研究成果

第 1 到 77 筆結果，共 77 筆。

公開日期標題作者來源出版物scopusWOS全文
12023Bankruptcy prediction using machine learning models with the text-based communicative value of annual reportsChen, Tsung Kang; HSIEN-HSING LIAO ; Chen, Geng Dao; Kang, Wei Han; Lin, Yu ChunExpert Systems with Applications53
22019Bank management expertise and asset securitization policiesChen T.-K; HSIEN-HSING LIAO ; Ye J.-S.Journal of Banking and Finance
32018供應鏈關係不確定性對公司信用風險影響之研究陳宗岡; 廖咸興 ; 廖崇佑臺大管理論叢00
42018Suppliers’/customers’ production efficiency uncertainty and firm credit riskChen, Tsung Kang; HSIEN-HSING LIAO Review of Quantitative Finance and Accounting60
52018Credit Analysis of Corporate Credit Portfolios: A Cash Flow Based Conditional Independent Default ApproachLIAO HSIEN-HSING ; Tsung-Kang Chen; Chia-Wu Lu; Yu-Hui Su; Wei-Hung Lin期貨與選擇權學刊
62017CEO ability heterogeneity, board’s recruiting ability and credit riskChen, Tsung Kang; HSIEN-HSING LIAO ; Chen, Wen HsuanReview of Quantitative Finance and Accounting90
72015Business Counterparties’ Information Asymmetry and the Acquirer’s Bondholders’ Wealth in MergersChen, Tsung-Kang; HSIEN-HSING LIAO ; Hui-Ju Kuo; Ming-Yang Kao財務金融學刊 
82014Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectivesChen, Tsung Kang; HSIEN-HSING LIAO ; Chen, Wei LunJournal of Empirical Finance33
92014Internal Liquidity and REIT Excess Returns陳宗岡; 廖咸興 ; 李阿乙; 顏汝芳證券市場發展季刊 
102014Macroeconomic Risks of Supply Chain Counterparties and Corporate Bond Yield SpreadsChen, Tsung-kang; HSIEN-HSING LIAO ; Hsiao-Chun HuangReview of Quantitative Finance and Accounting
112014The Economic Consequences of Regulatory Changes in Employee Stock Options on Corporate Bond Holders: SFAS No.123R and Structural Credit Model PerspectivesChen, Tsung-Kang; HSIEN-HSING LIAO ; Cheng-Ming ChiJournal of Banking and Finance
122014Information Effects of Share Repurchases, Business Counterparties, and Stockholders’ WealthChen, Tsung-Kang; HSIEN-HSING LIAO ; Hui-Ju Kuo; Yun-Yi Chien中山管理評論 
132014A Factor-dependent Interest Rate Model---A Combination of GARCH(1,1) and Varying Coefficient Model Approach盧嘉梧; 陳宗岡; 廖咸興 ; 林慧華證券市場發展季刊 
142014Underlying Asset Liquidity, Heterogeneously Informed Investors, and REITs Excess ReturnsLu, Chia-wu; Tsung-kang Chen; HSIEN-HSING LIAO Managerial Finance 
152013Suppliers’ and Customers’ Information Asymmetry and Corporate Bond Yield SpreadsChen, Tsung-Kang; HSIEN-HSING LIAO ; Hui-Ju Kuo; Yu-Ling HsiehJournal of Banking and Finance
162013Internal Liquidity Risk, Financial Bullwhip Effects, and Corporate Bond Yield Spreads: Supply Chain PerspectivesChen, Tsung-kang; HSIEN-HSING LIAO ; Hui-Ju KuoJournal of Banking and Finance,
172013Contractor financial prequalification using simulation method based on cash flow modelWen-Haw Huang; HUI-PING TSERNG ; HSIEN-HSING LIAO ; Samuel Y.L. Yin; PO-CHENG HSU ; Man Cheng LeiAutomation in Construction1712
