財務金融學系

研究成果

每年研究成果 1997 2008 2010 2012 2013 2014 2015 2016 2017 2019 2020 2021 2022 2022

• 2200 引文
• 22 h-指數
• 238 期刊論文
• 5 篇章
• 4 回顧評介論文
• 3 會議論文篇章
• 1 更多
  • 1 評論/辯論

每年研究成果

每年研究成果

搜尋結果

• 2022

  Climate risk and bank liquidity creation: International evidence

  Lee, C. C., Wang, C. W., Thinh, B. T. & Xu, Z. T., 7月 2022, 於: International Review of Financial Analysis. 82, 102198.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Bank Liquidity 100%
  • Climate 63%
  • Liquidity 24%
  • Macroeconomic Stability 18%
  • Bank Capital 18%

• Debt maturity choice in CEOs’ incentive to signal abilities

  Wang, C. W., 2022, 於: Asia-Pacific Journal of Accounting and Economics. 29, 3, p. 632-648 17 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Maturity 100%
  • Incentives 77%
  • Chief Executive Officer 58%
  • Short-term Debt 56%
  • Managers 55%
  1 引文 斯高帕斯（Scopus）

• Does U.S. CEO connectedness in China matter? Evidence from Chinese import penetration

  Peng, S. C., 2022, (已被接受) 於: Review of Quantitative Finance and Accounting.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Import Penetration 100%
  • Connectedness 84%
  • Chief Executive Officer 55%
  • China 35%
  • United States of America 28%

• Do financial inclusion and R&D matter? Exploring the effect of uncertainty on economic performance

  Lee, C. C., Wang, C. W. & Pan, C. M., 2022, 於: Applied Economics. 54, 3, p. 307-325 19 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Financial Inclusion 100%
  • Economic Performance 72%
  • Uncertainty 49%
  • Instrumental Variables 36%
  • Endogeneity 36%
  4 引文 斯高帕斯（Scopus）

• Equity Short Selling and the Bank Loan Market

  Ho, P. H., Lin, C. Y. & Lin, T. C., 1 3月 2022, 於: Journal of Money, Credit and Banking. 54, 2-3, p. 349-379 31 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Short Selling 100%
  • Equity 94%
  • Bank Loans 88%
  • Loan Spread 41%
  • Short-sale Constraints 38%

• Financial aid and financial inclusion: Does risk uncertainty matter?

  Lee, C. C., Wang, C. W. & Ho, S. J., 2月 2022, 於: Pacific Basin Finance Journal. 71, 101700.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Financial Aid 100%
  • Financial Inclusion 87%
  • Uncertainty 43%
  • Risk Factors 19%
  • Developing Countries 17%
  17 引文 斯高帕斯（Scopus）

• Information asymmetry and the profitability of technical analysis

  Hung, C. & Lai, H. N., 1月 2022, 於: Journal of Banking and Finance. 134, 106347.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Profitability 100%
  • Technical Analysis 94%
  • Information Asymmetry 74%
  • Five-factor Model 59%
  • Probability of Informed Trading 59%

• Informativeness of trades around macroeconomic announcements in the foreign exchange market

  Wu, Z. X. & Gau, Y. F., 5月 2022, 於: Journal of International Financial Markets, Institutions and Money. 78, 101533.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Informativeness 100%
  • Macroeconomic Announcements 99%
  • Foreign Exchange Market 73%
  • Trading Volume 20%
  • Private Information 18%

• Is fair value information fairly priced? Evidence from IPOs in global capital markets^✰

  He, L., Hsin-han Shen, C. & Shiu, C. Y., 2月 2022, 於: Journal of Banking and Finance. 135, 106368.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Fair Value 100%
  • Capital Markets 71%
  • Value Reporting 56%
  • Initial Public Offerings 36%
  • Underwriters 20%

• Liquidation threat: Behavior of CEO entrenchment

  Lee, C. C. & Wang, C. W., 6月 2022, 於: Finance Research Letters. 47, 102949.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Maturity 100%
  • Entrenchment 98%
  • Liquidation 86%
  • Chief Executive Officer 58%
  • Threat 56%

