Faculty Research Outcomes
2022
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PROJECT LEADER |
PROJECT NAME |
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Lee, Hsiu-Chuan |
Return seasonalities: Overnight or daytime returns? |
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Wang, Zi-May |
The study of speculative sentiment, day trading and excess comovement of stock returns in Taiwan stock market. |
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Wang, Yu-Chun |
Share pledging, corporate social responsibility, and corporate governance. |
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Lu, Yang-Cheng |
The pricing power of ESG and its embedded carbon risk factors, alpha of momentum effects and their application in the construction of ESG smart beta strategies - Taiwan stock market empirical research. |
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Choo, Min-Rui |
Economic surprises and institutional herding: Evidence from Taiwan. |
2021
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PROJECT LEADER |
PROJECT NAME |
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Lee, Hsiu-Chuan |
The tail spillover of implied volatility and the return of index futures. |
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Wang, Zi-May |
The relationship between the auction mechanism and the market performance in Taiwan stock market. |
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Wang, Yu-Chun |
The share pledge and the information content of stock prices. |
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Lee, Yun Chi |
The impact of the proxy fights and the shareholder structure on the dividend payout policyes of banks |
2020
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PROJECT LEADER |
PROJECT NAME |
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Lee, Hsiu-Chuan |
The overnight return for industry ETFs and market-wide returns |
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Wang, Yu-Chun |
Share pledging and the cost of bank loans |
2019
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PROJECT LEADER |
PROJECT NAME |
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Lee, Hsiu-Chuan |
Institutional ownership and effectiveness of technical analysis |
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Wang, Zi-May |
Lottery demand, monthly revenue announcement and modified MAX effect in Taiwan stock market |
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Wang, Yu-Chun |
Share pledging, corporate risk-taking, and stock price crash risk |
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Lu, Yang-Cheng |
Do Analyst Recommendations in Taiwan Psychologically Anchor on Media Coverage and Media Sentiment？ Abnormal Return Testing and Investment Management Application |
2018
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PROJECT LEADER |
PROJECT NAME |
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Liao, Tzu-Hsiang |
Stock Options and the Skewness of Stock Returns |
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Lee, Yun Chi |
Strategic Intention and Outcomes of Early-Stage and Later-Stage Vc Investments |
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Lee, Hsiu-Chuan |
Market Uncertainty, Investor Attention, and Stock-Bond Relation |
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Wang, Zi-May |
The Study of Gambling Preference, Trading Behavior and Return Comovement among Lottery-Like Stocks in Taiwan Stock |
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Wang, Yu Chun |
Share Pledging and the Choice between Dividends and Stock Repurchases |
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Lu, Yang-Cheng |
Securities Firms Recommendation Releases, Analysts Genres, Media Responds and Stock Returns |
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Tsai, Ying-Che |
Health,Income, and the Origins of Inequality on the Basis of Nhi Panel Cohort Data |
2017
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PROJECT LEADER |
PROJECT NAME |
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Liao, Tzu-Hsiang |
52-week high price and institutional trading behavior in the U.S. and Taiwan futures markets |
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Lee, Yun-Huan |
Weighted Information Criterion Estimator for Quantile Regression Models |
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Lee, Hsiu-Chuan |
Psychological anchors of stock markets and currency price behavior. Ministry of Science and Technology |
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Wang, Yu-Chun |
Share Pledging, Stock Repurchases, and the Value of Cash Holdings |
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Sheu, Her-Jiun |
A Qualitative Research of Analyst Report and Media Coverage on SEO Event |
2016
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PROJECT LEADER |
PROJECT NAME |
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Lee, Yun Chi |
Do firms staying private longer have better innovation after the IPO? |
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Sheu, Her-Jiun |
Analyst Coverage, Corporate Governance and Corporate Financing |
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Wang, Lie-Huey |
Analyst coverage and fundamentals: Do domestic and foreign securities houses based upon different criteria to choose following firms? |
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Lee, Yun Chi |
The impact of venture capital reputation and pre-IPO valuation on IPO issuers |
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Lee, Hsiu-Chuan |
Risk-neutral skewness and index futures returns: The role of institutional investor sentiment in the futures market |
2015
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PROJECT LEADER |
PROJECT NAME |
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Lee, Yun-Huan |
Model Averaging in Quantile Regression |
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Wang, Yu Chun |
Pledged Shares and Firm Value: Effect of Regulation Change |
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Liao, Tzu-Hsiang |
Study of skewness extracted from index and stock options |
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Lee, Hsiu-Chuan |
Impact of funding liquidity on trading volume, liquidity, and return of the currency carry-trade ETF |
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Wang, Zi-May |
The study of analyst recommendations on the cable television, attention shock and short selling |
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Zhang, Tai-Wei |
A study on buybacks for transferring shares to employees |
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Lu, Yang-Cheng |
The Effect of Media Attention on Corporate Governance and Market Performance- A Case Study of Seasoned Equity Offerings |
2014
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PROJECT LEADER |
PROJECT NAME |
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Lee, Hsiu-Chuan |
Stock Liquidity Distributions and Commonality in Liquidity |
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Wang, Zi-May |
Information transparency on the closing session, order submission behavior and market performance |
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Liao, Tzu-Hsiang |
Investment Sentiment and the Liquidity of Stock Options |
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Lu, Yang-Cheng |
Let Machines Read Big News – Financial Linguistic Analysis Engine, Corporate Value and Risk Evaluation(2/3) |
2013
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PROJECT LEADER |
PROJECT NAME |
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Wang, Zi-May |
Information transparency on the closing session and market performance: evidence from the Taiwan stock market |
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Lee, Hsiu-Chuan |
Spillovers of Price Returns and Investor Sentiment |
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Liao, Tzu-Hsiang |
Investor Sentiment and Credit Spreads |
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Lu, Yang-Cheng |
Are Magnet Effects of Price Limits Caused by Uninformed Traders? A Multinomial Logit Analysis on Trade and Quote Data with Investor Types of Taiwan Stock Exchange |
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Chang, Shu-Lien |
The Strategy of Marketing the Cultural Creative Derivatives - Using perceived value theory |
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Lu, Yang-Cheng |
Let Machines Read Big News – Financial Linguistic Analysis Engine, Corporate Value and Risk Evaluation(1/3) |