Projects per year
Personal profile
Research Interests
Currency Derivative Securities, Financial Decision and Behavior Analysis
Education
Ph.D. in Finance and Economics, Boston University
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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- 4 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 4 Finished
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台灣股票市場價格跳躍與各類投資人流動性提供之研究
2022/08/01 → 2023/07/31
Project: Government Ministry › Ministry of Science and Technology
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台灣股票市場投資人交易與價格巨幅變動之研究
2020/08/01 → 2022/07/31
Project: Government Ministry › Ministry of Science and Technology
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臺灣股票市場高頻方向性價格跳躍之研究
2018/08/01 → 2020/07/31
Project: Government Ministry › Ministry of Science and Technology
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自我宣告之當沖交易人對期貨市場價格發現之影響
2017/08/01 → 2018/07/31
Project: Government Ministry › Ministry of Science and Technology
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Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, S., Obaid, K. & Tsai, S. C., 2024 Jun, In: Journal of Empirical Finance. 77, 101495.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus) -
The price discovery role of day traders in futures market: Evidence from different types of day traders
Fung, S. & Tsai, S. C., 2021 Dec, In: Journal of Empirical Finance. 64, p. 53-77 25 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Citations (Scopus) -
What factors are associated with stock price jumps in high frequency?
Ahn, Y. & Tsai, S. C., 2021 Sept, In: Pacific Basin Finance Journal. 68, 101602.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
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
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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
3 Citations (Scopus)