Research Output per year
Fingerprint Dive into the research topics where Shih-Chuan Tsai is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Investors
Business & Economics
Institutional investors
Business & Economics
Taiwan
Business & Economics
Liquidity
Business & Economics
Informed trading
Business & Economics
Herding
Business & Economics
Corporate investment
Business & Economics
Individual investors
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2012 2018
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, R., Fung, S. & Tsai, S. C., 2018 Oct 1, In : Review of Derivatives Research. 21, 3, p. 331-374 44 p.Research output: Contribution to journal › Article
Empirical investigation
Market manipulation
Futures markets
Derivative markets
Traders
3
Citations
(Scopus)
Retrieving aggregate information from option volume
Lin, W. T., Tsai, S. C., Zheng, Z. & Qiao, S., 2018 May 1, In : International Review of Economics and Finance. 55, p. 220-232 13 p.Research output: Contribution to journal › Article
Option volume
Retail
Investors
Taiwan
Options markets
2
Citations
(Scopus)
Does options trading convey information on futures prices?
Lin, W. T., Tsai, S. C., Zheng, Z. & Qiao, S., 2017 Jan 1, In : North American Journal of Economics and Finance. 39, p. 182-196 15 p.Research output: Contribution to journal › Article
Option trading
Futures prices
Predictability
Taiwan
Retail
Information Content of Investors' Demand for Volatility
馮紹權(Scott F & 蔡蒔銓(Shih-Chuan T, 2017, In : 期貨與選擇權學刊. 10, 3, p. 1-44 44 p.Research output: Contribution to journal › Article
Investors
Information content
Vega
Institutional investors
Options markets
Decomposing risks in bond portfolios: International evidence
Sun, D., Tsai, S. C. & Chen, C. D., 2016 Jun 1, In : Journal of Fixed Income. 26, 1, p. 75-93 19 p.Research output: Contribution to journal › Article
Bond portfolio
Decomposition
Idiosyncratic risk
Diversification
Default risk