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NUK金融管理學系
http://fin.nuk.edu.tw
繁體
分類清單
系主任
       
姓  名 蔡怡純 I-Chun Tsai
e-mail ictsai@nuk.edu.tw
學  歷 國立中山大學財務管理學系博士 
專  長 不動產經濟與財務、不動產證券化、實證計量、證券市場、行為財務學 
開設課程 不動產投資管理、國際財務管理、財務研究方法
個人主頁  https://sites.google.com/site/ichuntsai9184/
聯絡方式 (07) 5919767 研究室 M01-512

期刊論文

| Tsai, I-Chun (2017). Information Content of Transaction Volume: The Housing Market in the United Kingdom. International Journal of Strategic Property Management, Accepted. (SSCI). 104-2410-H-390-028-MY3. 

| Tsai, I-Chun (2017). House Price Convergence in Eurozone and Noneurozone Countries. Economic Systems, Accepted. (SSCI). MOST 103-2628-H-390-001. 

| Tsai, I-Chun (2017). Investigating Gender Differences in Real Estate Trading Sentiments. The American Economist, Accepted. MOST 105-2410-H-390-014-MY2. 

| Tsai, I-Chun (2017). Structural Changes in the Relationship Between Foreign Direct Investments and China's Housing Price Bubble. The Chinese Economy, Accepted. 

| Tsai, I-Chun (2017). The Housing Market and Excess Monetary Liquidity in China. Empirical Economics, 53(2), 599-615. (SSCI). MOST 104-2410-H-390-028-MY3. 

| Tsai, I-Chun (2017). Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market. International Review of Economics and Finance, Vol. 47, 22-34. (SSCI). 

| Tsai, I-Chun (2017). The Source of Global Stock Market Risk: A Viewpoint of Economic Policy Uncertainty. Economic Modelling, Vol. 60, 122-131. (SSCI). 

| Ming-Chu Chiang, Tien Foo Sing, I-Chun Tsai (2017). Spillover Risks in REITs and other Asset Markets. Journal of Real Estate Finance and Economics, Vol. 54(4), 579-604. (SSCI).

| Huey-Cherng Tsai and I-Chun Tsai (2017). Market depth in UK housing markets. Economic Research-Ekonomska Istraživanja, Accepted. (SSCI). 

| Tsai, I-Chun (2016). Wealth Effect and Investor Sentiment . North American Journal of Economics and Finance, Vol. 38, 111-123. (SSCI). MOST 104-2410-H-390-028-MY3.

| Tsai, I-Chun and Chien-Wen Peng (2016). Linear and Nonlinear Dynamic Relationships Between Housing Prices and Trading Volumes. North American Journal of Economics and Finance, Vol. 38, 172-184. (SSCI). MOST 104-2410-H-390- 028-MY3. 

| Tien Foo Sing, I-Chun Tsai, Ming-Chi Chen (2016). Time-varying Betas of US REITs from 1972 to 2013. Journal of Real Estate Finance and Economics, 52(1),50-72. (SSCI).

| Lin Wen Yuan, I-Chun Tsai (2016). Asymmetric Fluctuating Behavior of China’s Housing Prices. China & World Economy, 24(2), 107-126. (SSCI). 

| Ming-Chu Chiang, I-Chun Tsai (2016). Ripple and Contagion Effects in U.S. Regional Housing Markets. Annals of Regional Science, 56, 55-82. (SSCI). 

| Ming-Chu Chiang, I-Chun Tsai (2016). Are Tail Behaviors of Real Estate Investment Trusts Anomalous? Evidence from Extreme Value Theory, Advances in Financial Planning and Forecasting, Vol. 7, 253-285.

| Tsai, I-Chun (2015). Spillover effect between the regional and the national housing markets in the United Kingdom. Regional Studies, Vol. 49, 1957-1976. (SSCI, 34/347, Economics; 9/79,Geography). NSC 101-2410-H-390-029-MY3. 

| Tsai, I-Chun (2015). Monetary policy and bubbles in the national and regional UK housing markets. Urban Studies, Vol. 52(8), 1471-1488. (SSCI, 3/38, Urban Studies). NSC 102-2628-H-390-001. 

