國立臺灣大學
管理學院
College of Management , National Taiwan University
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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
E-mail : kengyuho@ntu.edu.tw
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Research Field
• Empirical Asset Pricing
• Empirical Corporate Finance
• Applied Econometrics
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
• Case Study of Financial Management
• Investment
Honors
2022/8 國立臺灣大學年度績優教師
2021/8 國立臺灣大學年度績優教師
2021/4 聯電經營管理論文獎優等獎
2020/8 國立臺灣大學額外加給教研人員
2020/4 聯電經營管理論文獎優等獎
2019/12 管理學報論文獎:年度最佳實用價值論文
2019/8 國立臺灣大學額外加給教研人員
2019/7 證券市場發展季刊優秀論文獎
2018/8 國立臺灣大學額外加給教研人員
2017/7 Korean Finance Association Best Paper Award: 2017 Asian Finance Association Meeting
2017/5 富邦論文獎:2017年臺灣財務金融學會年會
2014/8 國立臺灣大學績優教研人員
2014/5 最佳論文獎:2014年臺灣財務金融學會年會
2010/6 第七屆金椽獎學術組甲等獎
2006/11 第五屆金椽獎學術組甲等獎
2005/12 最佳論文獎:2005年臺灣財務金融學會年會
Experience
2010/11 - Present 國立臺灣大學計量理論與應用研究中心(CRETA)副主任
2018/8 - 2020/7 國立臺灣大學財務金融學系系主任
2017/8 - 2018/7 國立臺灣大學進修推廣學院副院長
2016/9 - 2017/7 國立臺灣大學進修推廣學院副主任
2019/6 - Present 臺灣財務金融學會秘書長
2013/11 - 2019/5 臺灣財務金融學會副秘書長
2013/11 - Present 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
  1. Jing Lu, Keng-Yu Ho, Po-Hsin Ho, Kuan-Cheng Ko, 2023, CEO Overconfidence, Lottery Preference and the Cross-Section of Stock Returns, Finance Research Letters, 54, 103749, SSCI, NSTC A− Journal.
  2. Sheng-Syan Chen, Keng-Yu Ho, Po-Hsin Ho, Wei-Ying Nie, 2022, CEO Overconfidence and Bondholder Wealth Effects: Evidence from Mergers and Acquisitions, Journal of Corporate Finance, 77, 102278, SSCI, NSTC A Tier-1 Journal.
  3. Jing Lu, Keng-Yu Ho, Nien-Tzu Yang, Kuan-Cheng Ko, 2022, Lottery Demand and Asset Growth Anomaly, Finance Research Letters, 48, 102988, SSCI, NSTC A− Journal.
  4. Hsuan-Chi Chen, Keng-Yu Ho, Pei-Shih Weng, Chia-Wei Yeh, 2020, The Role of Equity Underwriting Relationships in Mergers and Acquisitions, Pacific-Basin Finance Journal, 64, 101461, SSCI, NSTC A Tier-2 Journal.
  5. Yenn-Ru Chen, Keng-Yu Ho, Chia-Wei Yeh, 2020, CEO Overconfidence and Corporate Cash Holdings, Journal of Corporate Finance, 62, 101577, SSCI, NSTC A Tier-1 Journal.
  6. Junmao Chiu, Huimin Chung, Keng-Yu Ho, Chih-Chiang Wu, 2018, Investor Sentiment and Evaporating Liquidity during the Financial Crisis, International Review of Economics and Finance, 55, 21-36, SSCI, NSTC A− Journal.
  7. Sheng-Syan Chen, Keng-Yu Ho, Po-Hsin Ho, Wei-Ying Nie, 2018, The Determinants of Operational Risk on the Firm and CEO Characteristics in Industrial Firms, Journal of Management and Business Research, 35, 159-188, TSSCI.
  8. Sheng-Syan Chen, Keng-Yu Ho, Po-Hsin Ho, Wei-Ying Nie, 2018, The Wealth Effects of Operational Risk Announcements on Intra-Industry Competitions, Review of Securities and Futures Markerts, 120, 1-50, TSSCI.
  9. Chuang-Chang Chang, Keng-Yu Ho, Yu-Jen Hsiao, 2018, Derivatives Usage for Banking Industry: Evidence for the European Markets, Review of Quantitative Finance and Accounting, 51, 921-941, NSTC A Tier-2 Journal.
  10. Ying Hao, Hsiang-Hui Chu, Keng-Yu Ho, Kuan-Cheng Ko, 2016, The 52-Week High and Momentum in the Taiwan Stock Market: Anchoring or Recency Biases?, International Review of Economics and Finance, 43, 121-138, SSCI, NSTC A− Journal.
  11. Ying Hao, Robin K. Chou, Keng-Yu Ho, Pei-Shih Weng, 2016, Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX, Asia-Pacific Journal of Financial Studies, 45, 499-534, SSCI.
