Wan-Ru Yang

National University of Kaohsiung — Taiwan

Economics, Econometrics and Finance · Social Sciences

6h-index72citations12works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(10), Market Dynamics and Volatility(7), Financial Risk and Volatility Modeling(3), Corporate Finance and Governance(2), Stochastic processes and financial applications(2)

Publications12 total

Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?
Asia-Pacific Financial Markets·2024
Do investors herd in a volatile market? Evidence of dynamic herding in Taiwan, China, and US stock markets
Finance research letters·2022· 22 cited
How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?
WORLD SCIENTIFIC eBooks·2020
Investor Sentiment, Gambling Attitudes, and Trading Profits: Evidence from Taiwan Stock Index Options
2020
IS SYSTEMATIC LIQUIDITY RISK PRICED IN TAIWAN EMERGING STOCK MARKET
Advances in financial planning and forecasting. Supplement.·2017· 1 cited
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market
European Journal of Finance·2017· 5 cited
How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?
Review of Pacific Basin Financial Markets and Policies·2015· 6 cited
Influence of individual investor sentiment on Taiwan option prices during 2007-2010 financial crisis
Managerial Finance·2015· 8 cited
The Response of Dynamic Herd Behavior to Domestic and U.S. Market Factors: Evidence from the Greater China Stock Markets
Emerging Markets Finance and Trade·2015· 13 cited
Testing the Cost of Capital Effects of Taiwan's First Stock Market Liberalization
Zhōngguó cáiwù xuékān·2013
The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange
International Review of Economics & Finance·2011· 6 cited
Herding with costly information and signal extraction
International Review of Economics & Finance·2010· 11 cited

Frequent Co-authors

Wen-Ming Szu(4), Ming-Che Chuang(3), Yi‐Chen Wang(2), Yiling Chen(1), Mingchun Wang(1), Ming‐Chi Chen(1), Shih‐Kuei Lin(1), Shih‐Kuo Yeh(1), Chung-Ying Yeh(1), Kuo-Ming Lu(1), Ming-Chun Wang(1), Chao‐Yi Wu(1), I‐Hsiang Huang(1), Hsu‐Huei Huang(1), Chih‐Hsiang Chang(1)