My Research

• Cost of Health Problems Caused by Stock Market Volatility: An Empirical Study in Taiwan, July 2023. (Accepted)

Financial Research Letters (SSCI). Co-authoring with: Yu-Jen Hsiao 

• Overnight Returns and Investor Sentiment: Further Evidence from the Taiwan Stock Market, July 2023. (Accepted)

Pacific-Basin Finance Journal (SSCI). Co-authoring with: Hang Zhang, Wei-Che Tsai, and Pin-Chieh Tsai

• Herd Behaviors in Index Futures Trading: Driving Factors and Impact on Market Volatility, 2023. (Forthcoming)

Journal of Futures Markets (SSCI). Co-authoring with: Ming-Hung Wu and Wan-Ting Hu

• Intraday Momentum in the VIX Futures Market, March 2023

Journal of Banking and Finance (SSCI). Co-authoring with: Hung-Chia Huang, Wei-Che Tsai, and Jimmy Yang

• 中小企業貸款市場的競爭比賽能否提高融資效率？台灣隱性政策干預的研究 

[Can Horse Racing in the SME Loan Market Bolster Financing Efficiency? A Study of an Implicit Policy Intervention in Taiwan]

中山管理評論 (TSSCI), 2023.09, 合著者：張雅凱、盧紀燁、蔡秉玠

• How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention, September 2022

Journal of Financial Studies (TSSCI). Co-authoring with: Yuhan Lin and Wei-Ning Wang

• Effects of investor attention in China's commodity futures markets, August 2021

Journal of Futures Markets (SSCI). Co-authoring with: Ming-Hung Wu, Wei-Che Tsai, and Dan-Yi Li

• The Role of Equity Underwriting Relationships in Mergers and Acquisitions, forthcoming

Pacific-Basin Finance Journal (SSCI). Co-authoring with: Hsuan-Chi Chen, Keng-Yu Ho, and Chia-Wei Yeh

• Do put warrants unwind short-sale restrictions? Further evidence from the Taiwan Stock Exchange, March 2021,

Journal of Futures Markets (SSCI). 41(3), 325-348, Co-authoring with: Yi-Wei Chuang, Wei-Che Tsai, and Chi Yin

• Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan, January 2021

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

• The Impact of Weather on Order Submissions and Trading Performance, forthcoming

Pacific-Basin Finance Journal (SSCI). Co-authoring with: Yi-Wei Chuang and Wei-Che Tsai

• The Impacts of Day Trading Activity on Market Quality: Evidence from the Policy Change on the Taiwan Stock Market, 2020 forthcoming

Journal of Derivatives and Quantitative Studies: 선물연구. Co-authoring: Tun-Ya Yang, Si-Yuan Huang, and Wei-Che Tsai

• 同業整合或跨業擴展?景氣循環與公司特徵對併購型態的影響 [In Chinese]

證券市場發展季刊 (TSSCI), 2020.03, 合著者：蔡明宏與徐滋敏

• 家族企業與集團企業中董事會性別組成對公司的影響：績效、研發投資以及現金持有 [In Chinese]

管理學報 (TSSCI), 2020.03, 合著者：蔡明宏、王子綾與張航

• 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

• 公司是否會管理盈餘以迎合投資人對股利的偏好？ [In Chinese]

證券市場發展季刊 (TSSCI), 2017.09, 合著者：羅德謙、池祥萱與鄭琬穎

• 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