Chuang-Chang Chang, Pei-Fang Hsieh, Yaw-Huei Wang, November 2013, Sophistication, Sentiment, and Misreaction, Journal of Financial and Quantitative Analysis.
Yaw-Huei Wang, August 2013, Volatility Information in the Trading Activity of Stocks, Options and Volatility Options, Journal of Futures Markets, 752 - 773.
Shih-Ping Feng, Mao-Wei Hung, Yaw-Huei Wang, May 2013, Option Pricing with Stochastic Liquidity Risk: Theory and Evidence, Journal of Financial Markets.
Chuang-Chang Chang, Pei-Fang Hsieh, Chih-Wei Tang, Yaw-Huei Wang, May 2013, The intraday behavior of information misreaction across various categories of investors in the Taiwan options market, Journal of Financial Markets, 362 - 385.
Teng-Hao Huang, Yaw-Huei Wang, March 2012, The Volatility and Density Prediction Performance of Alternative GARCH Models, Journal of Forecasting, 157 - 171.
Yaw-Huei Wang, February 2012, Reply to “A comment on “A new simple square root option pricing model””, Journal of Futures Markets, 199 - 202.
Chuang-Chang Chang, Jun-Biao Lin, Wei-Che Tsai, Yaw-Huei Wang, 2012, Using Richardson extrapolation techniques to price American options with alternative stochastic processes, Review of Quantitative Finance and Accounting, 383 - 406.
San-Lin Chung, Wei-Che Tsai, Yaw-Huei Wang, Pei-Shih Weng, December 2011, The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index, Journal of Futures Markets, 1170 - 1201.
Robin, K. Chou, San-Lin Chung, Yu-Jen Hsiao, Yaw-Huei Wang, December 2011, The impact of liquidity on option prices, Journal of Futures Markets, 1116 - 1141.
Yaw-Huei Wang, Yu-Jen Hsiao, December 2010, The Impact of Non-trading Periods on the Measurement of Volatility, Review of Pacific Basin Financial Markets and Policies, 607 - 620.
Antonio Camara, Yaw-Huei Wang, November 2010, A New Simple Square Root Option Pricing Model, Journal of Futures Markets, 1007 - 1025.
Stephen Taylor, Yaw-Huei Wang, April 2010, Option Prices and Risk-neutral Densities for Currency Cross-rates, Journal of Futures Markets, 324 - 360.
Yaw-Huei Wang, Yun-Yi Wang, February 2010, Intraday Volatility Patterns in the Taiwan Stock Market and the Impact on Volatility Forecasting, Asia-Pacific Journal of Financial Studies, 70 - 89.
Chuang-Chang Chang, Pei-Fang Hsieh, Yaw-Huei Wang, January 2010, Information Content of Options Trading Volume for Future Volatility: Evidence from the Taiwan Options Market, Journal of Banking and Finance, 174 - 183.
Yaw-Huei Wang , Antonio Camara , San-Lin Chung, July 2009, Option Implied Cost of Equity and Its Properties, Journal of Futures Markets, 599 - 629.
Yaw-Huei Wang, January 2009, The Impact of Jump Dynamics on the Predictive Power of Option-Implied Densities, Journal of Derivatives, 9 - 22.
Yaw-Huei Wang, Pei-Shih Weng, January 2009, Asymmetry and Long Memory in the Dynamics of Interest Rate Volatility, Journal of Futures and Options, 109 - 132.