研究成果

第 1 到 116 筆結果，共 116 筆。

公開日期標題作者來源出版物scopusWOS全文
12021Corporate debt and cash decisions: A nonlinear panel data analysisChang B.-J; MAO-WEI HUNG Quarterly Review of Economics and Finance
22021The annuity puzzle and consumption hump under ambiguous life expectancyHan N.-W; MAO-WEI HUNG Insurance: Mathematics and Economics
32021財務管理原理(五版)洪茂蔚 
42020Consumption-based asset pricing with prospect theory and habit formationWang, J.-Y.; JR-YAN WANG ; MAO-WEI HUNG Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes)00
52020Application of intertemporal CAPM on international corporate financeChang J.-R; MAO-WEI HUNG ; Lee C.F.Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes)
62020Implications of default information leakage on recoveriesMAO-WEI HUNG ; Tsai W.-H.Journal of Fixed Income
72020The impact of appointment-based CEO connectedness on firms’ performance and profitabilityChien Y.-H; MAO-WEI HUNG North American Journal of Economics and Finance
82020Managerial optimism, CEO retention, and corporate performance: evidence from bankruptcy-filing firmsMAO-WEI HUNG ; Tsai, W.-H.Journal of Economics and Finance
92019財務管理（含迷你個案）（五版）洪茂蔚 
102019Volatility information implied in the term structure of VIXChang K.-J.; Hung M.-W.; Wang Y.-H. ; MAO-WEI HUNG Journal of Futures Markets55
112018Artificial Momentum, Native Contrarian, and Transparency in ChinaLin, H.-W.; MAO-WEI HUNG ; Huang, J.-B.Computational Economics
122018Revisiting generalized almost stochastic dominanceChang, J.-R.; Liu, W.-H.; MAO-WEI HUNG Annals of Operations Research
132017Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risksHan, N.-W.; MAO-WEI HUNG Insurance: Mathematics and Economics
142017Limit hits and informationally-related stocksGuo, J.-H.; Chang, L.-F.; MAO-WEI HUNG Journal of Financial Markets
152017Rainbow trend options: valuation and applicationsJR-YAN WANG ; Wang, H.-C.; Ko, Y.-C.; MAO-WEI HUNG Review of Derivatives Research35
162016The importance of stock liquidity on option pricingFeng S.-P.; Hung M.-W. ; Yaw-Huei WangInternational Review of Economics and Finance
172016A Generalization of the Recursive Integration Method for the Analytic Valuation of American OptionsChang, L.-F.; Guo, J.-H.; MAO-WEI HUNG Journal of Futures Markets
182016The impact of news articles and corporate disclosure on credit risk valuationTsai F.-T.; Lu H.-M.; HSIN-MIN LU ; MAO-WEI HUNG Journal of Banking and Finance2523
192015China momentum and transparencyLin, H.-W.; MAO-WEI HUNG 2015 International Conference on Behavioral, Economic and Socio-Cultural Computing, BESC 2015
202015The investment management for a downside-protected equity-linked annuity under interest rate riskHan, N.-W.; MAO-WEI HUNG Finance Research Letters
212015Implementation problems and solutions in stochastic volatility models of the heston typeGuo, J.-H.; MAO-WEI HUNG Handbook of Financial Econometrics and Statistics
222015Credit contagion and competitive effects of bond rating downgrades along the supply chainChang, J.-H.; MAO-WEI HUNG ; Tsai, F.-T.Finance Research Letters
232014Option pricing with stochastic liquidity risk: Theory and evidenceFeng S.-P.; Hung M.-W. ; Wang Y.-H.Journal of Financial Markets3028
