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My Research

The below please finds my research works, including journal articles, conference papers, and research projects

Publications

Journal articles from 2008

Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan
2020 (forthcoming)

Journal of Financial Markets (SSCI). Co-authoring with: Hong-Gia Huang, Wei-Che Tsai, and Ming‐Hung Wu

Why and How Do Foreign Institutional Investors Outperform Domestic Investors in Futures Trading: Evidence from Taiwan
September 2019

Journal of Futures Markets (SSCI). Co-authoring with: Yi-Wei Chuang and Yu-Fen Lin

Do Foreign Institutional Traders Have Private Information for the Market Index? The Aspect of Market Microstructure
May 2018

International Review of Economics and Finance (SSCI). Co-authoring with: Wei-Che Tsai

Lucky Issuance: The Role of Numerological Superstitions in Irrational Return Premiums
January 2018

Pacific-Basin Finance Journal (SSCI). Single Author

Do Firms Manage Earnings to Cater to Investors’ Preference for Dividends? [In Chinese]
September 2017

Review of Securities and Futures Markets (TSSCI), 29 (3), 83-110. Co-authoring with Te-Chien Lo, Hsiang-Hsuan Chih, and Wan-Ying Cheng

An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange
September 2017

Journal Futures Markets (SSCI). Co-authoring with Ming-Hung Wu, Miao-Ling Chen and Wei-Che Tsai

The Association between Three Major Institutional Holding and Firm Capital Structure on the Taiwan Stock Market
June 2017

Journal of Management (TSSCI). Co-authoring with: Wei-Che Tsai and Wan-Chen Chen

Doing Good or Choosing Well? Corporate Reputation, CEO Reputation, and Corporate Financial Performance
January 2017

North American Journal of Economics and Finance (SSCI). Co-authoring with Wan-Yi Chen

Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX,
September 2016

Asia-Pacific Journal of Financial Studies (SSCI). Co-authoring with Robin Chou, Keng-Yu Ho, and Ying Hao

Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process
December 2015

Journal of Futures and Options (TSSCI). Co-authoring with Wei-Che Tsai

The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market
September 2015

Pacific-Basin Finance Journal (SSCI) Co-Authoring with: Ying Hao, Robin K. Chou, and Keng-Yu Ho

The Price Impacts of Futures Volume by Trader Types: The Study of the Taiwan Index Futures Market [In Chinese]
June 2015

Review of Securities and Futures Markets (TSSCI) Co-authoring with: Te-Feng Chen, Yi-Wei Chuang, and Ming-Hung Wu

IPO Underwriting and Subsequent Lending
December 2013

Journal of Banking and Finance (SSCI), 37, pp. 5208-5219. Co-Authoring with: Hsuan-Chi Chen and Keng-Yu Ho

The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
December 2011

Journal of Futures Markets (SSCI), 31, pp. 1170-1201, Co-Authoring with: San-Lin Chung, Wei-Che Tsai, and Yaw-Huei Wang

Asymmetry and Long Memory in the Dynamics of Interest Rate Volatility
December 2008

Journal of Futures and Options, 1(2), pp. 109-132, Co-Authoring with: Yaw-Huei Wang

Research Projects

Research projects from 2013

What Drives Retail Trading? Further Evidence on Gambling Preference, Environmental Factor, and Political Party Affiliation
Period: 2020.08-2023.07

Project No: 109-2410-H-110-080-MY3

Three Essays of Behavioral Finance: Self-fulfilling Prophecy, Risk Perception, and Investor Superstition
Period: 2018.08-2020.10

Project No: 107-2410-H-110-083-MY2

A Study of Individual Day Traders: Behavioral Biases, Trading Performance, and Learning Effect
Period: 2016.08-2018.07

Project No.: 105-2410-H-259-018-MY2

The Value of Equity Underwriting Relationship
Period: 2015.08 - 2016.07

Project No.: 104-2410-H-259-008

Do Foreign Institutional Traders Have Private Information for Index Futures Trading? A study of the TAIFEX
Period: 2013.08-2015.07

Project No.: 102-2410-H-259-075-MY2

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