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

6

DOWNLOADS
Rank 35,361

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Top 35,361

in Total Papers Downloads

2,205

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  Market microstructure models price bid-ask spreads by order processing, inventory, and asymmetric information costs. Informed and noisy traders submit market and limit orders regarding immediacy. Agents in business-cycle CAPM invest with different economic-phase-dependent strategies. They collectively determine the market price by their expectations, formed from liquidity and credit risks. They feed into the market maker's cost function for bid-ask spreads. Because the agents use the information for expectations, the market-clearing feedback loop determines the short-run general equilibrium prices and spreads. Hence, they also change with liquidity and credit risks along the business cycles.  ”

Scholarly Papers (6)

1.

Closed-Form Solutions for Fixed-Strike Arithmetic Asian Options

Number of pages: 26 Posted: 17 May 2018 Last Revised: 13 Nov 2021
Wai Man Tse
Chu Hai College of Higher Education
Downloads 895 (41,458)

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 634 (65,721)

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: 35 Posted: 08 Feb 2017 Last Revised: 23 Jan 2021
Wai Man Tse
Chu Hai College of Higher Education
Downloads 452 (99,608)

Abstract:

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American options; closed-form formulas; geometric normal; geometric Lévy processes.

4.

Business-Cycle Macroeconomics in an Asset Pricing Financial Economy

Number of pages: 48 Posted: 03 Apr 2020 Last Revised: 28 Feb 2023
Wai Man Tse
Chu Hai College of Higher Education
Downloads 98 (408,350)

Abstract:

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

5.

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 84 (449,810)

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

6.

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 42 (628,819)

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