Sanlin Chung

National Taiwan University

H-index: 20

Asia-Taiwan

About Sanlin Chung

Sanlin Chung, With an exceptional h-index of 20 and a recent h-index of 12 (since 2020), a distinguished researcher at National Taiwan University, specializes in the field of Financial engineering, behavior finance, big data analyses.

His recent articles reflect a diverse array of research interests and contributions to the field:

Dividend-tax avoidance trade and its impact on the stock market

Strategic asset allocation with distorted beliefs

The Price Manipulation on Expiration: Evidence of TAIEX futures and options

Dividend-Tax Arbitrage and its Impact on the Stock Market

Revisiting the valuation of deposit insurance

Volatility-of-volatility risk in asset pricing

How much do negative probabilities matter in option pricing?: A case of a lattice-based approach for stochastic volatility models

Sanlin Chung Information

University	National Taiwan University
Position	Department of Finance
Citations(all)	1403
Citations(since 2020)	513
Cited By	1148
hIndex(all)	20
hIndex(since 2020)	12
i10Index(all)	32
i10Index(since 2020)	15
Email	Access Email
University Profile Page	National Taiwan University
Google Scholar	View Google Scholar Profile

Sanlin Chung Skills & Research Interests

Financial engineering

behavior finance

big data analyses

Top articles of Sanlin Chung

Title	Journal	Author(s)	Publication Date
Dividend-tax avoidance trade and its impact on the stock market	Pacific-Basin Finance Journal	Wen-Rang Liu Yao-Min Chiang San-Lin Chung	2024/6/1
Strategic asset allocation with distorted beliefs	International Review of Economics & Finance	San-Lin Chung Mao-Wei Hung Tzu-Wen Wei Chung-Ying Yeh	2024/1/1
The Price Manipulation on Expiration: Evidence of TAIEX futures and options	Available at SSRN 4304170	Chuang-Chang Chang San-Lin Chung Pei-Fang Hsieh	2023/3/24
Dividend-Tax Arbitrage and its Impact on the Stock Market	Available at SSRN 4419251	Wen-Rang Liu Yao-Min Chiang San-Lin Chung	2023
Revisiting the valuation of deposit insurance	Journal of Futures Markets	Chuang‐Chang Chang San‐Lin Chung Ruey‐Jenn Ho Yu‐Jen Hsiao	2022/1
Volatility-of-volatility risk in asset pricing	The Review of Asset Pricing Studies	Te-Feng Chen Tarun Chordia San-Lin Chung Ji-Chai Lin	2022/3/1
How much do negative probabilities matter in option pricing?: A case of a lattice-based approach for stochastic volatility models	Journal of Risk and Financial Management	Chung-Li Tseng Daniel Wei-Chung Miao San-Lin Chung Pai-Ta Shih	2021/5/30