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陳煒朋

陳煒朋 教授

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學歷:

國立交通大學 管理科學博士

研究領域:

市場微結構、期貨選擇權、風險管理、公司治理

研究室:

科技大樓 940

Office hour

星期二   10:10~12:00

 

分機:

6721/3115

 

 

 

 經歷

1

臺北科大圖書資訊處技術服務組  組長

2

世新大學財務金融學系  副教授

3

世新大學財務金融學系 助理教授

4

五淞財務科技股份有限公司 襄理

5

五淞財務科技股份有限公司   財務工程師

6

長庚大學管理學院工商管理學系 專任研究助理

 

 期刊論文

1

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

2

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

3

"資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, 87-140, TSSCI, 2019/03/01

4

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

5

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

6

"管理期貨基金應用於退休基金投資組合之探討", 保險專刊, 1-33, ELSE1, 2018/03/01

7

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

8

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

9

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

10

"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

11

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

 

 研討會論文

1

"雜訊交易與定價效率:短天期衍生性商品之影響分析", 2019中部財金學術聯盟學術研討會, 台中市, 2019/05/03

2

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

3

"財報主題模型影響公司股價報酬之研究", 2018年第二十九屆國際資訊管理學術研討會, 台中, 2018/06/03

4

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

5

"雜訊交易與定價效率:短天期衍生性商品之影響分析", 2018十五屆兩岸金融市場發展研討會, 台北, 2018/04/14

6

"Institutional Investors' Preference under Regional Industrial Development Policy in China", Leading Issues and Challenges in Emerging Economies, 四川, 2018/01/09

7

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

8

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

9

"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), 花蓮, 2017/05/19

10

"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, 花蓮, 2017/05/19

11

"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

12

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

13

“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

14

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

15

“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

16

“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

17

“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


 
專書論文

1

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


 
研究計畫

1

高階動差與跳躍變異之連動傳遞分析, 科技部研究計畫, MOST 108-2410-H-027-007 -, 108/08~109/07

2

價格效率之連通性分析, 科技部研究計畫, MOST 107-2410-H-027-003 -, 107/08~108/07

3

S&P 500 ETF與指數期貨之間流動性共變與外溢效果之分析, 科技部研究計畫, MOST 105-2410-H-027-002 -, 105/08~106/07

4

ETF與成分股之間外溢效果之探討:隱含波動、流動性與價格發現之實證分析, 科技部研究計畫, MOST 104-2410-H-027-002 -, 104/08~105/07

5

機構投資人對市場品質之影響探討:演算法交易、高頻交易與場外交易之實證分析, 國科會研究計畫, NSC 102-2410-H-128 -002 -MY2, 2013/08~2015/07

6

資金流動性與市場品質之探討:2007~2008信用緊縮之分析, 國科會研究計畫, NSC 100-2410-H-128 -010 -MY2, 2011/08~2013/07

7

台灣期貨市場透明度之研究:市場品質與市場競爭觀點之分析, 國科會研究計畫, NSC 98-2410-H-128 -008 -MY2, 2009/08~2011/07

8

S&P 500 ETF選擇權與S&P 500指數選擇權價格效率之分析, 國科會研究計畫, NSC 97-2410-H-128 -003 -, 2008/08~2009/07

9

雜訊交易與期貨市場之定價誤差:美國公開喊價與電子交易市場之比較, 國科會研究計畫, NSC 96-2416-H-128 -012 -, 2007/11~2008/07

 

 系所開設課程

1

金融市場

2

投資學

3

財務管理

4

資訊與財金專題

 

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