個人資料
何耕宇
博士 英國華威大學財務金融博士
碩士 英國華威大學經濟財務碩士
學士 國立台灣大學財務金融商學士
研究室 : 二館 510
電話 : 33661094
傳真 : 33661094
諮詢時段 :
個人網頁 :
相關連結 :
主要研究領域
• 應用計量經濟
• 資產評價
• 公司財務
研究領域摘要
學歷
• 英國華威大學財務金融博士
• 英國華威大學經濟財務碩士
• 國立台灣大學財務金融商學士
課程
• 財務管理
• 投資管理
獲獎
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
經歷
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 ~ 迄今 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 Asus, 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
研討會論文
暫無資料
期刊論文

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 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)

The Wealth Effects of Operational Risk Announcements on Intra-Industry Competitors, 2017, with Sheng-Syan Chen, Po-Hsin Ho, and Wei-Ying Nie, Forthcoming Review of Securities and Futures Markets. (TSSCI)

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)

專書
  1. Keng-Yu Ho, 2003, Essays on Long-Horizon Stock Price Performance following Security Issues, Ph.D. Thesis, University of Warwick
專書論文
  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 ).
技術報告
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其他
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