YUAN-CHEN CHANG
Name YUAN-CHEN CHANG
Job Title Professor
Unit Dept. of Finance
Email
Office Tel No. 81102
Research Expertise International Financial Management、forecasting of exchange rate and change rate、Corporate Governance
Teaching Field 國際財管、外匯匯率及變動率的預測、公司治理
Year Paper Title
2023 Wei-Zhong Shi;Yann-Peng Ching;Robert (Chi-Wing) Fok;張元晨, 2023.01, 'Bank Information Monopolies and Hold-Up Effects: International Evidence, ' International Review Of Economics & Finance, Vol.83, No.1, pp.286-311.(SSCI), vol. 440906, Jan. 2023
2022 Wei-Shao Wu;Robert C.W. Fok;Yuanchen Chang*;Chao-Jung Chen, 2022.07, 'Credit Default Swaps and Corporate Performance Smoothing, ' Journal of Corporate Finance, pp.2-79.(SSCI)(*為通訊作者), vol. 438162, Jul. 2022
2019 Yuanchen Chang;Yi‐Ting Hsieh;Wenchien Liu;Peter Miu*, 2019.03, 'Intra-Industry Bankruptcy Contagion: Evidence from the Pricing of Industry Recovery Rates, ' European Financial Management, pp.1-32.(SSCI)(*為通訊作者), vol. 422213, Mar. 2019
2019 Yi-Wen Chen*;Konan Chan;Yuanchen Chang, 2019.02, 'Peer Effects on Corporate Cash Holdings, ' International Review of Economics and Finance, Vol.61, pp.213-227.(SSCI)(*為通訊作者), vol. 422231, Feb. 2019
2019 Weishao Wu;Wenchien Liu;Sandy Suardi;Yuanchen Chang*, 2019, 'Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment, ' Financial Review, Vol.54, pp.541-582.(*為通訊作者), vol. 419072, 2019
2017 Mei-Ching Chang;Sandy Suardi;Yuanchen Chang*, 2017.09, 'Foreign Exchange Intervention in Asian Countries: What Determine the Odds of Success during the Credit Crisis?, ' International Review of Economics and Finance, Vol.51, pp.370-390.(SSCI)(*為通訊作者), vol. 414796, Sep. 2017
2017 Chien-Lin Lu*;Yuanchen Chang, 2017.03, 'The Effects of Bank Monitoring on Firm’s Cash Holding Policy and Value of Cash, ' Journal of Financial Studies, Vol.25, No.1, pp.83-113.(TSSCI)(*為通訊作者), vol. 408120, Mar. 2017
2017 Chew Lian Chua;Sandy Suardi;Yuanchen Chang*, 2017.02, 'A Re-Examination of Libor Rigging: A Time-Varying Cointegration Perspective, ' Quantitative Finance, Vol.17, No.9, pp.1367-1386.(SSCI)(*為通訊作者), vol. 413087, Feb. 2017
2017 Avik Chakrabarti;Yi-Ting Hsieh;Yuanchen Chang*, 2017.01, 'Cross-Border Mergers and Market Concentration in a Vertically Related Industry: Theory and Evidence, ' The Journal of International Trade & Economic Development, Vol.26, No.1, pp.111-130.(SSCI)(*為通訊作者), vol. 413085, Jan. 2017
2016 魏品揚*;張元晨, 2016.03, 'The Relationship between Equity and Commodity Markets during the Credit Crisis, ' 經濟論文, Vol.44, No.1, pp.93-125.(TSSCI)(*為通訊作者), vol. 407481, Mar. 2016
2016 Hsiao-Mei Lin*;Robert Fok*;Shih-An Yang;Yuanchen Chang*, 2016.01, 'The Wealth Effects of Oil-related Name Changes on Stock Prices: Evidence from the U.S. and Canadian Stock Markets, ' Journal of International Financial Markets,Institutions & Money, Vol.40, pp.26-45.(FLI)(*為通訊作者), vol. 408122, Jan. 2016
2015 魏品揚*;張元晨, 2015.09, '影響加盟主遞延開放加盟時點及加盟店比例之因素, ' 管理學報, Vol.32, No.3, pp.223-246.(TSSCI)(*為通訊作者), vol. 407480, Sep. 2015
2015 Kam C. Chan*;Chih-Hsiang Chang;Yuanchen Chang, 2015.07, 'The network effects of publishing in finance, ' The North American Journal of Economics and Finance, Vol.33, pp.305–316.(*為通訊作者), vol. 408121, Jul. 2015
2014 吳周燕*;張元晨, 2014.03, 'The Impact of Privatization on Loan Conditions, ' 中山管理評論, Vol.22, No.1, pp.11-53.(TSSCI)(*為通訊作者), vol. 403926, Mar. 2014
