George H. K. Wang

Trading volume, bid-ask spread, and price volatility in futures markets

George H. K. Wang, Jot Yau · Journal of Futures Markets · 2000 · 223 citations

Business, Business Economics, Finance +15

Trading volume and transaction costs in futures markets

George H. K. Wang, Jot Yau, Tony Baptiste · Journal of Futures Markets · 1997 · 142 citations

Business, Economics, Finance +16

Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets

Ayşegül Ateş, George H. K. Wang · Journal of Futures Markets · 2005 · 88 citations

Business, Economics, Finance +17

Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets

Chu‐Bin Lin, Robin K. Chou, George H. K. Wang · Journal of Banking & Finance · 2018 · 72 citations

Business, Economics, Finance +16

An intraday analysis of Bid‐Ask spreads and price volatility in the S&P 500 index futures market

George H. K. Wang, Raphael Joseph Michalski, James V. Jordan et al. · Journal of Futures Markets · 1994 · 67 citations

Business, Economics, Finance +17