財務金融研究所

研究成果

篩選
Article
2020
2019
1 引文 斯高帕斯(Scopus)

Do firms hedge with foreign currency derivatives for employees?

Huang, P., Huang, H. Y. & Zhang, Y., 2019 八月, 於 : Journal of Financial Economics. 133, 2, p. 418-440 23 p.

研究成果: Article

Fog-Based Pub/Sub Index with Boolean Expressions in the Internet of Industrial Vehicles

Li, Y., Zhang, W., Zhu, R., Li, G., Ma, M., Shu, L. & Luo, C., 2019 三月, 於 : IEEE Transactions on Industrial Informatics. 15, 3, p. 1629-1642 14 p., 8454471.

研究成果: Article

1 引文 斯高帕斯(Scopus)
1 引文 斯高帕斯(Scopus)

Leverage and employee compensation – the perspective of human capital

Lin, H-C., Liang, S-H., Chiu, S. C. & Chen, C. Y., 2019 二月 4, 於 : International Journal of Managerial Finance. 15, 1, p. 62-78 17 p.

研究成果: Article

1 引文 斯高帕斯(Scopus)
2 引文 斯高帕斯(Scopus)

Socially responsible investment returns and news: Evidence from Asia

Yen, M. F., Shiu, Y. M. & Wang, C. F., 2019 十一月 1, 於 : Corporate Social Responsibility and Environmental Management. 26, 6, p. 1565-1578 14 p.

研究成果: Article

2018

A reexamination on the effect of bank competition on bank non-performing loans

Wang, A. T., 2018 十二月 8, 於 : Applied Economics. 50, 57, p. 6165-6173 9 p.

研究成果: Article

Compound option pricing under a double exponential Jump-diffusion model

Liu, Y. H., Jiang, I. M. & Hsu, W. T., 2018 一月, 於 : North American Journal of Economics and Finance. 43, p. 30-53 24 p.

研究成果: Article

1 引文 斯高帕斯(Scopus)

Grid-based crime prediction using geographical features

Lin, Y. L., Yen, M. F. & Yu, L. C., 2018 八月, 於 : ISPRS International Journal of Geo-Information. 7, 8, 298.

研究成果: Article

開啟存取
5 引文 斯高帕斯(Scopus)

Price Discovery and Trading Activity in Taiwan Stock and Futures Markets

Hung, J. C., Liu, Y. H., Jiang, I. M. & Liang, S., 2018 一月 1, (Accepted/In press) 於 : Emerging Markets Finance and Trade.

研究成果: Article

1 引文 斯高帕斯(Scopus)

Valuation of n-fold compound barrier options with stochastic interest rates

Liu, Y. H., Jiang, I. M. & Chen, L. C., 2018 九月, 於 : Asia Pacific Management Review. 23, 3, p. 169-185 17 p.

研究成果: Article

2 引文 斯高帕斯(Scopus)
2017
4 引文 斯高帕斯(Scopus)

Capital reduction, financial characteristics and corporate governance

Lee, C. J., Lai, S. C., Li, H. C. & Wang, J. C., 2017 六月, 於 : Asia Pacific Management Review. 22, 2, p. 88-96 9 p.

研究成果: Article

Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms

Huang, P., Kabir, M. H. & Zhang, Y., 2017 八月, 於 : Quarterly Review of Economics and Finance. 65, p. 128-136 9 p.

研究成果: Article

Does corporate ethics help investors forecast future earnings?

Lin, H. C., Wang, C. S. & Wu, R. S., 2017 一月 1, 於 : Social Responsibility Journal. 13, 1, p. 62-77 16 p.

研究成果: Article

3 引文 斯高帕斯(Scopus)

Dynamic priority scheduling of periodic queries in on-demand data dissemination systems

Zhou, Q., Li, G., Li, J., Shu, L. C., Zhang, C. & Yang, F., 2017 七月 1, 於 : Information Systems. 67, p. 58-70 13 p.

研究成果: Article

1 引文 斯高帕斯(Scopus)

Parameterized Spatio-Textual Publish/Subscribe in Road Sensor Networks

Li, Y., Huang, Z., Zhu, R., Li, G., Shu, L., Tian, S. & Ma, M., 2017 十月 20, 於 : IEEE Access. 5, p. 22940-22952 13 p., 8078168.

研究成果: Article

Performance evaluation of the Taiwan railway administration

Hsiao, B., Shu, L. C., Yu, M. M., Shen, L. K. & Wang, D. J., 2017 十二月 1, 於 : Annals of Operations Research. 259, 1-2, p. 119-156 38 p.

研究成果: Article

3 引文 斯高帕斯(Scopus)

Stock returns and financial distress risk: Evidence from the Asian-Pacific markets

Li, H. C., Lai, S., Conover, J. A., Wu, F. & Li, B., 2017 一月 1, 於 : Research in Finance. 33, p. 123-158 36 p.

