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Brief Intro
Brief Intro
I am a Professor in the Department of Economics at Soochow University in Taiwan. I earned my Ph.D. from the Department of Finance at National Taiwan University in Jan. 2018. My advisor was Prof. Yaw-Huei Wang.
My research focuses on empirical studies in futures, options, and cryptocurrency markets. My academic papers have been published in European Financial Management, Journal of Futures Markets, Quarterly Review of Economics and Finance, Finance Research Letters, North American Journal of Economics and Finance, Applied Economics Letters, Empirical Economics Letters, Journal of Financial Studies, Sun Yat-Sen Management Review, and Taiwan Journal of Applied Economics.
My Google Scholar Citation: Link
Email: kcyen(at)scu.edu.tw; quetiony(at)gmail.com
Management Building #2 of NTU
Current Position
2025/02 – Present, Professor at Department of Economics, Soochow University, Taiwan. [link]
2026/02 – Present, Adjunct Professor at Department of Finance, National Taiwan University, Taiwan. [link]
Past Position
2024 – 2026, Adjunct Associate Professor at Department of Information and Finance Management, National Taipei University of Technology, Taiwan.
2022/08 – 2026/01, Adjunct Associate Professor at Department of Finance, National Taiwan University, Taiwan.
2021/09 – 2025/01, Associate Professor at Department of Economics, Soochow University, Taiwan.
2021/08 – 2022/07, Adjunct Assistant Professor at Department of Finance, National Taiwan University, Taiwan.
2018/08 – 2021/08, Assistant Professor at Department of Economics, Soochow University, Taiwan.
2018/02 – 2018/07, Postdoctoral Fellow at Department of Finance, National Taiwan University, Taiwan.
Education
2018, Ph.D. in Finance, National Taiwan University, Taiwan.
2007, M.S. in Statistics, National University of Kaohsiung, Taiwan.
2005, B.A. in Statistics, Tunghai University, Taiwan.
Research Interests
Futures and Options
Cryptocurrency Markets
Editorial Service
2026 – Present, Editorial Board Member, Soochow Journal of Economics and Business (東吳經濟商學學報).
Research Grants
2026 NSTC Project: A Study of SVIX as a Theoretical Bound on Risk Premia: Evidence from the S&P 500, VIX, and Bitcoin Markets. [115-2410-H-031-052-] (Principal Investigator)
2023 NSTC Project: An Investigation of Realized Variance and Autocorrelation in Cryptocurrency Markets. [112-2410-H-031-058-] (Principal Investigator)
2021 MoST Project: The Information Content of Option-Implied Riskiness: Evidence from VIX Options. [110-2410-H-031-026-] (1 year)
2020 MoST Project: Option-Implied Information and Cryptocurrency Market. [109-2410-H-031-015-] (1 year)
2019 MoST Project: Analyses on the Bitcoin Extreme Risk. [108-2410-H-031-031-] (1 year)
2018 MoST Project: The Impacts of Trading Activities from Cryptocurrency Spot and Futures and Stock Market Uncertainty on the Dynamic of Cryptocurrency Prices. [107-2410-H-031-068-] (1 year)
Awards & Honors
2026 Best Paper Award, Journal of Financial Studies (with Wei-Tse Tsai and Jie Luo) [Paper title: Volatility Transmission to Bitcoin: The Role of VIX Term Structure and Crypto Options Markets]
2021 Best Paper Award, Journal of Financial Studies (with Yaw-Huei Wang) [Paper title: Volatility Information and Derivatives Trading - Directional or Volatility Trades?]
2018 Bank of Taiwan Economics and Finance Paper Award (Merit Award, Doctoral Division)
2018 Futures and Options Dissertation Scholarship (Doctoral Division)
2017 TOPCO Thesis Award (Merit Award)
2017 Fubon Thesis Award
2015 MoST Doctoral Dissertation Fellowship in the Humanities and Social Sciences
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