• 29 Citations
  • 3 h-Index
20122018
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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

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Research Output 2012 2018

  • 29 Citations
  • 3 h-Index
  • 13 Article
  • 2 Review article

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

Bond portfolio
Decomposition
Idiosyncratic risk
Diversification
Default risk