• Liquidity spillover in foreign exchange markets

  Chang, Y. T., Gau, Y. F. & Hsu, C. C., 1月 2022, 於: Finance Research Letters. 44, 102105.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Foreign Exchange Market 100%
  • Spillover 83%
  • Currency Market 76%
  • Liquidity 74%
  • Funding 61%

• Price discovery in fiat currency and cryptocurrency markets

  Huang, G. Y., Gau, Y. F. & Wu, Z. X., 6月 2022, 於: Finance Research Letters. 47, 102615.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Cryptocurrency 100%
  • Currency Market 99%
  • Price Discovery 92%
  • Bitcoin 57%
  • Arbitrage 52%
  1 引文 斯高帕斯（Scopus）

• Product market threats and leverage adjustments

  Do, T. K., Huang, H. H. & Ouyang, P., 2月 2022, 於: Journal of Banking and Finance. 135, 106365.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Product Market 100%
  • Speed of Adjustment 98%
  • Leverage 85%
  • Threat 82%
  • Capital Structure 52%
  1 引文 斯高帕斯（Scopus）

• Revisiting the valuation of deposit insurance

  Chang, C. C., Chung, S. L., Ho, R. J. & Hsiao, Y. J., 1月 2022, 於: Journal of Futures Markets. 42, 1, p. 77-103 27 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Contingent Capital 100%
  • Deposit Insurance 73%
  • Insurance Premium 47%
  • Large Bank 46%
  • Forbearance 30%

• Stewardship, institutional investors monitoring, and firm value: Evidence from the United Kingdom

  Nguyen, N. H. & Shiu, C. Y., 2022, (已被接受) 於: Journal of Multinational Financial Management. 100732.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Stewardship 100%
  • Institutional Ownership 93%
  • Corporate Governance 84%
  • Institutional Investors 79%
  • Company Value 75%

• Supply chain, product pricing, and dynamic capital structure

  Chen, C. C., Huang, H. H. & Lee, C. I., 7月 2022, 於: International Review of Economics and Finance. 80, p. 938-952 15 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Dynamic Capital Structure 100%
  • Product Pricing 79%
  • Amplification 38%
  • Supply Chain 37%
  • Hedge 30%

• The Dimension of Bank Liquidity Creation: Culture Viewpoint

  Lee, C. C., Wang, C. W. & Hong, P. C., 2022, (已被接受) 於: Emerging Markets Finance and Trade.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Bank Liquidity 100%
  • Liquidity 60%
  • Masculinity 37%
  • Uncertainty Avoidance 35%
  • Power Distance 34%
  1 引文 斯高帕斯（Scopus）

• The dimension of green economy: Culture viewpoint

  Lee, C. C., Wang, C. W. & Ho, S. J., 6月 2022, 於: Economic Analysis and Policy. 74, p. 122-138 17 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Green Economy 100%
  • Power Distance 37%
  • Individualism 31%
  • Long-term Orientation 20%
  • Masculinity 20%
  3 引文 斯高帕斯（Scopus）

• The effects of economic policy uncertainty and country governance on banks' liquidity creation: International evidence

  Wang, C. W., Lee, C. C. & Chen, M. C., 2月 2022, 於: Pacific Basin Finance Journal. 71, 101708.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Economic Policy Uncertainty 100%
  • Bank Liquidity 99%
  • Governance 54%
  • Liquidity 30%
  • Bankers 23%
  12 引文 斯高帕斯（Scopus）

• The information effect of order flows in foreign currency futures and spot markets

  Chen, Y. L. & Gau, Y. F., 2022, (已被接受) 於: Journal of Futures Markets.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Currency Futures 100%
  • Information Effects 90%
  • Order Flow 86%
  • Foreign Currency 76%
  • Spot Market 74%

