期刊論文

112Does the tail risk index matter in forecasting downside risk?,International Journal of Finance and EconomicsVol.28, No.33451-3466 2023/07/03 ( SSCI )
112Disposition, Confidence, and Profits and Losses Evidence from the Taiwan Warrant Markets,International Journal of Information and Management SciencesVol. 34, No.223-50. 2023/03/01 ( EI )
110Trading activity and price discovery in Bitcoin futures markets,Journal of Empirical Finance62107–120 2021/03/14 ( SSCI )
109Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators,North American Journal of Economics and Finance 2020/02/17 ( SSCI )
108The impact of liquidity on portfolio value-at-risk forecasts,Applied Economics 2019/08/04 ( SSCI )
107The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios' Returns,RisksVol.6, No.4133 2018/11/16 ( )
107Price Discovery and Trading Activity in Taiwan Stock and Futures Markets,Emerging Markets Finance & Trade 2018/08/10 ( )
107VIX 期貨與VIX 交易所交易商品價格發現的實證研究,期貨與選擇權學刊第11卷第1期39-73 2018/04/02 ( TSSCI )
105投機交易活動對臺灣期貨市場報酬與波動的衝擊,期貨與選擇權學刊第9卷第1期103-134 2016/03/21 ( TSSCI )
104國際商品指數與台灣物價指數之關聯性：以GSCI與CRB商品為例,績效與策略研究期刊第12卷第2期31-54頁 2015/09/01 ( )
104Evaluation of Realized Multi-power Variations in Minimum Variance Hedging,Economic Modelling 2015/08/25 ( SSCI )
104R&D, Patent Arrangements, and Financial Performances:Evidence from Taiwan,Periodica Polytechnica Social and Management SciencesVol. 23 No.125-40 2015/02/11 ( )
103Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?,Journal of Futures Markets 2014/12/01 ( SSCI )
103How Do Patent Litigation Influence Dynamic Risk within Market Competitors?,Technological and Economic Development of Economy 2014/11/03 ( SSCI )
102Financial performance and business risk of futures commission merchants: A panel threshold regression.,Journal of Futures and Options第六卷，第二期51-72 2013/11/01 ( TSSCI )
102One gold, two currencies: price discovery between spot exchange rate and implied exchange arte derived from futures,International Journal of Information and Management Sciences2423-38 2013/05/01 ( EI )
101Evaluating and improving GARCH-based volatility forecasts with range-based estimators,Applied EconomicsVol. 45, No. 284041-4049 2012/12/10 ( SSCI )
101A study of dynamics in market volatility indices between US and Taiwan,Investment Management and Financial InnovationsVol. 9, No. 495-101 2012/12/03 ( )
101Can VAR Be Predictive for Regulation ? Evidence from the Futures Industry in Taiwan ,Romanian Journal of Economic ForecastingVol. 15, No. 4147-162 2012/12/03 ( SSCI )
101Currency Hedging Strategies of a Pension Fund,International Research Journal of Applied FinanceVol.3 No.4503-517 2012/04/04 ( )
101Volatility Forecasting Performances of GARCH Family and Neural Networks,績效與策略研究第 9 卷第 1 期41-62 2012/03/01 ( )
100Pakistani Stock Market and Rational Speculative Bubbles,Actual Problems of EconomicsVol.9371-382 2011/12/29 ( SSCI )
100Reexamination of capital asset pricing model (CAPM): An application of quantile regression,African Journal of Business ManagementVol. 5 No.3312684-12690 2011/12/21 ( SSCI )
100Long-term relationship between political behavior and stock market return: new evidence from quantile regression,Quality & QuantityVol. 451361-1367 2011/12/01 ( SSCI )
100Computing Regression Quantiles to Analysis the Relationship between Market Behavior and Political Risk,Quality & QuantityVol.1 No.11-10 2011/12/01 ( SSCI )
100波動預測績效比較- 變幅為基礎 vs. 報酬率為基礎,績效與策略研究第 8 卷第 1 期31-48 2011/10/01 ( )
100Efficiency Analysis of Using Range-based GARCH Models in Calculating Market Risk Capital Requirements,Journal of Accounting, Finance & Management StrategyVol.6 No.223-44 2011/09/01 ( )
100Minimum Variance Hedging with Bivariate Regime-Switching and TVC-GARCH Models the case of WTI Crude Oil.,EnergyVol.1 No.11-10 2011/08/01 ( SCI )
100Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation,Economic ModellingVol.28 No.31117-1130 2011/08/01 ( SSCI )
100Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns,Journal of Empirical FinanceVol.18 No.1160-173 2011/08/01 ( SSCI )
99Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami,Managerial FinanceVol.36 No.10860-875 2010/10/01 ( )
99Forecasting S&P100 Stock Index Volatility: The Role of Volatility Asymmetry and Distributional Assumption in GARCH Models,Expert Systems With ApplicationsVol.37 No.74928-4934 2010/07/01 ( SCI )
98The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500,Economics BulletinVol.29 No.42601-2613 2009/10/16 ( )

