第七屆交通大學財務金融國際研討會 The 7th nctu international Finance Conference

Cheng-Few Lee, Rutgers University, USA

國際

會議廳

(1) Chihpin Huang, Vice President(黃志彬副校長)

(2) Hsin-Li Chang, Dean of College of Management(張新立院長)

USA

Taiwan(俞明德教授 交大財金所)

1. 
   Sheng-Cheng Hu, Institute of Economics, Academia Sinica,
   

2. 
   Yung-Kang Ching, Risk Management Department, China
   

3. 
   Yehning Chen, Chairperson, Department of Finance, National
   

4. 
   Chien-Hua Huang , President, Business Group, Apex
   

國際

會議廳

1. 
   Passive Blockholders and Corporate Governance
   

Choonsik Lee, Quinnipiac University, USA

Carl Hsin-han Shen, National Central University, Taiwan

2. 
   Does Population Aging Affect Real House Prices? Evidence from Eight Asian Economies
   

Cheng-Lun Shih, National Taiwan University, Taiwan

3. 
   Examining Expensing Employee Compensation Policy:Theory and Evidence
   

Ting-Kai Chou, National Chung Cheng University, Taiwan

Hsuan-Chu Lin, National Cheng Kung University

Michael Long, Rutgers University, USA

4. 
   Does Corporate Governance Curb Managers' Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?
   

Cheng-Few Lee, Rutgers University, USA

She-Chih Chiu, National Cheng Kung University, Taiwan

5. 
   Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods and Applications
   

Hong-Yi Chen, National Central University, Taiwan

Alice Lee, State Street, USA

Tzu Tai, Rutgers University, USA

會議室

1. 
   The Informational Role of Order Flow in Foreign Currency
   

Yu-Lun Chen, Chung Yuan Christian University, Taiwan

Yin-Feng Gau, National Central University, Taiwan

2. 
   Order Cancelations across Investor Groups: Evidence from an Emerging
   

Chaoshin Chiao, National Dong Hwa University, Taiwan

Zi-Mei Wang, Ming Chuan University, Taiwan

Shiau-Yuan Tong, Ming Chuan University, Taiwan

3. 
   The Effects of Market Maturity and Informed Trading on Cash-Futures Basis
   

Charles Chang, Chinese University of Hong Kong, Hong Kong

4. 
   The Sources of Commonality in Liquidity: New Evidence from the Taiwan Stock Markets
   

Yuan-Yi Lin, St. John's University, Taiwan

會議室

1. 
   Is the S&P Rating a Good Credit Risk Proxy? A Stochastic Frontier Approach
   

Ruey-Ching Hwang, National Dong Hwa University, Taiwan

Chih-Kang Chu, National Dong Hwa University, Taiwan

2. 
   Bankruptcy Probabilities Inferred from Option Prices
   

Chi-Feng Tzeng, National Tsing Hua University, Taiwan

Martin Widdicks, University of Illinois at Urbana-Champaign, USA

3. 
   The Capital Structure of a Firm with a Generalized Interest Rate Process
   

Jun-Biao Lin, National Kaohsiung First University of Science and Technology, Taiwan

Chun-Chieh Yang, Taipei Fubon Bank, Taiwan

4. 
   Industry Characteristics and Financial Risk Spillovers
   

Juan Ignacio Peña, Universidad Carlos III de Madrid, Spain

Chih-Wei Wang, Universidad Carlos III de Madrid, Spain

5. 
   Earnings Management Surrounding Forced CEO Turnover: Evidence from the Property-Casualty Insurance Industry
   

Tzuting Lin, National Taiwan University, Taiwan

會議室

國際

會議廳

Former Vice Premier, Executive Yuan, Taiwan

(吳榮義董事長 新台灣國策智庫,前行政院副院長)

Panelists:

1. 
   Sheng-Cheng Hu, Institute of Economics, Academia Sinica,
   

2. 
   Cheng-Mount Cheng, President, Taiwan Academy of Banking
   

3. 
   Show-Ling Jang, Chairperson, Department of Economics, National Taiwan University, Taiwan (鄭秀玲主任 台大經濟系系主任)
   
4. 
   Jiunn-Rong Chiou, Department of Economics, National Central University, Taiwan (邱俊榮教授 中央大學經濟系)
   

國際

會議廳

1. 
   The Information Content of R&D Reductions
   

Yueh- hsiang Lin, National Taipei College of Business, Taiwan

Yanzhi Wang, National Taiwan University, Taiwan

2. 
   Strategic Choice of Payment Methods in Corporate Acquisitions: from the Perspective of Collective Bargaining with Unionized Workers
   

