Personal Data
Academics
| School Year | Paper Title |
| 109 | with H.G. Huang, P.S. Weng, M.H. Wu, Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan, Journal of Financial Markets |
| 109 | with Y.W. Chuang, P.S. Weng, Y. Chi,Do Put Warrants Unwind Short-Sale Restrictions? Further Evidence from the Taiwan Stock Exchange, Journal of Futures Markets |
| 109 | with Y.W. Chuang, P.S. Weng, The Impact of Weather on Order Submissions and Trading Performance, Journal of Futures Markets |
| 109 | with Y.W. Chuang, M.H. Wu, The Impact of Net Buying Pressure on VIX Option Prices, Journal of Futures Markets |
| 107 | with C.Y. Lin, I. Hasan and L. Tuan, Private Benefits of Control and Bank Loan Contracts, Journal of Corporate Finance,(SSCI) |
| 107 | with Y.J. Hsiao, Financial Literacy and Participation in the Derivatives Markets, Journal of Banking and Finance |
| 107 | with D.X. Kao, Y.H. Wang and K.C. Yen, An Analysis on the Intraday Trading Activity of VIX Derivatives, Journal of Futures Markets |
| 106 | with Y.L. Chen, Determinants of Price Discovery in the VIX Futures Market, Journal of Empirical Finance,(SSCI) |
| 106 | with P.S. Weng, M.H. Wu, M.L. Chen, An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange, Journal of Futures Markets |
| 105 | with T.F. Chen, S.L. Chung, Option-Implied Equity Risk and the Cross-Section of Stock Returns, Financial Analysts Journal |
| 104 | with Y.T. Chiu, Y.H. Wang, The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options, Journal of Futures Markets |
| 103 | with S.L. Chung, W.R. Liu, The Impact of Derivatives Hedging on the Stock Market: Evidence from Taiwan’s Covered Warrants Market, Journal of Banking and Finance |
| 102 | with S.-L. Chung and P.-T. Shih, Static Hedging and Pricing American Knock-in Put Options, Journal of Banking and Finance |
| 102 | with S.-L. Chung and P.-T. Shih, Static Hedging and Pricing American Knock-out Options, Journal of Derivatives |
| 100 | with S.-L. Chung, Y.-H. Wang and P.-S. Weng, The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index, Journal of Futures Markets |
| 100 | with S.-L. Chung and P.-T. Shih, A Modified Static Hedging Method for Continuous Barrier Options, Journal of Futures Markets |
| School Year | Project Name | Participant | 計畫期間 | Cooperation |
| 109 | | | 2020-08~2023-07 | |
| | | 2018-08~2020-07 | |
| | | 2018-08~2019-07 | |
| 107 | | | 2017-08~2020-07 | |
| | | 2017-01~2017-12 | |
| | | 2016-08~2017-07 | |
| | | 2015-08~2017-07 | |
| | | 2014-01~2014-02 | |
| | | 2013-08~2015-07 | |
| | | 2012-08~2013-07 | |
| Year | 專利類別 | Patent Name | Start Date | Patenter |
| 2018 | | | 2018-10 | |
| 2017 | | | 2017-01 | |
| 2017 | | | 2017-06 | |
| 2015 | | | 2015-10 | |
| Year | Title | Topic | Activity Unit | Activity Period |
| 2020 | | | | 2020-10-30~2020-10-30 |
| 2019 | | | | 0000-00-00~0000-00-00 |
| | | | 0000-00-00~0000-00-00 |
| | | | 0000-00-00~0000-00-00 |
| | | | 0000-00-00~0000-00-00 |
| | | | 2014-01-01~2020-07-31 |
| | | | 2020-07-31~2020-07-31 |
| Year | Award Name | Award Unit |
| 2020 | | |
| 2020 | | |
| 2020 | | |
| 2019 | | |
| 2019 | | |
| 2019 | | |
| 2019 | | |
| 2018 | | |
| 2018 | | |
| 2018 | | |
| 2018 | | |
| 2017 | | |
| 2017 | | |
| 2017 | | |
| 2017 | | |
| 2017 | | |
| 2016 | | |
| 2014 | | |
| 2012 | | |
| 2012 | | |
| 2012 | | |
| 2011 | | |
| 2011 | | |
| 2010 | | |
| School Name | Country | Department | Degree | 起迄年月 |
| | | | 0001-01~0001-01 |
| Organization Name | Unit | 職務 | 期間 |
| | | 2020-08~ |
| | | 2020-08~ |
| | | 2020-08~ |
| | | 2020-07~ |
| | | 2019-01~2019-12 |
| | | 2018-08~ |
| | | 2018-01~2019-01 |
| | | 2017-01~2020-01 |
| | | 2016-06~2016-09 |
| | | 2016-01~2016-12 |
| | | 2014-06~2014-09 |
| | | 2014-01~2014-02 |
| | | 2013-04~2015-02 |
| | | 2012-08~2018-07 |
.jpg)