2008NTU經濟金融會計國際研討會

The 6th NTU International Conference on Economics, Finance and Accounting
NO	Paper	Authors	University/ Institute	Country
1	Pay for Performance? CEO Compensation and Acquirer Returns in BHCs	Kristina Minnick	Department of Finance, Bentley College	USA
		Haluk Unal	Robert H. Smith School of Business University of Maryland	USA
		Liu Yang	Anderson School of Management UCLA	USA
2	Examining the Impact of Terrorist Attacks on Maturity, Volume, and Open Interest Effects: Evidence from S&P Index Futures Market	Heng-Chih Chou	Department of Finance, Ming-Chuan University	Taiwan
2		David Wang	Chung Yuan Christian University	Taiwan
3	Studies on the Chinese Gini Coefficients: Chinese Gini Coefficients and Their Decompositions from 1978 to 2003	Jian-Dong Chen	Southwest University of Finance and Economics	China
		Wenxuan Hou	Bradford University School of Management	UK
		Shenwu Jin	Hefei University of Technology
4	New Approach to Estimate the Chinese Gini Coefficients from 1978-2003	Jiandong Chen	Southwest University of Finance and Economics	China
4		Wenxuan Hou	Bradford University School of Management	UK
5	The Determinants of Corporate Cash Management Policy: Evidence from Around the World	Yuanto Kusnadi	City University of Hong Kong	China
5		K.C John Wei	Hong Kong University of Science and Technology	China
6	Estimating and Validating Long-Run Probability of Default with respect to Basel(II) Requirements	Peter Miu	DeGroote School of Business, McMaster University	Canada
6		Bogie Ozdemir	S&P Risk Solutions
7	Dividend Policy in the Absence of Taxes	Khamis Al-Yahyaee	Sultan Qaboos University	Oman
		Toan Pham	University of New South Wales	Australia
		Terry Walter	University of New South Wales Asia	Singapore
8	Backlash against the Numbers Game: Evidence from How Investors and Analysts React to a Zero and Small Positive Earnings Surprises	Zhi-Xing Lin	National University of Singapore Business School	Singapore
8		Michael Shih	National University of Singapore Business School	Singapore
9	IMPACT OF OWNERSHIP STRUCTURE ON BANK PROFITABILITY IN NIGERIA	Uhomoibhi Toni Aburime	Department of Banking and Finance,University of Nigeria	Nigeria
10	Underwriter Collusion and IPO Pricing	Fangjian Fu	Singapore Management University	Singapore
10		Erica X.N Li	Michigan University	USA
11	Volume and Volatility Relationship under the Commodities Price-Guaranteede Policy	Tanachote Boonvorachote	Division of Agro-Industry Technology Management, Faculty of Agro-Industry, Kasetart University	Thailand
12	The Use of Accounting and Stock Market Data to Predict Bank Rating Changes: The Case of South East Asia	Isabelle Distinguin	University of Limoges	France
12		Amine Tarazi	University of Limoges	France
13	The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia	Carlos Bautista	College of Business Administration, University of the Philipines	Philippines
		Philippe Rous	University of Limoges	France
		Amine Tarazi	University of Limoges	France
14	International Linkage of Russian Market and Russian Financial Crisis: A Multivariete Garch Analysis	Kashif Saleem	Lappeenranta University of Technology, School of Business	Finland
15	Strategic Financial Management: Evidence from Seasoned Equity Offerings	Michael J. Barclay	William E. Simon Graduate School of Business Administration, University of Rochester	USA
		Fangjian Fu	Singapore Management University	Singapore
		Clifford W. Smith Jr.	William E. Simon Graduate School of Business Administration, University of Rochester	USA
16	Market Quality and Bonding Premium	Qian Sun	Institute for Financial and Accounting Studies Xiamen University	China
		Yujun Wu	Institute for Financial and Accounting Studies Xiamen University	China
		Wilson H.S. Tong	School of Accounting and Finance, Hong Kong Polytechnic University	China
17	Performance of Private Placement og Equity in India- Implications of Investors	Ashish Jain	Indian Institute of Management	India
17		Pallavi Sharma	Indian Institute of Management	India
18	Cointergration and Long-run Asset Allocation	Ravi Bansal	Fuqua School of Business, Duke University	USA
18		Dana Kiku	Wharton School, University of Pennsylvania	USA
19	Can Chinese Banks Compete After Accession to WTO?	Lei Xu	International Graduate School of Business, University of South Australia	Australia
