Chen, Wei-Peng Professor

陳煒朋教授

Office:

Room 940, Hong Yu Technology Research Building

Phone+Extension:

(02) 2771-2171 #6721

E-mail:

wpc@ntut.edu.tw

Research Areas:

Market Microstructure, Futures and Options, Risk Management, Corporate Governance

Teaching Areas:

Futures and Options, Financial Quantitative Analysis, Investment, Financial Management

Student Laboratory:

Room 531, Hong Yu Technology Research Building

  • 2020.02-Present National Taipei University of Technology, Professor, Department of Information and Finance Management
  • 2014.08-2020.01 National Taipei University of Technology, Associate Professor, Department of Information and Finance Management
  • 2012.02-2014.07 Shih Hsin University, Associate Professor, Department of Finance
  • 2007.08-2012.01 Shih Hsin University, Assistant Professor, Department of Finance
  • Wu, Chih-Chiang, and Wei-Peng Chen (2022). What's an AI name worth? The impact of AI ETFs on their underlying stocks. Finance Research Letters, 46, 102474.
  • Hsu, Shufang, Wei-Peng Chen, and You-Ru Feng (2021), Dividend Policy, Earnings Management, and CEO Power. Journal of Financial Studies, 29(4): 31-77.
  • Wu, Chih-Chiang, Wei-Peng Chen, and Nattawadee Korsakul, (2021), Extreme linkages between foreign exchange and general financial markets. Pacific-Basin Finance Journal, 65, 101462.
  • Hsu, Shufang, Shih-Wei Lin, Wei-Peng Chen, and Jhao-Wei Huang, (2021), CEO Duality, Information Cost, and Firm Performance. North American Journal of Economics and Finance, 55, 101011.
  • Hsu, Shufang and Wei-Peng Chen, (2019), Trader Type and Price Clustering, Journal of Futures and Options, 12(2), 1-61.
  • 陳煒朋、徐淑芳，2019，「訊揭露與投資人保護：市場風險、股票流動性與企業價值分析」，證券市場發展季刊，第31卷第一期，87-140。
  • Hsu, Shufang, Huimin Chung, and Wei-Peng Chen, (2018), Market Competition and Price Clustering: Evidence from the ETF Market. Journal of Financial Studies, 26(4): 1-44.
  • Lin, Shu Ling, Jun Lu, Jung-Bin Su, and Wei-Peng Chen, (2018), Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China. Sustainability, 10(8): 1-28.
  • 呂曉萍、徐淑芳、陳煒朋，2018，「管理期貨基金應用於退休基金投資組合之探討」，保險專刊，第34卷第一期，1-33。
  • Chen, Wei-Peng, Shu Ling Lin, Jun Lu, and Chih-Chiang Wu, (2018), The impact of funding liquidity on market quality. North American Journal of Economics and Finance, 44: 153-166.
  • Chen, Wei-Peng, Huimin Chung, Donald Lien, (2016), Price discovery in the S&P 500 index derivatives markets. International Review of Economics and Finance, 45: 438-452.
  • Jane, Wen-Jhan, Wei-Peng Chen, Yuan-Lin Hsu, (2015), The impact of deregulation on the movie box office after Taiwan’s entry into the WTO: the difference-in-differences estimation. Eurasian Business Review, 5: 289-308.
  • Chen, Wei-Peng, Taufiq Choudhry, and Chih-Chiang Wu, (2013), The Extreme Value in Crude Oil and US Dollar Markets. Journal of International Money and Finance, 36: 191-210.
  • Chen, Wei-Peng and Huimin Chung, (2012), Has the Introduction of S&P 500 ETF Options Led to Improvements in Price Discovery of SPDRs?. Journal of Futures Markets, 32(7): 683-711.
  • Chen, Wei-Peng, Huimin Chung, Tsui-Ling Hsu, and Soushan Wu, (2010), External Financing Needs, Corporate Governance and Firm Value. Corporate Governance: An International Review, 18(3): 234-249.
  • 陳煒朋、吳壽山、洪慧妤，(2010)，「選擇權價格效率性、放空限制與雜訊交易者風險」，期貨與選擇權學刊，第3卷第1期，1-31。
