| The relationships between sentiment, returns and volatility YH Wang, A Keswani, SJ Taylor International Journal of Forecasting 22 (1), 109-123, 2006 | 359 | 2006 |
| The relationships between sentiment, returns and volatility YH Wang, A Keswani, SJ Taylor International Journal of Forecasting 22 (1), 109-123, 2006 | 359 | 2006 |
| The Euro and European financial market dependence SM Bartram, SJ Taylor, YH Wang Journal of Banking & Finance 31 (5), 1461-1481, 2007 | 332 | 2007 |
| Dynamic hedging with futures: A copula‐based GARCH model CC Hsu, CP Tseng, YH Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 175 | 2008 |
| The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index SL Chung, WC Tsai, YH Wang, PS Weng Journal of Futures Markets 31 (12), 1170-1201, 2011 | 75 | 2011 |
| Information content of options trading volume for future volatility: Evidence from the Taiwan options market CC Chang, PF Hsieh, YH Wang Journal of Banking & Finance 34 (1), 174-183, 2010 | 70 | 2010 |
| Another look at the relationship between cross-market correlation and volatility SM Bartram, YH Wang Finance Research Letters 2 (2), 75-88, 2005 | 69 | 2005 |
| The euro and European financial market integration S Bartram, SJ Taylor, YH Wang Journal of Banking and Finance 31 (5), 1461-1481, 2007 | 49 | 2007 |
| Sophistication, sentiment, and misreaction CC Chang, PF Hsieh, YH Wang Journal of Financial and Quantitative Analysis 50 (4), 903-928, 2015 | 46 | 2015 |
| The impact of liquidity on option prices RK Chou, SL Chung, YJ Hsiao, YH Wang Journal of Futures Markets 31 (12), 1116-1141, 2011 | 45 | 2011 |
| The impact of liquidity on option prices RK Chou, SL Chung, YJ Hsiao, YH Wang Journal of Futures Markets 31 (12), 1116-1141, 2011 | 45 | 2011 |
| European financial market dependence: An industry analysis SM Bartram, YH Wang Journal of Banking & Finance 59, 146-163, 2015 | 40 | 2015 |
| Option implied cost of equity and its properties A Câmara, SL Chung, YH Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 34 | 2009 |
| The importance of stock liquidity on option pricing SP Feng, MW Hung, YH Wang International Review of Economics & Finance 43, 457-467, 2016 | 32 | 2016 |
| The information content of the implied volatility term structure on future returns YH Wang, KC Yen European Financial Management 25 (2), 380-406, 2019 | 15 | 2019 |
| Bounds and prices of currency cross-rate options SL Chung, YH Wang Journal of Banking & Finance 32 (5), 631-642, 2008 | 15 | 2008 |
| The information content of option‐implied tail risk on the future returns of the underlying asset YH Wang, KC Yen Journal of Futures Markets 38 (4), 493-510, 2018 | 14 | 2018 |
| The impact of jump dynamics on the predictive power of option-implied densities YH Wang Journal of Derivatives 16 (3), 9, 2009 | 13 | 2009 |
| Using Richardson extrapolation techniques to price American options with alternative stochastic processes CC Chang, JB Lin, WC Tsai, YH Wang Review of quantitative finance and accounting 39, 383-406, 2012 | 12 | 2012 |
| The information content of trading activity and quote changes: Evidence from vix options WC Tsai, YT Chiu, YH Wang Journal of Futures Markets 35 (8), 715-737, 2015 | 11 | 2015 |
