Personal Information
Keng-Yu Ho
Ph.D. PhD in Finance, University of Warwick, UK
Master MSc in Economics and Finance, Warwick Business School, University of Warwick, UK
Bachelor BBA in Finance, Department of Finance, College of Management, National Taiwan University, Taiwan
Office : Building II, College of Management 510
Tel : 33661094
Fax : 33661094
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Research Field
• Applied Econometrics
• Empirical Asset Pricing
• Empirical Corporate Finance
Research Field Summary
Education
• PhD in Finance, University of Warwick, UK
• MSc in Economics and Finance, Warwick Business School, University of Warwick, UK
• BBA in Finance, Department of Finance, College of Management, National Taiwan University, Taiwan
Courses
• Financial Management
• Investment Management
Honors
07/2017 Korean Finance Association Best Paper Award: 2017 Asian Finance Association Meeting
05/2017 富邦論文獎:2017年臺灣財務金融學會年會
08/2014 國立臺灣大學績優教研人員
05/2014 最佳論文獎:2014年臺灣財務金融學會年會
06/2010 第七屆金椽獎學術組甲等獎
11/2006 第五屆金椽獎學術組甲等獎
12/2005 最佳論文獎:2005年臺灣財務金融學會年會
Experience
11/2010 ~ 迄今 國立臺灣大學計量理論與應用研究中心(CRETA)副主任
08/2017 ~ 07/2018 國立臺灣大學進修推廣學院副院長
09/2016 ~ 07/2017 國立臺灣大學進修推廣學院副主任
11/2013 ~ 迄今 臺灣財務金融學會副秘書長
11/2013 ~ 迄今 臺灣經濟計量學會理事
2015 Symposium for Entrepreneurship Educators Asia, Babson College
2010 Global Colloquium on Participant-Centered Learning, Part 2, Harvard University Shanghai Center
2009 Global Colloquium on Participant-Centered Learning, Part 1, Harvard Business School
Conference Paper
No Data Available
Journal Paper

The Wealth Effects of Operational Risk Announcements on Intra-Industry Competitors, 2018, with Sheng-Syan Chen, Po-Hsin Ho, and Wei-Ying Nie, Review of Securities and Futures Markets 120, 1-50. (TSSCI)

Derivatives Usage for Banking Industry: Evidence from the European Markets, 2018, with Chuang-Chang Chang and Yu-Jen Hsiao, Review of Quantitative Finance and Accounting 51, 921-941. (MOST A- Journal)

The Determinants of Operational Risk on the Firm and CEO Characteristics in Industrial Firms, 2018, with Sheng-Syan Chen, Po-Hsin Ho, and Wei-Ying Nie, Journal of Management and Business Research 35, 159-188. (TSSCI)

Investor Sentiment and Evaporating Liquidity during the Financial Crisis, 2018, with Junmao Chiu, Huimin Chung, and Chih-Chiang Wu, International Review of Economics and Finance 55, 21-36. (SSCI)

Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX, 2016, with Ying Hao, Robin K. Chou, and Pei-Shih Weng, Asia-Pacific Journal of Financial Studies 45, 499-534. (SSCI)

The Impact of CDS Trading on the Cost of Bank Loan, 2016, with Yu-Jen Hsiao and Sin-Yi Huang, Sun Yat-Sen Management Review 24, 291-322. (TSSCI)

The 52-Week High and Momentum in the Taiwan Stock Market: Anchoring or Recency Biases? 2016, with Ying Hao, Hsiang-Hui Chu, and Kuan-Cheng Ko, International Review of Economics and Finance 43, 121-138 (SSCI)

The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market, 2015, with Ying Hao, Robin K. Chou, and Pei-Shih Weng, Pacific-Basin Finance Journal 34, 24-42. (SSCI, MOST ATier-2 Journal)

Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market, 2014, with Junmao Chiu and Huimin Chung, Review of Pacific Basin Financial Markets and Policies 17, 1-25 (1450017).