| Tsai, I-Chun (2015). Monetary liquidity and the bubbles in the U.S. housing market. International Journal of Strategic Property Management, Vol. 19(1), 1-12. (SSCI). NSC 102-2628-H-390-001. 

| Tsai, I-Chun (2015). Dynamic Information Transfer in the United States Housing and Stock Markets. North American Journal of Economics and Finance, Vol. 34, 215-230. (SSCI). MOST 104-2410-H-390-028-MY3. 

| Tsai, I-Chun (2015). Information content in the depth of futures markets. Investment Analysts Journal, Vol. 44 (1), 43-56. (SSCI). 

|  I-Chun Tsai, Ming-Chu Chiang, Huey-Cherng Tsai, Chia-Ho Liou (2014). Hot Money Effect or Foreign Exchange Exposure? A Study on the Exchange Rate Exposures of Taiwanese Industries. Journal of International Financial Markets, Institutions & Money, 31, 75-96. (SSCI). 

| Tsai, I-Chun (2014). Spillover of fear: Evidence from the stock markets of five developed countries. International Review of Financial Analysis, 33, 281-288. (SSCI). 

| Tsai, I-Chun (2014). Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence . Economic Modelling, 40, 68-75. (SSCI). NSC 101-2410-H-390-029-MY3. 

| I-Chun Tsai, Ming-Chi Chen, Ming-Chu Chiang (2014). The Asymmetric Price Adjustment in the Real Estate Spot and Forward Markets. Journal of Real Estate Portfolio Management, 20(2), 175-185. 

| Tsai, I-Chun (2013). Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns. Journal of Asian Economics, 27, 18-32. NSC 96-2416-H-218-019. 

| Tsai, I-Chun (2013). Housing affordability, self-occupancy housing demand and housing price dynamics. Habitat International, 40, 73-81. (SSCI, 4/38, Urban Studies). NSC 100-2628-H-390-002. 

| Ming-Chu Chiang, I-Chun Tsai and Tien Foo Sing (2013). Are REITs a Good Shelter from Financial Crises? Evidence from the Asian Markets. Journal of Property Investment and Finance, 31, 237-253.

| Tsai, I-Chun (2013). The Asymmetric Impacts of Monetary Policy on Housing Prices: A Viewpoint of Housing Price Rigidity. Economic Modelling, 31, 405-413. (SSCI). NSC 101-2410-H-390-029-MY3. 

| Tsai, I-Chun and Ming-Chi Chen (2013). Asymmetric Correlation and Difference between the Volatility of Housing and Stock Price Indexes: Analysis Based on the Threshold Volatility and Cointegration Model. 財務金融學刊, Vol 21(4), 25-55. (TSSCI). 

| Ming-Chu Chiang, I-Chun Tsai, Cheng-Feng Lee (2012). The Downside Risk of U.S. and U.K. Housing Markets. Journal of Real Estate Portfolio Management, Vol. 18, 257-272.

| Tsai, I-Chun (2012). Housing Supply, Demand and Price: Construction Cost, Rental Price and House Price Indices. Asian Economic Journal, Vol. 26 No. 4, 381–396. (SSCI). NSC 100-2628-H-390-002. 

| Tsai, I-Chun, Cheng-Feng Lee, Ming-Chu Chiang (2012, Nov). The asymmetric wealth effect in the US housing and stock markets: Evidence from the threshold cointegration model. Journal of Real Estate Finance and Economics, vol.45, issue 4,1005-1020. (SSCI). 

| Tsai, I-Chun (2012). The Relationship between Stock Price Index and Exchange Rate in Asian Markets A Quantile Regression Approach. Journal of International Financial Markets, Institutions and Money, 22, 609-621. (SSCI). 

| Shin-Kuei Lin, I-Chun Tsai, Ming-Chi Chen, Ming-Che Chuang (2012). The valuation of mortgage insurance contracts under housing price cycles: Evidence from housing price index. 財務金融學刊, Vol. 20, No. 3. (TSSCI). 