研討會論文

110以波動擇時架構分析比特幣之經濟價值,2021 New Futures 期貨學術與實務交流研討會 2021/12/14 ( )
109考慮期貨夜盤交易資訊之最適避險策略-以台灣期現貨市場為例,2020 New Futures 期貨學術與實務交流研討會 2020/12/03 ( )
109Forecasting Downside Risk: The Role of Tail Risk Indices,2020年企業倫理與社會責任精進國際學術研討會 2020/10/24 ( )
109美中貿易談判對台商從大陸返台製造業的影響工業園區與科學園區的比較分析,2020智慧金融與企業管理學術研討會議程 2020/06/19 ( )
109交易活動對VIX期貨報酬與波動性之實證研究,2020智慧金融與企業管理學術研討會議程 2020/06/19 ( )
107權證市場群聚效果之探討-台灣的實證研究,106下_2018智慧金融與企業管理學術研討會1 2018/05/18 ( )
105台灣牛熊證市場交易行為對價格發現的影響,2016企業競爭力與經營管理學術研討會 2016/06/21 ( )
105流動性對於估計投資組合風險值的影響:台灣股票市場的實證研究,2016企業競爭力與經營管理學術研討會 2016/06/21 ( )
104The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Markets,International Conference on Innovation and Management (IAM2015 Summer) 2015/07/14 ( )
104國際商品指數與台灣物價指數之關聯性：以 GSCI與CRB商品為例 ,2015第18屆科際整合管理研討會 2015/06/07 ( )
104The Relationship between Price Discovery and Trader Types in Taiwan Stock and Futures,2015第十二屆兩岸金融市場發展研討會議程 2015/05/17 ( )
104機構投資人及散戶的交易活動對台灣股市之報酬及波動的影響,2015管理績效與策略研討會 2015/05/01 ( )
104類別交易人之交易活動對報酬與波動的影響:以台灣期貨市場為例,2015管理績效與策略研討會 2015/05/01 ( )
104The Dynamic Interaction between Price Discovery and Trader Types in Taiwan Stock and Futures Market,2015 企業經營管理及創新與創業管理研討會 2015/04/30 ( )
103POLITICAL INSTABILITY AND MARKET REACTION IN SERVICE INDUSTRY: EMPIRICAL STUDY OF THAILAND OCTOBER 2013,第10屆知識經濟與全球化國際研討會 The 10th International Conference on Knowledge-Based Economy & Global Management 2014/11/13 ( )
103Price Discovery of Stock Index Futures and Tracker Fund in Taiwan Stock Exchange: Do Institutional Traders Matter?,2014 International Conference on Business and Information 2014/07/03 ( )
102An Empirical Study of the Relationship among Family Enterprises, Political Connections and M&A,2013 International Conference on Business and Information 2013/07/07 ( )
102The Economic Value of Information Frequencies and Conditional Correlation Specifications on Dynamic Futures Hedge,ATHENS INSTITUTE FOR EDUCATION AND RESEARCH 2013/07/01 ( )
102比較運用不同種類的已實現波動估計量於波動擇時策略,管理績效與策略研討會 2013/04/27 ( )
100投資人情緒、類型與下單行為對台指期貨報酬率與波動的影響,2011管理績效與策略研討會 2011/04/30 ( )
100Reexamine Hedging Performance of Return-based and Range-based Dynamic Conditional Correlation Models,第九屆多國籍企業國際學術研討會 2011/03/29 ( )
100Informativeness of Limit Order Books and Order Submission Behaviors of Institutional and Individual Investors in Electronic Continuous Auction Markets,2011 Las Vegas Global Conference on Business and Finance 2011/01/04 ( )

