Kuang-Chieh Yen

Soochow University, Taiwan

Associate Professor

56. kuei-yang St., Sec. 1

Taipei, Taiwan 10048

Taiwan

  • Soochow University, Taiwan

SCHOLARLY PAPERS

13

DOWNLOADS

1,547

SSRN CITATIONS

8

CROSSREF CITATIONS

0

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

  • Soochow University, Taiwan

Scholarly Papers (13)

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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 323 (161,752)
Citation 4

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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 231 (227,143)

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VIX index; VIX futures; VIX options; Trading activity

3.

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 216 (241,929)
Citation 2

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Bitcoin, Cryptocurrencies, Global Economic Activity Index

4.

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 157 (320,570)
Citation 2

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

5.

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 156 (322,319)

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Bitcoin, Technical analysis, Moving-average indicator

6.

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 146 (340,344)
Citation 1

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

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 84 (503,474)

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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 63 (590,392)

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

9.

Cryptocurrency Return Dependency and Economic Policy Uncertainty

Finance Research Letters, Vol. 56, No. 104182, 2023, FRL-D-23-01057
Number of pages: 19 Posted: 03 May 2023 Last Revised: 27 Aug 2023
Kuang-Chieh Yen, Wei-Ying Nie, Hsuan-Ling Chang and Li-Han Chang
Soochow University, Taiwan, Chinese Culture University, Tamkang University and National Taiwan University
Downloads 58 (615,209)
Citation 1

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Bitcoin, cryptocurrencies, dependency effect, economic policy uncertainty

10.

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 57 (625,456)

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Bitcoin, Electricity Net Generation, Return, Trading Volume

11.

Does the Realized Distribution-Based Measure Dominate Particular Moments? Evidence from Cryptocurrency Markets

Number of pages: 19 Posted: 22 Jul 2022
Jen-Wei Yang, Shih-Yung Chiu and Kuang-Chieh Yen
Soochow University - Department of Economics, Soochow University - Department of Economics and Soochow University, Taiwan
Downloads 28 (810,866)

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Realized performance measure, Realized variance, Realized skewness, Realized kurtosis, Cryptocurrency, Bitcoin

12.

CEO Underperformance, Risk-Taking, and Shareholder Wealth Effects of Mergers and Acquisitions

Number of pages: 40 Posted: 14 Jul 2023
Wei-Ying Nie and Kuang-Chieh Yen
Chinese Culture University and Soochow University, Taiwan
Downloads 15 (930,419)

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CEO underperformance, mergers and acquisitions, risk-taking, shareholder wealth effects, equity incentive.

13.

Cryptocurrency Dependency of Realized Variance and Economic Policy Uncertainty

Number of pages: 18 Posted: 16 Oct 2023
Wei-Ying Nie, Hsuan-Ling Chang and Kuang-Chieh Yen
Chinese Culture University, Tamkang University and Soochow University, Taiwan
Downloads 13 (950,526)
Citation 1

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Cryptocurrency, Variance dependency, Economic policy uncertainty