Publications

Publications From 2002 To 2011

PUBLICATIONS

  • 鈥淭esting the Pecking Order Theory in Taiwan:听 A Panel Data Analysis,鈥澨� (with Dar-Hsin Chen, Jianguo Chen, and Yu-Fang Huang) Forthcoming in .
  • The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan,鈥� (with Alex Huang and Chih-Chun Chen) Forthcoming in, 2011.
  • 鈥淎ssessing the Effects of Sports Marketing on Stock Returns:听 Evidence from the Nippon Professional Baseball Series,鈥� (with Chih-Chun Chen) Forthcoming in , 2011.
  • ",鈥� (with Lloyd Blenman and Dar-Hsin Chen) 7(2), 37-58, 2010. (NSC 94-2416-H-212-008)
  • 鈥�,鈥� (with Riza Demirer and Ali Kutan) 76(2), 283-295, 2010.
  • 鈥�,鈥� Applied Economics Letters 16(9), 907-911, 2009.
  • 鈥溾�� (with Wan-Wei Tang, Chin-Chun Chen, and Bor-Yi Huang) 43(1), 281-293, 2009.
  • 鈥�,鈥� (with Dar-Hsin Chen and Jianguo Chen) 41(8), 1055-1070, 2009.
  • 鈥淎re They Hedgers or Speculators? Evidence from South Korea鈥檚 Political Elections,鈥� (with Wan-Wei Tang) 45(1), 55-66, 2009.
  • 鈥淭he Motivations of Issuing Convertible Bonds 鈥� An Inquiry of the Sequential-financing Hypothesis,鈥� (with Fu-Pin Hung, Dar-Hsin Chen, and Hsin-Ho Lin) 4(2), 229-250, 2008.
  • 鈥淭he Effects of Sports Marketing on Enterprise鈥檚 Value 鈥� A Case from Nippon Professional Baseball Championship Competitions,鈥� 63, 77-110, 2008.
  • 鈥淭he Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan鈥�, (with Dar-Hsin Chen and Chih-Min Lai) 3(1), 99-126, 2006.
  • 鈥�,鈥� (with Dar-Hsin Chen, Lloyd P. Blenman, and Feng-Shun Bin) 10, 39-56, 2005.
  • 鈥淭he Optimal Dynamic Hedging Strategy for Nikkei 225 Index and Futures,鈥� (with Mingchih Lee and Jer-Shiou Chiou) 8(3), 477-491, 2005.
  • 鈥�(with MingChih Lee) International Review of Financial Analysis 14(5), 587-603, 2005.
  • 鈥�,鈥� (with Chien-Liang Chiu and Wan-Wei Tang) 12(11), 673-677, 2005
  • 鈥淗edging with S&P500 and E-mini S&P500 Stock Index Futures,鈥� (with Mingchih Lee, Jer-Shiou Chiou and Pei-Shan Wu) 8(2), 275-294, 2005.
  • 听鈥�,鈥� (with Chien-Liang Chiu, Pei-Shan Wu, and Wan-Hsiu Cheng) 44(3&4), 49-68, 2005.
  • 鈥�,鈥� (with Dar-Hsin Chen and Feng-Shun Bin) 10(2), 165-188, 2005.
  • 鈥�,鈥� (with Chien-Liang Chiu and MingChih Lee) 15(4), 273-285, 2005.
  • 鈥�,鈥� (with Chien-Liang Chiu, Ming-Chih Lee, and Cho-Min Lin) 44(1&2), 29-43, 2005.
  • 鈥�(with Dar-Hsin Chen) 12(1), 27-40, 2004.

OTHER PUBLICATIONS

  • 鈥淎n analysis of Foreign Exchange Market Microstructure in Taiwan,鈥� SinoPac Financial Journal 41, 1-35, 2008. (Leading Article)
  • 鈥淭he Impacts of US and Taiwan Macroeconomic Information on the Asymmetric Volatility Transmission in Taiwan Stock and Futures Markets鈥�, Tunghai Management Review 9(1), 65-90, 2007.
  • 鈥淢onetary Policy, Firm Size and Stock Return in Taiwan鈥�, Journal of Risk Management 8(2), 177-199, 2006.
  • 鈥淟egislative Election Impact on Volatility of Taiwan Stock and Foreign Exchange Markets:听 An Application of Jump-Diffusion Model鈥�, Tunghai Management Review 8(1), 33-52, 2006.
  • The Relationships among the Asian Stock Markets:听 Evidence from the Lowest Index of Japan鈥檚 Stock Market鈥�, Journal of Business Administration 67, 1-30, 2005. (Leading Article)
  • 鈥淩e-investigation on Monetary Policy, Exchange Rate and Stock Price: An Application of GARCH-IRF Model鈥�, Chaoyang Business and Management Review 4(2), 73-92, 2005.
  • "Re-examining the Predictability of Stock Index Return:听 Evidence from Time Series Models鈥�, Tunghai Management Review 7(1), 167-192, 2005.
  • 鈥淭he Impacts of Monetary Policies on Bull and Bear Stock Market:听 Evidence from Taiwan鈥�, Taiwan Money Market Journal 9(1), 1-20, 2005. (Leading Article)
  • "The Influence of Foreign Capital鈥檚 Attitude toward Political Risk on the Taiwanese Stock Market:听 The Election of Mr. Chen Shui-Bian as the 10th R.O.C. President鈥�, Taiwan Money Market Journal 8(4), 21-34, 2004.
  • 鈥淭he Relationship between Stock Index Returns and Index Option Trading Volumes in Taiwan鈥�, Taiwan Money Market Journal 8(1), 17-36, 2004.
  • 鈥淎 Study on the Stock Market Dynamic Asymmetries in the Asian-Pacific Region鈥�, Chung Yuan Management Review 1(2), 147-174, 2003.
  • 鈥淎 Capitalization and Industrial Study of Announcement Effects of Stock Repurchases on Taiwan TSE Market鈥�, Hwa-Kang Economic Review 3(1), 69-92, 2003.
  • 鈥淭he Hedging Performance of Stock Index Futures Markets in Taiwan鈥�, Journal of Business Administration 58, 85-104, 2003.
  • 鈥淭he Relationships of Index Return among Taiwan, U.S., and Japan Stock Markets鈥�, Quarterly Journal of Bank of Taiwan 53(4), 67-88, 2002.

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webpage contact:
Dr,Chun-Da,Chen