1. Chen, Tsung-Kang, Hsien-Hsing Liao, Geng-Dao Chen, Wei-Han Kang, Yu-Chun Lin (June 2023 Accepted). Bankruptcy Prediction Using Machine Learning Models with the Text-based Communicative Value of Annual Reports. Expert Systems With Applications, forthcoming. [SCI; IF: 8.665]
2. Chen, Tsung-kang, Hsien-Hsing Liao, and Jing-Syuan Ye, December, 2019 “Bank Management expertise and asset securitization policies”, Journal of Banking and Finance, Vol.109, 105667, SSCI Impact Factor: 2.600 (2011); 國科會(2020)財務領域Atier 1級期刊]
3. Chen, Tsung-Kang, Hsien-hsing Liao, Chung-Yu Liao, August 2018, Supply Chain Relationship Uncertainty and Corporate Credit Risk, NTU Management Review 28 (2): 165-204. (TSSCI).
4. 廖咸興、陳宗岡、盧嘉梧、蘇郁惠、林威宏,2018年,4月,“Credit Analysis of Corporate Credit Portfolios: A Cash Flow Based Conditional Independent Default Approach”,期貨與選擇權學刊 ,Vol. 11:1, 1-38. [TSSCI] 榮獲「期貨與選擇權學刊」107年度最佳論文。
5. Chen, Tsung-kang, Hsien-hsing Liao, February 2018, Suppliers'/ Customers' Production Efficiency Uncertainty and Firm Credit Risk. Review of Quantitative Finance and Accounting , Vol.50 , No.2 , Pages 519 – 560. [國科會(2020)財務領域Atier 2級期刊]
6. Chen, Tsung-Kang, Hsien-hsing Liao, Wen-Hsuan Chen, November 2017, CEO Ability Heterogeneity, Board's Recruiting Ability and Credit Risk. Review of Quantitative Finance and Accounting, Vol.49 , No.42 , Pages 1005 – 1039. [國科會(2020)財務領域Atier 2級期刊]
7. Chen, Tsung-Kang, Hsien-Hsing Liao, Hui-Ju Kuo*, and Ming-Yang Kao, December, 2015 "Business Counterparties’ Information Asymmetry and the Acquirer’s Bondholders’ Wealth in Mergers",財務金融學刊,23(4), 41-68. [TSSCI](榮獲2013台灣財務金融學會年會暨學術研討會最佳論文獎).
8. Chen, Tsung-kang*, Hsien-hsing Liao, Wei-Lun Chen, December 2014. Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives. Journal of Empirical Finance 29, 266–280. [SSCI, 國科會(2020)財務領域Atier 1級期刊]
9. 陳宗岡、廖咸興、李阿乙、顏汝芳,2014年,12月 “Internal Liquidity and REIT Excess Returns”,證券市場發展季刊 26:4, 113-154. (TSSCI)
10. 嘉梧、陳宗岡、廖咸興、林慧華,2014年,4月 “A Factor-dependent Interest Rate Model---A Combination of GARCH(1,1) and Varying Coefficient Model Approach”,證券市場發展季刊26(1), 1-30. (TSSCI)
11. Chen, Tsung-kang, Hsien-hsing Liao, and Hsiao-Chun Huang, 2014, Macroeconomic Risks of Supply Chain Counterparties and Corporate Bond Yield Spreads , Review of Quantitative Finance and Accounting , Vol.43 , No.3 , Pages 463 – 481. [國科會(2020)財務領域國科會(2020)財務領域Atier 2級期刊級期刊]
12. Chen, Tsung-Kang, Hsien-Hsing Liao, Hui-Ju Kuo, and Yun-Yi Chien, March, 2014 (accepted) "Information Effects of Share Repurchases, Business Counterparties, and Stockholders' Wealth",中山管理評論,22-1, 55-81.。[TSSCI].
