SHWU-JANE SHIEH
Name SHWU-JANE SHIEH
Job Title Professor and Chairman
Unit Dept. of International Business
Email
Office Tel No. 81229
Research Expertise Investments 、Introduction to Financial Derivatives 、Investment & Portfolio Management 、Microeconomics
Teaching Field 投資學、投資與資產組合、財務決策分析、個體經濟學
Year Paper Title
2021 李姿萱;謝淑貞*, 2021.08, 'The Different Impacts to the U.S. Economy during the Most Recent Crises, ' Journal of Mathematical Finance, pp.NA.(SCIRP)(*為通訊作者)(本論著未刊登但已被接受), vol. 432321, Aug. 2021
2017 謝淑貞*;Pei-Yun Liu, 2017.08, 'Market Timing and Seasoned Equity Offerings, ' Advances in Investment Analysis and Portfolio Management, Vol.8, No.8, pp.41-65.(EI)(*為通訊作者), vol. 411046, Aug. 2017
2012 林智勇*;謝淑貞;何柏欣, 2012.02, 'Large Changes in Stock Prices: Market, Liquidity, and Momentum Effect, ' The Quarterly Review of Economics and Finance, Vol.57, No.1, pp.1-10.(EI)(*為通訊作者), vol. 360151, Feb. 2012
2009 Fengzhong Wang*;謝淑貞;Sholomo Havlin;Eugene Stanley, 2009.05, 'Statistical analysis of the overnight and daytime return, ' Physical Review E,.(SCI)(*為通訊作者), vol. 290480, May. 2009
2009 邱天禹;謝淑貞*, 2009.03, 'REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL, ' IJTAF, Vol.2, No.12, pp.113-124.(EI, 國科會優良期刊)(*為通訊作者), vol. 290479, Mar. 2009
2007 Ping-Tsung Wu;謝淑貞*, 2007.03, 'Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations, ' Journal of Empirical Finance,.(*為通訊作者), vol. 198117, Mar. 2007
2006 Shwu-Jane Shieh*;Chang-Kuo Hu, 2006.03, 'Noise Trades are Inertial, ' Finance Letters,.(*為通訊作者), vol. 198548, Mar. 2006
2006 Shwu-Jane Shieh, 2006.03, 'Evolution of Momentum and Popularity, ' Journal of Evolutionary Economics,.(SSCI), vol. 198547, Mar. 2006
2006 Shwu-Jane Shieh, 2006.03, 'Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets, ' International Journal of Theoretical and Applied Finance,., vol. 198546, Mar. 2006
2005 Shwu-Jane Shieh*, 2005.12, 'Value-at-Risk Analysis for Taiwan Stock Index Futures Market, ' Academy of Taiwan Business Management Review, Vol.1, No.Number 2, pp.129-137.(*為通訊作者), vol. 198116, Dec. 2005
2005 謝淑貞*;Ta-lun Tang, 2005.12, 'Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach, ' Physica A, No.2005.(SCI)(*為通訊作者), vol. 196252, Dec. 2005
2003 謝淑貞;林繼平, 2003, '台灣實施庫藏股制度之宣告效果, ' 中華管理評論, Vol.5, No.6., vol. 161558, 2003
Year Book Title
1996 謝淑貞, 1996, '個體經濟學, ' 作者., 106362, 1996
1995 謝淑貞, 1995, '賽局理論, ' 作者., 106361, 1995
Project Category Year Project Title Participator Period Unit
Other Projects 108 教育部新南向學海築夢計畫-玉山銀行柬埔寨分行 謝淑貞 2019.07 ~ 2019.09 教育部
Other Projects 108 新住民生涯規劃與財務管理之研究 謝淑貞 2019.01 ~ 2019.12 內政部移民署
Other Projects 107 經濟部國貿局海外實習計畫 謝淑貞 2018.07 ~ 2018.09 經濟部
Other Projects 107 教育部新南向學海築夢計畫 謝淑貞 2018.07 ~ 2018.09 教育部
Other Projects 107 我國外幣債市場之發展與展望 謝淑貞 2018.07 ~ 2018.12 財團法人台北外匯市場發展基金會
Other Projects 106 107年度連假疏運及交通安全宣導懶人包 謝淑貞 2017.11 ~ 2017.12 交通部高公局
Country School Name Department Degree Duration
U.S.A. 美國約翰霍普金斯大學 Economics 博士 1989.06 ~ 1992.09
U.S.A. 美國約翰霍普金斯大學 經濟學系 碩士 1988.06 ~ 1989.06
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 商學系 碩士 1984.06 ~ 1986.06
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 工業管理(學)系 學士 1980.06 ~ 1984.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2024.02 ~ 2024.02
