9
H index
9
i10 index
267
Citations
National Sun Yat-Sen University | 9 H index 9 i10 index 267 Citations RESEARCH PRODUCTION: 32 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with WEI-CHE TSAI. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 7 |
American Journal of Public Health | 5 |
Renewable and Sustainable Energy Reviews | 5 |
Journal of Banking & Finance | 3 |
International Review of Economics & Finance | 2 |
Year | Title of citing document |
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2022 | Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274. Full description at Econpapers || Download paper |
2022 | Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776. Full description at Econpapers || Download paper |
2023 | What firm risk factors drive bank loan pricing and other terms? Evidence from China. (2023). Fung, Hunggay ; Xiao, Zuoping ; Wang, LU ; Jin, Hongmin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2985-3010. Full description at Econpapers || Download paper |
2023 | Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799. Full description at Econpapers || Download paper |
2022 | A Bayesian nonparametric approach for inferring drug combination effects on mental health in people with HIV. (2022). Rubin, Leah H ; Ni, Yang ; Jin, Wei ; Xu, Yanxun ; Spence, Amanda B. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:3:p:988-1000. Full description at Econpapers || Download paper |
2022 | Board corruption and loan contracts. (2022). Lin, Chihyung ; Huang, Chiawei ; Chen, Robin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1929-1956. Full description at Econpapers || Download paper |
2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper |
2023 | Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142. Full description at Econpapers || Download paper |
2022 | Determinants and consequences of debt maturity structure: A systematic review of the international literature. (2022). Habib, Ahsan ; Uddin, Md Borhan ; Opare, Solomon ; Wu, Julia Yonghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003738. Full description at Econpapers || Download paper |
2023 | Financial literacy, financial development, and leverage of small firms. (2023). Goaied, Mohamed ; Bennasr, Hamdi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000261. Full description at Econpapers || Download paper |
2023 | Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571. Full description at Econpapers || Download paper |
2022 | Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets. (2022). Lee, Soonhee ; Bae, Kwangil. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100249x. Full description at Econpapers || Download paper |
2023 | A three-factor stochastic model for forecasting production of energy materials. (2023). Orlando, Giuseppe ; Bufalo, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005347. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and the cost of bank loans. (2023). Ho, Tien ; Nguyen, Thanh Cong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300185x. Full description at Econpapers || Download paper |
2022 | Price impact versus bid–ask spreads in the index option market. (2022). van Kervel, Vincent ; Seeger, Norman J ; Kaeck, Andreas. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000550. Full description at Econpapers || Download paper |
2023 | Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544. Full description at Econpapers || Download paper |
2022 | Bank loans during the 2008 quantitative easing. (2022). Lu, Chien-Lin ; Lin, Chih-Yung ; Chou, Robin K ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000031. Full description at Econpapers || Download paper |
2023 | Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527. Full description at Econpapers || Download paper |
2023 | Intraday momentum in the VIX futures market. (2023). Yang, Jimmy J ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003260. Full description at Econpapers || Download paper |
2022 | Do academic independent directors matter? Evidence from stock price crash risk. (2022). Xiao, Zuoping ; Wang, LU ; Su, Zhong-Qin ; Jin, Hong-Min. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1129-1148. Full description at Econpapers || Download paper |
2023 | Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000630. Full description at Econpapers || Download paper |
2022 | Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876. Full description at Econpapers || Download paper |
2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper |
2022 | Controlling shareholder expropriation and labor investment efficiency. (2022). Tian, Guangning ; Ni, Xiaoran ; Gu, Leilei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:261-274. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | A Study of Financial Literacy of Investors—A Bibliometric Analysis. (2022). Sherfudeen, Noorjahan ; Albarrak, Mansour Saleh ; Ansari, Yasmeen ; Aman, Arfia. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:36-:d:816456. Full description at Econpapers || Download paper |
2022 | Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2022). Iwatsubo, Kentaro ; Hayo, Bernd. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11662-:d:917068. Full description at Econpapers || Download paper |
2023 | Evolution and Impacting Factors of Global Renewable Energy Products Trade Network: An Empirical Investigation Based on ERGM Model. (2023). Qu, YI ; Yang, Zixin ; Liu, Keyin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8701-:d:1157649. Full description at Econpapers || Download paper |
2023 | Hedging performance of volatility index futures: a partial cointegration approach. (2023). Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4. Full description at Econpapers || Download paper |
2022 | SMEs’ line of credit under the COVID-19: evidence from China. (2022). Chen, Xin ; Fang, Heyang ; Zhang, Yifei ; Liu, Yun. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:2:d:10.1007_s11187-021-00474-9. Full description at Econpapers || Download paper |
2022 | Influence of Financial Social Agents and Attitude Toward Money on Financial Literacy: The Mediating Role of Financial Self-Efficacy and Moderating Role of Mindfulness. (2022). Nabeel, Sheikh Muhammad ; Reza, Sajjida ; Muhammad, Noor ; Ahmed, Wahab ; Sarwar, Bilal ; Khan, Hadi Hassan ; Riaz, Sheza. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221117140. Full description at Econpapers || Download paper |