13. Chen, Tsung-Kang, Hsien-Hsing Liao, and Cheng-Ming Chi, January, 2014 "The Economic Consequences of Regulatory Changes in Employee Stock Options on Corporate Bond Holders: SFAS No.123R and Structural Credit Model Perspectives ", Journal of Banking and Finance, Vol.42 , No.5 , Pages 381-394. [SSCI Impact Factor: 2.600 (2011); 國科會(2020) 財務領域Atier 1級期刊]
14. Lu, Chia-wu, Tsung-kang Chen, Hsien-Hsing Liao, 2014, Underlying Asset Liquidity, Heterogeneously Informed Investors, and REITs Excess Returns, Managerial Finance, Vol. 40 No. 1, pp. 72-96. [國科會(2020)財務領域B+級期]
15. Huang, Wen-Haw,, H. Ping Tserng, Hsien-Hsing Liao, Samuel Y.L. Yin, Po-Cheng Chen, Man Cheng Lei, November 2013, “Contractor financial prequalification using simulation method based on cash flow model”, Automation in Construction, Volume 35, Pages 254-262. (SCI) [SCI Impact Factor: 1.820(2012)
16. Chen, Tsung-Kang, Hsien-Hsing Liao, Hui-Ju Kuo, and Yu-Ling Hsieh, August, 2013 " Suppliers' and Customers' Information Asymmetry and Corporate Bond Yield Spreads", Journal of Banking and Finance, Vol.37, No.8 , Pages 3181 - 3191. [SSCI Impact Factor: 2.600 (2011); 國科會(2020)財務領域Atier 1級期刊]
17. Chen, Tsung-kang, Hsien-Hsing Liao, and Hui-Ju Kuo, July, 2013 “Internal Liquidity Risk, Financial Bullwhip Effects, and Corporate Bond Yield Spreads: Supply Chain Perspectives”, Journal of Banking and Finance, Vol.37, No.7, 2434-2456. [SSCI Impact Factor: 2.600 (2011); 國科會(2020)財務領域Atier 1級期刊]
18. Tserng, H. Ping, Hsien-Hsing Liao, Edward J. Jaselskis, L. Ken Tsai, Po-Cheng Chen, May, 2012 “Predicting Construction Contractor Default with Barrier Option Model”, ASCE Journal of Construction Engineering and Management, Vol. 138, No. 5, pp. 621-630. (SCI, EI) [SCI Impact Factor: 0.818(2011)]
19. Chen, Tsung-kang, Yan-Shing Chen and Hsien-Hsing Liao, August, 2011, “Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives”, Journal of Banking and Finance, Vol.35, No.8, 2084-2098. [SSCI Impact Factor: 2.731 (2010); 國科會(2020)財務領域Atier 1級期刊]
20. Chen, Tsung-kang, Hsien-Hsing Liao, and Chia-wu Lu, May, 2011 “A flow-based corporate credit model”, Review of Quantitative Finance and Accounting, Volume 36, Issue 4, 517-532. [國科會(2020)財務領域Atier 2級期刊]
21. Tserng, H. Ping, Hsien-Hsing Liao, L. Ken Tsai, Po-Cheng Chen, June, 2011 “Predicting Construction Contractor Default with Option-Based Credit Models -Models' Performance and Comparison with Financial Ratio Models”, ASCE Journal of Construction Engineering and Management, Vol.137, No.6, 412-420. (SCI, EI) [SCI Impact Factor: 0.676(2010)]
22. Chen, Tsung-kang, Hsien-Hsing Liao and Pei-Ling Tsai, April, 2011 “Internal liquidity risk in corporate bond credit spreads”, Journal of Banking and Finance, Vol.35, No.4, 978-987. [SSCI Impact Factor: 2.731 (2010); 國科會(2020)財務領域Atier 1級期刊]
23. 廖咸興、陳宗岡、周東立,2011年,3月,“流動性餘額之多期企業短期信用風險模型—台灣市場之應用”,證券市場發展季刊 ,23:1, 201-236。[TSSCI]
24. Lu, Chia-Wu, Tsung-kang Chen, and Hsien-Hsing Liao, September, 2010, “Information uncertainty, information asymmetry and corporate bond yield spreads” Journal of Banking and Finance, Vol. 34, No. 9, 2265-2279. [SSCI Impact Factor: 1.908 (2009); 國科會(2020)財務領域Atier 1級期刊]
25. 陳宗岡、廖咸興、盧嘉梧、黃文言,2009年,12月,“Managerial Option Value, Cyclicality and Credit Risk”,證券市場發展季刊 ,21:4, 1-42。[TSSCI] (榮獲2009年度優秀論文獎及「2010聯電經營管理論文獎」優等獎)
26. 蔡榮根、廖咸興,2009年,12月,“資本結構決策與BOT專案特許公司財務風險探討-以台北市平價旅館BOT案為例”,中國土木水利工程學刊,21:4, 503-514。[EI]
27. Liao, Hsien-Hsing, Tsung-kang Chen, and Chia-Wu Lu, August, 2009, “Bank credit risk and structural credit models: Agency and information asymmetry perspectives” Journal of Banking and Finance, Vol. 33, No. 8, 1520-1530. [SSCI Impact Factor: 1.908 (2009); 國科會(2020)財務領域Atier 1級期刊].