研究成果: Article

1 引文 斯高帕斯(Scopus)
2 引文 斯高帕斯(Scopus)
2016

Day Trader Behavior and Performance: Evidence from Taiwan Futures Market

Cheng, T. Y., Lin, C. H., Li, H., Lai, S. & Watkins, K. A., 2016 十一月 1, 於 : Emerging Markets Finance and Trade. 52, 11, p. 2495-2511 17 p.

研究成果: Article

1 引文 斯高帕斯(Scopus)

DOcyclical: A Latency-Resistant Cyclic Multi-Threading Approach for Automatic Program Parallelization

Yu, H., Li, G., Li, J. & Shu, L., 2016 八月 1, 於 : Computer Journal. 59, 8, p. 1155-1173 19 p.

研究成果: Article

Does corporate governance still affect firm performance after controlling the distress factor?

Lai, S., Li, H. & Li, B., 2016 三月 15, 於 : Applied Economics. 48, 13, p. 1197-1209 13 p.

研究成果: Article

Explaining the volatility smile: Non-parametric versus parametric option models

Lin, H. C., Chen, R. R. & Palmon, O., 2016 五月 1, 於 : Review of Quantitative Finance and Accounting. 46, 4, p. 907-935 29 p.

研究成果: Article

Institutional ownership and information transparency: Role of technology intensities and industries

Hsu, C. H., Lai, S. C. & Li, H., 2016 三月 1, 於 : Asia Pacific Management Review. 21, 1, p. 26-37 12 p.

研究成果: Article

4 引文 斯高帕斯(Scopus)

Probabilistic CkNN queries of uncertain data in large road networks

Li, Y., Zhu, R., Li, G., Shu, L. & Luo, C., 2016 一月 1, 於 : IEEE Access. 4, p. 8900-8913 14 p., 7769182.

研究成果: Article

The effect of employee treatment policies on internal control weaknesses and financial restatements

Guo, J., Huang, P., Zhang, Y. & Zhou, N., 2016 七月, 於 : Accounting Review. 91, 4, p. 1167-1194 28 p.

研究成果: Article

15 引文 斯高帕斯(Scopus)
2015

Can hedge fund elites consistently beat the benchmark? A study of portfolio optimization

Yen, S. M. F., Hsu, Y. L. & Hsiao, Y. L., 2015 十二月 1, 於 : Asia Pacific Management Review. 20, 4, p. 275-284 10 p.

研究成果: Article

9 引文 斯高帕斯(Scopus)

Foreign ownership and real earnings management: Evidence from Japan

Guo, J., Huang, P-H., Zhang, Y. & Zhou, N., 2015 九月 1, 於 : Journal of International Accounting Research. 14, 2, p. 185-213 29 p.

研究成果: Article

16 引文 斯高帕斯(Scopus)

Options pricing with time changed Lévy processes under imprecise information

Feng, Z. Y., Cheng, J. T. S., Liu, Y-H. & Jiang, I. M., 2015 一月 1, 於 : Fuzzy Optimization and Decision Making. 14, 1, p. 97-119 23 p.

研究成果: Article

4 引文 斯高帕斯(Scopus)
4 引文 斯高帕斯(Scopus)
2014

A generalized stepwise procedure with improved power for multiple inequalities testing

Hsu, Y. C., Kuan, C. M. & Yen, M. F., 2014 九月 1, 於 : Journal of Financial Econometrics. 12, 4, p. 730-755 26 p., nbu014.

研究成果: Article

8 引文 斯高帕斯(Scopus)
1 引文 斯高帕斯(Scopus)

Searching continuous nearest neighbors in road networks on the air

Li, Y., Li, J., Shu, L., Li, Q., Li, G. & Yang, F., 2014 六月 1, 於 : Information Systems. 42, p. 177-194 18 p.

研究成果: Article

15 引文 斯高帕斯(Scopus)
2013

Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China

Lai, S., Cheng, T., Li, H. & Chien, S. P., 2013 十二月 1, 於 : Emerging Markets Finance and Trade. 49, SUPPL. 4, p. 213-235 23 p.

研究成果: Article

3 引文 斯高帕斯(Scopus)
20 引文 斯高帕斯(Scopus)

How different types of traders Behave in the Taiwan futures market

Li, H. C., Lin, C. H., Cheng, T. Y. & Lai, S., 2013 十二月 1, 於 : Journal of Futures Markets. 33, 12, p. 1097-1117 21 p.

研究成果: Article

6 引文 斯高帕斯(Scopus)
14 引文 斯高帕斯(Scopus)

Valuation of double trigger catastrophe options with counterparty risk

Jiang, I. M., Yang, S. Y., Liu, Y. H. & Wang, A. T., 2013 八月 1, 於 : North American Journal of Economics and Finance. 25, p. 226-242 17 p.

研究成果: Article

11 引文 斯高帕斯(Scopus)
2012

A standby system with general repair and imperfect switching

Ke, J. C., Yen, M-F., Liu, T. H. & Hsu, Y. L., 2012 五月 1, 於 : Journal of Testing and Evaluation. 40, 3

研究成果: Article

1 引文 斯高帕斯(Scopus)