The information effect of order flows in foreign currency futures and spot markets von Chen, Yu‐Lun, Gau, Yin‐Feng

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News announcements and price discovery in foreign exchange spot and futures markets von Chen, Yu-Lun, Gau, Yin-Feng

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Price discovery and triangular arbitrage in currency markets von Wu, Zhen-Xing, Gau, Yin-Feng, Chen, Yu-Lun

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Macroeconomic announcements and price discovery in the foreign exchange market von Gau, Yin-Feng, Wu, Zhen-Xing

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Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange von Chen, Yu-Lun, Gau, Yin-Feng

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Informativeness of trades around macroeconomic announcements in the foreign exchange market von Wu, Zhen-Xing, Gau, Yin-Feng

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Price discovery in fiat currency and cryptocurrency markets von Huang, Guan-Ying, Gau, Yin-Feng, Wu, Zhen-Xing

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Liquidity spillover in foreign exchange markets von Chang, Ya-Ting, Gau, Yin-Feng, Hsu, Chih-Chiang

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Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration von Jayawardena, Nirodha I., Todorova, Neda, Li, Bin, Su, Jen-Je, Gau, Yin-Feng

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Asymmetric responses of ask and bid quotes to information in the foreign exchange market von Chen, Yu-Lun, Gau, Yin-Feng

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Trading activities and price discovery in foreign currency futures markets von Chen, Yu-Lun, Gau, Yin-Feng, Liao, Wen-Ju

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Home bias in portfolio choices: social learning among partially informed agents von Wu, Wen-Lin, Gau, Yin-Feng

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Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements von Chang, Ya-Ting, Gau, Yin-Feng, Hsu, Chih-Chiang

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The effectiveness of position limits: Evidence from the foreign exchange futures markets von Chang, Ya-Kai, Chen, Yu-Lun, Chou, Robin K., Gau, Yin-Feng

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Intraday exchange rate volatility: ARCH, news and seasonality effects von Gau, Yin-Feng, Hua, Mingshu

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Foreign exchange market intervention and price discovery von Chen, Yu-Lun, Gau, Yin-Feng

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Order choices under information asymmetry in foreign exchange markets von Gau, Yin-Feng, Wu, Zhen-Xing

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Expected risk and excess returns predictability in emerging bond markets von Lin, Chih-Ling, Wang, Ming-Chieh, Gau, Yin-Feng

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The predictability of excess returns in the emerging bond markets von Gau, Yin-Feng, Liao, Wen-Ju

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International asset allocation for incompletely-informed investors von Gau, Yin-Feng, Hua, Mingshu, Wu, Wen-Lin

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