2013 Wei-Shao Wu;Hsing-Hua Chang;Sandy Suardi;Yuanchen Chang*, 2013.11, 'The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market, ' Journal of Business Finance and Accounting, forthcoming, Vol.40, No.9-10, pp.1247-1275.(SSCI)(*為通訊作者), vol. 379499, Nov. 2013
2013 Chien-Liang Chen;Chao-Lin Liu*;張元晨;Hsiangping Tsai, 2013.07, 'Opinion Mining for Relating Subjective Expressions and Annual Earnings in US Financial Statements, ' Journal of Information Science and Engineering, Vol.29, No.4, pp.743-764.(SCI)(*為通訊作者), vol. 376569, Jul. 2013
2013 Kam C. Chan;Chih-Hsiang Chang*;Yuanchen Chang, 2013.03, 'Ranking of finance journals: Some Google Scholar citation perspectives, ' Journal of Empirical Finance, Vol.21, No.0, pp.241-250.(SSCI)(*為通訊作者), vol. 388721, Mar. 2013
2012 Sandy Suardi;Yuanchen Chang*, 2012.10, 'Are Changes in Foreign Exchange Reserves a Good Proxy for Official Intervention?, ' Journal of International Financial Markets, Institutions and Money, Vol.22, No.4, pp.678-695.(FLI)(*為通訊作者), vol. 364262, Oct. 2012
2012 Chien-Ju Lu;金成隆;Yuanchen Chang, 2012.05, 'Weather Effects on Earnings Response Coefficients: International Evidence, ' Asia-Pacific Journal of Accounting & Economics, Vol.20, No.3, pp.315-333.(SSCI), vol. 364274, May. 2012
2012 Chia-Jung Tu*;Yuanchen Chang, 2012.04, 'Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions, ' Review of Financial Economics, Vol.21, No.2, pp.82-89.(FLI)(*為通訊作者), vol. 364264, Apr. 2012
2012 Wenchien Liu;Peter Miu;Yuanchen Chang*;Bogie Ozdemir, 2012.01, 'Information asymmetry and bank regulation:Can the spread of debt contracts be explained by recovery rate?, ' Journal of financial intermediation, Vol.21, No.1, pp.123-150.(SSCI)(*為通訊作者), vol. 346508, Jan. 2012
2011 Hsiangping Tsai*;Yuanchen Chang;Pei-Hsin Hsiao, 2011.03, 'What Drives Foreign Expansion of the Top 100 Multinational Banks? The Role of the Credit Reporting, ' Journal of Banking and Finance, Vol.35, No.0, pp.588-605.(SSCI)(*為通訊作者), vol. 318688, Mar. 2011
2010 蔡湘萍*;張元晨;賴冠宇, 2010, '所有權、政府監理與銀行多角化績效, ' 財務金融學刊, Vol.17, No.4.(TSSCI)(*為通訊作者), vol. 306408, 2010
2009 鄭士卿;Robert C.W. Fok;張元晨*, 2009.12, '員工分紅配股對生產效率的影響：以台灣電子產業為例, ' 台大管理論叢, Vol.20, No.1, pp.331-354.(TSSCI)(*為通訊作者), vol. 306409, Dec. 2009
2009 Yuanchen Chang;Kam C. Chan*;Peter P. Lung, 2009.04, 'Informed Trading under Different Market Conditions and Moneyness: Evidence from TXO Options, ' Pacific Basin Finance Journal, Vol.17, No.2, pp.189-208.(*為通訊作者), vol. 238246, Apr. 2009
2007 張元晨, 2007, '銀行間新台幣兌美元外匯交易流動性與交易成本的分析 : 台北與元太外匯經紀公司比較, ' 中山管理評論, Vol.15, No.2, pp.299-321.(TSSCI), vol. 202946, 2007
2006 Yuanchen Chang*, 2006.12, 'The Accuracy of Reports of Foreign Exchange Intervention by the Bank of Japan: Does Tokyo Know More?, ' Journal of International Money and Finance, Vol.25, pp.1241-1256.(SSCI)(*為通訊作者), vol. 180942, Dec. 2006
2006 張元晨;黃柏凱;臧大年;何家政, 2006, '國安基金以期貨維護現貨策略之分析, ' 管理學報, Vol.23, No.1, pp.125-147.(TSSCI), vol. 238271, 2006
2006 Yuanchen Chang;Kam C. Chan;Robert C.W. Fok, 2006, 'Divergent Expectations and Close-end Funds: Evidence from Post-Asian Financial Crisis Period, ' Journal of Emerging Market, Vol.1, pp.5-14., vol. 238268, 2006