• ‘Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

  Jayawardena, N. I., Todorova, N., Li, B., Su, J. J. & Gau, Y. F., 7月 2022, 於: International Review of Economics and Finance. 80, p. 384-401 18 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Fractional Cointegration 100%
  • Risk-return Trade-off 97%
  • Realized Volatility 40%
  • Volatility Index 40%
  • Skewness 36%
• 2021

  Bank competition and firms’ dependence: evidence from firms’ role

  Wang, C. W., Lee, C. C., Yin, C. & Choo, M. R., 2021, 於: Applied Economics. 53, 10, p. 1143-1162 20 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Bank Competition 100%
  • Competitive Environment 34%
  • Bank-firm Relationships 28%
  • Family Control 24%
  • Empirical Evidence 18%
  2 引文 斯高帕斯（Scopus）

• Debt maturity dispersion and the cost of bank loans

  Chiu, W. C., King, T. H. D. & Wang, C. W., 10月 2021, 於: Journal of Corporate Finance. 70, 102049.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Maturity 100%
  • Bank Loans 78%
  • Debt Maturity Structure 74%
  • Rollover 67%
  • Loans 37%
  1 引文 斯高帕斯（Scopus）

• Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase

  Huang, R. J., Jeng, V., Wang, C. W. & Yue, J. C., 9月 2021, 於: Pacific Basin Finance Journal. 68, 101560.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Litigation Risk 100%
  • Managerial Incentives 92%
  • Book-to-market Ratio 92%
  • Book-to-market 91%
  • Intangibles 87%

• Do firm characteristics affect debt capacity? Evidence in CEO succession

  Lee, C. C., Wang, C. W., Yin, C. & Choo, M. R., 2021, 於: Applied Economics. 53, 48, p. 5567-5583 17 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • CEO Succession 100%
  • Debt Capacity 98%
  • Firm Characteristics 69%
  • Cash Holdings 33%
  • Chief Executive Officer 32%
  1 引文 斯高帕斯（Scopus）

• Family Management and Corporate Bond Spreads: Do Foreign and Government Ownerships Matter?

  Lee, C. C., Wang, C. W. & Ho, S. J., 2021, 於: Emerging Markets Finance and Trade. 57, 15, p. 4448-4460 13 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Bond Spreads 100%
  • Government Ownership 96%
  • Corporate Bonds 83%
  • Foreign Ownership 83%
  • Financial Constraints 19%

• Firms' cash reserve, financial constraint, and geopolitical risk

  Lee, C. C. & Wang, C. W., 2月 2021, 於: Pacific Basin Finance Journal. 65, 101480.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Geopolitical Risks 100%
  • Financial Constraints 69%
  • Cash 52%
  • Trade War 23%
  • Cash Holdings 19%
  40 引文 斯高帕斯（Scopus）

• Improvements in estimating the probability of informed trading models

  Cheng, T. C. & Lai, H. N., 2021, 於: Quantitative Finance. 21, 5, p. 771-796 26 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Probability of Informed Trading 100%
  • Normal Distribution 24%
  • Compound Poisson Distribution 19%
  • Poisson Distribution 15%
  • Grid 12%
  1 引文 斯高帕斯（Scopus）

• Insurance-linked lotto

  Chen, T. Y., Huang, R. J. & Tzeng, L. Y., 2021, 於: Academia Economic Papers. 49, 3, p. 321-362 42 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Lotto 100%
  • Rank-dependent Expected Utility 50%
  • Insurance 47%
  • Demand for Insurance 46%
  • Expected Utility 43%

• International joint ventures, technology licensing and ownership structure

  Beladi, H., Hu, M. & Lee, T., 2021, (已被接受) 於: International Journal of Economic Theory.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Technology Licensing 100%
  • Royalty 92%
  • International Joint Ventures 92%
  • Ownership Structure 71%
  • Licensing 64%

• Making socioeconomic health inequality comparisons when health concentration curves intersect

