Concepedia
Statistics
Publications
22
Citations
1K
H-Index
15
Active since
2004
Affiliations
National Taiwan University(Current)
National Central University
Lancaster University
National Taipei University
University of Warwick
Yaw‐Huei Wang is an author at National Taiwan University specializing in business, finance, and financial economics.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsVolatility ModelingEconomicsOption PricingStatisticsEconomic AnalysisEmpirical Finance
Publications per year
2004–2018
The Euro and European financial market dependence
Söhnke M. Bartram, Stephen J. Taylor, Yaw‐Huei Wang · Journal of Banking & Finance · 2007 · 235 citations
Economics, Financial Economics, International Finance +6
The relationships between sentiment, returns and volatility
Yaw‐Huei Wang, Aneel Keswani, Stephen J. Taylor · International Journal of Forecasting · 2005 · 212 citations
Volatility Modeling, Financial Economics, Asset Pricing +6
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
San‐Lin Chung, Wei‐Che Tsai, Yaw‐Huei Wang et al. · Journal of Futures Markets · 2011 · 60 citations
Economics, Volatility Modeling, Financial Economics +12
Option pricing with stochastic liquidity risk: Theory and evidence
Shih-Ping Feng, Mao‐Wei Hung, Yaw‐Huei Wang · Journal of Financial Markets · 2013 · 59 citations
Economics, Multivariate Stochastic Volatility, Option Pricing +8
Another look at the relationship between cross-market correlation and volatility
Söhnke M. Bartram, Yaw‐Huei Wang · Finance research letters · 2005 · 55 citations
Market Microstructure, Economics, Volatility Modeling +6
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