance.  34 (2010)  1 - p. 174-183 , 2010
Link: https://doi.org/10.1016/..
 
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13

Bounds and prices of currency cross-rate options:

Chung, San-Lin ; Wang, Yaw-Huei
Journal of Banking & Finance.  32 (2008)  5 - p. 631-642 , 2008
Link: https://doi.org/10.1016/..
 
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14

The Euro and European financial market dependence:

Bartram, Söhnke M. ; Taylor, Stephen J. ; Wang, Yaw-Huei
Journal of Banking & Finance.  31 (2007)  5 - p. 1461-1481 , 2007
Link: https://doi.org/10.1016/..
 
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15

The relationships between sentiment, returns and volatility:

Wang, Yaw-Huei ; Keswani, Aneel ; Taylor, Stephen J.
International Journal of Forecasting.  22 (2006)  1 - p. 109-123 , 2006
Link: https://doi.org/10.1016/..
 
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