I am a Professor at Department of Economics, Soochow University in Taiwan. I earned my Ph.D. at Department of Finance, National Taiwan University on Jan. 2018. My advisor is Prof. Yaw-Huei Wang.
My research focuses on futures, options, and cryptocurrency markets empiric. My academic publications have published on European Financial Management , Journal of Futures Markets, Finance Research Letters, Journal of Financial Studies, Sun Yat-Sen Management Review, and Empirical Economics Letters.
My Google Scholar Citation: Link
Email: kcyen(at)scu.edu.tw; quetiony(at)gmail.com
Management Building #2 of NTU
2021/09 - 2025/01, Associate Professor at Department of Economics, Soochow University, Taiwan
2018/08 - 2021/08, Assistant Professor at Department of Economics, Soochow University, Taiwan.
2021/08 - 2022/07, Adjunct Assistant Professor at Department of Finance, National Taiwan University, Taiwan.
2018/02 - 2018/07, Postdoc. Fellow at Department of Finance, National Taiwan University, Taiwan.
2018, PhD in Finance, National Taiwan University, Taiwan.
2007, MS in Statistics, National University of Kaohsiung, Taiwan.
2005, BA in Statistics, Tunghai University, Taiwan.
Futures and Options
Cryptocurrency Markets
2021 MoST Project: The Information Content of the Option-implied Riskiness: Evidences from VIX options. (1 year)
2020 MoST Project: Option-implied Information and Cryptocurrency Market. (1 year)
2019 MoST Project: Analyses on the Bitcoin Extreme Risk. (1 years)
2018 MoST Project: The Impacts of Trading Activities from Cryptocurrency Spot and Futures and Stock Market Uncertainty on the Dynamic of Cryptocurrency Prices. (1 year)