  12. Keng-Yu Ho, Yu-Jen Hsiao, Sin-Yi Huang, 2016, The Impact of CDS Trading on the Cost of Bank Loan, Sun Yat-Sen Management Review, 24, 291-322, TSSCI.
  13. Ying Hao, Robin K. Chou, Keng-Yu Ho, Pei-Shih Weng, 2015, The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market, Pacific-Basin Finance Journal, 34, 24-42, SSCI, NSTC A Tier-2 Journal.
  14. Sheng-Syan Chen, Keng-Yu Ho, Po-Hsin Ho, 2014, CEO Overconfidence and the Long-Term Performance following R&D Increases, Financial Management, 43, 245-269, SSCI, NSTC A Tier-1 Journal.
  15. Junmao Chiu, Huimin Chung, Keng-Yu Ho, 2014, Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market, Review of Pacific Basin Financial Markets and Policies, 17, 1450017.
  16. Yi-Ting Chen, Keng-Yu Ho, Larry Y. Tzeng, 2014, Riskiness-Minimizing Spot-Futures Hedge Ratio, Journal of Banking and Finance, 40, 154-164, SSCI, NSTC A Tier-1 Journal.
  17. Hsuan-Chi Chen, Keng-Yu Ho, Pei-Shih Weng, 2013, IPO Underwriting and Subsequent Lending, Journal of Banking and Finance, 37, 5208-5219, SSCI, NSTC A Tier-1 Journal.
  18. Robin K. Chou, Keng-Yu Ho, Chiuling Lu, 2013, The Diversification Effects of Real Estate Investment Trusts: A Global Perspective, Journal of Financial Studies, 21, 1-27, TSSCI.
  19. Junmao Chiu, Huimin Chung, Keng-Yu Ho, George H.K. Wang, 2012, Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the ETF Market, Journal of Banking and Finance, 36, 2660-2671, SSCI, NSTC A Tier-1 Journal.
  20. Hsuan-Chi Chen, San-Lin Chung, Keng-Yu Ho, 2011, The Diversification Effects of Volatility-Related Assets, Journal of Banking and Finance, 35, 1179-1189, SSCI, NSTC ATier-1 Journal.
  21. Hsuan-Chi Chen, Keng-Yu Ho, Yu-Jen Hsiao, Cheng-Huan Wu, 2010, The Diversification Effects of Initial Public Offerings, Journal of Business Finance and Accounting, 37, 171-205, SSCI, NSTC A Tier-1 Journal.
  22. Hsuan-Chi Chen, Keng-Yu Ho, 2009, Do IPO Index Portfolios Improve the Investment Opportunities for Mean-Variance Investors?, Finance Research Letters, 6, 159-170, SSCI, NSTC A− Journal.
  23. Abhay Abhyankar, Keng-Yu Ho, Huinan Zhao, 2009, International Value versus Growth: Evidence from Stochastic Dominance Analysis, International Journal of Finance and Economics, 14, 222-232, SSCI.
  24. Abhay Abhyankar, Keng-Yu Ho, Huainan Zhao, 2008, Value versus Growth: Stochastic Dominance Criteria, Quantitative Finance, 8, 693-704, SSCI, NSTC A− Journal.
  25. Abhay Abhyankar, Keng-Yu Ho, 2007, Long-Horizon Event Studies and Event Firm Portfolio Weights: Evidence from U.K. Rights Issues Re-Visited, International Review of Financial Analysis, 16, 61-80, SSCI, NSTC A− Journal.
  26. Abhay Abhyankar, Hsuan-Chi Chen, Keng-Yu Ho, 2006, The Long-Run Performance of Initial Public Offerings: Stochastic Dominance Criteria, Quarterly Review of Economics and Finance, 46, 620-637, SSCI, NSTC A− Journal.
  27. Abhay Abhyankar, Keng-Yu Ho, 2006, Long-Run Abnormal Performance following Convertible Preference Share and Convertible Bond Issues: New Evidence from the United Kingdom, International Review of Economics and Finance, 15, 97-117, SSCI, NSTC A− Journal.
  28. Hsuan-Chi Chen, Keng-Yu Ho, Chiuling Lu, Cheng-Huan Wu, 2005, Real Estate Investment Trusts: An Asset Allocation Perspective, Journal of Portfolio Management, Real Estate Special Issue, 46-54, SSCI, NSTC A Tier-2 Journal.
  29. Abhay Abhyankar, Keng-Yu Ho, Huainan Zhao, 2005, Long-Run Post-Merger Stock Performance of UK Acquiring Firms: A Stochastic Dominance Perspective, Applied Financial Economics, 15, 679-690.
  30. Keng-Yu Ho, 2005, Long-Horizon Abnormal Performance following Rights Issues and Placings: Additional Evidence from the U.K. Market, Review of Financial Economics, 14, 25-45, NSTC A− Journal.
  31. Keng-Yu Ho, 2003, Long-Run Stock Price Performance after IPOs: What do Tests for Stochastic Dominance Tell Us?, 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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