  Chen, T. Y., Hsu, Y. H. E., Huang, R. J. & Tzeng, L. Y., 11月 2021, 於: Social Choice and Welfare. 57, 4, p. 875-899 25 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Health Inequalities 100%
  • Socioeconomic 56%
  • Guinea 52%
  • Health 47%
  • Health Surveys 45%

• Managerial Ability and External Financing

  Choo, M. R., Wang, C. W., Yin, C. & Li, J. L., 6月 2021, 於: Asia-Pacific Financial Markets. 28, 2, p. 207-241 35 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Managerial Ability 100%
  • External Financing 86%
  • Equity Financing 46%
  • Managers 34%
  • Quantile Regression 34%
  3 引文 斯高帕斯（Scopus）

• Modeling Housing Price Dynamics and their Impact on the Cost of no-Negative-Equity-Guarantees for Equity Releasing Products

  Huang, J. W., Yang, S. S. & Chang, C. C., 8月 2021, 於: Journal of Real Estate Finance and Economics. 63, 2, p. 249-279 31 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • price dynamics 100%
  • Equity 63%
  • equity 63%
  • Price Dynamics 60%
  • Housing Prices 58%

• Model risk in risk analysis for no-negative-equity-guarantees

  Huang, J. W., Yang, S. S. & Chang, C. C., 6月 2021, 於: Journal of Derivatives. 28, 4, p. 87-110 24 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Risk Analysis 100%
  • Value at Risk 79%
  • Model Risk 77%
  • Equity 69%
  • Conditional Tail Expectation 57%
  1 引文 斯高帕斯（Scopus）

• Momentum life cycle, revisited

  Chen, T. Y., Chou, P. H., Hsieh, C. H. & Ghon Rhee, S., 6月 2021, 於: Journal of Banking and Finance. 127, 106119.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Turnover 100%
  • Life Cycle 88%
  • Momentum 77%
  • Life Cycle Hypothesis 29%
  • Underreaction 27%

• Non-parametric momentum based on ranks and signs

  Chen, T. Y., Chou, P. H., Ko, K. C. & Rhee, S. G., 1月 2021, 於: Journal of Empirical Finance. 60, p. 94-109 16 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Momentum Strategies 100%
  • Momentum 96%
  • Price Momentum 74%
  • Return Reversal 37%
  • Long-term Returns 35%
  1 引文 斯高帕斯（Scopus）

• The impact of internal and external factors on the relationship between information opacity and open-market repurchases

  Wang, C. W. & Peng, J. Y., 9月 2021, 於: Accounting and Finance. 61, 3, p. 4085-4118 34 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Opacity 100%
  • Repurchase 96%
  • Internal Factors 86%
  • External Factors 81%
  • Announcement Returns 43%
  1 引文 斯高帕斯（Scopus）

• The impact of natural disaster on energy consumption: International evidence

  Lee, C. C., Wang, C. W., Ho, S. J. & Wu, T. P., 5月 2021, 於: Energy Economics. 97, 105021.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Natural Disasters 100%
  • Disasters 77%
  • Quantile Regression 76%
  • Energy Consumption 75%
  • Energy utilization 58%
  32 引文 斯高帕斯（Scopus）

• Uncertainty, hiring and firing costs, and the determinants of profit-sharing rules

  Jou, J. B. & Lee, T., 1月 2021, 於: Managerial and Decision Economics. 42, 1, p. 185-197 13 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Firing Costs 100%
  • Sharing Rule 91%
  • Profit Sharing 80%
  • Shareholders 67%
  • Profitability 61%
• 2020

  Board structure, director expertise, and advisory role of outside directors

  Chen, S. S., Chen, Y. S., Kang, J. K. & Peng, S. C., 11月 2020, 於: Journal of Financial Economics. 138, 2, p. 483-503 21 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Outside Directors 100%
  • Board Structure 99%
  • Expertise 64%
  • China 40%
  • Stock Market 37%
  4 引文 斯高帕斯（Scopus）

