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Wei-Che Tsai

Personal Details

First Name:Wei-Che
Middle Name:
Last Name:Tsai
Suffix:
RePEc Short-ID:pts195
[This author has chosen not to make the email address public]

Affiliation

Department of Finance
College of Management
National Sun Yat-Sen University

Kaohsiung, Taiwan
http://web.finance.nsysu.edu.tw/
RePEc:edi:dfsystw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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.

Articles

  1. 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.
  2. 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).
  3. 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).
  4. 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.
  5. 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).
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Tsai, Wei-Che, 2014. "Improved method for static replication under the CEV model," Finance Research Letters, Elsevier, vol. 11(3), pages 194-202.
  18. 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.
  19. 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.
  20. Yan-Shing Chen & Po-Hsin Ho & Chih-Yung Lin & Wei-Che Tsai, 2012. "Applying recurrent event analysis to understand the causes of changes in firm credit ratings," Applied Financial Economics, Taylor & Francis Journals, vol. 22(12), pages 977-988, June.
  21. 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.
  22. 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.
  23. Tsai, W.T., 2007. "Bioenergy from landfill gas (LFG) in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 11(2), pages 331-344, February.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.

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