WEI-CHE TSAI : Citation Profile

Are you WEI-CHE TSAI?

National Sun Yat-Sen University

9

H index

9

i10 index

267

Citations

RESEARCH PRODUCTION:

32

Articles

1

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 9
   Journals where WEI-CHE TSAI has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 11 (3.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts195
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

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:

Oxley, Les (5)

Asongu, Simplice (4)

Gibson, John (4)

Ma, Hengyun (4)

Agbloyor, Elikplimi (4)

Wong, Wing-Keung (3)

Lean, Hooi Hooi (3)

Fassas, Athanasios (3)

Alexander, Carol (3)

Huang, Jingzhi (2)

KUSI, BAAH (2)

Cites to:

Subrahmanyam, Avanidhar (16)

Stulz, René (12)

Jappelli, Tullio (10)

Guiso, Luigi (8)

Campbell, John (8)

Shleifer, Andrei (7)

Lusardi, Annamaria (7)

Barber, Brad (7)

Roll, Richard (7)

Fama, Eugene (7)

Calvet, Laurent (6)

Main data

Where WEI-CHE TSAI has published?

Journals with more than one article published# docs
Journal of Futures Markets7
American Journal of Public Health5
Renewable and Sustainable Energy Reviews5
Journal of Banking & Finance3
International Review of Economics & Finance2

Recent works citing WEI-CHE TSAI (2023 and 2022)

YearTitle of citing document
2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2022Net 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.

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2023What 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.

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2023Digital 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.

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2022A 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.

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2022Board 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.

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2022Directed 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.

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2023Empirical 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.

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2022Determinants 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.

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2023Financial 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.

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2023Risk 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.

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2022Prices 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.

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2023A 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.

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2023Geopolitical 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.

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2022Price 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.

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2023Net 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.

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2022Bank 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.

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2023Informational 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.

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2023Intraday 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.

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2022Do 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.

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2023Does 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.

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2022Spillovers 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.

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2023The 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.

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2022Controlling 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.

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2022.

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2022A 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.

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2022Who 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.

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2023Evolution 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.

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2023Hedging 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.

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2022SMEs’ 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.

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2022Influence 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.

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2022Asymptotic 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.

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2022Options 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.

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2023Signals 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.

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2023The 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.

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2023Financial 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.

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2023A 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.

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2022Information 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.

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2022VIX 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.

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2022Dynamics 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.

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2022The 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.

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2023Price 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.

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2022Effects 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.

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Works by WEI-CHE TSAI:

YearTitleTypeCited
1994Maternal-infant HIV transmission and circumstances of delivery In: American Journal of Public Health.
[Citation analysis]		article0
1995The effects of vitamin A supplementation on the morbidity of children born to HIV-infected women In: American Journal of Public Health.
[Citation analysis]		article0
1997Preventing recurrent homelessness among mentally ill men: A critical time intervention after discharge from a shelter In: American Journal of Public Health.
[Citation analysis]		article10
1998Directly observed therapy and treatment completion for tuberculosis in the United States: Is universal supervised therapy necessary? In: American Journal of Public Health.
[Citation analysis]		article0
2000Cancer incidence and survival following bereavement In: American Journal of Public Health.
[Citation analysis]		article3
2018Private benefits of control and bank loan contracts In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article15
2020Price 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]		article1
2017Determinants of price discovery in the VIX futures market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article32
2014Improved method for static replication under the CEV model In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2013Static hedging and pricing American knock-in put options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2014The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2018Financial literacy and participation in the derivatives markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2020The impact of weather on order submissions and trading performance In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2006An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article30
2007Bioenergy from landfill gas (LFG) in Taiwan In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article19
2004Progress in energy utilization from agrowastes in Taiwan In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article8
2005Overview of environmental impacts, prospects and policies for renewable energy in Taiwan In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article31
2005Current status and development policies on renewable energy technology research in Taiwan In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article13
2016Effect of country governance on bank privatization performance In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2018Do 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]		article4
1995FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper0
2012Using Richardson extrapolation techniques to price American options with alternative stochastic processes In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article3
2016Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2012Applying recurrent event analysis to understand the causes of changes in firm credit ratings In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2017Random Partition Distribution Indexed by Pairwise Information In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2010A modified static hedging method for continuous barrier options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2011The 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]		article24
2015The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2017An 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]		article1
2018An analysis on the intraday trading activity of VIX derivatives In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2020The impact of net buying pressure on VIX option prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2021Do put warrants unwind short?sale restrictions? Further evidence from the Taiwan Stock Exchange In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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