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 锺惠民 (Huimin Chung)
专任师资
职称 教授兼管理学院院长
姓名 锺惠民 (Huimin Chung)
联络电话 03-5712121 Ext. 57075
电子邮件 chunghui@mail.nctu.edu.tw
传真 03-5729915
办公室 管理一馆M-416室
研究专长 国际财务管理、经济学、高等财务计量经济学、衍生性商品、投资学
学历 美国密西根州立大学经济博士
年度 论文名称
2015 Voluntary Disclosure, Excessive Executive Compensation, and Firm Value, Journal of Corporate Finance
2014 Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures, Journal of Futures Markets
2014 Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market, Review of Pacific Basin Financial Markets and Policies
2014 The Feedback Effect of Trading Volatility Risk Premium: Evidence from the Taiwan Index Option Market, Review of Futures Markets
2014 Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market, Journal of Futures Markets
2013 A Note on Board Characteristics, Ownership Structure and Default Risk: Evidence from the Taiwan Stock Market, Accounting and Finance
2013 Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market, Journal of Financial Services Research
2013 Yu-Jen Wang, Huimin Chung, Jia-Hau Guo, A value at risk analysis of carry trade using skew-GARCH models, Studies in Nonlinear Dynamics & Econometrics, 17, 4, pp439-459, (SSCI)
2013 An empirical analysis of the Shanghai and Shenzhen limit order books, Economic Modelling
2013 Attendance of Board Meetings and Company Performance: Evidence from Taiwan, Journal of Banking and Finance
2012 Are Green Fund Investors Really Socially Responsible? , Review of Pacific Basin Financial Market, 15, 4, (Others)
2012 The Determinants of Interest Margins and their Effect on Bank Diversification: Evidence from Asian Banks, Journal of Financial Stability, 8, 2, pp96-106, (SSCI)
2012 Volatility Behavior, Information Efficiency and Risk in the S&P 500 Index Markets, Quantitative Finance, 12, 9, pp1421-1437, (SSCI)
2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models, Energy Economics, 34, 1, pp270-282, (SSCI)
2011 Committee Independence and Financial Institution Performance during the 2007-08 Credit Crunch: Evidence from a Multi-country Study, Corporate Governance: An International Review, 19, 5, pp437-458, (SSCI)
2011 Assessing Bankruptcy Prediction Models via Information Content of Technical Inefficiency, Journal of Productivity Analysis, 36, 3, pp263-273, (SSCI)
2010 Comprehensive Disclosure of Compensation and Firm Value: The Case of Policy Reforms in an Emerging Market , Journal of Business, Finance, and Accounting, 37, 9-10, pp1115-1144, (SSCI)
2010 Forms and Effects of Shareholder Activism , Corporate Governance: An International Review, 18, 4, pp253-257, (SSCI)
2010 Risk-adjusted Compensation Structure in the Banking Industry: The Perspective of 2007-2008 Financial Crisis , Taiwan Banking & Finance, 11, 2, pp49-68, (TSSCI)
2010 External Financing Needs, Corporate Governance and Firm Value , Corporate Governance: An International Review, 18, 3, pp234-249, (SSCI)
2010 Predicting Issuer Credit Ratings Using a Semiparametric Method , Journal of Empirical Finance , 17, 1, pp120-137, (SSCI)
2010 The Effects of Default Risk on Equity Liquidity:Evidence Based on the Panel Threshold Model, Handbook of Quantitative Finance and Risk Management, pp807-818, (Others)
2010 Portfolio optimization models and mean-variance spanning tests , Handbook of Quantitative Finance and Risk Management, pp165-184, (Others)
2009 Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology , NTU Management Review, 20, 1, pp41-68, (TSSCI)
2009 Do the Earnings Management Practices of Firms Affect their Equity Liquidity? , Finance Research Letters, 6, 3, pp152-158, (SSCI)
2009 Decimalization and the ETFs and Futures Pricing Efficiency , Journal of Futures Markets, 29, 2, pp157-178, (SSCI)
2009 Modeling Jump and Continuous Components in the Volatility of Oil Futures , Studies in Nonlinear Dynamics & Econometrics, 13, 3, (SSCI)
2009 Are Both Fund Managers and Fund Investors Smart? Evidence from U.S. Mutual Funds , Journal of Financial Studies, 17, 4, (TSSCI)
2009 Predicting credit ratings with autocorrelation structure , Review of Securities and Futures Markets, (TSSCI)
2009 The Dynamic Relationship between A and B Shares in the Pre- and Post-deregulation Periods of An Investment Restriction, The Empirical Economics Letters, 8, 1, pp99-107, (Others)
2009 Do Institutions Matter for the Fund Performance during Crisis Periods? Evidence from Closed-end Country Funds., Corporate Ownership and Control, (Others)
