蔡 蒔銓

研究成果

每年研究成果 2005 2009 2012 2013 2014 2016 2017 2018 2021

• 21 期刊論文
• 2 回顧評介論文
• 1 會議論文篇章

每年研究成果

每年研究成果

搜尋結果

• 期刊論文

  Agency problems in stock marketdriven acquisitions

  Fung, S., Hoje, H. & Tsai, SC., 2009 10月 30, 於: Review of Accounting and Finance. 8, 4, p. 388-430 43 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Agency Problems 100%
  • Market Valuation 55%
  • Mergers and Acquisitions 43%
  • Incentives 32%
  • Managers 29%
  12 引文 斯高帕斯（Scopus）

• An empirical investigation of large trader market manipulation in derivatives markets

  Jarrow, R., Fung, S. & Tsai, S. C., 2018 10月 1, 於: Review of Derivatives Research. 21, 3, p. 331-374 44 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Market Manipulation 100%
  • Derivative Markets 85%
  • Futures Markets 70%
  • Traders 61%
  • Empirical Investigation 59%
  3 引文 斯高帕斯（Scopus）

• Behavioral investment strategy matters: A statistical arbitrage approach

  Sun, D., Tsai, S. C. & Wang, W., 2013 7月 1, 於: Emerging Markets Finance and Trade. 49, SUPPL.3, p. 47-61 15 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Statistical Arbitrage 100%
  • Overconfidence 75%
  • Investment Strategy 62%
  • Disposition Effect 60%
  • Institutional Investors 42%
  4 引文 斯高帕斯（Scopus）

• Decomposing risks in bond portfolios: International evidence

  Sun, D., Tsai, S. C. & Chen, C. D., 2016 6月 1, 於: Journal of Fixed Income. 26, 1, p. 75-93 19 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Bond Portfolio 100%
  • Idiosyncratic Risk 90%
  • Decomposition 81%
  • Default Risk 78%
  • Diversification 60%

• Does options trading convey information on futures prices?

  Lin, W. T., Tsai, S. C., Zheng, Z. & Qiao, S., 2017 1月 1, 於: North American Journal of Economics and Finance. 39, p. 182-196 15 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Option Trading 100%
  • Futures Prices 75%
  • Predictability 39%
  • Taiwan 16%
  • Order Imbalance 15%
  7 引文 斯高帕斯（Scopus）

• Does trading remove or cause friction?

  Lin, W. T., Sun, D. S. & Tsai, S. C., 2012 11月 1, 於: Emerging Markets Finance and Trade. 48, SUPPL.4, p. 33-53 21 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Friction 100%
  • Financial Transactions Tax 51%
  • Institutional Trading 46%
  • Transaction Costs 45%
  • Noise Trading 45%
  4 引文 斯高帕斯（Scopus）

• Do foreign institutions outperform in the Taiwan options market?

  Lin, W. T., Tsai, S. C. & Chiu, P., 2016 1月 1, 於: North American Journal of Economics and Finance. 35, p. 101-115 15 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Options Markets 100%
  • Taiwan 65%
  • Information Advantage 65%
  • Put Option 43%
  • Order Imbalance 34%
  5 引文 斯高帕斯（Scopus）

• Dynamic models of investment distortions

  Tsai, S. C., 2005 12月, 於: Review of Quantitative Finance and Accounting. 25, 4, p. 357-381 25 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Financing 100%
  • Financing Investment 65%
  • Optimal Capital Structure 59%
  • Growth Options 59%
  • Tangible Assets 55%
  6 引文 斯高帕斯（Scopus）

• Global capital market interdependence and spillover effect of credit risk: Evidence from the 2007-2009 global financial crisis

  Cheung, W., Fung, S. & Tsai, S. C., 2010 1月, 於: Applied Financial Economics. 20, 1-2, p. 85-103 19 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Global Financial Crisis 100%
  • Interdependence 67%
  • Spillover Effects 61%
  • Credit Risk 61%
  • Capital Markets 54%
  69 引文 斯高帕斯（Scopus）

• Individuals' Trading Prior to Earnings Announcements

  Tsai, S. C., 2014 11月 1, 於: Journal of Business Finance and Accounting. 41, 9-10, p. 1124-1156 33 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Earnings Announcements 100%
  • Abnormal Returns 41%
  • Preannouncements 28%
  • Trade Imbalances 28%
  • Taiwan Stock Exchange 28%
  4 引文 斯高帕斯（Scopus）