| Tsai, I-Chun, Tien Foo Sing, Ming-Chi Chen and Tai Ma (2012). The Structure of REIT-Beta. Applied Financial Economics, 22, 827-836. 

| Tsai, I-Chun and Chien-Wen Peng (2012). A Panel Data Analysis for Housing Affordability in Taiwan, Journal of Economics and Finance. Journal of Economics and Finance, Vol. 36,335-350. NSC 97-2410-H-390-020. 

| Tsai, I-Chun, Cheng-Feng Lee (2012). The convergent behavior in REIT markets. Journal of Property Investment and Finance, Vol. 30,42-57. 

| Cheok, Shan Min Charmaine, Tien Foo Sing and I-Chun Tsai (2011). Diversification as a Value-Adding Strategy for Asian REITs: A Myth or Reality?. International Real Estate Review, Vol. 14, No. 2, 184-207.

| I-Chun Tsai, Chien-Wen Peng (2011). Bubbles in the Taiwan Housing Market: The Determinants and Effects. Habitat International, Vol.35,379-390. (SSCI, 4/38). NSC 97-2410-H-390-020. 

| Ming-Chu Chiang, I-Chun Tsai, Cheng-Feng Lee (2011). Fundamental Indicators, Bubbles in Stock Returns and Investor Sentiment. Quarterly Review of Economics and Finance, Vol. 51,82-87. 

| Tsai, I-Chun (2010). The Average Rate of Selling Price Concessions: Selling Price and Time in the Housing Market. International Research Journal of Finance and Economics, Issue 38, 116-121. (JEL and EconLit). NSC 98-2410-H-390-028-MY2. 

| Tsai, I-Chun (2010). Order Imbalances from After-hours Trading. Applied Financial Economics, Vol. 20, 983-987. NSC 95-2416-H-218-009. .

| Tsai, I-Chun, Ming-Chi Chen, Tai Ma (2010). Modelling House Price Volatility in the United Kingdom by Switching ARCH Models. Applied Economics, vol.42,1145-1153. (SSCI). NSC 96-2914-I-218-008. 

| Sham, Hiu Ting, Tien Foo Sing and I-Chun Tsai (2009). Are There Efficiency Gains for Larger Asian REITs?. Journal of Financial Management of Property and Construction, Vol. 14, No. 3, 231-247.

| Chen, Ming-Chi, I-Chun Tsai and Gary Chen (2009). A Preliminary Analysis of the Measurement of Operating Performance for Real Estate Investment Trusts in Taiwan, Net Income vs. Funds From Operations. Contemporary Management Research, Accepted.

| Tsai, I-Chun and Chien-Wen Peng (2009). Income Skewness, House Price and the Variation on Housing Affordability. Empirical Economics Letters , Vol. 8, No. 12, 1243-1251. (JEL and EconLit). NSC 97-2410-H-390-020. 

| Tsai, I-Chun, Ming-Chi Chen (2009). The Asymmetric Volatility of House Price in the UK. Property management, Vol. 27, No. 2, 80-90. (ABI/INFORM). 

| Chen, Ming-Chi, I-Chun Tsai and Chin-Oh Chang (2007). House Prices and Household Income: Do They Move Apart? Evidence from Taiwan. Habitat International, vol.31, 243-256. (SSCI, 4/38, Urban studies).

| Sing, Tien-Foo, I-Chun Tsai, Ming-Chi Chen (2006, Dec). Price Dynamics in Public and Private Housing Markets in Singapore. Journal of Housing Economics, vol. 15, No.4, 305-320. (SSCI).