  • Chung, Huimin, Wei-Peng Chen, and Yu-Dan Chen, (2010), The Effect of Default Risk on Equity Liquidity: Evidence Based on the Panel Threshold Model. Chapter 51, Handbook of Quantitative Finance and Risk Management (New York: Springer), 807-818.
  • Chen, Wei-Peng, Huimin Chung, Keng-Yu Ho, and Tsui-Ling Hsu, (2010), Portfolio Optimization Models and Mean-Variance Spanning Tests. Chapter 10, Handbook of Quantitative Finance and Risk Management (New York: Springer), 165-184.
  • Chen, Wei-Peng, Robin K. Chou, and Huimin Chung, (2009), Decimalization, ETFs and Futures Pricing Efficiency. Journal of Futures Markets, 29(2): 157-178.
  • Chen, Wei-Peng, Huimin Chung, Chengfew Lee, and Wei-Li Liao, (2007), Corporate Governance and Equity Liquidity: Analysis of S&P Transparency and Disclosure Ranking. Corporate Governance: An International Review, 15(4): 644-660.
  • Wu, Chih-Chiang, Wei-Peng Chen, and Withz Aimable, (2022), “Dynamic Spillover in the Cryptocurrency Market”, 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, King’s College London, UK.
  • Chen, Wei-Peng, and Huimin Chung, and Shih-Chang Hung, (2022), “Electronic Voting Reform and Shareholder Wealth”, 2022 Financial Management Association (FMA) Annual Meeting, Atlanta, Georgia, USA.
  • Chen, Wei-Peng, and Huimin Chung, and Shih-Chang Hung, (2022), “Electronic Voting Reform and Shareholder Wealth”, The 30th Annual Conference on PBFEAM, National Chung Cheng University, Taiwan.
  • Hung, Shih-Chang, Wei-Peng Chen, and Huimin Chung, (2020), “Voluntary adoption of E-voting and Firm performance”, 28th SFM Conference 2020, Kaohsiung, Taiwan.
  • 陳煒朋、徐淑芳、馮攸如，(2020)，「股利政策、盈餘管理與執行長權力」，2020臺灣財務金融學會年會暨國際研討會，國立暨南國際大學。
  • Hsu, Shufang, Shih-Wei Lin, Wei-Peng Chen, and Jhao-Wei Huang, (2018), “CEO Duality, Information Cost, and Firm Performance” 2018 Taiwan Finance Association (TFA) International Conference and Annual Meeting, Taipei, Taiwan.
  • Chen, Wei-Peng, Shu Ling Lin, Jun Lu, and Chih-Chiang Wu, (2016), “Funding Liquidity and Market Quality: Evidence from the S&P 500 ETF and Index Futures” 2016 European Financial Management Association (EFMA), Basel, Switzerland.
  • Chen, Wei-Peng, Huimin Chung, and Donald Lien, (2015), “The Effect of Institutional Ownership on Price Discovery” 2015 European Financial Management Association (EFMA), Netherlands.
  • Chen, Wei-Peng, and Huimin Chung, (2013), “Price Discovery and Institutional Ownership: Evidence from the S&P 500 Index Derivatives Markets” 2013 Financial Management Association (FMA) European Conference, Luxembourg.
  • Chen, Wei-Peng, Huimin Chung, and Shufang Hsu, (2013), “Competition among Trading Venues and Price Clustering: Evidence from the ETF Market”, 2013 International Conference of Taiwan Finance Association (TFA), Taiwan.
  • Chen, Wei-Peng and Huimin Chung, (2011), “Does the Introduction of S&P 500 ETF Options Improve Price Discovery of S&P 500 ETF?” 2011 Financial Management Association (FMA) European Conference, Porto, Portugal.
  • Chen, Wei-Peng, Robin K. Chou and Huimin Chung, (2007), “Decimalization and the ETFs and Futures Pricing Efficiency”, Financial Management Association International Annual Meeting, Orlando, Florida, USA.
  • Chen, Wei-Peng, Huimin Chung, Cheng-Few Lee, and Wei-Li Liao, (2005), “Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking”, 2005 European Financial Management Association Annual Conference, Milan, Italy.
  • Futures and Options
  • Financial Quantitative Analysis
  • Financial Management
  • Investment Science