182012Predicting construction contractor default with barrier option modelHUI-PING TSERNG ; HSIEN-HSING LIAO ; Jaselskis, E.J.; Tsai, L.K.; Chen, Po-ChengJournal of Construction Engineering and Management2118
192011A flow-based corporate credit modelChen, Tsung-kang; HSIEN-HSING LIAO ; Chia-wu LuReview of Quantitative Finance and Accounting 
202011Internal liquidity risk in corporate bond yield spreadsChen, Tsung-kang; HSIEN-HSING LIAO ; Pei-Ling TsaiJournal of Banking and Finance
212011流動性餘額之多期企業短期信用風險模型—台灣市場之應用廖咸興 ; 陳宗岡; 周東立證券市場發展季刊 
222011Predicting construction contractor default with option-based credit models-models' performance and comparison with financial ratio modelsHUI-PING TSERNG ; HSIEN-HSING LIAO ; Tsai, L.K.; Chen, Po-ChengJournal of Construction Engineering and Management1815
232011Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectivesChen T.-K.; Chen Y.-S. ; HSIEN-HSING LIAO Journal of Banking and Finance2826
242010Information uncertainty, information asymmetry and corporate bond yield spreadsLu, Chia-Wu; Tsung-kang Chen; HSIEN-HSING LIAO Journal of Banking and Finance
252009資本結構決策與BOT專案特許公司財務風險探討－以台北市平價旅館BOT案為例蔡榮根; 廖咸興 中國土木水利工程學刊 
262009Managerial Option Value, Cyclicality and Credit Risk陳宗岡; 廖咸興 ; 盧嘉梧; 黃文言證券市場發展季刊 
272009Internal Liquidity Risk in Corporate Bond Credit Spreads--Bond- and Market-Level Evidences”廖咸興 2009 Financial Management Association (FMA) Annual Meeting Conference 
282009Bank credit risk and structural credit models: Agency and information asymmetry perspectivesHSIEN-HSING LIAO ; Tsung-Kang Chen; Chia-Wu LuJournal of Banking and Finance
292009Performance Evaluation of Corporate Strategic Activities —A Comprehensive Model with Debt holders’ View廖咸興 2009 American Accounting Association Annual Meeting Conference 
302009A Dynamic Optimal Capital Structure Model with Costly Adjustment Mechanisms---A Real Option Perspective廖咸興 2009 FMA European Conference 
312009交易應收帳款基礎商業本票之多期動態信用增強模型廖咸興 ; 陳宗岡; 盧嘉梧; 楊雅智期貨與選擇權學刊 
322009Corporate Diversification and Credit Risk廖咸興 2009 FMA Asian Conference 
332008現金流量基礎之多期信用風險模型—台灣市場之應用廖咸興 ; 陳宗岡證券市場發展季刊 
342008Solvency Risk in Equity Returns廖咸興; 廖孟容; HSIEN-HSING LIAO 00
352007Solvency Risk in Equity ReturnsHSIEN-HSING LIAO ; Meng-Jung Liao; Tsung-kang Chen2007台灣財務金融學會年會暨學術研討會 
362007房貸基礎證券評價與風險值---風險中立訂價法與均衡訂價法之比較廖咸興 ; 張森林; 陳仁遶; 楊太樂; 廖堃宇財務金融學刊 
372007信用卡使用者之違約風險研究--存活分析模型之應用葉玫惠; 張靖宜; 廖咸興 ; 周國端金融風險管理季刊 
382007A Cash Flow Based Multi-Period Credit Portfolio Model with Dynamic Default ThresholdsHSIEN-HSING LIAO ; Yu-Hui Su; Tsung-kang ChenThe 4th Conference of International Economic, Finance, and Accounting (IEFA) 
392007房貸基礎證券評價與風險值---風險中立訂價法與均衡訂價法之比較廖咸興 ; 張森林 ; 陳仁遶; 楊太樂; 廖堃宇財務金融學刊 
402007台灣封閉型基金擇時能力之研究-持股比率分析廖咸興 ; 楊朝成中國財務學會年會 
412006Performance Evaluation of Corporate Strategic Activities—A Market-based Net Synergy ModelHSIEN-HSING LIAO ; Tsung-kang ChenThe First All China Economics International Conference 