242014SEARCHING for LANDMINES in EQUITY MARKETSChang B.-J; Chang J.-R; MAO-WEI HUNG Annals of Financial Economics10
252013A lattice model for option pricing under GARCH-jump processesLin, B.-H.; MAO-WEI HUNG ; JR-YAN WANG ; Wu, Ping-DaReview of Derivatives Research33
262013Foreign direct investment in emerging markets: Bondholders' perspectiveChiou, C.-L.; MAO-WEI HUNG ; Shu, P.-G.Emerging Markets Finance and Trade
272012How Much Extra Premium Does a Loss-averse Owner-occupied Home Buyer Pay for His House?MAO-WEI HUNG ; So, L.Journal of Real Estate Finance and Economics
282012A note on endogenous propagation in one-sector business cycle models with dynamic complementaritiesMAO-WEI HUNG ; Wu, S.-J.Macroeconomic Dynamics
292012Managerial personal diversification and portfolio equity incentivesMAO-WEI HUNG ; Liu, Y.-J.; Tsai, C.-F.Journal of Corporate Finance
302012Cross-market hedging strategies for credit default swaps under a Markov regime-switching frameworkChang, J.-R.; MAO-WEI HUNG ; Tsai, F.-T.Journal of Fixed Income
312012Optimal asset allocation for DC pension plans under inflationHan, N.-W.; MAO-WEI HUNG Insurance: Mathematics and Economics
322012Credit rating change modeling using news and financial ratiosLu, H.-M.; Tsai, F.-T.; Chen, H.; Hung, M.-W.; SHU-HSING LI ; HSIN-MIN LU ; MAO-WEI HUNG ACM Transactions on Management Information Systems150
332011Loss aversion and the term structure of interest ratesHung, M.-W.; JR-YAN WANG ; MAO-WEI HUNG Applied Economics22
342011Determinants of futures contract success: Empirical examinations for the Asian futures marketsMAO-WEI HUNG ; Lin, B.-H.; Huang, Y.-C.; Chou, J.-H.International Review of Economics and Finance
352011Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bondsChou, Y.-Y.; Han, N.-W.; MAO-WEI HUNG Applied Stochastic Models in Business and Industry
362011Pricing vulnerable american-style exchange options with correlated credit riskChang, L.; MAO-WEI HUNG International Research Journal of Finance and Economics
372011Geographic Effect of Futures Hedge Performance洪茂蔚 ; 潘慈暉; 黃憲彰證券市場發展季刊
382010The effects of news sentiment and coverage on credit rating analysisTsai, F.-T.; Lu, H.-M.; MAO-WEI HUNG PACIS 2010 - 14th Pacific Asia Conference on Information Systems
392010On the currency effect to home bias puzzleMAO-WEI HUNG ; Lo, M.-L.; Yu, H.-Y.Applied Economics Letters
402010Liquidity spreads in the corporate bond market: Estimation using a semi-parametric modelChang, J.H.; MAO-WEI HUNG Journal of Applied Statistics
412010Financial Text Mining: Supporting Decision Making Using Web 2.0 ContentLu, Hsin-Min ; Chen, Hsinchun; Chen, Tsai-Jyh; Hung, Mao-Wei ; Li, Shu-Hsing IEEE Intelligence Systems 00
422010Tight bounds on American option pricesChung S.-L. ; Hung M.-W.; JR-YAN WANG ; MAO-WEI HUNG Journal of Banking and Finance2015
432009A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American optionsGuo, J.-H.; MAO-WEI HUNG ; So, L.-C.Journal of Futures Markets
442009Analytical valuation of catastrophe equity options with negative exponential jumpsChang, L.-f.; MAO-WEI HUNG Insurance: Mathematics and Economics
452009Effect of wind on stock market returns: Evidence from European marketsShu, H.-C.; MAO-WEI HUNG Applied Financial Economics
