Shih-Chuan Tsai

Professor and Chairperson of Director of Research Center for Artificial Intelligence in Investment and Asset Management

Department of Business Administration

Phone(02)-2364-8372, (02)-7749-3299
Emailchuant@ntnu.edu.tw
Websitehttps://www.mgt.ntnu.edu.tw/en/%E8%94%A1%E8%92%94%E9%8A%93

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

Research activity per year

If you made any changes in Pure these will be visible here soon.

Personal profile

Research Interests

Currency Derivative Securities, Financial Decision and Behavior Analysis

Education

Ph.D. in Finance and Economics, Boston University

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.

6 Similar Profiles

Network

Recent external collaboration on country level. Dive into details by clicking on the dots or

140 Citations
7 h-Index
21 Article
2 Review article
1 Conference contribution

Fast trading and price discovery in the financial crisis: Evidence from the Taiwan futures market
Lin, W. T., Huang, Z. H. & Tsai, S. C., 2020, Web Information Systems and Applications - 17th International Conference, WISA 2020, Proceedings. Wang, G., Lin, X., Hendler, J., Song, W., Xu, Z. & Liu, G. (eds.). Springer Science and Business Media Deutschland GmbH, p. 525-536 12 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 12432 LNCS).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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 › peer-review
1 Citation (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 › peer-review
7 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 › peer-review
4 Citations (Scopus)
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 › peer-review

Research Interests

Education

Fast trading and price discovery in the financial crisis: Evidence from the Taiwan futures market

An empirical investigation of large trader market manipulation in derivatives markets

Retrieving aggregate information from option volume

Does options trading convey information on futures prices?

Information Content of Investors' Demand for Volatility