學術會議

1112022 New Futures期貨學術與實務交流研討會2022 New Futures期貨學術與實務交流研討會
1112022智慧金融與企業管理研討會2022智慧金融與企業管理研討會
1102021 New Futures 期貨學術與實務交流研討會以波動擇時架構分析比特幣之經濟價值
1092020企業倫理與社會責任精進國際學術研討會Forecasting Downside Risk: The Role of Tail Risk Indices
1092020智慧金融與企業管理學術研討會議程2020智慧金融與企業管理學術研討會議程
1082019 International Symposium on Intelligent Signal Processing and Communication Systems2019 International Symposium on Intelligent Signal Processing and Communication Systems
1082019 New Futures期貨學術與實務交流研討會2019 New Futures期貨學術與實務交流研討會
1082019第16屆兩岸金融市場發展研討會2019第16屆兩岸金融市場發展研討會1
1072018智慧金融與企業管理學術研討會2018智慧金融與企業管理學術研討會
1062017 管理績效與策略研討會2017 管理績效與策略研討會
1062017 管理績效與策略研討會2017 管理績效與策略研討會
1052016企業競爭力與經營管理學術研討會2016企業競爭力與經營管理學術研討會
1052016 International Conference in Management Science and Decision Making2016 International Conference in Management Science and Decision Making
104International Conference on Innovation and Management (IAM2015 Summer)International Conference on Innovation and Management (IAM2015 Summer)
1042015第18屆科際整合管理研討會國際商品指數與台灣物價指數之關聯性：以 GSCI與CRB商品為例
1042015第十二屆兩岸金融市場發展研討會議程2015第十二屆兩岸金融市場發展研討會議程
1042015 International Conference in Management Sciences and Decsion Making2015 International Conference in Management Sciences and Decsion Making
1042015管理績效與策略研討會2015管理績效與策略研討會
1042015管理績效與策略研討會2015管理績效與策略研討會
1042015 企業經營管理及創新與創業管理研討會2015 企業經營管理及創新與創業管理研討會
1042015 企業經營管理及創新與創業管理研討會2015 企業經營管理及創新與創業管理研討會
103The 10th International Conference on Knowledge-Based Economy & Global ManagementPolitical Instability and Market Reactions in Service industry: Empirical Study of Thailand October 2013
1032014 International Congress on Economy, Finance and Business (ICEFB 2014)How useful are the Information Frequencies and Conditional Correlation Specifications for Improving Dynamic Futures Hedge
1032014 International Conference on Business and Information (BAI2014Price Discovery of Stock Index Futures and Tracker Fund in Taiwan Stock Exchange: Do Institutional Traders Matter
1032014第十一屆兩岸金融市場發展研討會An Examination of the Relationship between Trading Discipline and Gender, Age
1022013 International Conference on Business and InformationAn Empirical Study of the Relationship among Family Enterprises, Political Connections and M&A
102ATHENS INSTITUTE FOR EDUCATION AND RESEARCHThe Economic Value of Information Frequencies and Conditional Correlation Specifications on Dynamic Futures Hedge
1022013管理績效與策略研討會2013管理績效與策略研討會
102中華管理績效評鑑學會行銷研習營
101國科會管二成果發表會國科會管二成果發表會
101International Conference on Business and InformationThe relationship between different type of trades, market sentiment, return and volatilities -the case of Taiwan index futures
1012012 International Conference on Business and InformationThe Information Value of High Frequency Data for Futures Hedge under High and Low Volatility Regimes
101商學與管理學術研討會商學與管理學術研討會
1012012 Conference on East Asia FinanceHigh-low range in GARCH models of stock return volatility
101第九屆兩岸金融市場發展研討會The Influence of Infection Diseases on Market Behavior: An Investors Perspective
1002011 NTU 經濟金融會計國際研討會評論論文題目：Rethinking the GARCH
100Global Conference on Business and FinanceInformativeness of Limit Order Books and Order Submission Behaviors of Institutional and Individual Investors in Electronic Continuous Auction Markets
992010開南大學「金融市場與風險管理」研討會

