• 29 Citations
  • 3 h-Index
20122018
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Investors Business & Economics
Institutional investors Business & Economics
Taiwan Business & Economics
Individual investors Business & Economics
Liquidity Business & Economics
Informed trading Business & Economics
Herding Business & Economics
Corporate investment Business & Economics

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

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