422006Credit Analysis of Corporate Credit Portfolios---A Cash Flow Based Conditional Independent Default ApproachHSIEN-HSING LIAO ; Tsung-kang Chen2006 NTU International Conference on Finance 
432006A Cash Flow Based Multi-Period Corporate Credit ModelHSIEN-HSING LIAO ; Tsung-kang ChenAsianFA/FMA 2006 Meeting 
442005A Cyclicality Linked Corporate Short-term Credit Model--- Solvency Ratio ApproachHSIEN-HSING LIAO ; Tsung-kang Chen13th Conference on the Theories and Practices of Securities and Financial Markets 
452005日本、澳洲不動產投資信託之發展廖咸興 ; 梅原一哲全國律師月刊 
462005多期企業短期信用風險評估模型廖咸興 ; 陳宗岡金融風險管理季刊 
472005企業管理決策隱含實質選擇權價值評估—隨機現金流量模型之應用廖咸興 ; 陳宗岡2005第二屆財務金融及財金未來學術暨實務研討會 
482005多期企業短期信用風險評估模型廖咸興 ; 陳宗岡金融風險管理季刊 
492004Liquidity Risk Premium of the Real Estate Stock Market— A Multi-country AnalysisHSIEN-HSING LIAO ; Szu-Han Yeh2004年中華民國都市計畫、住宅、區域科學、地區發展學會聯合年會暨論文研討會 
502004A Study on the Relationship between Relative Bargaining Power and Market’s Expected Synergy in Equity Exchange M&A CasesChiu, Shean-Bii; HSIEN-HSING LIAO ; Tsung-kang Chen2004 NTU International Conference on Finance 
512004Multi-period Firm Valuation—A Free Cash Flow Simulation ApproachHSIEN-HSING LIAO ; Tsung-kang Chen2004 NTU International Conference on Finance 
522004企業合併活動之績效評估—市場淨綜效模型之運用廖咸興 ; 陳宗岡第一屆創新與管理學術研討會 
532004時間相依之隨機現金流量模型下之多期企業評價廖咸興 ; 陳宗岡2004台灣科技大學管理新思維學術研討會 
542004Value at Risk of MortgagesChen, Ren-Raw; HSIEN-HSING LIAO ; Tyler YangThe Ninth Annual Conference of Asian Real Estate Society 
552004抵押貸款證券之評價– Implied Prepayment之應用陸文傑; 廖咸興 台灣土地金融季刊 
562003Real Estate Market and Economic Development---A Cross Countries StudyHSIEN-HSING LIAO 2003年中華民國都市計畫、住宅、區域科學、地區發展學會聯合年會暨論文研討會 
572003On the Impacts of Asian Financial Crisis on Real Estate Risk PremiumsHSIEN-HSING LIAO the 11th Annual Conference on Pacific Basin Finance, Economics, and Accounting 
582003Asset pricingMei J; HSIEN-HSING LIAO Asset Pricing00
592003利率可調整之不動產抵押貸款證券之風險評估─風險值之應用廖咸興 
602002資產證券化---理論與實務陳文達; 廖咸興 ; 李阿乙
612002低利率敏感性抵押貸款證券之評價-時間相依之提前清償模型與Hull-White利率模型結合應用劉建宏; 葉小蓁; 廖咸興 台灣財務學會年會暨學術研討會 
622002亞洲金融風暴與不動產投資風險貼水之研究廖咸興 
632001香港不動產因子風險貼水之研究廖咸興 
642000銀行不動產投資行為研究廖咸興 
651999不動產投資概論3ed.廖咸興 ; 李阿乙; 梅建平
661999Institutional Factors and Real Estate Returns---A cross Country StudyHSIEN-HSING LIAO ; Jianping MeiInternational Real Estate Review 
671999證券化與不動產市場效率廖咸興 
681998台灣封閉型基金擇時能力之研究-- 持股比率分析楊朝成; 廖咸興 臺大管理論叢 
691998Risk Attributes of Real Estate Related Securities ---An Extension of Liu and Mei (1992)Jianping Mei; HSIEN-HSING LIAO Journal of Real Estate Research 
701997特徵價格法與逼近調整法估價模式之比較廖咸興 ; 張芳玲住宅學報 
711996上市公司不動產相關資訊宣告對公司股 價影響之實證廖咸興 ; 張衛華證券市場發展季刊 
721996折現率變動下之收益還原法模型－台北市住宅性不動產估價之實證研究陳益裕; 廖咸興 ; 陳仁遶台灣土地金融季刊 
731995台灣市場不動產因子存在之研究廖咸興 ; 洪士王民管理與系統 
741995抵押貸款訂價模型之效率性:數值分析模型與封閉型解模型之比較廖咸興 ; 陳仁遶; 楊太樂證券市場發展季刊 
751994台灣封閉型基金擇時能力之探討:持股比率分析楊朝成; 廖咸興 中國財務學會年會 
761994不動產投資概論廖咸興 ; 李阿乙; 梅建平
771992Book Review on the Maze of Urban Housing Markets:Theory, Evidence, and Policy (by Rothenberg, Galster, Bulter, and Pitkin)HSIEN-HSING LIAO Journal of American Planning Association