19		Chien-Ting Lin	School of Commerce, University of Adelaide	Australia
20	Liquidity and Credit Default Swap Spreads	Dragon Yongjun Tang	School of Economics and Finance, University of Kong	USA
20		Hong Yon	University of South Carolina	USA
21	Market Conditions, Default Risk, and Credit Spreads	Dragon Yongjun Tang	Kennesaw State University	USA
21		Hong Yon	University of South Carolina	USA
22	Modeling and Measuring Price Discovery in Commodity Markets	Isabel Figuerola-Ferretti	Universidad Carolos III de Madrid	Spain
22		Jesus Gonzalo	Universidad Carolos III de Madrid	Spain
23	Identifying Foreign Exchange Arbitrage Opportunities through Matrix Approach	Ming Ma	Beijing Institute of Technology	China
24	Index Futures, Spot Volatility and Liquidity: Evidence from FTSE Xinhua China A50 Index Futures	Yakup Eser Arisoy	IEFEG School of Management, Lille, France	France
25	The Two Faces of Busy Outside Directors: Evidence from Diversifying Acquisitions	Chia-wei Chen	University of South Florida	USA
26	Elimination of Technical Barriers in European Securities Settlement	Torsten Schaper	Johann Wolfgang Goethe University Frankfurt	Germany
27	Competitive Clearing in Europe- Development of a Performance Measurement System in a Changing Enviornment	Torsten Schaper	Johann Wolfgang Goethe University Frankfurt	Germany
27		Michael Chlistalla	Johann Wolfgang Goethe University Frankfurt	Germany
28	Corporate Cultures and Fabricated Boards: Should the Board Structures be Regulated?	Wei-Ling Song	Louisiana State University	USA
29	To be Optimistic or Not to Be: Underwirter Hierarchy/ network, analyst recommendations, and securities fraud	Connie Mao	Temple University	USA
29		Wei-Ling Song	Louisiana State University	USA
30	The Federal Government's Implied Guarantee and Fannie Mae and Freddie Mac's Obligation: Uncle Sam will pick up the Tab	David Reiss	Brooklyn Law School	USA
31	Earning Smoothing Activities of Firms to Manage Credit Ratings	Boochun Jung	University of Hawaii at Manoa	USA
		Naomi Soderstrom	University of Colorado at Boulder	USA
		Sunny Yang	University of Taxes at Austin	USA
32	Dispersion of Analyst Forecasts, Information Diffusion and Investor Conservatism in Asian Countries	Tony C. Hou	National Dong Hwa University	Taiwan
32		Phillip J. McKnight	St. Andrew's University	UK
33	Equity Market Liberalization and Coporate Governance	Kee- Hong Bae	Queen's University	Canada
		Angela Ng	Hong Kong University of Science and Technology	HK
		Vidhan K. Goyal	Hong Kong University of Science and Technology	HK
34	Persistency of Momentum Strategy in China A&B Stock Markets	Wenxuan Hou	Bradford University School of Management	UK
		Jiandong Chen	Southwest University of Finance and Economics	China
		Yan Chan	Central University of Finance and Economics	China
35	Implication of Consideration and Dividend Reform	Wenxuan Hou	Bradford University School of Management	UK
35		Sydney Howell	Manchester Business School	UK
36	Optimal Hedge Ratio and Hedge Effectiveness : An Empirical Investigation of Hedging in Indian Futures Market	SVD Nageswara Rao	School of Management, IIT Bombay	India
36		Sanjay Kumar Thakur	School of Management, IIT Bombay	India
37	Effect of Direct Controlling over Capital Mobility and Ambiguous Policy Annoucement in Global Game	Ming-Chun Hung	National Sun Yat Sun University	Taiwan
37		David S. Shyu	National Sun Yat Sun University	Taiwan
38	Settlement Failure in Bond Markets	Susanne Trimbath	USC-Marshall School of Business	USA
39	ENTERPRISE FINANCING DECISIONS AND POVERTY	Candauda Arachchige Saliya	Auckland University of Technology	New Zealand
40	The Return to Pension Fund's Private Equity Investments: New Evidence on the Private Equity Premium Puzzles	Kasper Meisner Nielson	Chinese University of Hong Kong	HK
41	THE DETERMINANTS OF CAPITAL STRUCTURE IN THE TEXTILE SECTOR OF PAKISTAN	Muhammad Akbar	Bahria University	Pakistan
41		Faheera Tariq	Bahria University	Pakistan
42	The Impact of the 1997 Asian Crisis on Risk Exposure and the Cost of Capital of International Banking Industry	Chu-Sheng Tai	Jesse H. School of Business, Taxas Southern University	USA
