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Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market

Journal of banking & finance, 2012-09, Vol.36 (9), p.2660-2671

2012

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

The journal of futures markets, 2015-10, Vol.35 (10), p.894-915

2015

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Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

The journal of futures markets, 2014-02, Vol.34 (2), p.145-172

2014

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Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets

Energy economics, 2015-03, Vol.48, p.336-349

2015

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

The journal of futures markets, 2015-05, Vol.35 (5), p.399-425

2015

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Transaction tax and market quality of the Taiwan stock index futures

The journal of futures markets, 2006-12, Vol.26 (12), p.1195-1216

2006

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Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

Asia-Pacific Journal of Financial Studies, 2013, 42(5), , pp.689-723

2013

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Volatility and trading activity following changes in the size of futures contracts

Journal of empirical finance, 2010-12, Vol.17 (5), p.967-980

2010

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The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange

Pacific-Basin finance journal, 2011, Vol.19 (1), p.41-70

2011

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An empirical analysis of algorithmic trading around earnings announcements

Pacific-Basin finance journal, 2017-10, Vol.45, p.34-51

2017

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VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

The journal of futures markets, 2017-06, Vol.37 (6), p.542-577

2017

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Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

The journal of futures markets, 2017-11, Vol.37 (11), p.1094-1123

2017

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

The journal of futures markets, 2005-07, Vol.25 (7), p.679-715

2005

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Large trades and intraday futures price behavior

The journal of futures markets, 2008-12, Vol.28 (12), p.1147-1181

2008

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

The journal of futures markets, 2000-11, Vol.20 (10), p.943-970

2000

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Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices

The Journal of real estate research, 2007-07, Vol.29 (3), p.241-266

2007

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

Journal of banking & finance, 2018-05, Vol.90, p.17-31

2018

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Asymmetric volatility of basis and the theory of storage

The journal of futures markets, 2005-04, Vol.25 (4), p.399-418

2005

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Trading volume and transaction costs in futures markets

The journal of futures markets, 1997-10, Vol.17 (7), p.757-780

1997

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The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures

Managerial finance, 2012-06, Vol.38 (8), p.752-767

2012

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Contract modifications and the basis behavior of live cattle futures

The journal of futures markets, 2004-06, Vol.24 (6), p.557-590

2004

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Modeling nonlinear dynamics of daily futures price changes

The journal of futures markets, 1999-05, Vol.19 (3), p.325-351

1999

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Securities Transaction Taxes and Market Quality of Equity and Futures Markets: Issues and Evidence

SSRN Electronic Journal

Wang, George H. K.

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A time series approach to testing for market linkage: Unit root and cointegration tests

The journal of futures markets, 1994-06, Vol.14 (4), p.457-474

1994

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The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics

Review of quantitative finance and accounting, 2003-12, Vol.21 (4), p.323-348

2003

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Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market

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

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets

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

Transaction tax and market quality of the Taiwan stock index futures

Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

Volatility and trading activity following changes in the size of futures contracts

The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange

An empirical analysis of algorithmic trading around earnings announcements

VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

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

Large trades and intraday futures price behavior

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

Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices

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

Asymmetric volatility of basis and the theory of storage

Trading volume and transaction costs in futures markets

The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures

Contract modifications and the basis behavior of live cattle futures

Modeling nonlinear dynamics of daily futures price changes

Securities Transaction Taxes and Market Quality of Equity and Futures Markets: Issues and Evidence

A time series approach to testing for market linkage: Unit root and cointegration tests

The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics

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