2005 Yuanchen CHANG*;MAO-WEI HUNG;CHIULING LU, 2005.12, 'Trade, R&D Spending and Financial Development, ' Applied Financial Economics, Vol.15, No.1, pp.1-11.(*為通訊作者), vol. 180944, Dec. 2005
2005 Yuanchen Chang*, 2005.12, 'Trading Volume, Volatility and Bank of Japan Intervention, ' Applied Financial Economics Letters, Vol.1, No.2, pp.101-105.(*為通訊作者), vol. 180943, Dec. 2005
2004 張元晨;黃柏凱;臧大年, 2004, '影響股價指數期貨定價誤差因素之研究-以臺股期貨為例影響股價指數期貨定價誤差因素之研究-以臺股期貨為例, ' 證券市場發展季刊, Vol.16, No.2, pp.81-114.(TSSCI), vol. 149965, 2004
2004 張元晨;Robert C.W Fok;Wen-Tuz Lee, 2004, 'Bank Relationships and Their effects on Firm Performance Around the Asian Financial Crisis: Evidence from Taiwan, ' Financial Management, forthcoming, Vol.33, No.2, pp.89-113.(SSCI), vol. 149959, 2004
2004 Yuanchen Chang, 2004, 'A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates, ' Applied Financial Economics, Vol.14, No.0, pp.671-679., vol. 149955, 2004
2003 Yuanchen Chang;Stephen J. Taylor, 2003, 'Information Arrivals and Intraday Exchange Rate Volatility, ' Journal of International Financial Markets, Institutions and Money, Vol.13, No.2, pp.85-112., vol. 149953, 2003
2002 Yuanchen Chang, 2002.12, 'The Pricing of Foreign Exchange Risk Around the Asian Financial Crisis: Evidence from Taiwan''s Stock Market, ' Journal of Multinational Financial Manag, Vol.12, pp.223-238., vol. A11798, Dec. 2002
2002 Yuanchen Chang;Martin, Martens;Stephen J. Yaylor, 2002.07, 'Intraday Volatility Forecasts Using Different Seasonality Adjustment Methods, ' Journal of Financial Research, Vol.2, pp.283-299., vol. A11799, Jul. 2002
2002 Yuanchen Chang;Chung-hua Shen, 2002, 'Modeling the Degree of Currency Misalignment around the Asian Financial Crisis: Evidence from Taiwan and Korea''s Non-delivery Forward Exchange Markets, ' Taiwan Academy of Management Journal, Vol.2, No.2, pp.39-51., vol. 149948, 2002
1998 Yuanchen Chang;Stephen J. Taylor, 1998.02, 'Intraday effects of foreign exchange intervention by the Bank of Japan, ' Journal of International Money and Finance, Vol.17, pp.191-210.(SSCI), vol. 238285, Feb. 1998
1997 Yuanchen Chang;Goodhart, C.A.E.;Richard Payne, 1997.12, 'Calibrating an Algorithm for Estimating Transactions from FXFX Exchange Rate Quotations, ' Journal of International Money and Finance, Vol.16, No.6, pp.921-930.(SSCI), vol. 238286, Dec. 1997
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 113 補助國內大專校院購置「LSEG Workspace 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2024.01 ~ 2024.12 National Science and Technology Council
MOST Projects 110 擔保借款與公司融資限制、借款利率和信用違約交換契約間的關連性(3/3) CHANG YUAN-CHEN Principal Investigator 2023.08 ~ 2024.07 National Science and Technology Council
MOST Projects 112 補助國內大專院校購置「Eikon with Datastream for Office 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2023.01 ~ 2023.12 National Science and Technology Council
MOST Projects 110 擔保借款與公司融資限制、借款利率和信用違約交換契約間的關連性(2/3) CHANG YUAN-CHEN Principal Investigator 2022.08 ~ 2024.07 National Science and Technology Council
MOST Projects 111 補助國內大專院校購置「Eikon with Datastream for Office 財經資訊 」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2022.01 ~ 2022.12 National Science and Technology Council
MOST Projects 110 擔保借款與公司融資限制、借款利率和信用違約交換契約間的關連性(1/3) CHANG YUAN-CHEN Principal Investigator 2021.08 ~ 2024.07 National Science and Technology Council
