師資陣容

張元晨

張元晨

教授

財務管理學系

  • 分機
    29393091 #81102
  • E-Mail
    yccchang@nccu.edu.tw
  • 研究專長
    國際財管、外匯匯率及變動率的預測、公司治理

學歷

  • 英國蘭卡斯特大學財務管理(學)系博士
  • 國立中山大學企業管理(學)系碩士
  • 國立臺灣大學經濟學系學士

個人著作

  • Mei-Ching Chang;Sandy Suardi;Yuanchen Chang*, 2017.06, 'Foreign Exchange Intervention in Asian Countries: What Determine the Odds of Success during the Credit Crisis?, ' International Review of Economics and Finance, Vol.forthcomin, No.forthcomin, pp.forthcomin.(*為通訊作者)
  • Avik Chakrabarti;Yi-Ting Hsieh;張元晨*, 2016.11, 'Cross-Border Mergers and Market Concentration in a Vertically Related Industry: Theory and Evidence, ' The Journal of International Trade & Economic Development, Vol.forthcomin.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Chew Lian Chua;Sandy Suardi;張元晨*, 2016.11, 'A Re-Examination of Libor Rigging: A Time-Varying Cointegration Perspective, ' Quantitative Finance, Vol.forthcomin.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 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)
  • 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)
  • Hsiao-Mei Lin;Robert Fok;Shih-An Yang;Yuanchen Chang*, 2015.07, '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,.(*為通訊作者)(本論著未刊登但已被接受)
  • Chien-Lin Lu*;Yuanchen Chang, 2015.06, 'The Effects of Bank Monitoring on Firm’s Cash Holding Policy and Value of Cash, ' Journal of Financial Studies,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 魏品揚*;張元晨, 2015.04, 'The Relationship between Equity and Commodity Markets during the Credit Crisis, ' 經濟論文, pp.forthcoming.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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.forthcomin, No.forthcomin.(SSCI)(*為通訊作者)
  • 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.
  • 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)
  • 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)
  • 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)
  • 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.
  • 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)
  • 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)
  • 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.
  • 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.
  • 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.
  • 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.
  • 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)
  • 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)
  • 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)
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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, ..
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 張元晨, 1998.08, '台灣證券市場的外匯風險研究, ' 國科會.

研究計畫

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