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Details about Wei-Che Tsai

Workplace:Department of Finance, College of Management, National Sun Yat-Sen University, (more information at EDIRC)

Access statistics for papers by Wei-Che Tsai.

Last updated 2021-11-18. Update your information in the RePEc Author Service.

Short-id: pts195


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Working Papers

1995

  1. FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect
    Working Papers, Pennsylvania State - Department of Economics

Journal Articles

2021

  1. Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange
    Journal of Futures Markets, 2021, 41, (3), 325-348 Downloads
  2. Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan
    Journal of Financial Markets, 2021, 52, (C) Downloads View citations (1)

2020

  1. Price delay and post-earnings announcement drift anomalies: The role of option-implied betas
    The North American Journal of Economics and Finance, 2020, 54, (C) Downloads View citations (1)
  2. The impact of net buying pressure on VIX option prices
    Journal of Futures Markets, 2020, 40, (2), 209-227 Downloads View citations (3)
  3. The impact of weather on order submissions and trading performance
    Pacific-Basin Finance Journal, 2020, 64, (C) Downloads View citations (1)

2018

  1. An analysis on the intraday trading activity of VIX derivatives
    Journal of Futures Markets, 2018, 38, (2), 158-174 Downloads View citations (1)
  2. Do foreign institutional traders have private information for the market index? The aspect of market microstructure
    International Review of Economics & Finance, 2018, 55, (C), 308-323 Downloads View citations (5)
  3. Financial literacy and participation in the derivatives markets
    Journal of Banking & Finance, 2018, 88, (C), 15-29 Downloads View citations (18)
  4. Private benefits of control and bank loan contracts
    Journal of Corporate Finance, 2018, 49, (C), 324-343 Downloads View citations (7)

2017

  1. An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange
    Journal of Futures Markets, 2017, 37, (9), 865-891 Downloads View citations (3)
  2. Determinants of price discovery in the VIX futures market
    Journal of Empirical Finance, 2017, 43, (C), 59-73 Downloads View citations (23)
  3. Random Partition Distribution Indexed by Pairwise Information
    Journal of the American Statistical Association, 2017, 112, (518), 721-732 Downloads View citations (1)

2016

  1. Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection
    Emerging Markets Finance and Trade, 2016, 52, (2), 487-497 Downloads View citations (3)
  2. Effect of country governance on bank privatization performance
    International Review of Economics & Finance, 2016, 43, (C), 3-18 Downloads View citations (5)

2015

  1. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options
    Journal of Futures Markets, 2015, 35, (8), 715-737 Downloads View citations (6)

2014

  1. Improved method for static replication under the CEV model
    Finance Research Letters, 2014, 11, (3), 194-202 Downloads View citations (1)
  2. The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market
    Journal of Banking & Finance, 2014, 42, (C), 123-133 Downloads View citations (7)

2013

  1. Static hedging and pricing American knock-in put options
    Journal of Banking & Finance, 2013, 37, (1), 191-205 Downloads View citations (6)

2012

  1. Applying recurrent event analysis to understand the causes of changes in firm credit ratings
    Applied Financial Economics, 2012, 22, (12), 977-988 Downloads
  2. Using Richardson extrapolation techniques to price American options with alternative stochastic processes
    Review of Quantitative Finance and Accounting, 2012, 39, (3), 383-406 Downloads

2011

  1. 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, 2011, 31, (12), 1170-1201 Downloads View citations (25)

2010

  1. A modified static hedging method for continuous barrier options
    Journal of Futures Markets, 2010, 30, (12), 1150-1166 Downloads View citations (5)

2007

  1. Bioenergy from landfill gas (LFG) in Taiwan
    Renewable and Sustainable Energy Reviews, 2007, 11, (2), 331-344 Downloads View citations (19)

2006

  1. An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan
    Renewable and Sustainable Energy Reviews, 2006, 10, (5), 491-502 Downloads View citations (28)

2005

  1. Current status and development policies on renewable energy technology research in Taiwan
    Renewable and Sustainable Energy Reviews, 2005, 9, (3), 237-253 Downloads View citations (4)
  2. Overview of environmental impacts, prospects and policies for renewable energy in Taiwan
    Renewable and Sustainable Energy Reviews, 2005, 9, (2), 119-147 Downloads View citations (28)

2004

  1. Progress in energy utilization from agrowastes in Taiwan
    Renewable and Sustainable Energy Reviews, 2004, 8, (5), 461-481 Downloads View citations (11)

2000

  1. Cancer incidence and survival following bereavement
    American Journal of Public Health, 2000, 90, (10), 1601-1607 View citations (3)

1998

  1. Directly observed therapy and treatment completion for tuberculosis in the United States: Is universal supervised therapy necessary?
    American Journal of Public Health, 1998, 88, (7), 1052-1058

1997

  1. Preventing recurrent homelessness among mentally ill men: A 'critical time' intervention after discharge from a shelter
    American Journal of Public Health, 1997, 87, (2), 256-262 View citations (7)

1995

  1. The effects of vitamin A supplementation on the morbidity of children born to HIV-infected women
    American Journal of Public Health, 1995, 85, (8), 1076-1081

1994

  1. Maternal-infant HIV transmission and circumstances of delivery
    American Journal of Public Health, 1994, 84, (7), 1110-1115
 
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