CEO Overconfidence and the Long-Term Performance following R&D Increases, 2014, with Sheng-Syan Chen and Po-Hsin Ho, Financial Management 43, 245-269. (SSCI, MOST ATier-1 Journal)

Riskiness-Minimizing Spot-Futures Hedge Ratio, 2014, with Yi-Ting Chen and Larry Y. Tzeng, Journal of Banking and Finance 40, 154-164. (SSCI, MOST ATier-1 Journal)

IPO Underwriting and Subsequent Lending, 2013, with Hsuan-Chi Chen and Pei-Shih Weng, Journal of Banking and Finance 37, 5208-5219. (SSCI, MOST ATier-1 Journal)

The Diversification Effects of Real Estate Investment Trusts: A Global Perspective, 2013, with Robin K. Chou and Chiuling Lu, Journal of Financial Studies, 21, 1-27. (TSSCI, Leading Article)

Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the ETF Market, 2012, with Junmao Chiu, Huimin Chung, and George H.K. Wang, Journal of Banking and Finance 36, 2660-2671. (SSCI, MOST ATier-1 Journal)

The Diversification Effects of Volatility-Related Assets, 2011, with Hsuan-Chi Chen and San-Lin Chung, Journal of Banking and Finance 35, 1179-1189. (SSCI, MOST ATier-1 Journal)

The Diversification Effects of Initial Public Offerings, 2010, with Hsuan-Chi Chen, Yu-Jen Hsiao, and Cheng-Huan Wu, Journal of Business Finance and Accounting 37, 171-205. (SSCI, MOST ATier-2 Journal)

Do IPO Index Portfolios Improve the Investment Opportunities for Mean-Variance Investors? 2009, with Hsuan-Chi Chen, Finance Research Letters 6, 159-170. (SSCI)

International Value versus Growth: Evidence from Stochastic Dominance Analysis, 2009, with Abhay Abhyankar and Huainan Zhao, International Journal of Finance and Economics 14, 222-232. (SSCI)

Value versus Growth: Stochastic Dominance Criteria, 2008, with Abhay Abhyankar and Huainan Zhao, Quantitative Finance 8, 693-704. (SSCI, MOST A- Journal)

Long-Horizon Event Studies and Event Firm Portfolio Weights: Evidence from U.K. Rights Issues Re-Visited, 2007, with Abhay Abhyankar, International Review of Financial Analysis 16, 61-80.

The Long-Run Performance of Initial Public Offerings: Stochastic Dominance Criteria, 2006, with Abhay Abhyankar and Hsuan-Chi Chen, Quarterly Review of Economics and Finance 46, 620-637. (MOST A- Journal)

Long-Run Abnormal Performance following Convertible Preference Share and Convertible Bond Issues: New Evidence from the United Kingdom, 2006, with Abhay Abhyankar, International Review of Economics and Finance 15, 97-119. (SSCI)

Real Estate Investment Trusts: An Asset Allocation Perspective, 2005, with Hsuan-Chi Chen, Chiuling Lu, and Cheng-Huan Wu, Journal of Portfolio Management: Real Estate Special Issue, 46-54. (SSCI, MOST ATier-2 Journal)

Long-Run Post-Merger Stock Performance of UK Acquiring Firms: A Stochastic Dominance Perspective, 2005, with Abhay Abhyankar and Huainan Zhao, Applied Financial Economics 15, 679-690.

Long-Horizon Abnormal Performance following Rights Issues and Placings: Additional Evidence from the U.K. Market, 2005, Review of Financial Economics 14, 25-45.

Long-Run Stock Price Performance after IPOs: What do Tests for Stochastic Dominance Tell Us? 2003, Applied Economics Letters 10, 15-19. (SSCI)

Book
  1. Keng-Yu Ho, 2003, Essays on Long-Horizon Stock Price Performance following Security Issues, Ph.D. Thesis, University of Warwick
Book Paper
  1. Wei-Peng Chen, Huimin Chung, Keng-Yu Ho, Tsui-Ling Hsu, January 2010, Portfolio Optimization Models and Mean–Variance Spanning, Springer, ( in Handbook of Quantitative Finance and Risk Management ).
Technical Report
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Other
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