101學年度上學期博士班財務金融研討
時間: 上午10:30~12:00
地點: 管理學院二號館3F 302
時間
演講者
演講題目
9/13
(五)
Shih-Kuei Lin
國立政治大學統計學系博士
Research of “Jump Behavior”: Evidences of Markov Modulated Poisson Process from Jones Industrial Average Index, Catastrophe Risk, and CO2 Emission Allowance
9/27
王子湄
銘傳大學財務金融學系
Information transparency on the closing session and price efficiency in the Taiwan stock market
10/4
陳佑倫
中原大學 財務金融學系
The Effectiveness of Position Limits: Evidence from the Foreign Exchange Futures Markets
10/11
江明珠
雲林科技大學財務金融學系
10/18
賴怡洵
Market Discipline in the Insurance Industry: Evidence from Surplus Note Issuances
10/25
李享泰
暨南大學財務金融學系
A Volatility Spillover Hedging Model with Multi-chain Regime Switching Jump Dynamic
11/8
詹佳縈
元智大學財務金融學群
CEO Perquisite and Firm’s Acquisition Performance
11/22
戴維芯
Corporate Hedging and Corporate Governance: The Role of the Board and the Audit Committee
11/29
黃雅文
逢甲大學風險管理與保險學系
Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes
12/6
曾祺峰
清華大學計量財務金融學系
Bankruptcy probabilities inferred from option prices
12/13
郭良瑋
中正大學財務金融學系
CEO Productivity or Power? The Effect of Equity-Financed M&A on CEO Compensation
12/20
賴弘能
中央大學財務金融學系
Institutional Herding: Assessment of Methodology
12/24
(二)
Chi-Hsiou Hung
University of Glasgow Adam Smith Business School
Corporate Financing in Anticipation of Credit Rating Changes
12/27
黃炳勳
成功大學會計學系
Internal Control over Financial Reporting and the Value of Corporate Liquidity
1/3
陳德峰
台灣大學財務金融研究所
Variance of Variance Risk and Asset Prices