台灣大學教授國科會研究計畫 兼任助理

中央大學教授國科會研究計畫 兼任助理

1. The Diversification Effects of Initial Public Offerings, (with Hsuan-Chi Chen, Keng-Yu Ho and Cheng-Huan Wu ), Journal of Business Finance and Accounting (SSCI), forthcoming.

Revised and Submitted Papers

1. The Impact of Non-trading Periods on the Measurement of Volatility. (with Wang Yaw-Huei ), Review of Quantitative Finance and Accounting (EconLit) submitted .
2. Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market, (with Ho Ken-Yu, and Wen-Chi Lo), Review of Securities and Futures Markets (TSSCI) submitted.
3. Empirically Re-examining the Risk Shifting in Financially Distressed Firms, (with Chuang-Chang Chang, Yu-Chih Lin, and Wei-Cheng Chen), Review of Securities and Futures Markets (TSSCI) submitted.
4. On the importance of systematic risk factors in explaining the cross-section of credit default swap spreads,(with Chuang-Chang Chang, Wen-Chi Lo), International review of economics and finance (SSCI) submitted.
5. The Impacts of Liquidity on Option Prices.(with Robin K. Chou , San-Lin Chung and Wang Yaw-Huei), Review of Financial Studies (SSCI) submitted.

1. Determinants of Credit Default Swap Spread: Evidence from the Japanese Credit Derivative Market( with Ho Ken-Yu and Wen-Chi Lo) Proceeding of the 2008 Conference on the NTU International Conference on Finance , 2008, December, held in National Taiwan University; 2008「信用風險管理研討會」證券市場發展季刊（Review of Securities and Futures Markets）。
2. Empirically Re-examining the Risk Shifting in Financially Distressed Firms (with C.C. Chang, Y.C. Lin and W.C. Chen), Proceeding of the Sixteen Conference on the Theories and Practices of the Financial Markets, 2008, December, held in National Sun Yat-San University. Proceeding of the 2008 Conference on the NTU International Conference on Finance, 2008, December, held in National Taiwan University.; 2008「信用風險管理研討會」證券市場發展季刊（Review of Securities and Futures Markets）。
3. The Possible Implication of New Basel Accord to Taiwan Corporations–Calculation of Asset Return Correlation, (with Lyinn Chung and Jiun-Fei Chiu)國立台灣科技大學第二屆管理新思維學術研討會。

1. 2005中菲公司委託中央大學財務金融系建構信託投資系統(財務模型)。
2. 2007 行政院國家科學委員會 創新產學平台跨領域整合型研究計畫 資產證券化商品風控與訂價平台之建立 (子計畫三)。
3. 2008台灣期貨交易所委託研究 期貨商資本適足規範與經營風險控管之研究。
4. 2008 金管會銀行局委託研究 金融機構辦理證券化業務風險控管之研究。
5. 2009 金融研訓院計畫 台灣成為亞太資產管理中心之建立與立法方向。
6. 2009金管會委託研究 國民金融知識水準調查之研究。
7. 2009金融研訓院計畫 建置國際金融海嘯預警機制之研究。
8. 2009金融研訓院計畫 金融海嘯後中國大陸市場之發展暨台灣銀行業赴大陸營運之研究。