Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2018 | An analysis on the intraday trading activity of VIX derivatives | Kao D.-X.; Tsai W.-C.; Wang Y.-H. ; Yen K.-C. | Journal of Futures Markets | 3 | 4 | |
2018 | The information content of option-implied tail risk on the future returns of the underlying asset | Wang Y.-H. ; Yen K.-C. | Journal of Futures Markets | 3 | 4 | |
2019 | The information content of the implied volatility term structure on future returns | Wang Y.-H. ; Yen K.-C. | European Financial Management | 10 | 24 |