| Name | Tsai, Wei-Che |
|---|---|
| Title | Professor |
| Research Interests | Household Finance, FinTech, Green Finance, Risk Management, Investments |
| Office | 4048 |
| Phone | 4814 |
| weiche@mail.nsysu.edu.tw |
| Education | 2011, Ph.D., Finance, National Taiwan University |
|---|---|
| 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 | 2022-01-01 ~ , 中山管理評論, 財務會計主編 2020-10-30 ~ 2020-10-30, 2020 臺灣財務工程學會年輕學者論壇, 召集人 2020-08-01 ~ , 國立中山大學管理學院整合性策略價值管理研究中心, 主任 2018-01-01 ~ 2019-12-31, The North American Journal of Economics and Finance, Guest Editor |
| Category | Year | Title |
|---|---|---|
| Journal Article | 2023 | Chiu, Junmao, Wei-Che Tsai, and Chi Yin (2023). US Macroeconomic Surprises and the Emerging-Market Sovereign CDS Market. EUROPEAN FINANCIAL MANAGEMENT, 29(2), 549-587. (SSCI) |
| Journal Article | 2023 | Chiu, Junmao; Lien, Donald; Tsai, Wei-Che (2023). Global financial crisis, funding constraints, and liquidity of VIX futures. PACIFIC-BASIN FINANCE JOURNAL, 80(查無), 102101. (SSCI) |
| Journal Article | 2023 | Zhang, Hang; Tsai, Wei-Che; Weng, Pei-Shih; Tsai, Pin-Chieh (2023). Overnight returns and investor sentiment: Further evidence from the Taiwan stock market. PACIFIC-BASIN FINANCE JOURNAL, 80(102093), 查無. (SSCI) |
| Journal Article | 2022 | Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Yang, J. Jimmy (2022). Intraday momentum in the VIX futures market. JOURNAL OF BANKING & FINANCE, 148(無), 無. (SSCI) |
| Journal Article | 2022 | Wu, Ming-Hung; Tsai, Wei-Che; Lu, Chia-Chi; Zhang, Hang (2022). Google searches around analyst recommendation revision announcements: Evidence from the Taiwan stock market. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 81(無), 75-97. (SSCI) |
| Journal Article | 2021 | (2021). Using Fundamental Analysis to Strengthen the Performance of Socially Responsible Investment. Review of Securities and Futures Markets. (TSSCI) |
| Journal Article | 2021 | Ming-Hung Wu, Wei-Che Tsai, Pei-Shih Weng, Dan-Yi Li (2021). Effects of investor attention in China's commodity futures markets. Journal of Futures Markets. (SSCI) |
| Journal Article | 2021 | Ren, Hai-Yun; Hsu, Ching-Chi; Feng, Gen-Fu; Jia, Jing; Tsai, Wei-Che (2021). The impacts of internal capital allocation efficiency on R&D investments: evidence from China. APPLIED ECONOMICS LETTERS, 28(14), 1195-1201. (SSCI) |
| Journal Article | 2021 | Chen, Chiang-Ping; Chang, Ming-Chung; Tsai, Wei-Che (2021). Dynamic Energy Efficiency, Energy Decoupling Rate, and Decarbonization: Evidence from ASEAN+6. SAGE OPEN, 11(3), 請確認. (SSCI) |
| Journal Article | 2021 | Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Wu, Ming-Hung (2021). Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. JOURNAL OF FINANCIAL MARKETS, 52(請確認), 請確認. (SSCI) |
| Journal Article | 2021 | Chuang, Yi-Wei; Tsai, Wei-Che; Weng, Pei-Shih; Yin, Chi (2021). Do put warrants unwind short-sale restrictions? Further evidence from the Taiwan Stock Exchange. JOURNAL OF FUTURES MARKETS, 41(3), 325-348. (SSCI) |
| Journal Article | 2020 | Chuang,Yi-Wei; Tsai, Wei-Che; Weng, Pei-Shih (2020). The impact of weather on order submissions and trading performance. PACIFIC-BASIN FINANCE JOURNAL, 64. (SSCI) |
| Journal Article | 2020 | Ho, Hwai-Chung;Tsai, Wei-Che (2020). Price delay and post-earnings announcement drift anomalies: The role of option-implied betas. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 54. (SSCI) |
| Journal Article | 2020 | Chuang, Yi-Wei; Tsai, Wei-Che; Wu, Ming-Hung (2020). The impact of net buying pressure on VIX option prices. JOURNAL OF FUTURES MARKETS, 40(2), 209-227. (SSCI) |
| Journal Article | 2018 | Kao, DX; Tsai, WC; Wang, YH; Yen, KC (2018). An analysis on the intraday trading activity of VIX derivatives. Journal of Futures Markets, 38(2), 158-174. (SSCI) |
| Journal Article | 2018 | Weng, PS; Tsai, WC (2018). Do foreign institutional traders have private information for the market index? The aspect of market microstructure. International Review of Economics & Finance, 55, 308-323. (SSCI) |
| Journal Article | 2018 | Lin, CY; Tsai, WC; Hasan, I; Tuan, LQ (2018). Private benefits of control and bank loan contracts. Journal of Corporate Finance, 49, 324-343. () |
| Journal Article | 2018 | Hsiao, YJ; Tsai, WC (2018). Financial literacy and participation in the derivatives markets. Journal of Banking & Finance, 88, 15-29. () |
| Journal Article | 2017 | Chen, YL; Tsai, WC (2017). Determinants of price discovery in the VIX futures market. Journal 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 Exchange. JOURNAL 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 Connection. Emerging 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 performance. International 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 Flows. ASIA-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 Returns. Financial Analysts Journal, 72(72), 42-55. (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 Crisis. Sun Yat-Sen Management Review23, 563-590. (TSSCI) |