43	Does Asset Supply Affect Asset Prices? Evidence from the Agency Bond Market(Job Market Paper)	Siddhartha Dastidar	Columbia University	USA
44	AMU-denominated Asian Bond and Its Prospect	Junko Shimizu	Meikai University	Japan
45	Trading Mechanisms, Liquidity, and IPO Underpricing	Masaru Konishi	Hitotsubashi University	Japan
46	Computational Neural Network for Global Stock Indexes Prediction	W.W.T. Fok, V.W.L. Tam	University of Hong Kong	HK
46		H. Ng	Sun Yat-sen University	HK
47	Transnational Credit Channel of Monetary Policy: Evidence from Australia and New Zealand	Tomonaru Suzuki	Kansai University	Japan
48	Soft Budget Constraint and Acquisition	Len-Kuo Hu	National Chengchi University	Taiwan
48	Soft Budget Constraint and Acquisition	Chu-Hua Wu	National Chengchi University	Taiwan
49	Designing Contracts to Discourage Misreporting by Entrepreneurs	Hsiou-wei W. Lin	National Taiwan University	Taiwan
49		Woan-lih Liang	China University of Technology	Taiwan
50	The Dynamics of the Relationship between Spot and Futures Markets under High and Low Variance Regimes	Ming-Yuan Leon Li	National Cheng Kung University	Taiwan
51	The Relationship between Corporate Transparency via Web Sites and the Cost of Equity Capital：A Social Network Perspective	Shyh-Rong Fang	National Chung Hsing University	Taiwan
		Yu-Cheng Chen	National Chung Hsing University	Taiwan
		Chiung-Yong Huang	National Chung Hsing University	Taiwan
52	Security Analyst Following of Recovering Stock	Hsiou-wei William Lin	National Taiwan University	Taiwan
52	Security Analyst Following of Recovering Stock	Ruei-Shian Wu	Yuan Ze University	Taiwan
53	Aggregate Shocks and Intergenerational Transfers:A Theory of Financial Intermediation	Yeong-Yuh Chiang	National Chengchi University	Taiwan
53		You-Ching Yeh	Ming Chuan University	Taiwan
54	Asset Substitution, Debt Overhang, and Optimal Capital Structure	Jyh-Bang Jou	National Taiwan University	Taiwan
54		Tan Lee	Yuan Ze University	Taiwan
55	Corporate Diversification and Credit Risk	Hsien-hsing Liao	National Taiwan University	Taiwan
55	Corporate Diversification and Credit Risk	Tzu-Ling Huang	National Taiwan University	Taiwan
56	Forbearance, Prompt Closure, and the Valuation of Subordinated Debt	Jin-Ping Lee	Feng Chia University	Taiwan
56		Min-Teh Yu	Providence University	Taiwan
57	The diversification discount and capital allocations of diversified firms: Evidence from corporate asset purchases	I-Ju Chen	Jinwen University of Science and Technology	Taiwan
57		Sheng-Syan Chen	National Taiwan University	Taiwan
58	A Regulation Framework of Managing Speculation Risk on Trading Derivatives	Nan-Jye Wang	G5 Capital Management Ltd.	Taiwan
		Wei-Fang Niu	G5 Capital Management Ltd.	Taiwan
		Shih-Shan Lin	G5 Capital Management Ltd.	Taiwan
		Keh-luh Wang	National Chiao Tung University	Taiwan
59	Is the Effect of Earnings Management Neutral on Bank Cost of Debt? —The Credit Rating Approach—	Chung-Hua Shen	National Taiwan University	Taiwan
59		Yu-Li Huang	National Chengchi University	Taiwan
60	Does the Housing Price Have Jump Risks ?Modeling, Empirical Performance, and Valuation of Mortgage Insurance Contracts	Chia-Chien Chang	National Sun Yat-sen University	Taiwan
		David Shyu	National Sun Yat-sen Universi	Taiwan
		Ming-Chi Chen	National Sun Yat-sen Universi	Taiwan
		Shih-Kuei Lin	National University of Kaohsiung	Taiwan
61	The impact of resetting strike price on prices and risks of quanto options	Li-Kai Ho	National Chengchi University	Taiwan
61		Len-Kuo Hu	National Chengchi University	Taiwan
62	An application of the option pricing model to evaluate the costs of margin loans: theory and empirical studies	Dar-Yeh Hwang	National Taiwan University	Taiwan
62		Wei-Hsiung Wu	National Taiwan University	Taiwan
63	Can Subordinated Debt Requirements Reduce Bank Risk?	Yehning Chen	National Taiwan University	Taiwan
63	Can Subordinated Debt Requirements Reduce Bank Risk?	Iftekhar Hasan	Rensselaer Polytechnic Institute	Taiwan
64	Price Convergence in East Asia and Its Implication for Regional Monetary Integration	Moon, Woosik	Seoul National University	Korea
64		Rhee, Yeongseop	Sookmyung University	Korea

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2008 NTU IEFA 台大經濟金融會計國際研討會

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