Yaw Huei Jeffrey Wang

Yaw Huei Jeffrey Wang

University of New South Wales - Sydney / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 52789
person_outline Yaw Huei Jeffrey Wang's MOST POPULAR ARTICLES
1-) The relationships between sentiment, returns and volatilityYH Wang, A Keswani, SJ TaylorInternational Journal of Forecasting 22 (1), 109-123, 20063152006
2-) The Euro and European financial market dependenceSM Bartram, SJ Taylor, YH WangJournal of Banking & Finance 31 (5), 1461-1481, 20073352007
3-) Dynamic hedging with futures: A copula‐based GARCH modelCC Hsu, CP Tseng, YH WangJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 20081762008
4-) Information content of options trading volume for future volatility: Evidence from the Taiwan options marketCC Chang, PF Hsieh, YH WangJournal of Banking & Finance 34 (1), 174-183, 2010762010
5-) The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 indexSL Chung, WC Tsai, YH Wang, PS WengJournal of Futures Markets 31 (12), 1170-1201, 2011752011