2008 Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges , Journal of International Financial Markets, Institutions & Money, 18, 2, pp107-120, (Others)
2008 Modeling and Forecasting of Realized Volatility Based On High-Frequency Data: Evidence from an Emerging Market , International Research Journal of Finance and Economics, 22, pp178-191, (Others)
2008 The Impact of International Cross-listings on Risk and Return: Evidence from Asian Companies , International Research Journal of Finance and Economics, 13, pp94-107, (Others)
2007 Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , Corporate Governance: An International Review, 15, 4, pp644-660, (SSCI)
2007 Sources of Contrarian Profits in the Japanese Stock Market , Journal of Empirical Finance, 14, 3, pp261-286, (SSCI)
2007 Price Discovery Across the Stock Index Futures and the ETF Markets: Intra-day Evidence from the S&P 500, NASDAQ-100, and DJIA Indices , Review of Pacific Basin Financial Markets and Policies, 10, 2, pp215-236, (Others)
2007 The Market Fragmentation Impacts of E-mini Futures on the Liquidity of Open-outcry Index Futures , International Research Journal of Finance and Economics, 12, pp165-180, (Others)
2007 Market Liquidity and Depth on Floor-traded and E-mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100 , Investment Management and Financial Innovations, 4, 4, pp82-99, (Others)
2006 Corporate control, corporate governance and firm performance in New Zealand , International Journal of Disclousure and Governance, 3, 4, pp263-276, (Others)
2006 Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market , Journal of Banking and Finance, 30, 5, pp1485-1505, (SSCI)
2006 Price Clustering in E-mini and Floor-traded Index Futures. Journal of Futures Markets , Journal of Futures Markets, 26, 3, pp269-295, (SSCI)
2006 Decimalization, Trading Costs, and Information Transmissions between ETFs and Index Futures , Journal of Futures Markets, 26, 2, pp131-151, (SSCI)
2006 Why Do the Market Impacts of Derivative Warrant Differ from Those of Standard Options? Evidence from an Emerging Market , Investment Management and Financial Innovations, 3, 2, pp138-153, (Others)
2005 The Effect on Market Efficiency of a Futures Transaction Tax Reduction and the Intervention of the National Financial Stabilization Fund , Taiwan Academy of Management Journal, 5, 1, pp25-56, (Others)
2005 The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks: Evidence from the Threshold Vector Error-correction Model , Applied Economics, 37, 20, pp2387-2394, (SSCI)
2005 Detecting Mutual Fund Timing Ability using the Threshold Model , Applied Economics Letters, 12, 13, pp829-834, (SSCI)
2005 Pricing Options with Price Limits and Market Illiquidity , Research in Finance, 22, pp187-214, (Others)
2005 The Contagious Effects of the Asian Financial Crisis: Some Evidence from ADRs and Country Funds , Journal of Multinational Financial Management, 15, 1, pp67-84, (Others)
2005 The Introduction of Electronically Traded Index Futures and Their Impacts on the Underlying Assets: The Cases of U.S. Index Futures , International Journal of Service Technology and Management, 6, 6, pp609-626, (Others)
2004 控制股东代理问题对公司价值之影响与举债之监督效果分析 , 会计与公司治理, 1, 2, pp67-91, (Others)
2004 金融控股公司购并之市场反应与套利机会分析 , 台湾金融财务季刊, 5, 1, pp121-139, (Others)
2004 A Dynamic Analysis of Volatility and Liquidity in Taiwan Futures Market , Review of Securities and Futures Markets, 16, 3, pp83-108, (TSSCI)
2004 波动性模型预测能力之比较:台指选择权市场实证 , 亚太社会科技学报, 3, 2, pp19-32, (Others)
年度 论文名称
2011 Junmao Chiu,Huimin chung, George H.K. Wang, Intraday Liquidity Provision byInformed versus Uninformed Traders in Limit Order Market: Evidence from TaiwanFuture Market, The 4th NCTU International Finance Conference, 会议论文
2011 Junmao Chiu, Huimin Chung, Keng-Yu Ho, GeorgeH.K. Wang, Funding and Equity Liquidity in the Subprime Crisis Period:Evidence from the ETFs Market, The 19th Annual Conference on Pacific BasinFinance Economics Accounting and Management, 会议论文
2011 Huimin Chung, Jane Raung Lin, and Ying Sui Yang, How do EntrenchedManagers Handle Stakeholders Interests?, The 2011 EFMA Annual Conference, 会议论文
2011 Te-Feng Chen, Huimin Chung, Ming-Ying Lin, Board Structure andMarket Decline Liquidity Risk, 24rd Australasian Finance and BankingConference, 会议论文
2011 Te-Feng Chen, Huimin Chung, Ming-Ying Lin, and Ji-Chai Lin, Why doFirms Adopting more Antitakeover Provisions have Lower Valuation?, The 2011 FMAEuropean Conference, 会议论文
2011 Wei-Peng Chen, Huimin Chung, Does the Introduction of S&P 500ETF Options Improve Price Discovery of S&P 500 ETF?, The 2011 FMA EuropeanConference, 会议论文