28. 廖咸興、陳宗岡、盧嘉梧、楊雅智,2009年,5月,“交易應收帳款基礎商業本票之多期動態信用增強模型”,期貨與選擇權學刊 ,Vol. 2, No. 1, 69-98。[now TSSCI]
29. Chen, Ren-Raw, Hsien-Hsing Liao and Tyler T. Yang, 2008, “Market Risk of Mortgage-Backed Securities with Consistent Measures”, Journal of Real Estate Finance & Economics, Vol.36., No. 1, 121-140。 [SSCI Impact Factor: 0.573 (2006); 國科會財務領域A級期刊].
30. 廖咸興、陳宗岡,2008年,12月,“現金流量基礎之多期信用風險模型—台灣市場之應用”,證券市場發展季刊 ,20:4, 159-193。[TSSCI] (榮獲2008年度優秀論文獎)
31. Liao, Hsien-Hsing, Meng-Jung Liao, Tsung-kang Chen, 2008年,6月 “Solvency Risk in Equity Returns” 財務金融學刊,Vol. 16, No. 2, 101-125。[TSSCI]。(榮獲2007台灣財務金融學會年會暨學術研討會最佳論文獎)。
32. 廖咸興、張森林、陳仁遶、楊太樂、廖堃宇,2007年,6月,“房貸基礎證券評價與風險值---風險中立訂價法與均衡訂價法之比較”,財務金融學刊 ,Vol.15,No.2,1-42。[TSSCI] (榮獲2006台灣財務金融學會年會暨學術研討會最佳論文獎)
33. 葉玫惠、張靖宜、廖咸興、周國端, 2007年,6月, “信用卡使用者之違約風險研究--存活分析模型之應用”,金融風險管理季刊,Volume 3, No. 2, 1-30。
34. 廖咸興、梅原一哲, November 2005, 日本、澳洲不動產投資信託之發展, 全國律師月刊, 45 - 63.
35. 廖咸興、陳宗岡, 2005年,3月, “多期企業短期信用風險評估模型”,金融風險管理季刊,Volume 1, No. 1, 61-86.
36. 陸文傑,廖咸興, June 2004, 抵押貸款證券之評價– Implied Prepayment之應用, 台灣土地金融季刊, 1 - 24.
37. Liao, Hsien-Hsing and Jianping Mei, 1999, “Institutional Factors and Real Estate Returns---A Cross Country Study,” International Real Estate Review, Vol. 2, No. 1, pp.21-34. (A Publication of Asian Real Estate Society; 國科會補助編號:35191F)
38. 楊朝成,廖咸興,1998年,12月 ,“台灣封閉型基金擇時能力之研究-- 持股比率分析”,臺大管理論叢,Vol.9, No. 1, pp.87-112。[now TSSCI]
39. Mei, Jianping and Hsien-Hsing Liao, 1998, “Risk Attributes of Real Estate Related Securities ---An Extension of Liu and Mei (1992)” , Journal of Real Estate Research, Vol. 16, No. 3, pp.279-290。(FLI, EconLit, 國科會B+級期刊) [博士論文改寫]
40. 廖咸興、張芳玲,1997年,1月,“特徵價格法與逼近調整法估價模式之比較”,住宅學報,第五期,pp. 17-35。[now TSSCI]
41. 廖咸興、張衛華,1996年,10月,“上市公司不動產相關資訊宣告對公司股 價影響之實證”,證券市場發展季刊 ,第八卷第四期,pp. 69-88。[now TSSCI]
42. 陳益裕、廖咸興,陳仁遶, September 1996, 折現率變動下之收益還原法模型-台北市住宅性不動產估價之實證研究, 台灣土地金融季刊, 47 - 66, 14.
43. 廖咸興,洪士王民,1995年,7月,“台灣市場不動產因子存在之研究”,管理與系統,第二卷第二期,pp. 265-287。[now TSSCI)]
44. 陳仁遶、廖咸興、楊太樂,1995年,4月,“抵押貸款訂價模型之效率性--數值分析模型與封閉型解模型之比較”,證券市場發展季刊,第七卷第二期,pp. 29-46。[now TSSCI)]
45. 叢文豪,廖咸興,1995年,1月,“影響不動產報酬率之風險因素及其敏感度之研究”,住宅學報,第三期,pp. 21-44。[now TSSCI)]
46. 廖咸興(Liao, Hsien-Hsing), August 1992, Book Review on the Maze of Urban Housing Markets:Theory, Evidence, and Policy (by Rothenberg, Galster, Bulter, and Pitkin), Journal of American Planning Association, 29 - 46.