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2022.02 ~ 2023.08
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2015.08 ~ 2021.08
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2015.02 ~ 2015.08
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2013.01 ~ 2015.02
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2011.08 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2008.09 ~ 2011.02
Part Time NATIONAL CHENGCHI UNIVERSITY Department of International Business 系主任 2019.08 ~ 2020.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of International Business 系主任 2018.08 ~ 2019.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of International Business 系主任 2017.08 ~ 2018.07
Honor Category Year Award Name Awarding Unit
Inside School 95 商學院教學特優 政大商學院
Year Paper Title
2021 謝淑貞*;李姿萱, 2021.03, 'The U.S. Economy during the two Most Recent Crises: Evidence from The Stock and Oil Markets, ' 2021 Cross Country Perspectives in Finance(CCPF), CCPF.(*為通訊作者), Mar. 2021
2020 謝淑貞*;王宜馨, 2020.07, '“Empirical Analysis on the Swap Point, ' Association of China Economic Studies, ACES.(*為通訊作者), Jul. 2020
2019 謝淑貞*;黃詠嵐, 2019.11, 'Large Changes in Stock Returns, ' 53rd International business research conference, Global Research Institute for Business Academics, Australia.(*為通訊作者), Nov. 2019
2016 謝淑貞*, 2016.08, 'Equilibrium and Information efficiency in the futures and spot markets, '.(*為通訊作者), Aug. 2016
2006 Chih-Yung Lin;謝淑貞*, 2006.12, 'Nonlinear Correlated Defaults with Copulas, '.(*為通訊作者), Dec. 2006
2006 Shang-Ming Liu;謝淑貞*, 2006.05, 'Modeling Daily Value-at-risk for MSCI Taiwan Index Futures Returns by using FIGARCH model with Student-t Density, ' 台灣財務金融學會年會暨財務今融保險不動產學術研討會, 台灣財務金融學會.(*為通訊作者), May. 2006
2006 Shwu-Jane Shieh*;Shang-Ming Liu, 2006.04, 'Volatility Comovement: A Fractional Cointegration Analysis, ' The 4th NTU Internation Conference on Economics, Finance, and Accounting, 台大金融中心-NTUCSBF.(*為通訊作者), Apr. 2006
2005 Shwu-Jane Shieh*;Shang-Ming Liu, 2005.07, 'Value-at-Risk for Futures Returns: Evidence from the MSCI Taiwan Index futures markets, ' Asian FA conference 2005, Asian FA Association.(*為通訊作者), Jul. 2005
2005 Shwu-Jane Shieh*;Chang-Kuo Hu, 2005.04, 'Noise Trades are Inertial, ' 2005兩岸經濟論壇：產業經濟與財務管理.(*為通訊作者), Apr. 2005
2004 Shwu-Jane Shieh*, 2004.07, 'On Mean Reversion in Stock Index Futures Markets, ' AFA/TFA/FMA 2004-2005 Conference, AFA/TFA/FMA.(*為通訊作者), Jul. 2004
2003 Shwu-Jane Shieh*, 2003.07, 'The Nonlinear Dynamics in Minute-by-Minute Stock Index Basis, ' AFA/TFA/FMA 2003-2004 Conference, AFA/TFA/FMA.(*為通訊作者), Jul. 2003
2002 謝淑貞;莊家彰, 2002.12, 'ARCH 與量價關係 : 以新台幣/美元匯率為例, ' 台灣經濟學會2002年會, 2002., 台灣經濟學會., Dec. 2002
Year Research Title Publish Date Authors
2021 謝淑貞*, 2021.03, '我國外幣債劵市場之發展與展望, ' 財團法人台北外匯市場法展基金會.(*為通訊作者) 2021-03-01
2019 謝淑貞*, 2019.12, '新住民生涯規劃與財務管理之研究, ' 內政部移民署.(*為通訊作者) 2019-12-01
2018 謝淑貞*, 2018.09, '經濟部國貿局107學年度選送學生赴新興市場企業實習計畫-印度BENQ, ' 經濟部國貿局.(*為通訊作者) 2018-09-01
2017 謝淑貞*, 2017.11, '107年度年假疏運及交通安全宣導, ' 交通部台灣區國道高速公路局.(*為通訊作者) 2017-11-01
2014 謝淑貞*;姜堯民; 蔡子傑; 吳豐祥; 劉敦仁; 顏永森, 2014.08, '創新行動金融商務科技之跨領域整合研究, ' 科技部.(*為通訊作者) 2014-08-01
1996 謝淑貞, 1996.07, '管理誘因和平穩的股利政策, ' 國科會. 1996-07-01
1995 謝淑貞, 1995.08, '有不充分情報的大動態博奕理論的貝氏學習分析, ' 國科會. 1995-08-01
謝淑貞, '商譽的建立與股利政策的平穩性, ' 國科會. 2024-04-01