2011 Chin-Ho Chen, Huimin Chung, Wen-Liang G. Hsieh,Shu-Fang Yuan , Order imbalances in Options and Volatility Risk Premium on Equity Index, 2011 KFA & TFA Joint Conference in Finance, 会议论文
2011 Junmao Chiu, Huimin chung, George H.K. Wang, Intraday Liquidity Provision in a Limit Order Market: Evidence fromTaiwan Future Market , The 2011 FMA Annual Meeting, 会议论文
2010 Junmao Chiu, Huimin Chung, Keng-Yu Ho , Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the Financial ETFs Market , 23rd Australasian Finance and Banking Conference, 会议论文
2010 Huimin Chung, Yi-Wen Lin, Ying-Sui Yang , Do Firms with Poor Corporate Governance Become More Vulnerable When Competing Firms Bankrupt? , The 2010 Business and Information Conference, 会议论文
2010 Chin-Ho Chen, Huimin Chung, Wen-liang G. Hsieh , How do Put-Call-Futures Parity and Box Spread Parity Relate to Liquidity in Option Market? , The 2010 PBFEAM, 会议论文
2010 Huimin Chung, JH Guo , Y.J Wang , A value at risk analysis of carry trade using skew-GARCH models , 17th Annual Conference of the Multinational Finance Society, 会议论文
2009 Huimin Chung, Chih-Liang Liu, Jian-You Lee , Corporate Governance and Individual Sentiment Beta , 2009 FMA annual conference, 会议论文
2009 Wei-Peng Chen, Junmao Chiu, Huimin Chung, Keng-Yu Ho , Investor Trading Behavior, Market Liquidity and the Role of Investor Sentiment , 2009 FMA annual conference, 会议论文
2008 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , Modeling and Forecasting of Realized Volatility Based On High-Frequency Data: Evidence From An Emerging Market , The 2008 FMA European Conference, 会议论文
2008 Huimin Chung, Keng-Yu Ho, Pei-Ting Chiu , Do stocks with good corporate governance provide better portfolio diversification benefits? Symposium on Corporate Governance in China and India , Corporate governance: An International Review Special issue conference, 会议论文
2007 Wei-Peng Chen, Huimin Chung, Shufang Shiu , Market Competition and Price Clustering: Evidence from the ETF Markets , European Financial Management Association Annual Meeting, 会议论文
2006 Huimin Chung, Robin K. Chou, Juo-Lien Wang , The economic cost of earnings management on equity liquidity in the period of corporate financial reporting crisis , Financial Management Association Annual Meeting, 会议论文
2006 Huimin Chung, San-Lin Chung, Ming-Chih Lai, Chia-Nung Yang , Solving nonlinear PDE for option pricing under illiquidity: A numerical and empirical analysis , The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference, 会议论文
2006 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng, Ling-Ju Wei , Investor Protection and the Performance of Closed-end Country Funds , The 9th Finance and Banking Conference, 会议论文
2005 Huimin Chung, Mei-Maun Hseu , Expiration Day Effects of Taiwan Index Futures: The Case of Singapore Exchange and Taiwan Futures Exchange , 18th Australasian Finance and Banking Conference, 会议论文, 2005-12-14-2005-12-16
2005 Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao , Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , 2005 European FMA annual Conference, 会议论文
2005 Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao , Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , The 13th Conference on the Theories and Practices of Securities and Financial Markets, 会议论文
2005 Chuang-Chang Chang, Huimin Chung, Tin-I Wang , Pricing Options with Price Limits and Market Illiquidity , 2005 Annual Meeting of Financial Engineering Association of Taiwan, 会议论文
2005 Huimin Chung, Yushan Wang, Eugene Y.-C. Yang , Market Fragmentation Impacts of E-mini Futures upon the Liquidity of Open Outcry Index Futures , 2005 Taiwan Finance Association Annual Meeting, 会议论文
2004 Huimin Chung, Yu-Shan Wang , Intraday price discovery among Russell 2000 index spot, regular futures, e-mini futures and iShares Russell 2000 markets , The 17th Annual Australasian Finance and Banking Conference, 会议论文, 2004-12-01-2004-12-01
2004 Huimin Chung, ShuMei Chiang , Price Clustering in E-mini and Floor-traded Index Futures , 2004 Financial Management Association/Europe Conference, 会议论文
2004 Huimin Chung , Investor Protection and Liquidity of Cross-listed Securities: Evidence from the ADR market , 2004 European Financial Management Association Conference, 会议论文
国家 学校名称 系所 学位 期间
U.S.A. Michigan State University Department of Economics Ph.D. 1993.09 ~ 1997.12
中华民国 国立交通大学 管理科学系 学士 1982.09 ~ 1986.06
服务机关名称 单位 职务
国立交通大学 财务金融研究所
国立台湾大学 财务金融学系
国立交通大学 财务金融研究所
国立交通大学 财务金融研究所
淡江大学 财务系
淡江大学 财务系
Michigan State University Department of Economics