Both host plant and ecosystem engineer identity influence leaf-tie impacts on the arthropod community of Quercus von Wang, H. George, Marquis, Robert J., Baer, Christina S.

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An empirical analysis of algorithmic trading around earnings announcements von Frino, Alex, Prodromou, Tina, Wang, George H.K., Westerholm, P. Joakim, Zheng, Hui

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Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market von Chiu, Junmao, Chung, Huimin, Ho, Keng-Yu, Wang, George H.K.

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The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange von Chou, Robin K., Wang, George H. K., Wang, Yun-Yi

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Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets von Bjursell, Johan, Gentle, James E., Wang, George H.K.

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The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market von Chou, Robin K., Wang, George H. K., Wang, Yun-Yi

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Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures von Chiu, Junmao, Chung, Huimin, Wang, George H. K.

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Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets von Lin, Chu-Bin, Chou, Robin K., Wang, George H.K.

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Strong influence of leaf tie formation and corresponding weak effect of leaf quality on herbivory in eight species of Quercus von Wang, H. George, Wouk, Jennifer, Anderson, Randi, Marquis, Robert J.

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Transaction tax and market quality of the Taiwan stock index futures von Chou, Robin K., Wang, George H. K.

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Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements von Bjursell, Johan, H. K. Wang, George, I. Webb, Robert

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Separate and interacting effects of deer florivory and salinity stress on iris herbivores von George Wang, H., Mopper, Susan

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Volatility and trading activity following changes in the size of futures contracts von Bjursell, Johan, Frino, Alex, Tse, Yiuman, Wang, George H.K.

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The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange von Chou, Robin K., Wang, George H.K., Wang, Yun-Yi, Bjursell, Johan

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VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets von Bjursell, Johan, Wang, George H. K., Zheng, Hui

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Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market von Chiu, Junmao, Chung, Huimin, Wang, George H. K.

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Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets von Ates, Aysegul, Wang, George H. K.

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Large trades and intraday futures price behavior von Frino, Alex, Bjursell, Johan, Wang, George H. K., Lepone, Andrew

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Trading volume, bid-ask spread, and price volatility in futures markets von Wang, George H. K., Yau, Jot

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Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices von Gao, Andre H., Wang, George H.K.

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