Wei-Che Tsai (蔡維哲)
National Sun Yat-Sen University
H-index: 12
Asia-Taiwan
Top articles of Wei-Che Tsai (蔡維哲)
Global financial crisis, funding constraints, and liquidity of VIX futures
Pacific-Basin Finance Journal
2023/9/1
Overnight returns and investor sentiment: Further evidence from the Taiwan stock market
Pacific-Basin Finance Journal
2023/9/1
Financial Literacy and Robo-Advisor Adoption: Evidence from Taiwan
管理評論
2023/7/25
Option implied riskiness and risk-taking incentives of executive compensation
Review of Quantitative Finance and Accounting
2023/4
Intraday momentum in the VIX futures market
Journal of Banking & Finance
2023/3/1
US macroeconomic surprises and the emerging‐market sovereign CDS market
European Financial Management
2023/3
Static Hedging Methods for Pricing Double Barrier Options
2022/3/15
Google searches around analyst recommendation revision announcements: Evidence from the Taiwan stock market
International Review of Economics & Finance
2022/9/1
Need-for-Hedge: How Does Put Warrant Short-Sell Hedging Intensity Affect Equity Lending Market Dynamics?
Available at SSRN 3922783
2022/4/30
以基本面分析強化社會責任投資績效
證券市場發展季刊
2021/9/1
Dynamic energy efficiency, energy decoupling rate, and decarbonization: Evidence from ASEAN+ 6
Sage Open
2021/9
The impacts of internal capital allocation efficiency on R&D investments: evidence from China
Applied Economics Letters
2021/8/16
Effects of investor attention in China's commodity futures markets
Journal of Futures Markets
2021/8
Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange
Journal of Futures Markets
2021/3
Volatility of order imbalance of institutional traders and expected asset returns: evidence from Taiwan
Journal of Financial Markets
2021/1/1
The impacts of day trading activity on market quality: Evidence from the policy change on the Taiwan stock market
Journal of Derivatives and Quantitative Studies: 선물연구
2020/12/21
The impact of weather on order submissions and trading performance
Pacific-Basin Finance Journal
2020/12/1
Price delay and post-earnings announcement drift anomalies: The role of option-implied betas
The North American Journal of Economics and Finance
2020/11/1
The impact of net buying pressure on VIX option prices
Journal of Futures Markets
2020/2
