Janchung Wang

National Kaohsiung First University of Science and Technology — Taiwan

Economics, Econometrics and Finance · Social Sciences

6h-index97citations17works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(10), Financial Risk and Volatility Modeling(8), Market Dynamics and Volatility(8), Stochastic processes and financial applications(4), Monetary Policy and Economic Impact(2)

Publications17 total

Effect of Real Estate Control Policies on the Real Estate Market: Evidence from Taiwan
Zenodo (CERN European Organization for Nuclear Research)·2025Open Access
Effect of Real Estate Control Policies on the Real Estate Market: Evidence from Taiwan
Zenodo (CERN European Organization for Nuclear Research)·2025Open Access
Market Trends and Options Trading: Viewpoint, Probability and Implications
2021Open Access
The effect of short-sale restrictions on the information transmission of extended index futures trading
The North American Journal of Economics and Finance·2020· 4 cited
Predicting opening spot prices using extended futures trading
Journal of Forecasting·2018· 5 cited
THE PRICING OF STOCK INDEX FUTURES DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM FOUR ASIAN INDEX FUTURES MARKETS
SHILAP Revista de lepidopterología·2017· 1 citedOpen Access
Estimation of the degree of market imperfections: theory and application in currency futures markets
SHILAP Revista de lepidopterología·2017Open Access
Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua China A50 and H-Share Index Futures Markets
Emerging Markets Finance and Trade·2011· 13 cited
Hedge Ratio Stability and Hedging Effectiveness of Time‐Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis*
Asia-Pacific Journal of Financial Studies·2010· 6 cited
Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets
Emerging Markets Finance and Trade·2010· 10 cited
The impacts of institutional net buys/sells on returns in the Taiwan futures market
SHILAP Revista de lepidopterología·2010Open Access
A measurement of the extent of market imperfections between markets and applications
Applied Economics·2009· 2 cited
Stock market volatility and the forecasting performance of stock index futures
Journal of Forecasting·2008· 7 cited
Degree of market imperfections: evidence from four Asian index futures markets
Applied Financial Economics·2008· 4 cited
Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets
Review of Pacific Basin Financial Markets and Policies·2006· 10 cited
Degree of market imperfection and the pricing of stock index futures
Applied Financial Economics·2005· 9 cited
Price Expectation and the Pricing of Stock Index Futures
Review of Quantitative Finance and Accounting·2004· 26 cited

Frequent Co-authors

Hsinan Hsu(8), Bo‐Ting Wang(2), Hsieh Tsung-Yu(2), Cheng-Huei Chiao(2), Yu-Lun Hsiao(2), Sunwu Winfred Chen(1), Shih‐Kuo Yeh(1), Hsing-Chi Wu(1), Hsien-Yi Lee(1), Wenfang Huang(1), Matthew C. Chang(1), Monica Guling Wu(1)