Details about Wei-Che Tsai

Access statistics for papers by Wei-Che Tsai.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pts195

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 View citations (2)
2. Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan
   Journal of Financial Markets, 2021, 52, (C) View citations (4)

2020

3. 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) View citations (1)
4. The impact of net buying pressure on VIX option prices
   Journal of Futures Markets, 2020, 40, (2), 209-227 View citations (7)
5. The impact of weather on order submissions and trading performance
   Pacific-Basin Finance Journal, 2020, 64, (C) View citations (1)

2018

6. An analysis on the intraday trading activity of VIX derivatives
   Journal of Futures Markets, 2018, 38, (2), 158-174 View citations (3)
7. 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 View citations (5)
8. Financial literacy and participation in the derivatives markets
   Journal of Banking & Finance, 2018, 88, (C), 15-29 View citations (35)
9. Private benefits of control and bank loan contracts
   Journal of Corporate Finance, 2018, 49, (C), 324-343 View citations (20)

2017

10. 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 View citations (3)
11. Determinants of price discovery in the VIX futures market
    Journal of Empirical Finance, 2017, 43, (C), 59-73 View citations (36)
12. Random Partition Distribution Indexed by Pairwise Information
    Journal of the American Statistical Association, 2017, 112, (518), 721-732 View citations (2)

2016

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

2015

15. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options
    Journal of Futures Markets, 2015, 35, (8), 715-737 View citations (7)

2014

16. Improved method for static replication under the CEV model
    Finance Research Letters, 2014, 11, (3), 194-202 View citations (3)
17. 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 View citations (10)

2013

18. Static hedging and pricing American knock-in put options
    Journal of Banking & Finance, 2013, 37, (1), 191-205 View citations (7)

2012

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

2011

21. 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 View citations (25)

2010

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

2007

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

2006

24. An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan
    Renewable and Sustainable Energy Reviews, 2006, 10, (5), 491-502 View citations (30)

2005

25. Current status and development policies on renewable energy technology research in Taiwan
    Renewable and Sustainable Energy Reviews, 2005, 9, (3), 237-253 View citations (13)
26. Overview of environmental impacts, prospects and policies for renewable energy in Taiwan
    Renewable and Sustainable Energy Reviews, 2005, 9, (2), 119-147 View citations (32)

2004

27. Progress in energy utilization from agrowastes in Taiwan
    Renewable and Sustainable Energy Reviews, 2004, 8, (5), 461-481 View citations (12)

2000

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

1998

29. 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

30. 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 (10)

1995

31. 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

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