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Name Tsai, Wei-Che
Title Professor
Research Interests Household Finance, FinTech, Green Finance, Risk Management, Investments
Office 4048
Phone 4814
Email weiche@mail.nsysu.edu.tw


Education 2011, Ph.D., Finance, National Taiwan University
Experience
Administrative Positions
2020-08-01 ~ , iSVMS, Director
2016-02-01 ~ 2016-08-31, Assurance of Learning Center, College of Management, National Sun Yet-sen University, Director
Academic Services
Category Year Title
Journal Article 2017 Chen, YL; Tsai, WC (2017). Determinants of price discovery in the VIX futures marketJOURNAL OF EMPIRICAL FINANCE, 43(), 59-73. (SSCI)
Journal Article 2017 Weng, PS; Wu, MH; Chen, ML; Tsai, WC (2017). An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures ExchangeJOURNAL OF FUTURES MARKETS, 37(9), 865-891. (SSCI)
Journal Article 2016 Tsai, WC; Wang, WY; Ho, PH; Lin, CY (2016). Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political ConnectionEMERGING MARKETS FINANCE AND TRADE, 52(52), 487-497. (SSCI)
Journal Article 2016 Ho, PH; Lin, CY; Tsai, WC (2016). Effect of country governance on bank privatization performanceINTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 43(43), 3-18. (SSCI)
Journal Article 2016 Wu, MH; Tsai, WC; Chen, ML (2016). The Effect of Monetary Policies on the Relationship between Advertising and Mutual Fund FlowsASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, 45(45), 673-704. (SSCI)
Journal Article 2016 Chen, TF; Chung, SL; Tsai, WC (2016). Option-Implied Equity Risk and the Cross Section of Stock ReturnsFINANCIAL ANALYSTS JOURNAL, 72(72), 42-55. (SSCI)
Journal Article 2015 Tsai, WC; Chiu, YT; Wang, YH (2015). The Information Content of Trading Activity and Quote Changes: Evidence from VIX OptionsJOURNAL OF FUTURES MARKETS, 35(35), 715-737. (SSCI)
Journal Article 2015 翁培師、蔡維哲 (2015). 高斯積分法在跳躍擴散過程下評價美式與新奇選擇權期貨與選擇權學刊, (), . (TSSCI)
Journal Article 2015 C.Y. Lin,Y.W.Chuang,W.C.Tsai (2015). The Benefits of Firms Holding Bank Shares on Bank Loans:Evidence from the Global Financial CrisisSun Yat-Sen Management Review23, (), 563-590. (TSSCI)
Journal Article 2014 Tsai, WC (2014). Improved method for static replication under the CEV modelFINANCE RESEARCH LETTERS, 11(11), 194-202. (SSCI)
Journal Article 2014 Chung, SL; Liu, WR; Tsai, WC (2014). The impact of derivatives hedging on the stock market: Evidence from Taiwan's covered warrants marketJOURNAL OF BANKING & FINANCE, 42(42), 123-133. (SSCI)
Journal Article 2013 Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che (2013). Static hedging and pricing American knock-in put optionsJOURNAL OF BANKING & FINANCE, 37(37), 191. (SSCI)
Journal Article 2012 Chung,S.L.,P.T.Shih,and W.C.Tsai (2012). Static hedging and pricing American knock-in put optionsJournal of Banking and Finance, forthcoming(forthcoming), forthcoming. (SSCI)
Journal Article 2012 Chang, C. C., J. B. Lin, W. C. Tsai, and Y. H. Wang (2012). Using Richardson extrapolation techniques to price American options with alternative stochastic processesReview of Quantitative Finance and Accounting, 3(3), 383-406. (其他期刊)
Journal Article 2012 Chen, Y. S., C. Y. Lin, P. H. Ho, and W. C. Tsai (2012). Applying recurrent event analysis to understand the causes of changes in firm credit ratingsApplied Financial Economics, 12(12), 977-988. (其他期刊)
Journal Article 2011 Lee, T. S., S. C. Huang, J. F. Lin, and W. C. Tsai (2011). Can fund investors benefit from momentum and herding strategies in Taiwan market?Journal of Management, 2(2), 191-218. (TSSCI)
Journal Article 2010 Chung,S.L.,P.T.Shin,W.C.Tsai (2010). A modified static hedging method ofr continuous barrier optionsJournal of futures Markets, 0(30), 1150-1166. (SSCI)
Year Title
2018