Sheng-Syan Chen, National Taiwan University, Taiwan

Yan-Shing Chen, National Taiwan University, Taiwan

3. 
   Why Does Bad News Increase Volatility and Interest Rate, and Decrease Optimism, Asset Prices and Leverage?
   

4. 
   The Effect of Demographic Dividend on CEO Compensation
   

Yi-Cheng Shih, National Taipei University, Taiwan

Kai-Ling Chin, National Chiao Tung University, Taiwan

會議室

1. 
   Income Classification Shifting and Mispricing of Core Earnings
   

C.S. Agnes Cheng, The Hong Kong Polytechnic University, HK

Shanshan Pan, Louisiana State University, USA

2. 
   How Firm Size, Firm Liquidity and Recognition Policy Affect the Pricing Effect of Employee Stock Options-An Application of Self-Selection Model Controlling for Endogeneity
   

Shih-Ti Yu, National Tsing Hua University, Taiwan

3. 
   Abnormal Audit Fees and Accrual Quality
   

Yu-Cheng Lin, National Chi Nan University, Taiwan

Chieh-Shuo Chen, National Changhua University of Education, Taiwan

4. 
   A Potential Benefit of Increasing Book-Tax Conformity: Evidence from the Reduction in Audit Fees
   

會議室

1. 
   Option Pricing under Stock Market Cycles with Jump Risks in Dow Jones Industrial Average Index and S&P 500 Index
   

So-De Shyu, Takming University, Taiwan

Shin-Yun Wang, National Dong Hwa University, Taiwan

2. 
   Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market
   

Huimin Chung, National Chiao Tung University, Taiwan

Shu-Fang Yuan, Nanhua University, Taiwan

3. 
   Forgive, or Award, Your Debtor? A Barrier Option Approach
   

Da Ching Chow, Yuan Ze University, Taiwan

4. 
   Optimal Exponentially Tilted Importance Sampling for Event Simulation with Applications
   

Huei-Wen Teng, National Central University, Taiwan

Ren-Her Wang, Tamkang University, Taiwan

會議室

University, Taiwan(謝文良教授 國立交通大學)

1. 
   Cheng-Few Lee, Rutgers University, USA
   
2. 
   Chao-Hsi Huang, Dean, College of Technology Management,
   

華大學科技管理學院院長)

3. 
   Eric S. Lin, Department of Economics, National Tsing Hua University, Taiwan (林世昌教授 國立清華大學經濟系)
   

會議室

1. 
   Does Microtherm Boosts Pharmaceutical Stock Prices?
   

Yu-Sheng Kao, Tamkang University, Taiwan

Hannibal Sun, Chinese Culture University, Taiwan

2. 
   Alternative Methods to Derive Statistical Distribution of Sharpe Performance Measure: Review, Comparison, and Extension
   

Cheng-Few Lee, Rutgers University, USA

3. 
   Wavelet Based Data Mining Method for Risk Management and Portfolio Selection
   

Edward W. Sun, Dedge Business School, France

Min-Teh Yu, National Chiao Tung University, Taiwan

4. 
   Do Venture Capital Backed Ipos Experience Better Operating Performance?
   

5. 
   Are Institutional Investors Prudent? Evidence from an Emerging Market
   

Fu-Lai Lin, Da-Yeh University, Taiwan

會議室

1. 
   Pricing A Mortgage-backed Security Using First Hitting Time
   

Jow-Ran Chang, National Tsing Hua University, Taiwan

Jing-Tang Tsay, National Taipei College of Business, Taiwan

2. 
   Consistent Winners and Losers
   

Chai-Hsun Hsieh, Naitonal Cental University, Taiwan

3. 
   The Stock Market Valuation of Intellectual Capital in the IT Industry
   

Wen-Ying Wang, National Chengchi University, Taiwan

Chingfu Chang, National Chengchi University, Taiwan

4. 
   Stock Price Level and Informed Trading
   

Fengfei Li, University of Hong Kong, Hong Kong

Tse-Chun Lin, University of Hong Kong, Hong Kong

Ji-Chai Lin, Louisiana State University, USA

會議室