NTUT Department of Information and Finance Management

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Technical Service Section, Library, National Taipei University of Technology　Chief Officer

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Department of Information and Finance Management, NTUT　Associate Professor

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Department of Finance, Shih Hsin University 　Associate Professor

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Department of Finance, Shih Hsin University Assistant Professor

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Orion Financial Technology LTD. Assistant Manager

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Orion Financial Technology LTD. Financial Engineer

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Department of Industrial and Business Management Research Assistant

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"Trader Type and Price Clustering", Journal of Futures and Options, TSSCI, 2019/08/01

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"CEO Duality, Information Cost, and Firm Performance", North American Journal of Economics and Finance, SSCI, 2019/08/01

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""Information Disclosure and Investor Protection: Analysis of Market Risk, Equity Liquidity and Firm Value", Review of Securities and Futures Markets, 87-140, TSSCI, 2019/03/01"

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"Market Competition and Price Clustering: Evidence from the ETF Market", Journal of Financial Studies, 1-44, TSSCI, 2018/12/01

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"Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors' Behavior in China", Sustainability, 1-28, SSCI, 2018/08/01

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""The Diversification Effects of Managed Futures Funds on Pension Funds", Taiwan Insurance Review, 1-33, ELSE1, 2018/03/01"

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""The impact of funding liquidity on market quality", North American Journal of Economics and Finance, 153-166, SSCI, 2018/01/01

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"Price discovery in the S&P 500 index derivatives markets", International Review of Economics and Finance, 438-452, SSCI, 2016/09/01

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"Relationship between Banks' Capital and Credit Risk-Taking through Syndicated Loan", Modern Economy, 1297-1308, ABI, 2015/12/01

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"The impact of deregulation on the movie box office after Taiwan's entry into the WTO: the difference-in-differences estimation", Eurasian Business Review, 289-308, ABI, 2015/10/01

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“The extreme value in crude oil and US dollar markets” Journal of International Money and Finance, 191-210, SSCI, 2013/09/01

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""Noise Trading and Pricing Efficiency: Evidence from the Weekly Futures and Options", 2019 The Conference of CTFA, Taichung, 2019/05/03"

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"On the Importance of Text Analysis for Stock Price Prediction using Financial Report Approach", 2018 International Conference on Business and Information (BAI), Seoul, 2018/07/06

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""The Study of the Impact of Financial Report Topic Model on Stock Price", The 29th International Conference on Information Management, Taichung, 2018/06/03

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"CEO Duality, Information Cost, and Firm Performance", 2018 Taiwan Finance Association (TFA) International Conference and Annual Meeting, Taipei, 2018/05/25

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""Noise Trading and Pricing Efficiency: Evidence from the Weekly Futures and Options", 2018十五屆兩岸金融市場發展研討會, Taipei, 2018/04/14

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"Institutional Investors' Preference under Regional Industrial Development Policy in China", Leading Issues and Challenges in Emerging Economies, Sichuan, 2018/01/09

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"The Effect of Information Disclosure on Trader Behavior: Analysis of Taiwan Futures Market", International Conference on Innovation and Management (IAM2017 Summer), Osaka, 2017/07/04

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"CEO Duality, Information Costs, and Firm Performance", 7th Annual International Conference on Accounting and Finance (AF 2017), Singapore, 2017/06/05

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"As an ownership: What institutional investors do in China (機構投資法人在中國的角色)", The 2017 TFA International Conference and Annual Meeting (台灣財務金融學會年會), Hualien, 2017/05/19

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"Noise Trading and Pricing Efficiency: Evidence from the Weekly Futures and Options (雜訊交易與定價效率：短天期衍生性商品之影響分析)", 2017 TFA International Conference and Annual Meeting, Hualien, 2017/05/19

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"Funding Liquidity and Market Quality: Evidence from the S&P 500 ETF and Index Futures", 2016 European Financial Management Association (EFMA), Basel, Switzerland, 2016/07/02

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"The Effect of Institutional Ownership on Price Discovery", 2015 European Financial Management Association (EFMA), Netherlands, 2015/06/24

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"The Impact of Funding Liquidity on Market Quality: Evidence from the S&P 500 ETF and Index Futures”, 2015 International Conference of Taiwan Finance Association (TFA), Taiwan (亞洲大學), 2015/06/06

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"The Extreme Value in Crude Oil and US Dollar Markets", 2013 Australasia Meeting of the Econometric Society, Sydney, Australia, 2013/07/10

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"Price Discovery and Institutional Ownership: Evidence from the S&P 500 Index Derivatives Markets", 2013 Financial Management Association (FMA) European Conference, Luxembourg, 2013/06/13

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"Competition among Trading Venues and Price Clustering: Evidence from the ETF Market", 2013 International Conference of Taiwan Finance Association (TFA), Taiwan (雲林科技大學), 2013/06/01

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"Competition among Trading Venues and Price Clustering: Evidence from the ETF Market", 2013中部財金學術聯盟暨第十屆兩岸金融市場發展研討會, 逢甲大學, 2013/04/15

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個案七　理想大地-突破融資限制之難題, 新陸書局, ISBN：978-986-5761-55-4, 出版日期：2016/01/01

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The Connectedness of Higher-Order Moments and Jumps, 科技部研究計畫, MOST 108-2410-H-027-007 -, 108/08~109/07

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The Connectedness of Price Efficiency, 科技部研究計畫, MOST 107-2410-H-027-003 -, 107/08~108/07

3

Liquidity Commonality and Spillover in the S&P500 ETFs and E-Mini Index Futures Markets, 科技部研究計畫, MOST 105-2410-H-027-002 -, 105/08~106/07

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The Spillover Effects among ETFs and Their Component Stocks: Evidence from Implied Volatility, Liquidity, and Price Discovery, 科技部研究計畫, MOST 104-2410-H-027-002 -, 104/08~105/07

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Institutional Investors and Market Quality: Evidence from Algorithmic Trading, High-Frequency Trading, and Off-Exchange Trading in Us and Taiwan, 國科會研究計畫, NSC 102-2410-H-128 -002 -MY2, 2013/08~2015/07

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The Impact of Funding Liquidity on Market Quality: Analyses of the Credit Crunch 2007-08, 國科會研究計畫, NSC 100-2410-H-128 -010 -MY2, 2011/08~2013/07

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Studies on Market Transparency in Taiwan Futures Market: Analyses of Market Quality and Market Competition, 國科會研究計畫, NSC 98-2410-H-128 -008 -MY2, 2009/08~2011/07

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Price Efficiency in the S&P 500 ETF Options and S&P 500 Options Markets, 國科會研究計畫, NSC 97-2410-H-128 -003 -, 2008/08~2009/07

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Which Market Creates More Behavioral Bias in Futures Pricing: Open-Outcry or E-mini?, 國科會研究計畫, NSC 96-2416-H-128 -012 -, 2007/11~2008/07

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Financial Markets

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Investment

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Financial Management

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Special Projects on Information and Financial Management