彭建文、蔡怡純(201703月)。人口結構變遷對房價影響分析。經濟論文叢刊。第四十五卷第一期,163-192。(TSSCI)。

李乃佳、程天富、蔡怡純(2014年)。房市供應在熱市時的效果。不動產研究。(已接受)。(GCREC的中文學術刊物)。

蔡怡純、陳明吉(201305月)。房價之不對稱均衡調整:門檻誤差修正模型應用。台灣土地研究,第十六卷第一期。(TSSCI)。

彭建文、蔡怡純(201206月)。住宅自有率對生育率之長短期影響-追蹤資料共整合分析應用。人口學刊,44期,57-86。(TSSCI)。

彭建文、蔡怡純(2012年)。住宅負擔能力與住宅自有率之長期關係-追蹤資料共整合分析應用。住宅學報,第二十一卷第二期,1-28. 。(TSSCI)。

蔡怡純、陳明吉、張光亮(201101月)。台灣不動產投資信託基金具有防禦性嗎?。證券市場發展季刊,第二十二卷第三期,199-224。(TSSCI)。國科會:96-2416-H-218-019

蔡怡純(2011年)。台灣不動產投資信託基金之抗跌與風險特性。住宅學報,第二十卷第一期,25-58。(TSSCI)。國科會:96-2416-H-218-019

彭建文、蔡怡純(2010年)。不同縣市住宅自有率差異分析-縱橫資料分析法之應用。都市與計劃,第三十七卷第四期,433-454。(TSSCI)。

蔡怡純*、胥愛琦、陳明吉(2010年)。不動產投資信託基金變得更危險了嗎亞洲市場實證研究。經濟與管理論叢,第六卷第二期。(JEL and EconLit)。國科會:96-2416-H-218-019

蔡怡純(2009年)。台股指數與投資人情緒:現貨與期貨市場比較。台灣期貨與衍生性商品學刊,第九期,76-95

蔡怡純、馬黛(2009年)。委託單執行的動態及限價單成本。台灣管理學刊。(第九卷第二期)。

陳明吉、蔡怡純、李曉盈(2009年)。不動產投資信託基金在投資組合中之角色與貢獻度分析。亞太經濟管理評論,第十三卷第一期。

|  陳明吉、蔡怡純、杜采萍(2009年)。台灣REITs價位合理嗎?。台灣金融財務季刊,第十輯第三期,59-83

蔡怡純、蔡采玫 2008年)。價格限制之漲停效果台灣股市實證研究。貨幣觀測與信用評等,第七十期,76-87

蔡怡純、蔡惠丞、馬黛(2008年)。委託單驅動市場之交易者投單策略分析。人文暨社會科學期刊,第四卷第一期,1-13

蔡怡純、馬黛(2008年)。委託單失衡之資訊性盤中與盤後交易比較。計量管理期刊,第五卷第一期,73-88。國科會:95-2416-H-218-009

蔡怡純、陳明吉(2008年)。台北地區不動產價格波動不對稱性探討。住宅學報,第十七卷第二期,1-11。(TSSCI)。

蔡怡純,陳明吉(200711月)。台北地區不動產價格波動與蛛網理論。台灣土地研究,第十卷第二期,45-66。(TSSCI)。

陳明吉蔡怡純(200709月)。房價蛛網與投資人行為。經濟論文,第35卷第三期,315-344。(TSSCI)。

蔡怡純、吳柏勳、馬黛(2007年)。盤後定價交易之資訊內涵。貨幣觀測與信用評等,第六十三期,67-90

蔡怡純、馬黛(2007年)。委託單延長交易時間對投資人投單之影響。台灣金融財務季刊,第六十三期,67-90

蔡怡純、馬黛、陳明吉(2007年)。限價單或是市價單價格改善與延遲交易之抵換關係探討。經濟與管理論叢,第三卷第二期,201-223

蔡怡純,陳明吉,馬黛(2007年)。股票購回影響因素之理論與實證資訊不對稱觀點分析。中山管理評論,第十五卷第一期,175-195。(TSSCI)。國科會:94-2416-H-218-021

陳明吉、蔡怡純、李育菁 2006年)。台北房地產市場報酬波動特性之長期觀察。貨幣觀測與信用評等,第五十九期,20-35

蔡怡純,陳明吉(200501月)。住宅市場結構性轉變與價格均衡調整。都市與計劃,314期。(TSSCI)。

蔡怡純陳明吉(200312月)。住宅負擔能力惡化之再檢視-台北市住宅市場分析。台大管理論叢,14卷,47- 78。(TSSCI)。