• Information asymmetry and corporate investment decisions: A dynamic approach

  Tsai, S. C., 2008 5月, 於: Financial Review. 43, 2, p. 241-271 31 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Corporate Investment 100%
  • Information Asymmetry 78%
  • Investment Decision 70%
  • Financing Decisions 66%
  • Asymmetry of Information 62%
  9 引文 斯高帕斯（Scopus）

• Information Content of Investors' Demand for Volatility

  馮紹權(Scott F & 蔡蒔銓(Shih-Chuan T, 2017, 於: 期貨與選擇權學刊. 10, 3, p. 1-44 44 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Investors 100%
  • Information Content 87%
  • Vega 81%
  • Institutional Investors 41%
  • Realized Volatility 33%

• Institutional ownership and corporate investment performance

  Fung, S. & Tsai, S. C., 2012 12月, 於: Canadian Journal of Administrative Sciences. 29, 4, p. 348-365 18 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • firm performance 100%
  • institutional investor 92%
  • Corporate Investment 73%
  • Investment Performance 71%
  • Institutional Ownership 69%
  9 引文 斯高帕斯（Scopus）

• Investors' information advantage and order choices in an order-driven market

  Tsai, S. C., 2013 1月, 於: Pacific Basin Finance Journal. 21, 1, p. 932-951 20 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Order-driven Markets 100%
  • Information Advantage 88%
  • Investors 77%
  • Earnings Announcements 52%
  • Stock Market 30%
  5 引文 斯高帕斯（Scopus）

• Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan

  Chen, Z., Lin, W. T., Ma, C. & Tsai, S. C., 2014 4月, 於: North American Journal of Economics and Finance. 28, p. 358-374 17 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Dividend Announcements 100%
  • Liquidity Provision 96%
  • Individual Investors 76%
  • Taiwan 53%
  • Liquidity 41%
  10 引文 斯高帕斯（Scopus）

• Price informativeness and predictability: How liquidity can help

  Lin, W. T., Tsai, S. C. & Sun, D. S., 2011 7月, 於: Applied Economics. 43, 17, p. 2199-2217 19 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Price Informativeness 100%
  • Predictability 85%
  • Liquidity 54%
  • Price Adjustment 46%
  • Information Asymmetry 38%
  1 引文 斯高帕斯（Scopus）

• Retrieving aggregate information from option volume

  Lin, W. T., Tsai, S. C., Zheng, Z. & Qiao, S., 2018 5月, 於: International Review of Economics and Finance. 55, p. 220-232 13 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Option Volume 100%
  • Retail Investors 33%
  • Options Markets 31%
  • Volatility Index 21%
  • Taiwan 20%
  12 引文 斯高帕斯（Scopus）

• Stock market-driven investment: new evidence on information, financing and agency effects

  Fung, S. & Tsai, S. C., 2015 6月 9, 於: Applied Economics. 47, 27, p. 2821-2843 23 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Stock Market 100%
  • Information Effects 94%
  • Financing 51%
  • External Monitoring 29%
  • Corporate Investment 24%
  2 引文 斯高帕斯（Scopus）

• Strategic debt service and investment decisions

  Tsai, S. C., 2007 6月, 於: Applied Economics. 39, 11, p. 1409-1424 16 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Service 100%
  • Investment Decision 65%
  • Debt 55%
  • Investing 30%
  • Shareholders 30%

• The impacts of managerial and institutional ownership on firm performance: The role of stock price informativeness and corporate governance

  Cheung, W., Fung, S. & Tsai, S. C., 2009, 於: Corporate Ownership and Control. 6, 4 A, p. 115-127 13 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  開啟存取

  • Corporate Governance 100%
  • Price Informativeness 94%
  • Managerial Ownership 80%
  • Institutional Ownership 74%
  • Stock Prices 51%
  1 引文 斯高帕斯（Scopus）

• The price discovery role of day traders in futures market: Evidence from different types of day traders

  Fung, S. & Tsai, S. C., 2021 12月, 於: Journal of Empirical Finance. 64, p. 53-77 25 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  開啟存取

  • Price Discovery 100%
  • Futures Markets 88%
  • Traders 77%
  • Day Trading 19%
  • Margin Requirements 18%
  2 引文 斯高帕斯（Scopus）