Kuang-Chieh Yen

Soochow University, Taiwan

Assistant Professor

56. kuei-yang St., Sec. 1

Taipei, Taiwan 10048

Taiwan

SCHOLARLY PAPERS

9

DOWNLOADS

960

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Ideas:
“  Interest Area in Options, Futures, and Cryptocurrencies  ”

Scholarly Papers (9)

1.

Does COVID-19 Affect the Financial Market?

Number of pages: 19 Posted: 20 Apr 2020
Hui-Pei Cheng and Kuang-Chieh Yen
Soochow University, Taiwan and Soochow University, Taiwan
Downloads 239 (164,108)
Citation 2

Abstract:

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COVID-19, S&P 500 index, Bitcoin, T-Bill, Return

2.

An Analysis on the Intraday Trading Activity of VIX Derivatives

Journal of Futures Markets, Forthcoming
Number of pages: 42 Posted: 02 May 2017 Last Revised: 09 Dec 2017
Dian-Xuan Kao, Wei-Che Tsai, Yaw-Huei Wang and Kuang-Chieh Yen
National Taiwan University, Oregon State University, National Taiwan University and Soochow University, Taiwan
Downloads 185 (208,194)

Abstract:

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VIX index; VIX futures; VIX options; Trading activity

The Information Content of the Implied Volatility Term Structure on Future Returns

European Financial Management, Forthcoming
Number of pages: 50 Posted: 20 Aug 2014 Last Revised: 09 Dec 2017
Yaw-Huei Wang and Kuang-Chieh Yen
National Taiwan University and Soochow University, Taiwan
Downloads 125 (287,628)
Citation 1

Abstract:

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VIX term structure, Predictability, S&P 500 index returns

The Information Content of the Implied Volatility Term Structure on Future Returns

European Financial Management, Vol. 25, Issue 2, pp. 380-406, 2019
Number of pages: 27 Posted: 06 Mar 2019
Yaw-Huei Wang and Kuang-Chieh Yen
National Taiwan University and Soochow University, Taiwan
Downloads 1 (839,511)
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predictability, S&P 500 index returns, VIX term structure

4.

Can the Global Economy Activity Predict Cryptocurrency Returns

Number of pages: 12 Posted: 03 Dec 2019
Hui-Pei Cheng and Kuang-Chieh Yen
Soochow University, Taiwan and Soochow University, Taiwan
Downloads 120 (295,064)

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Bitcoin, Cryptocurrencies, Global Economic Activity Index

5.

The Information Content of Option-Implied Tail Risk on the Future Returns of the Underlying Asset

Journal of Futures Markets, Forthcoming
Number of pages: 46 Posted: 31 May 2017 Last Revised: 09 Dec 2017
Yaw-Huei Wang and Kuang-Chieh Yen
National Taiwan University and Soochow University, Taiwan
Downloads 112 (309,801)

Abstract:

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Tail measures, S&P 500, VIX, Options, Extreme value theory.

6.

Does Moving-average Indicators Work Well on the Dynamic of Bitcoin Prices

Number of pages: 24 Posted: 23 May 2021
Kuang-Chieh Yen, Yu-Li Lin and Wei-Ying Nie
Soochow University, Taiwan, Soochow University and Chinese Culture University
Downloads 66 (426,958)

Abstract:

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Bitcoin, Technical analysis, Moving-average indicator

7.

Terror Attacks and Cryptocurrency Trading Volume

Number of pages: 15 Posted: 05 Nov 2019
Hui-Pei Cheng, Shih-Yung Chiu and Kuang-Chieh Yen
Soochow University, Taiwan, Soochow University - Department of Economics and Soochow University, Taiwan
Downloads 54 (470,282)

Abstract:

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Terror Attacks, Cryptocurrency, Bitcoin, United Kingdom, Trading Volume

8.

US Partisan Conflict and Cryptocurrency Market

Number of pages: 27 Posted: 12 May 2020
Kuang-Chieh Yen and Hui-Pei Cheng
Soochow University, Taiwan and Soochow University, Taiwan
Downloads 29 (590,548)

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Bitcoin, Return, Volatility, Partisan Conflict, Economic Policy Uncertainty

9.

Electricity Net Generation and the Cryptocurrency Market

Number of pages: 14 Posted: 03 Dec 2019
Hui-Pei Cheng and Kuang-Chieh Yen
Soochow University, Taiwan and Soochow University, Taiwan
Downloads 29 (590,548)

Abstract:

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Bitcoin, Electricity Net Generation, Return, Trading Volume