MOST Projects 110 補助國內大專校院購置「Eikon with Datastream for Office財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2021.01 ~ 2021.12 National Science and Technology Council
Other Projects 109 台灣壽險業海外投資上限對其資產配置影響之探討 CHANG SHIH-CHIEH,CHANG YUAN-CHEN,CHENG TSUNG-CHI,TZENG YU-YING 2020.11 ~ 2021.10
MOST Projects 107 企業匯率避險策略和外部評價：營運與財務避險的比較(3/3) CHANG YUAN-CHEN Principal Investigator 2020.08 ~ 2021.07 National Science and Technology Council
MOST Projects 109 補助國內大專院校購置「Eikon with Datastream for Office財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2020.01 ~ 2020.12 National Science and Technology Council
MOST Projects 107 企業匯率避險策略和外部評價：營運與財務避險的比較(2/3) CHANG YUAN-CHEN Principal Investigator 2019.08 ~ 2021.07 National Science and Technology Council
Other Projects 108 匯率風險對我國壽險業經營之短中長期影響 CHANG SHIH-CHIEH,CHENG TSUNG-CHI,CHANG YUAN-CHEN 2019.06 ~ 2020.05
MOST Projects 108 補助國內大專院校購置「 Eikon with Datastream for Office 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2019.02 ~ 2019.12 National Science and Technology Council
MOST Projects 107 企業匯率避險策略和外部評價：營運與財務避險的比較(1/3) CHANG YUAN-CHEN Principal Investigator 2018.08 ~ 2021.07 National Science and Technology Council
MOST Projects 107 補助國內大專院校購置「 Datastream 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2018.01 ~ 2018.11 National Science and Technology Council
MOST Projects 105 影響銀行聯合貸款各項費用及成本的分析(2/2) CHANG YUAN-CHEN,CHANG YUAN-CHEN Principal Investigator 2017.08 ~ 2018.07 National Science and Technology Council
MOST Projects 106 補助國內大專院校購置「 Datastream 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2017.01 ~ 2017.11 National Science and Technology Council
MOST Projects 105 影響銀行聯合貸款各項費用及成本的分析(1/2) CHANG YUAN-CHEN Principal Investigator 2016.08 ~ 2017.07 National Science and Technology Council
MOST Projects 105 隨公司營運狀況調整利率條款對聯貸合約及公司監理的影響(延攬) CHANG YUAN-CHEN Principal Investigator 2016.01 ~ 2016.07 National Science and Technology Council
MOST Projects 105 補助國內大專院校購置「 Datastream 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2016.01 ~ 2016.11 National Science and Technology Council
MOST Projects 102 隨公司營運狀況調整利率條款對聯貸合約及公司監理的影響(3/3) CHANG YUAN-CHEN Principal Investigator 2015.08 ~ 2016.07 National Science and Technology Council
MOST Projects 104 台澳科學合作協定─雙邊人員互訪 CHANG YUAN-CHEN Principal Investigator 2015.01 ~ 2015.02 National Science and Technology Council
MOST Projects 104 補助國內大專院校購置「 Datastream 財經資訊」資料庫專案 CHANG YUAN-CHEN Principal Investigator 2015.01 ~ 2015.11 National Science and Technology Council
MOST Projects 102 隨公司營運狀況調整利率條款對聯貸合約及公司監理的影響(2/3) CHANG YUAN-CHEN Principal Investigator 2014.08 ~ 2015.07 National Science and Technology Council
MOST Projects 102 補助國內大專院校購置 Datastream 財經資訊資料庫專案 CHANG YUAN-CHEN Principal Investigator 2013.10 ~ 2014.08 National Science and Technology Council
MOST Projects 102 隨公司營運狀況調整利率條款對聯貸合約及公司監理的影響(1/3) CHANG YUAN-CHEN Principal Investigator 2013.08 ~ 2014.07 National Science and Technology Council
MOST Projects 101 補助國內大專院校購置 Datastream 財經資訊資料庫專案 CHANG YUAN-CHEN Principal Investigator 2012.12 ~ 2013.10 National Science and Technology Council
MOST Projects 99 次貸風暴期間銀行聯合貸款行為的研究(3/3) CHANG YUAN-CHEN Principal Investigator 2012.08 ~ 2013.07 National Science and Technology Council
MOST Projects 100 隨公司營運狀況調整利率條款對聯貸合約及公司監理的影響 張元晨 Principal Investigator 2011.12 ~ 2015.12 政大
