IDEAS home Printed from https://ideas.repec.org/d/dfsystw.html
 

Publications

by members of

Department of Finance
College of Management
National Sun Yat-Sen University
Kaohsiung, Taiwan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

1995

  1. Terza, J.V. & Tsai, W.D., 1995. "FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect," Papers 11-95-2, Pennsylvania State - Department of Economics.

Journal articles

2021

  1. Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Wu, Ming-Hung, 2021. "Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan," Journal of Financial Markets, Elsevier, vol. 52(C).
  2. Yi‐Wei Chuang & Wei‐Che Tsai & Pei‐Shih Weng & Chi Yin, 2021. "Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 325-348, March.

2020

  1. Ho, Hwai-Chung & Tsai, Wei-Che, 2020. "Price delay and post-earnings announcement drift anomalies: The role of option-implied betas," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  2. Chuang, Yi-Wei & Tsai, Wei-Che & Weng, Pei-Shih, 2020. "The impact of weather on order submissions and trading performance," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  3. Yi‐Wei Chuang & Wei‐Che Tsai & Ming‐Hung Wu, 2020. "The impact of net buying pressure on VIX option prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(2), pages 209-227, February.

2018

  1. Lin, Chih-Yung & Tsai, Wei-Che & Hasan, Iftekhar & Tuan, Le Quoc, 2018. "Private benefits of control and bank loan contracts," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 324-343.
  2. Hsiao, Yu-Jen & Tsai, Wei-Che, 2018. "Financial literacy and participation in the derivatives markets," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 15-29.
  3. Weng, Pei-Shih & Tsai, Wei-Che, 2018. "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 308-323.
  4. Dian‐Xuan Kao & Wei‐Che Tsai & Yaw‐Huei Wang & Kuang‐Chieh Yen, 2018. "An analysis on the intraday trading activity of VIX derivatives," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 158-174, February.

2017

  1. Chen, Yu-Lun & Tsai, Wei-Che, 2017. "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 59-73.
  2. David B. Dahl & Ryan Day & Jerry W. Tsai, 2017. "Random Partition Distribution Indexed by Pairwise Information," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 721-732, April.
  3. Pei‐Shih Weng & Ming‐Hung Wu & Miao‐Ling Chen & Wei‐Che Tsai, 2017. "An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(9), pages 865-891, September.

2016

  1. Ho, Po-Hsin & Lin, Chih-Yung & Tsai, Wei-Che, 2016. "Effect of country governance on bank privatization performance," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 3-18.
  2. Wei-Che Tsai & Wei-Yuan Wang & Po-Hsin Ho & Chih-Yung Lin, 2016. "Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(2), pages 487-497, February.

2015

  1. Wei‐Che Tsai & Ying‐Tzu Chiu & Yaw‐Huei Wang, 2015. "The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(8), pages 715-737, August.

2014

  1. Tsai, Wei-Che, 2014. "Improved method for static replication under the CEV model," Finance Research Letters, Elsevier, vol. 11(3), pages 194-202.
  2. Chung, San-Lin & Liu, Wen-Rang & Tsai, Wei-Che, 2014. "The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 123-133.

2013

  1. Chung, San-Lin & Shih, Pai-Ta & Tsai, Wei-Che, 2013. "Static hedging and pricing American knock-in put options," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 191-205.

2012

  1. 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, Springer, vol. 39(3), pages 383-406, October.

2011

  1. San‐Lin Chung & Wei‐Che Tsai & Yaw‐Huei Wang & Pei‐Shih Weng, 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, John Wiley & Sons, Ltd., vol. 31(12), pages 1170-1201, December.

2010

  1. San‐Lin Chung & Pai‐Ta Shih & Wei‐Che Tsai, 2010. "A modified static hedging method for continuous barrier options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(12), pages 1150-1166, December.

2007

  1. Tsai, W.T., 2007. "Bioenergy from landfill gas (LFG) in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 11(2), pages 331-344, February.

2006

  1. Tsai, W.T. & Chou, Y.H., 2006. "An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 10(5), pages 491-502, October.

2005

  1. Tsai, W. T. & Chou, Y. H., 2005. "Overview of environmental impacts, prospects and policies for renewable energy in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 9(2), pages 119-147, April.
  2. Tsai, W. -T., 2005. "Current status and development policies on renewable energy technology research in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 9(3), pages 237-253, June.

2004

  1. Tsai, W. T. & Chou, Y. H. & Chang, Y. M., 2004. "Progress in energy utilization from agrowastes in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 8(5), pages 461-481, October.

2000

  1. Levav, I. & Kohn, R. & Iscovich, J. & Abramson, J.H. & Tsai, W.Y. & Vigdorovich, D., 2000. "Cancer incidence and survival following bereavement," American Journal of Public Health, American Public Health Association, vol. 90(10), pages 1601-1607.

1998

  1. Bayer, R. & Stayton, C. & Desvarieux, M. & Healton, C. & Landesman, S. & Tsai, W.-Y., 1998. "Directly observed therapy and treatment completion for tuberculosis in the United States: Is universal supervised therapy necessary?," American Journal of Public Health, American Public Health Association, vol. 88(7), pages 1052-1058.

1997

  1. Susser, E. & Valencia, E. & Conover, S. & Felix, A. & Tsai, W.-Y. & Wyatt, R.J., 1997. "Preventing recurrent homelessness among mentally ill men: A 'critical time' intervention after discharge from a shelter," American Journal of Public Health, American Public Health Association, vol. 87(2), pages 256-262.

1995

  1. Coutsoudis, A. & Bobat, R.A. & Coovadia, H.M. & Kuhn, L. & Tsai, W.-Y. & Stein, Z.A., 1995. "The effects of vitamin A supplementation on the morbidity of children born to HIV-infected women," American Journal of Public Health, American Public Health Association, vol. 85(8), pages 1076-1081.

1994

  1. Kuhn, L. & Stein, Z.A. & Thomas, P.A. & Singh, T. & Tsai, W.-Y., 1994. "Maternal-infant HIV transmission and circumstances of delivery," American Journal of Public Health, American Public Health Association, vol. 84(7), pages 1110-1115.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.