462008流動性與選擇權評價　（新制多年期第1年）洪茂蔚 
472008投資人行為與資產訂價(3/3)洪茂蔚 
482008A generalization of rubinstein's "pay now, choose later"Guo, J.-H.; MAO-WEI HUNG Journal of Futures Markets
492007Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest ratesGuo, J.-H.; MAO-WEI HUNG Journal of Futures Markets
502007動能投資策略之獲利性與影響因素洪茂蔚 ; 林宜勉; 劉志諒中山管理評論
512007Pricing Vulnerable American Options with Correlated Credit RiskHung, Mao-Wei ; Chang, L.Review of Derivatives Research240
522007A Note on the Discontinuity Problem in Heston's Stochastic VolatilityGuo, Jia-Hau; MAO-WEI HUNG Applied Mathematical Finance
532007The Jump Behavior of Foreign Exchange Market: Analysis of Thai BahtChang, Jow-Ran; MAO-WEI HUNG ; Lee, Cheng-Few; Lu, Hsin-MinReview of Pacific Basin Financial Markets and Policies
542006Optimal Timing to Invest in E-commerceHung, Mao-Wei ; Chang, J.-R.Psychology and Marketing22
552006A Heterogeneous Model of Disposition EffectHung, Mao-Wei ; Yu, H.-Y.Applied Economics64
562006Valuation of vulnerable American options with correlated credit riskChang, L.-F.; MAO-WEI HUNG Review of Derivatives Research
572006Estimated inflation rate, consumption and portfolio decisionHan, N.-W.; MAO-WEI HUNG Economics Letters
582006Intertemporal Risk and Currency RiskHung, Mao-Wei ; Chang, J.Encyclopedia of Finance 
592006管理—學門財務、金融、保險領域卓越研究營洪茂蔚 
602006台灣各大學院校在國際財金期刊之著作表現洪茂蔚 ; 張森林 證券市場發展季刊
612006台灣各大學院校在國際財金期刊之著作表現張森林 ; 洪茂蔚 證券市場發展季刊
622005Hedging with Foreign-listed Single Stock FuturesHung, Mao-wei ; Lee, Cheng-few; Leh-chyanAdvances in Quantitative Analysis of Finance and Accounting0
632005Valuation of Intellectual Property: A Real Option ApproachChang, Jow-Ran; Hung, Mao-Wei ; Tsai, Feng-TseJournal of Intellectural Capital170
642005Trade, R&D spending and financial developmentChang, Y.; MAO-WEI HUNG ; Lu, C.Applied Financial Economics
652005Pricing foreign equity options under l?vy processesHuang, S.-C.; MAO-WEI HUNG Journal of Futures Markets
662005An Intertemporal International Asset Pricing Model: Theory and Empirical EvidenceHung, Mao-Wei ; Chang, J.; V. Errunza; K. HoganEuropean Financial Management85
672005Trade, R&D Spending and Financial DevelopmentHung, Mao-Wei ; Chang, Y.; Lu, C.Applied Financial Economics 
682005Capital Flow, Nontradable Consumption and Home BiasHung, Mao-Wei ; Yu, Hsiao-yuanEconomics Bulletin 
692005投資人行為與資產訂價(1/3)洪茂蔚 
702005標的物不可交易下的選擇權評價(2/3)洪茂蔚 
712005行為財務與行為會計整合型計畫─總計畫及子計畫一：行為財務效用函數與期貨最適避險比率洪茂蔚 
722005Asset Price under Prospect Theory and Habit FormationHung, Mao-Wei ; Wang, Jr-Yan Review of Pacific Basin Financial Markets and Policies70
732004Pricing Vulnerable Options in Incomplete MarketsHung, Mao-Wei ; Liu, Yu-HongJournal of Futures Markets4443
742004從展望理論看選舉決策洪茂蔚 ; 劉玉珍; 戴維芯日新法律半年刊
752004An Intertemporal CAPM Approach to Evaluate Mutual Fund PerformanceHung, Mao-Wei ; Chang, J.-R.; Lee, C.-F.Review of Quantitative Finance and Accounting110
762004Short-run and Long-run Persistence in Mutual FundsHung, Mao-Wei ; Jan, Y.Journal of Investing 
772004標的物不可交易下的選擇權評價(1/3)洪茂蔚 
782003Mutual Fund Attributes and PerformanceHung, Mao-Wei ; Jan, Y.Financial Services Review 
792003匯率風險與跨時避險的研究(2/2)洪茂蔚 
