Yin-Feng Gau

National Central University

Associate Professor

No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,

Jhongli, TY 32001

Taiwan

SCHOLARLY PAPERS

4

DOWNLOADS

743

SSRN CITATIONS
Rank 46,459

SSRN RANKINGS

Top 46,459

in Total Papers Citations

5

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

Conditional Volatility of Exchange Rates Under a Target Zone

Number of pages: 24 Posted: 12 May 1997
Yin-Feng Gau and Robert F. Engle
National Central University and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 510 (58,410)
Citation 11

Abstract:

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2.

Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market

Number of pages: 34 Posted: 17 Feb 2015
Yin-Feng Gau and Zhen-Xing Wu
National Central University and National Central University at Taiwan - Department of Finance
Downloads 106 (272,572)
Citation 5

Abstract:

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Price discovery; Sequential markets; Realized variance; Macroeconomic announcement; Foreign exchange market; Electronic Broking Services

3.

Government Intervention and Price Discovery in the Foreign Exchange Market

Number of pages: 21 Posted: 22 Aug 2011
Yu-Lun Chen and Yin-Feng Gau
Chung Yuan Christian University - Department of Finance and National Central University
Downloads 64 (368,819)

Abstract:

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Foreign exchange, Central bank intervention, Price discovery, Market microstructure

4.

Liquidity Commonality During the Financial Crisis: Effects of News Announcements

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 50 Posted: 11 Feb 2016
Ya-Ting Chang, Yin-Feng Gau and Chih-Chiang Hsu
National Central University, National Central University and National Central University at Taiwan - Department of Economics
Downloads 63 (371,894)

Abstract:

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Liquidity commonality ; Macroeconomic announcement; Monetary policy; Market Microstructure; Foreign exchange market

Other Papers (1)

Total Downloads: 2
1.

Does Limited Attention Drive Momentum Effect in FX Markets?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 43 Posted: 25 Jan 2018
Jian-Jia Chiou and Yin-Feng Gau
Nanyang Technological University (NTU), Nanyang Business School and National Central University
Downloads 2

Abstract:

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Limited Attention, Momentum, Foreign Exchange (FX) Markets