2022 | Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process. (2022). Prunster, Igor ; Mena, Ramses H ; de Blasi, Pierpaolo. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:1:d:10.1007_s10463-021-00791-6. Full description at Econpapers || Download paper |
2022 | Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory. (2022). Kashyap, Ravi. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-022-04610-w. Full description at Econpapers || Download paper |
2023 | Signals influencing corporate credit ratings—a systematic literature review. (2023). Chauhan, Ajay Kumar ; Vij, Madhu ; Kaur, Jaspreet. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:50:y:2023:i:1:d:10.1007_s40622-023-00341-4. Full description at Econpapers || Download paper |
2023 | The influence of CEO’s financial literacy on SMEs technological innovation: the mediating effects of MCS and risk-taking. (2023). Madrid-Guijarro, Antonia ; Dieguez-Soto, Julio ; Durendez, Antonio. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00414-w. Full description at Econpapers || Download paper |
2023 | Financial literacy, behavioral traits, and ePayment adoption and usage in Japan. (2023). Yoshino, Naoyuki ; Morgan, Peter J ; Long, Trinh Quang. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00504-3. Full description at Econpapers || Download paper |
2023 | A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03. Full description at Econpapers || Download paper |
2022 | Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644. Full description at Econpapers || Download paper |
2022 | VIX option?implied volatility slope and VIX futures returns. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Yoon, Jungah. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1002-1038. Full description at Econpapers || Download paper |
2022 | Dynamics in the VIX complex. (2022). Posselt, Anders Merrild. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1665-1687. Full description at Econpapers || Download paper |
2022 | The information content of the volatility index options trading volume. (2022). Stan, Raluca ; Kurov, Alexander ; Guo, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1721-1737. Full description at Econpapers || Download paper |
2023 | Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324. Full description at Econpapers || Download paper |
2022 | Effects of financial literacy on graduate school attitudes amidst COVID?19. (2022). Snavely, Jean C ; Chang, Samuel . In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:2003-2015. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1994 | Maternal-infant HIV transmission and circumstances of delivery In: American Journal of Public Health. [Citation analysis] | article | 0 |
1995 | The effects of vitamin A supplementation on the morbidity of children born to HIV-infected women In: American Journal of Public Health. [Citation analysis] | article | 0 |
1997 | Preventing recurrent homelessness among mentally ill men: A critical time intervention after discharge from a shelter In: American Journal of Public Health. [Citation analysis] | article | 10 |
1998 | Directly observed therapy and treatment completion for tuberculosis in the United States: Is universal supervised therapy necessary? In: American Journal of Public Health. [Citation analysis] | article | 0 |
2000 | Cancer incidence and survival following bereavement In: American Journal of Public Health. [Citation analysis] | article | 3 |
2018 | Private benefits of control and bank loan contracts In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 15 |
2020 | Price delay and post-earnings announcement drift anomalies: The role of option-implied betas In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Determinants of price discovery in the VIX futures market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 32 |
2014 | Improved method for static replication under the CEV model In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2013 | Static hedging and pricing American knock-in put options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2014 | The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Financial literacy and participation in the derivatives markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
2020 | The impact of weather on order submissions and trading performance In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
2006 | An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 30 |
2007 | Bioenergy from landfill gas (LFG) in Taiwan In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 19 |
2004 | Progress in energy utilization from agrowastes in Taiwan In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 8 |
2005 | Overview of environmental impacts, prospects and policies for renewable energy in Taiwan In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 31 |
2005 | Current status and development policies on renewable energy technology research in Taiwan In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 13 |
2016 | Effect of country governance on bank privatization performance In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2018 | Do foreign institutional traders have private information for the market index? The aspect of market microstructure In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
1995 | FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 0 |
2012 | Using Richardson extrapolation techniques to price American options with alternative stochastic processes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
2016 | Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2012 | Applying recurrent event analysis to understand the causes of changes in firm credit ratings In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Random Partition Distribution Indexed by Pairwise Information In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2010 | A modified static hedging method for continuous barrier options In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2011 | The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 24 |
2015 | The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
2017 | An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2018 | An analysis on the intraday trading activity of VIX derivatives In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2020 | The impact of net buying pressure on VIX option prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
2021 | Do put warrants unwind short?sale restrictions? Further evidence from the Taiwan Stock Exchange In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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