802003Impact of Foreign Listed Single Stock Futures on the Domestic Underlying Stock MarketsHung, Mao-Wei ; Lee, C.-F.; So, L.-C.Applied Economics Letters31
812003行為財務學與行為會計學整合型研究計畫先期規劃案洪茂蔚 
822003Long Memory in Currency Futures VolatilityChung, Ching-Fan; MAO-WEI HUNG ; Liu, Yu-HongResearch in Finance
832002Inflation, Asset Returns and Exchanges Rates in a Monetary Economy with Financial LeverageHung, Mao-Wei ; Hsiao, W.; Wu, S.Taiwan Academy of Management Journal 
842002Intertemporal Hedge for Inflation RiskHung, Mao-Wei ; Chang, J.-R.Applied Economics Letters22
852002Pricing Convertible Bonds Subject to Default RiskJR-YAN WANG ; MAO-WEI HUNG Journal of Derivatives
862002Inflation, Asset Returns and Exchange Rates in a Monetary Economy with Financial Leverage蕭文宗; 洪茂蔚 ; 吳淑貞台灣管理學刊
872002台灣短期利率的動態行為：狀態轉換模型的應用林常青; 洪茂蔚 ; 管中閔 經濟論文
882002管理一學門規劃研究推動計畫洪茂蔚 
892002Analyzing Taiwan’s Short-Term Interest Rate Using Regime Switching ModelsHung, Mao-Wei ; Lin, C.; Kuan, C.Academia Economic 
902002Use of Deviations of Purchasing Power Parity and Interest Rate Parity to Clarify 1997 Asian Financial CrisisHung, Mao-Wei ; Jan, Y.Review of Pacific Basin Financial Markets and Policies 0
912002The World Price of Exchange Risk in the Pacific Basin Equity MarketsChou, Peter Shyan-Rong; Jan, Yin-Ching; MAO-WEI HUNG Applied Financial Economics
922002匯率風險與跨時避險的研究(1/2)洪茂蔚 
932001基金經理人避險能力之評估洪茂蔚 
942001隨機折現因子下的擇時與選股能力模型:理論與實証(2/2)洪茂蔚 
952001管理一學門規劃研究推動計畫洪茂蔚 
962000Pacific Basin Stock Markets and International Capital Asset Pricing ModelHung, Mao-Wei ; Chou, P.; Jan, Y.Global Finance Journal 
972000A General Model for Short-term Interest RatesChung, C.-F.; MAO-WEI HUNG Applied Economics
982000隨機折現因子下的擇時與選股能力模型:理論與實証(1/2)洪茂蔚 
992000Market Segmentation and Noise Trader RiskHung, Mao-Wei ; V. Errunza; K. HoganInternational Journal of Theoretical and Applied Finance 
1002000管理學門(一)發展及推動小組洪茂蔚 
1012000An International Asset Pricing Model with Time-Varying Hedging RiskChang, Jow-Ran; MAO-WEI HUNG Review of Quantitative Finance and Accountin
1021999Volatility and maturity effects in the Nikkei index futuresChen, Y.-J.; Duan, J.-C.; MAO-WEI HUNG Journal of Futures Markets
1031999Can the gains from international diversification be achieved without trading abroad?Errunza, V.; Hogan, K.; MAO-WEI HUNG Journal of Finance
1041999股票指數期貨的波動與到期日效果洪茂蔚 
1051999亞太區域金融市場之比較、互動與整合(II)--各國金融風暴之成因與對策─以購買力平價及利率平價探討亞洲金融風暴之成因與對策洪茂蔚 
1061998美元兌新台幣匯率的緩長記憶洪茂蔚 ; 鍾經樊; 李丹管理學報
1071998財務管理洪茂蔚 ; 蘇永成; 陳明賢 ; 胡星陽 
1081998亞太地區金融市場之比較、互動與整合─亞太區域債券市場之互動與整合程度之研究洪茂蔚 
1091998國際資產定價模型：理論與實証研究洪茂蔚 
1101997利率動態行為的研究洪茂蔚 
1111996人工智慧在財務上之應用之研究─人工神經網路在戰略性投資組合分析的應用洪茂蔚 
1121996我國企業國際化之研究─証券市場國際化的研究洪茂蔚 
1131995Loan covenants and corporate debt policy under bank regulationsChen, A.H.; MAO-WEI HUNG ; Mazumdar, S.C.Journal of Banking and Finance
1141995Price movements and price discovery in the municipal bond index and the index futures marketsMAO-WEI HUNG ; Zhang, H.Journal of Futures Markets114
1151994The Interaction between Nonexpected Utility and Asymmetric Market FundamentalsMAO-WEI HUNG The Journal of Finance
1161994Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implicationsChen, A.H.; MAO-WEI HUNG ; Mazumdar, S.C.Pacific-Basin Finance Journal