| Journal Article | 2015 | Tsai, WC; Chiu, YT; Wang, YH (2015). The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options. JOURNAL OF FUTURES MARKETS, 35(35), 715-737. (SSCI) |
| Journal Article | 2014 | Tsai, WC (2014). Improved method for static replication under the CEV model. FINANCE 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 market. JOURNAL 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 options. JOURNAL 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 options. Journal 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 processes. Review 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 ratings. Applied 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 options. Journal of futures Markets(30), 1150-1166. (SSCI) |
| Year | Title |
|---|---|
| 2024 | 補助國內大專校院購置「Compustat on S&P Capital IQ 企業財務分析 」資料庫專案. Ministry of Science and Techonology (113-2740-H-110-001-ED) |
| 2022 | 國內金融機構對於再生能源融資之展望調查. 財團法人工業技術研究院 (14) |
| 2022 | 認售權證避險影響. Ministry of Science and Techonology (111-2410-H-110-071-MY2) |
| 2020 | Empirical Studies in the Vix Futures Market. Ministry of Science and Techonology (109-2410-H-110-024-MY3) |
| 2018 | Empirical Studies on Taiwan'S Warrants Market. MOST (107-2410-H-110-009-MY2) |
| 2017 | Empirical Studies on Options Trading Activity. MOST (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. MOST (106-2420-H-110-002-ED) |
| 2016 | A Gender Analysis of Individuals$ Participation on the Taiwanese Derivatives Market (V02.V04). MOST (105-2629-H-110-001-) |
| 2015 | Trading Activity in the Volatility Index Futures and Options Markets. MOST (104-2410-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. MOST (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. MOST (102-2815-C-110-026-H) |
| 2012 | 隨機波動. MOST (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) |
| 1970 | 改良積分法評價跳躍擴散模型下的美式衍生性金融商品. MOST (102-2410-H-110-008-MY2) |
| 1970 | 波動度指數期貨與選擇權市場之交易活動. MOST (104-2410-H-110-008-MY2) |
| Year | Semester | Required / Selected | Department | Course Code | Course |
|---|---|---|---|---|---|
| 112 | 2 | Required | Department of Finance | FI603 | PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (IV) |
| 112 | 2 | Required | Department of Finance | FI605 | INDEPENDENT STUDIES IN MASTER THESIS （II） |
| 112 | 2 | Selected | Department of Finance | FM812 | FINANCIAL ENGINEERING |
| 112 | 2 | Required | Department of Finance | FI501 | PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY (I) |
| 112 | 2 | Required | CSEMBA | CS906 | EXECUTIVE FINANCIAL MANAGEMENT |
| 112 | 2 | Required | Department of Finance | FM912 | CURRENT FINANCIAL PROBLEMS ANALYSIS |
| 112 | 2 | Selected | Department of Finance | FM613I | INDEPENDENT STUDIES(II) |
| 112 | 1 | Required | Department of Finance | FI602 | PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （III） |
| 112 | 1 | Required | Department of Finance | FI601 | PROFESSIONAL PRACTICE IN FINANCIAL INDUSTRY （II） |
| 112 | 1 | Selected | Department of Finance | FM702 | MATHEMATICAL FINANCE |
| 112 | 1 | Required | Department of Finance | FI604 | INDEPENDENT STUDIES IN MASTER THESIS （I） |
| 111 | 1 | Required | CSEMBA | CS922 | CORPORATE GOVERNANCE |
| 111 | 1 | Selected | College of Management | CM406 | INTRODUCTION TO FINANCIAL MANAGEMENT |
| 111 | 1 | Selected | 跨院選修(管) | GEAI1457 | INTRODUCTION TO FINANCIAL MANAGEMENT |
| 110 | 2 | Selected | Department of Finance | FM613 | INDEPENDENT STUDIES(II) |
| 110 | 2 | Selected | Department of Finance | FM812 | FINANCIAL ENGINEERING |
| 110 | 1 | Selected | Department of Finance | FM611B | INDEPENDENT STUDIES(I) |
| 110 | 1 | Required | CSEMBA | CS922 | CORPORATE GOVERNANCE |
| 110 | 1 | Selected | Department of Finance | FM427 | ANALYSIS AND DISCUSSION OF FINANCIAL NEWS |
| 110 | 1 | Selected | Department of Finance | FM702 | MATHEMATICAL FINANCE |
| Year | Title | Awarding Organization |
|---|---|---|
| 2020 | 呂鳳章先生紀念獎章 | 中華民國管理科學學會 |
| 2020 | 金椽獎 | 證券暨期貨市場發展基金會 |
| 2020 | 國泰最佳論文獎 | 台灣風險與保險學會 |
| 2019 | 富邦論文獎 | 臺灣財務金融學會 |
| 2019 | 最佳論文獎 | 中國金融工程學年會 |
| 2019 | 韓國交易所最佳論文獎 | Asia-Pacific Association of Derivatives |
| 2018 | 澳洲國際研討會論文獎 | Financial Markets and Corporate Governance Conference |
| 2018 | 管理學報年度最佳論文獎 | 管理學報 |
| 2017 | 國立中山大學特聘年輕學者 | 國立中山大學 |
| 2017 | 優秀年輕學者專題計畫主持人 | 行政院科技部 |
| 2016 | University New Scholar Awards | National Sun Yat-sen University |
| 2011 | 美國芝加哥商品交易所基金會研究獎 | 美國芝加哥商品交易所基金會 |
| 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 |