Yun-Yi Wang

Feng Chia University

Assistant Professor

100 Wenhwa Road, Taichung, Taiwan, ROC.

Taichung

Taiwan

SCHOLARLY PAPERS

3

DOWNLOADS

536

TOTAL CITATIONS

3

Scholarly Papers (3)

1.

The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

Number of pages: 53 Posted: 06 Apr 2013
Robin K. Chou, George H. K. Wang and Yun-Yi Wang
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 311 (207,838)

Abstract:

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Individuals, Day trading, Foreign institutional trading, Trading strategies, Liquidity, Volatility

2.

The Impacts of Large Trades by Trader Types on Intraday Futures Prices: Evidence from the Taiwan Futures Exchange

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 42 Posted: 22 Aug 2010 Last Revised: 29 Nov 2010
National Chengchi University, George Mason University - Department of Finance, Feng Chia University and Barclays Capital
Downloads 130 (466,584)
Citation 1

Abstract:

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Large Trades, Trader Types, Total Price Effects, Liquidity Effects, Information Effects, Futures Price Behavior

3.

The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 54 Posted: 26 Jul 2014
Robin K. Chou, George H. K. Wang and Yun-Yi Wang
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 95 (587,880)
Citation 2

Abstract:

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Margins, Trading activity, Trader types, Liquidity, Volatility