| Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market H Van Hai, JW Park, PC Tsai, C Eom The North American Journal of Economics and Finance 54, 101266, 2020 | 18 | 2020 |
| Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate PC Tsai, CM Tsai Journal of Economic Interaction and Coordination 16, 443-470, 2021 | 5 | 2021 |
| Detecting Jumps in High‐Frequency Prices Under Stochastic Volatility: A Review and a Data‐Driven Approach PC Tsai, MB Shackleton Handbook of High‐Frequency Trading and Modeling in Finance, 137-181, 2016 | 4 | 2016 |
| Probability‐based capacity factor in uncertainty analysis of electricity cost for individual wind projects: A novel approach PCT Thi Hong Nhung Nguyen, Chia-Hua Chang International Journal of Energy Research 46 (2), 980-994, 2021 | 3* | 2021 |
| LEVERAGE EFFECT IN VOLATILITY AND PRICE JUMPS: NEW EMPIRICAL EVIDENCE PC Tsai, HJ CHEN | 2 | 2020 |
| Estimating the proportion of informed traders in BTC-USD market using spread and range PC Tsai, SH Dai Advanced studies of financial technologies and cryptocurrency markets, 197-210, 2020 | 2 | 2020 |
| Volatility modelling with heterogeneous impulse response function: Introducing non-parametric jumps into the fiegarch model PC Tsai Available at SSRN 1362056, 2009 | 2 | 2009 |
| State-dependent intra-day volatility pattern and its impact on price jump detection-Evidence from international equity indices PC Tsai, C Eom, CW Wang International Review of Financial Analysis 95, 103412, 2024 | 1 | 2024 |
| Market intraday momentum with new measures for trading cost: Evidence from KOSPI index CY Lai, ZY Lin, C Eom, PC Tsai Journal of Risk and Financial Management 15 (11), 523, 2022 | 1 | 2022 |
| Estimating the proportion of informed and speculative traders in financial markets: Evidence from CHF/EUR exchange rates PC Tsai, CM Tsai Southern Taiwan University of Science and Technology working paper, 2018 | 1 | 2018 |
| Asymmetric Intra-Day Volatility Pattern and Price Jump Detection: Evidence from International Equity Indices PC Tsai, C Eom Available at SSRN 4218013, 2022 | | 2022 |
| Do Jumps in Financial Prices Cluster? Evidence from High-Frequency Data PC Tsai Evidence from High-Frequency Data (January 24, 2018), 2018 | | 2018 |
| Decomposing Realized Variance: a Point Process of Relevant Price Changes with Long Memory in Volatility PC Tsai Available at SSRN 1409507, 2009 | | 2009 |
| How One Country's Policy Rate Changes are Induced by Another: A Linear Hawkes Process Approach PC Tsai, CF Tzeng, C Eom Available at SSRN 4761248, 0 | | |
| Market Illiquidity, Intraday Volatility Pattern and Price Jumps–International Stock Markets Evidence PC Tsai, JJ YING, C Eom, CF Tzeng Intraday Volatility Pattern and Price Jumps–International Stock Markets Evidence, 0 | | |
| Some Research Results on Range and Skewness from Teaching Introductory Statistics Using High-frequency Financial Data PC TSAI | | |
Eom CheoljunSchool of Business, Pusan National UniversityE-mailová adresa ověřena na: pusan.ac.kr
