103學年度下學期博士班財務金融研討

日期

 

 

演講者

 

 

演講題目

 

 

2015/2/26 ()

 

 

12:30 – 14:00

 

 

張晏誠教授

 

 

上海交通大學

 

 

Does Diversity Lead to Diverse Opinions? Evidence from Languages and Stock Markets

 

 

2015/3/12 ()

 

 

12:30 – 14:00

 

 

陳哲寬博士

 

 

University of Houston

 

 

Aggregate Mutual Fund Flows and Cross-Sectional Anomalies

 

 

2015/3/16 ()

 

 

10:30 – 12:00

 

 

Prof. Luc Bauwens

 

 

Université catholique de Louvain

 

 

 

Forecasting Comparison of Long Term Component Dynamic Models For Realized Covariance Matrices

 

2015/3/19 ()

 

 

14:30 – 16:00

 

 

Prof. Tse-Chun Lin

 

 

University of Hong Kong

 

 

 

How do short-sale costs affect put options trading? Evidence from separating hedging and speculative shorting demands

 

2015/3/20 ()

 

 

2015臺灣財務金融專題研討會

 

 

2015臺灣財務金融專題研討會

 

 

2015/3/27 ()

 

 

12:30 – 14:00

 

 

劉文讓

 

 

博士生

 

 

 

Network, Price Delay, and the Cross-Section of Excess Returns

 

2015/4/17 ()

 

 

10:30 – 12:00

 

 

黃嘉威教授

 

 

元智大學

 

 

 

Why Does Stock Repurchase Change Over Time?

 

2015/4/21 ()

 

 

14:30 – 16:00

 

 

Prof. Vikas Agarwal

 

 

Georgia State University

 

 

 

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

 

2015/4/24 ()

 

 

10:30 – 12:00

 

 

林智勇教授

 

 

元智大學

 

 

 

Political and Professional CEOs in Government Banks: Evidence from the Global Financial Crisis

 

2015/5/1 ()

 

 

10:30 – 12:00

 

 

許永明教授

 

 

政治大學

 

 

 

Does Engagement in Corporate Social Responsibility Reduce the Contagion Effect of Negative Events?

 

2015/5/5 ()

 

 

10:30 – 12:00

 

 

Prof. Prof. Robert I. Webb

 

 

University of Virginia

 

 

 

On the Intraday Relation Between the VIX and Its Futures

 

2015/5/12 ()

 

 

14:30 – 16:00

 

 

Prof. Andy Puckett

 

 

University of Tennessee

 

 

 

The Performance of Institutional Investor Trades Across the Supply Chain

 

2015/5/13 ()

 

 

10:30 – 12:00

 

 

黃群仰教授

 

 

Nanyang Technological University

 

 

 

Anchoring, the 52-Week High and Post Earnings Announcement Drift

 

2015/5/15 ()

 

 

10:30 – 12:00

 

 

沈信漢教授

 

 

中央大學

 

 

 

Do CEO Inside Debt Holdings Influence the Cost of Equity Capital?

 

2015/5/18 ()

 

 

10:30 – 12:00

 

 

黃群仰教授

 

 

Nanyang Technological University

 

 

 

Investor Tastes, Corporate Behavior and Stock Returns: An Analysis of Corporate Social Responsibility

 

2015/5/19 ()

 

 

14:30 – 16:00

 

 

李詩政教授

 

 

元智大學

 

 

 

Countercyclical Capital Buffer Options

 

2015/5/20 ()

 

 

10:30 – 12:00

 

 

Prof. An Yan

 

 

Fordham University

 

 

 

Corporate Equity Ownership and Stock Returns

 

2015/5/22 ()

 

 

10:30 – 12:00

 

 

何加政教授

 

 

中正大學

 

 

 

Determinants of the Maturity Effect in Futures Markets

 

2015/5/28 ()

 

 

14:30 – 16:30

 

 

Prof. Hung-Chia Hsu

 

 

University of Wisconsin Milwaukee

 

 

 

Politically Connected Private Equity and Employment

 

2015/5/29 ()

 

 

10:30 – 12:00

 

 

黃瑞卿教授

 

 

中央大學

 

 

 

Capital Asset Pricing in a Generalized Reward-Risk Framework

 

2015/6/1 ()

 

 

10:30 – 12:00

 

 

李正福教授

 

 

Rutgers University

 

 

The Investment Performance of “Ethical” Equity Mutual Funds in the US: An Empirical Investigation

2015/6/2 ()

 

 

10:30 – 12:00

 

 

吳俊吉教授

 

 

State University of New York at Buffalo

 

 

 

Liquidity Frictions, Trading and Volatility: Evidence from the US Treasury Market

 

2015/6/5 ()

 

 

10:30 – 12:00

 

 

蔡湘萍教授

 

 

元智大學

 

 

Do Firms Benefit from Having a Fortune 500 Customer/Supplier? Evidence from the Syndicated Loan Market

2015/6/8 ()

 

 

10:30 – 12:00

 

 

宋偉綾教授

 

 

Louisiana State University

 

 

The Relationship Insurance Role of Financial Conglomerates: Evidence from Earnings Announcements

2015/6/11 (四)

 

 

14:30 – 16:00

 

 

Prof. Po-Hsuan Hsu

 

 

University of Hong Kong

 

 

The R&D Effect: Insights from International Equity Markets

2015/6/12 ()

 

 

10:30 – 12:00

 

 

陳嬿如教授

 

 

政治大學

 

 

Financial Liberalization via Market Openness and Corporate Cash Holdings

2015/6/16 (二)

14:30 – 16:00

Prof. Wayne Y. Lee

 

 

University of Arkansas

 

 

 

Financial Crisis and the Supply of Corporate Credit

 

2015/6/17 (三)

10:30 – 12:00

魏國強教授

 

 

Hong Kong University of Science and Technology

 

 

 

Momentum Life Cycle around the World: The Roles of Individualism and Limits to Arbitrage