研究計畫

111共同跳躍、再平衡策略與估計期間對於波動擇時策略績效的影響
105流動性對投資組合風險值估計之實證研究
103商品存貨效應對於避險與風險管理之實證研究
102台指期貨與指數股票型基金的資訊競爭與價格發現
101運用已實現GARCH模型於最適已實現波動選擇與波動預測績效
101以動態競爭觀點分析購併型態與專利侵權間之動態風險結構－台灣上市電子公司之實證研究
100資料頻率與波動類型對於短期投資人的經濟價值：由與波動相關之財務應用驗證
100台灣資訊電子產業上中下游之專利侵權風險傳遞─動態風險衡量觀點
99重新評估以極值為基礎的波動模型之預測準確性與財務績效
98使用變幅波動估計量評估與提升以GARCH模型為基礎的波動預測

榮譽獎賞

109崇越論文大賞競賽
1092020明日之新投資王虛擬交易競賽
104104年校園證券投資研習競賽營”最佳指導老師獎”
104104年度校園證券投資研習競賽營”學校推動成效獎”
100感謝狀

指導論文

112子公司獨立上市對於母公司股價報酬之影響分析
112國際照明產業在台灣之更迭-以Philips為例
112國際恐慌事件市場預測之績效研究-以台灣熊市為例
112零售產業線上線下併購實證研究-以圖書產業為例
112投資級債券與定存之實證研究—報酬與回本期間之差異性分析
108考慮期貨夜盤交易資訊之最適避險策略-以台灣期現貨市場為例
107醫學美容產業人工智慧電子商務模式之研究-以台灣進行探討
107投信資金募集以AI人工智慧模式之研究
106銀行行員對逆向抵押貸款之行銷意願探討
104中國滬深300指數之期現貨市場的互動與價格發現的過程
103國際商品指數與台灣通膨指數之關聯性：以 GSCI 與 CRB 商品為例
102開放平盤以下放空及現股當沖對效率市場的影響
102上証指數ETF的訂價效率與價格發現

授課資料

113上學期財金碩士學分國際財務管理
113上學期商管碩專國際財務管理
112下學期企管數位碩士學分國際財務管理
112上學期商管碩專國際財務管理
111暑期企管數位碩士學分國際財務管理
111上學期商管碩專國際財務管理
110下學期商管碩專產業分析與創新創業
106下學期進學財金理財工具與規劃實務
105暑期進學財金理財工具與規劃實務
105上學期進學財金投資學
104下學期進學不分系服務學習與實踐(二)
104上學期進學不分系服務學習與實踐(一)
104上學期進學財金投資學
103下學期進學財金理財工具與規劃實務
102下學期企碩財金金融創新商品分析
102下學期進學財金理財工具與規劃實務
102上學期企碩財金期貨實務
101下學期企碩財金金融創新商品分析
101下學期進學財金理財工具與規劃實務
101下學期進學國企理財工具與規劃實務
100下學期進學財金理財工具與規劃實務