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Research

Publications

International journals and Taiwanese journals are listed together, newest first. Use the buttons to filter by journal group or by research theme; earlier years open on click.

2026
COVID-19疫情對公司股價波動度之影響：投資人情緒與公司治理的角色
經濟論文, 54(2) (2026)
蔡明宏、林佳慶與翁培師
Geopolitical Tensions and Voluntary Disclosure Strategies: Evidence from U.S.-Listed Chinese Firms
Applied Economics Letters, published online June 2026 DOI
Sheng-Yi Lo, Yi-Wei Chuang, Ming-Hung Wu, and Pei-Shih Weng
2025
Do Political Preferences Shape Retail Investors' Decisions? Evidence from the Taiwan Stock Market
Pacific-Basin Finance Journal, 90, 102649 (2025) DOI
Weng Ian Hoi, Chi-Yu Chen, and Pei-Shih Weng
Examining the Information Content of Cash Dividend Announcements through Corporate Governance
Management Review (管理評論), 44(2) (2025)
Tao Wang, Chen-Yang Tsai, Pei-Shih Weng, and Yi-Wei Chuang
What's Bad for the Environment Is Also Bad for the Market: The Impact of Air Quality on the Mispricing of Dual-Listed Shares in China
Applied Economics Letters, 32(5), 671–674 (2025) DOI
Ming-Hung Wu, Wei-Ling Huang, and Pei-Shih Weng
2023
Can Horse Racing in the SME Loan Market Bolster Financing Efficiency? A Study of an Implicit Policy Intervention in Taiwan
Sun Yat-sen Management Review (中山管理評論), 31(3) (2023)
Ya-Kai Chang, Chi-Yeh Lu, Ping-Chieh Tsai, and Pei-Shih Weng
Cost of Health Problems Caused by Stock Market Volatility: An Empirical Study in Taiwan
Finance Research Letters, 57, 104206 (2023) DOI
Pei-Shih Weng, Yu-Jen Hsiao, Kai-Yuan Hsiao, and Wei-Shan Chang
Herd Behaviors in Index Futures Trading: Driving Factors and Impact on Market Volatility
Journal of Futures Markets, 43(10), 1373–1392 (2023) DOI
Ming-Hung Wu, Wan-Ting Hu, and Pei-Shih Weng
Intraday Momentum in the VIX Futures Market
Journal of Banking and Finance, 148, 106746 (2023) DOI
Hung-Chia Huang, Wei-Che Tsai, Pei-Shih Weng, and Jimmy Yang
Overnight Returns and Investor Sentiment: Further Evidence from the Taiwan Stock Market
Pacific-Basin Finance Journal, 80, 102093 (2023) DOI
Hang Zhang, Wei-Che Tsai, Pei-Shih Weng, and Pin-Chieh Tsai
2022
How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention
Journal of Financial Studies (財務金融學刊), 30(3), 1–29 (2022) DOI
Yuhan Lin, Wei-Ning Wang, and Pei-Shih Weng
2021
Do Put Warrants Unwind Short-Sale Restrictions? Further Evidence from the Taiwan Stock Exchange
Journal of Futures Markets, 41(3), 325–348 (2021) DOI
Yi-Wei Chuang, Wei-Che Tsai, Pei-Shih Weng, and Chi Yin
Effects of Investor Attention in China's Commodity Futures Markets
Journal of Futures Markets, 41(8), 1315–1332 (2021) DOI
Ming-Hung Wu, Wei-Che Tsai, Pei-Shih Weng, and Dan-Yi Li
Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan
Journal of Financial Markets, 52, 100546 (2021) DOI
Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Ming-Hung Wu
2020
The Impact of Weather on Order Submissions and Trading Performance
Pacific-Basin Finance Journal, 64, 101456 (2020) DOI
Yi-Wei Chuang, Wei-Che Tsai, and Pei-Shih Weng
The Impacts of Day Trading Activity on Market Quality: Evidence from the Policy Change on the Taiwan Stock Market
Journal of Derivatives and Quantitative Studies, 28(4), 191–207 (2020) DOI
Tun-Ya Yang, Siyuan Huang, Wei-Che Tsai, and Pei-Shih Weng
The Role of Equity Underwriting Relationships in Mergers and Acquisitions
Pacific-Basin Finance Journal, 64, 101461 (2020) DOI
Hsuan-Chi Chen, Keng-Yu Ho, Pei-Shih Weng, and Chia-Wei Yeh
同業整合或跨業擴展？外部環境與內部特徵對企業併購型態選擇的影響
證券市場發展季刊, 32(1), 33–70 (2020)
蔡明宏、徐滋敏與翁培師
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
管理學報, 37(1), 35–68 (2020)
蔡明宏、翁培師、王子綾與張航
2019
Why and How Do Foreign Institutional Investors Outperform Domestic Investors in Futures Trading: Evidence from Taiwan
Journal of Futures Markets, 39(3), 279–301 (2019) DOI
Yi-Wei Chuang, Yu-Fen Lin, and Pei-Shih Weng
2018
Do Foreign Institutional Traders Have Private Information for the Market Index? The Aspect of Market Microstructure
International Review of Economics and Finance, 55, 308–323 (2018) DOI
Wei-Che Tsai and Pei-Shih Weng
Lucky Issuance: The Role of Numerological Superstitions in Irrational Return Premiums
Pacific-Basin Finance Journal, 47, 79–91 (2018) DOI
Pei-Shih Weng
2017
An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange
Journal of Futures Markets, 37(9), 865–891 (2017) DOI
Pei-Shih Weng, Ming-Hung Wu, Miao-Ling Chen, and Wei-Che Tsai
Doing Good or Choosing Well? Corporate Reputation, CEO Reputation, and Corporate Financial Performance
North American Journal of Economics and Finance, 39, 223–240 (2017) DOI
Pei-Shih Weng and Wan-Yi Chen
三大法人持股與公司資本結構間的關聯性
管理學報, 34(2), 307–329 (2017)
蔡維哲、翁培師與陳婉甄
公司是否會盈餘管理以迎合投資人股利偏好？
證券市場發展季刊, 29(3), 83–110 (2017)
羅德謙、池祥萱、翁培師與鄭琬穎
2016
Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX
Asia-Pacific Journal of Financial Studies, 45(4), 499–534 (2016) DOI
Ying Hao, Robin Chou, Keng-Yu Ho, and Pei-Shih Weng
2015
Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process
Journal of Futures and Options (期貨與選擇權學刊), 8(3), 1–43 (2015)
Pei-Shih Weng and Wei-Che Tsai
The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market
Pacific-Basin Finance Journal, 34, 24–42 (2015) DOI
Ying Hao, Robin Chou, Keng-Yu Ho, and Pei-Shih Weng
不同類型投資人期貨交易量對價格的衝擊：台灣指數期貨市場的實證
證券市場發展季刊, 27(2), 99–123 (2015)
陳德峰、莊逸偉、翁培師與吳明鴻
2013
IPO Underwriting and Subsequent Lending
Journal of Banking and Finance, 37(12), 5208–5219 (2013) DOI
Hsuan-Chi Chen, Keng-Yu Ho, and Pei-Shih Weng