MOST Projects 100 補助國內大專院校購置 Datastream 財經資訊資料庫專案 CHANG YUAN-CHEN Principal Investigator 2011.12 ~ 2012.10 National Science and Technology Council
MOST Projects 99 次貸風暴期間銀行聯合貸款行為的研究(2/3) CHANG YUAN-CHEN Principal Investigator 2011.08 ~ 2012.07 National Science and Technology Council
MOST Projects 100 銀行股權結構改變對其風險承受和借款行為的研究：以東南亞國家為例(2/2) CHANG YUAN-CHEN Principal Investigator 2011.01 ~ 2011.12 National Science and Technology Council
MOST Projects 99 次貸風暴期間銀行聯合貸款行為的研究(1/3) CHANG YUAN-CHEN Principal Investigator 2010.08 ~ 2011.07 National Science and Technology Council
MOST Projects 99 99年度台法幽蘭計畫(互訪計畫第一年) CHANG YUAN-CHEN Principal Investigator 2010.01 ~ 2010.12 National Science and Technology Council
MOST Projects 96 企業改名對股價的影響：台灣、亞洲股市及黃金相關企業的實證研究(3/3) CHANG YUAN-CHEN Principal Investigator 2009.08 ~ 2010.10 National Science and Technology Council
MOST Projects 96 企業改名對股價的影響：台灣、亞洲股市及黃金相關企業的實證研究(2/3) CHANG YUAN-CHEN Principal Investigator 2008.08 ~ 2009.07 National Science and Technology Council
MOST Projects 96 企業改名對股價的影響：台灣、亞洲股市及黃金相關企業的實證研究(1/3) CHANG YUAN-CHEN Principal Investigator 2007.08 ~ 2008.07 National Science and Technology Council
MOST Projects 95 金融商品在不同交易場所價格發現的比較：以台指期貨與現貨及新台幣匯率為例(2/2) CHANG YUAN-CHEN Principal Investigator 2006.08 ~ 2007.07 National Science and Technology Council
MOST Projects 94 管理一學門財務領域重點研究議題規劃 TSAI CHENG-HSIEN,CHANG YUAN-CHEN Principal Investigator 2005.10 ~ 2006.07 National Science and Technology Council
MOST Projects 94 金融商品在不同交易場所價格發現的比較：以台指期貨與現貨及新台幣匯率為例(1/2) CHANG YUAN-CHEN Principal Investigator 2005.08 ~ 2006.12 National Science and Technology Council
MOST Projects 93 銀行間新台幣兌美元外匯交易流動性與交易成本的分析：台北與元太外匯經紀公司的比較 CHANG YUAN-CHEN Principal Investigator 2004.08 ~ 2005.10 National Science and Technology Council
MOST Projects 92 以變異數比率分析亞洲匯市隨機漫步的假說 CHANG YUAN-CHEN Principal Investigator 2003.08 ~ 2004.07
MOST Projects 91 台灣隔夜拆款市場報酬率與波動性的分析 CHANG YUAN-CHEN Principal Investigator 2002.08 ~ 2003.07 National Science and Technology Council
Other Projects 91 期貨商經營新台幣利率交換業務的可行性分析 CHOW HSING-YI,CHANG YUAN-CHEN 2002.08 ~ 2003.01
MOST Projects 90 新加坡台股指數期貨盤後交易訊息外溢效果之研究 CHANG YUAN-CHEN Principal Investigator 2001.08 ~ 2002.07
Country School Name Department Degree Duration
UNITED KINGDOM Lancaster University Finance 博士 1995.06 ~ 1997.06
TAIWAN, REPUBLIC OF CHINA 國立中山大學 企業管理(學)系 碩士 1989.07 ~ 1991.07
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 經濟學系 學士 1982.07 ~ 1986.07
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 教授 2023.02 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 教授 2022.02 ~ 2022.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 教授 2013.08 ~ 2021.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 教授 2005.08 ~ 2012.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 副教授 2002.08 ~ 2005.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 助理教授 2001.08 ~ 2002.08
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Finance 系主任 2008.08 ~ 2009.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Finance 系主任 2007.08 ~ 2008.07
Honor Category Year Award Name Awarding Unit
Inside School 112 國科會研究獎勵 科技部(國科會)
Inside School 111 國科會研究獎勵 科技部(國科會)
Inside School 110 國科會研究獎勵 科技部(國科會)
Inside School 109 國科會研究獎勵 科技部(國科會)
Inside School 108 國科會研究獎勵 科技部(國科會)
Inside School 107 國立政治大學 國立政治大學