台灣權證市場實證研究. 科技部 (107-2410-H-110-009-MY2)

2017

選擇權交易活動的實證研究. 科技部 (106-2628-H-110-001-MY3)

2017

補助國內大專院校購置「S&P Capital IQ Research Insight 企業財務分析」資料庫專案. 科技部 (106-2420-H-110-002-ED)

2016

個人參與台灣衍生性商品市場之性別分析(V02.V04). 科技部 (105-2629-H-110-001-)

2016

波動度指數期貨與選擇權市場之交易活動. 科技部 (104-2410-H-110-008-MY2)

2015

波動度指數期貨與選擇權市場之交易活動. 科技部 (104-2410-H-110-008-MY2)

2014

改良積分法評價跳躍擴散模型下的美式衍生性金融商品. 科技部 (102-2410-H-110-008-MY2)

2013

改良積分法評價跳躍擴散模型下的美式衍生性金融商品. 科技部 (102-2410-H-110-008-MY2)

2013

權證交易量對公司價值之影響-以台灣半導體產業為例. 科技部 (102-2815-C-110-026-H)

2012

隨機波動. 科技部 (NSC101-2410-H-110-079)

2012

實證研究VIX期貨市場的存貨控制. 政府部門 (NSC 101-2420-H-002-006-Y10107)

Year Name Degree Title
2018 Chin-Ying Hung Master Does a candlestick strategy have its value in the VIX future market?
2018 Sheng-Chin Wu Master Using Big Data for Fundamental Investing
2018 Nai-Wen Cheng Master The Effect of Media-based Sentiment on VIX Futures Market
2018 Hsin-Kai Juan Master The relationship between institutional abnormal trading volume and post-earnings announcement drift
2018 Yi-Lin Tsai Master An Introduction of FinTech Patents in the Taiwan's Financial Industry
2017 Guo-lun Huang Master Tail Risk Trading Strategy Using Volatility-of-volatility Index
2017 Chyun-Ru Teng Master Intraday Momentum in VIX Futures Market
2017 Yi-Wei Chuang Ph.D The Impact of Weather on Investors’ Trading Behavior: Evidence from the Taiwan Futures Exchange
2017 Chien-wen Tang Master The Implication of Term Structure of CDS Spread in Emerging Markets
2017 PO-YIN CHEN Master Geographical distance and bank loan contract.
2016 Wan-ju Lee Master The impact of macroeconomic announcements on VIX futures
2016 Cheng-hsun Wu Master Riskiness and management style as predictors of Taiwan domestic mutual fund performance
2016 Hong-yu Luo Master A Comparison of Numerical Methods for Pricing European Continuous Double Barrier Options
2016 Shu-fen Lu Master Research on the public sector using the news media relations:A case of Kaohsiung City Government
2016 Jhuan-Yu Shih Master The Value of Implementing Enterprise Risk Management: Empirical Evidence from Taiwan Finance Industry
2015 Jhih-Yang Lo Master Relative Options Prices and Cross-Section of Stock Returns
2015 FENG-SUNG CHIEN Master Macroeconomic Multi-Factor Model
2015 Ding-rong Jheng Master Predicting stock returns by option implied information
2015 Wei-Zen Chin Master The VIX futures basis strategy with high volatility
2015 Tsung-Chien Wu Master The impact of short sales ban on put warrants: Evidence from Taiwan warrants market
2014 Chi-chuan Chen Master Portfolio insurance strategy - Markov switching model applied to asset allocation in Asia
2014 Shan-yao Ke Master Pairs trading with copula approach in Taiwan
2014 I-lun Yang Master The Information Content of Trading Activity Evidence from VIX Futures
Year Title Awarding Organization
2016 University New Scholar Awards National Sun Yat-sen University
Period Activity Description Role
2013-04-01 ~ 2015-02-28 國立中山大學管理學院AACSB認證工作執行小組 AACSB認證 執行小組成員