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Wai Man Tse

Chu Hai College of Higher Education

Professor

80 Castle Peak Road, Castle Peak Bay, Tuen Mun

New Territories

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 27,681

SSRN RANKINGS

Top 27,681

in Total Papers Downloads

4,553

TOTAL CITATIONS

2

Ideas:
“  Kyle’s linear equilibrium model is a quantity-price adjustment model. It is not an investment model. We set up a simultaneous equations system for asset and transaction cost valuation. The asset pricing model is for price return as the investors hold the committed securities for capital or dividend gains. As the role of the risk-averse market maker is to stabilize the market, the transaction cost model allows price-quantity adjustment. As the transacted prices are also the market prices, all the market participants determine the transaction costs and investment returns by sharing their market information. A reduced-form linear regression model for the simultaneous equations system calculates the model parameters at once based on all the input and output information. In an investment model with liquidity and credit risks, the market maker's strategy on transaction costs will incorporate the investor's private information and vice versa.  ”

Scholarly Papers (8)

1.

Closed-Form Solutions for Fixed-Strike Arithmetic Asian Options

Number of pages: 25 Posted: 17 May 2018 Last Revised: 21 Feb 2025
Wai Man Tse
Chu Hai College of Higher Education
Downloads 1,690 (26,218)
Citation 1

Abstract:

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Fixed-strike arithmetic Asian options, closed-form formulas, geometric-normal and Lévy processes

2.

Crypto-Asset Pricing Models and Their Efficiency-Dependent Trading Strategies

Number of pages: 72 Posted: 09 Aug 2021 Last Revised: 14 Aug 2021
Wai Man Tse
Chu Hai College of Higher Education
Downloads 1,136 (47,326)

Abstract:

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Decentralization Risk, User Acceptability, Liquidity and Credit Risks, Equilibrium and Disequilibrium Crypto-token Asset Pricing Models, Mean Reversion, Time-Dependent Market Efficiency, Crypto-Trading Strategies

3.

Closed-Form Solution for American Options

Number of pages: 41 Posted: 08 Feb 2017 Last Revised: 02 Mar 2025
Wai Man Tse
Chu Hai College of Higher Education
Downloads 681 (95,429)

Abstract:

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4.

High-Frequency Trading, Asset Pricing, and Market Microstructure

Number of pages: 63 Posted: 17 Jun 2024
Wai Man Tse
Chu Hai College of Higher Education
Downloads 499 (142,318)

Abstract:

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Asset Pricing, Liquidity and Credit Risks, Seasonality, Rational Expectations, Monopolistic Competition, Market Microstructure, Asymmetric Transaction Costs, Non-stationarity and Market Efficiency, Effectiveness of Technical Strategies, High-Frequency Trading, Two-Tier Volatility Smiles, Trading-Hour Singularity, Market Maker’s Avoidance to Trade, Metrics for Asymmetry, Spreads and Seasonality, Factor and Machine-Learning Models, Interpretability and Predictability

5.

Factor-Based Option Pricing with Perfect Dynamic Delta Hedge

Number of pages: 57 Posted: 13 Jul 2022 Last Revised: 21 Feb 2023
Wai Man Tse
Chu Hai College of Higher Education
Downloads 182 (415,884)

Abstract:

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Factor-based option pricing, business-cycle CAPM, market, liquidity, credit and economic risks, stochastic volatility and jumps, rational expectations and martingale, European and American options, stock and index options, machine learning, zero basis risk dynamic delta hedge, risk-neutral option pr

6.

A Business Cycle Capital Asset Pricing Model

Number of pages: 48 Posted: 25 Jan 2021 Last Revised: 27 Feb 2023
Wai Man Tse
Chu Hai College of Higher Education
Downloads 157 (474,889)

Abstract:

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Business-Cycle CAPM, Business-Cycle and Credit Risks, Rational Expectations, Monopolistic Competition, Dynamic Disequilibrium with Market-Clearing, Leverage and Volatility Feedback Effects, Excess Volatility and Equity Premium Puzzles, Momentum and Reversal Predictability

7.

Business-Cycle Macroeconomics in an Asset Pricing Financial Economy

Number of pages: 48 Posted: 03 Apr 2020 Last Revised: 24 Jun 2023
Wai Man Tse
Chu Hai College of Higher Education
Downloads 155 (480,208)

Abstract:

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Keynesian dynamic stochastic general disequilibrium model, asset pricing, credit and liquidity risks, business cycles, financial and economic crisis

8.

Exchange Rate Dynamics Under Uncertainty: Multi-Agent Expectations, Endogenous Regime, Purchasing Power Parity, and Market Diagnostics


Number of pages: 42 Posted: 08 Oct 2025 Last Revised: 22 Dec 2025
Wai Man Tse
Chu Hai College of Higher Education
Downloads 53 (1,041,696)
Citation 1

Abstract:

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Semi-structural model, Simultaneous spot and forward rate pricing, Endogenous currency regime and credibility, International portfolio allocation, Multi-agent expectations and confidence risk, Bias and volatility clusters, Volatility of volatility, Regime and market diagnostics, Interventions and empirical impossible trinity, Long-run PPP equilibrium