Inside School 107 國科會研究獎勵 科技部(國科會)
Inside School 106 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 106 國立政治大學 國立政治大學
Inside School 105 國立政治大學 國立政治大學
Inside School 105 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 104 國立政治大學 國立政治大學
Inside School 104 學術研究優良獎 政治大學
Inside School 104 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 103 學術研究優良獎 政治大學
Inside School 103 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 102 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 102 國立政治大學 國立政治大學
Inside School 102 學術研究優良獎 政治大學
Inside School 101 學術研究優良獎 政治大學
Inside School 101 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 101 國立政治大學 國立政治大學
Inside School 100 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 99 國科會獎勵特殊優秀人才 科技部(國科會)
Inside School 94 學術研究成果國際化優等研究獎 政治大學
Inside School 94 傑出研究講座 政治大學
Inside School 93 傑出研究講座 政治大學
Inside School 89 國科會甲種研究獎勵 科技部(國科會)
Inside School 88 國科會甲種研究獎勵 科技部(國科會)
Inside School 87 國科會甲種研究獎勵 科技部(國科會)
Inside School 86 國科會甲種研究獎勵 科技部(國科會)
Year Paper Title
2008 Shih-An Yang;Robert (Chi-Wing) Fok;Yuanchen Chang*, 2008.07, 'The Wealth Effects of “Oil” Name Changes on Stock Prices: Evidence from U.S. and Canadian Stock Markets, ' 2008年中國國際金融年會, 中國清華大學, 美國Sloan School of Management, MIT.(*為通訊作者), Jul. 2008
2004 張元晨;Chi-wing Fok;Wentse Lee;Yuanchen Chang, 2004.06, 'Bank Relationship and Firm Performance around the Asian Financial Crisis: Evidence from Taiwan, ' Bank Relationship and Firm Performance around the Asian Financial Crisis: Evidence from Taiwan, 2000 Chinese Finance Association Conference., Jun. 2004
2004 張元晨;Robert C.W Fok;Vivian Jeng, 2004, 'Effects of Employee Stock Bonuses on Productive Efficiency: Evidence from Taiwan''s Electronic Industry, ' AsFA/TFA/FMA, 2004 Conference on July 12-14,2004, x., 2004
2004 張元晨;Kam C. Chan;Robert C.W.Fok, 2004, 'Divergent Expectations and Close-end Funds: Evidence from Post-Asian Financial Crisis Period, ' AsFA/TFA/FMA and at the /FMA, 2004 Conference, x., 2004
2000 張元晨, 2000.12, 'A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates, ' A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates, 9th SFM Conference., Dec. 2000
2000 張元晨;Chang-An Pan;Chung-hua Shen, 2000.06, 'Forward Exchange Bias around the Asian Financial Crisis: Evidence from Taiwan''s Foreign Exchange Market, ' Forward Exchange Bias around the Asian Financial Crisis: Evidence from Taiwan''s Foreign Exchange Market, 2000 Chinese Finance Association Conference., Jun. 2000
1999 張元晨, 1999.11, 'Optimal Hedge Ratios for Cross-hedging NTD/USD Risk with the JPY/USD Futures, ' 12th Annual Australasian Finance and Banking conference, .., Nov. 1999
1999 張元晨, 1999.04, 'Foreign Exchange Risk and Industry Characteristics: Evidence from the Taiwanese Stock Market, ' Foreign Exchange Risk and Industry Characteristics: Evidence from the Taiwanese Stock Market, Chinese Finance Association Conference., Apr. 1999
Year Research Title Publish Date Authors
2003 張元晨, 2003.08, '以變異數比率分析亞洲匯市隨機漫步的假說, ' 國科會. 2003-08-01
2002 張元晨, 2002, '台灣隔夜拆款市場報酬率與波動性的分析, ' 國科會.
2001 張元晨, 2001.08, '新加坡台股指數期貨盤後交易訊息外溢效果之研究, ' 國科會. 2001-08-01
2000 張元晨, 2000.08, '以日圓外匯期貨交叉規避亞洲貨幣匯率風險之研究, ' 國科會. 2000-08-01
1999 張元晨, 1999.08, '東亞金融風暴的成因、影響及預測─東亞金融風暴對我國產業的影響, ' 國科會. 1999-08-01
1998 張元晨, 1998.08, '台灣證券市場的外匯風險研究, ' 國科會. 1998-08-01