• CEO overconfidence and bank loan contracting

  Lin, C. Y., Chen, Y., Ho, P. H. & Yen, J. F., 10月 2020, 於: Journal of Corporate Finance. 64, 101637.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Overconfidence 100%
  • Bank Loans 91%
  • Contracting 77%
  • Loan Spread 77%
  • Chief Executive Officer 68%
  6 引文 斯高帕斯（Scopus）

• Country governance, corruption, and the likelihood of firms’ innovation

  Lee, C. C., Wang, C. W. & Ho, S. J., 11月 2020, 於: Economic Modelling. 92, p. 326-338 13 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Corruption 100%
  • Innovation 81%
  • Governance 77%
  • Rule of Law 33%
  • Role of Government 30%
  25 引文 斯高帕斯（Scopus）

• Debt maturity and the cost of bank loans

  Wang, C. W., Chiu, W. C. & King, T. H. D., 3月 2020, 於: Journal of Banking and Finance. 112, 105235.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Debt Maturity 100%
  • Short-term Debt 94%
  • Bank Loans 78%
  • Loan Spread 66%
  • Debt Maturity Structure 44%
  16 引文 斯高帕斯（Scopus）

• Financial innovation and bank growth: The role of institutional environments

  Lee, C. C., Wang, C. W. & Ho, S. J., 7月 2020, 於: North American Journal of Economics and Finance. 53, 101195.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Financial Innovation 100%
  • Institutional Environment 86%
  • Global Financial Crisis 26%
  • Bank Regulation 22%
  • Financial Reform 21%
  13 引文 斯高帕斯（Scopus）

• Fractional degree stochastic dominance

  Huang, R. J., Tzeng, L. Y. & Zhao, L., 10月 2020, 於: Management Science. 66, 10, p. 4630-4647 18 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Stochastic Dominance 100%
  • Integer 83%
  • Risk Preferences 54%
  • Risk Apportionment 50%
  • Expected Utility 38%
  5 引文 斯高帕斯（Scopus）

• Generalized affine transform on pricing quanto range accrual note

  Li, S., Huang, H. H. & Zhang, T., 11月 2020, 於: North American Journal of Economics and Finance. 54, 100892.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Floating 100%
  • Accruals 94%
  • Hedging 59%
  • Pricing 58%
  • Jump 50%
  1 引文 斯高帕斯（Scopus）

• Industry experiences of board, CEO, and acquisition performance

  Bhattacharya, D., Kao, Y. Y. & Li, W. H., 1 9月 2020, 於: Review of Pacific Basin Financial Markets and Policies. 23, 3, 2050022.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Board Performance 100%
  • Chief Executive Officer 55%
  • Provisioning 28%
  • Performance 27%
  • Industry 25%
  1 引文 斯高帕斯（Scopus）

• Momentum and reversals: Are they really separate phenomena?

  Chen, T. Y., Chou, P. H. & Yang, N. T., 1月 2020, 於: Finance Research Letters. 32, 101102.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Reversal 100%
  • Momentum 92%
  • Return Reversal 71%
  • Long-term Returns 68%
  • Coexistence 47%
  1 引文 斯高帕斯（Scopus）

• Monitoring role of institutional investors and acquisition performance: Evidence from East Asian markets

  Lou, K. R., Lu, Y. K. & Shiu, C. Y., 2月 2020, 於: Pacific Basin Finance Journal. 59, 101244.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Institutional Investors 100%
  • Institutional Ownership 94%
  • Monitoring 75%
  • Long-run Performance 54%
  • Goodwill 46%
  2 引文 斯高帕斯（Scopus）

• Operational asymptotic stochastic dominance

  Huang, R. J., Tzeng, L., Wang, J. Y. & Zhao, L., 1 1月 2020, 於: European Journal of Operational Research. 280, 1, p. 312-322 11 p.

  研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

  • Stochastic Dominance 100%
  • Investment Horizon 22%
  • Horizon 19%
  • Ranking 19%
  • Decision Maker 12%
  3 引文 斯高帕斯（Scopus）