Yu-Lun Chen

Chung Yuan Christian University - Department of Finance

Assistant Professor

200 Chung Pei Rd

Chung Li City, 32023

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

365

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Determinants of Price Discovery in the VIX Futures Market

Journal of Empirical Finance, Forthcoming
Number of pages: 59 Posted: 23 May 2017
Yu-Lun Chen and Wei-Che Tsai
Chung Yuan Christian University - Department of Finance and Oregon State University
Downloads 298 (127,795)
Citation 4

Abstract:

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Price discovery; VIX; VIX futures; Futures basis; Information shares

2.

Government Intervention and Price Discovery in the Foreign Exchange Market

Number of pages: 21 Posted: 22 Aug 2011
Yu-Lun Chen and Yin-Feng Gau
Chung Yuan Christian University - Department of Finance and National Central University
Downloads 67 (413,274)

Abstract:

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Foreign exchange, Central bank intervention, Price discovery, Market microstructure