師資陣容

陳鴻毅

陳鴻毅

助理教授

財務管理學系

  • 分機
    29393091 #88141
  • E-Mail
    fnhchen@nccu.edu.tw
  • 網站
    https://sites.google.com/site/fnhchen/
  • 研究專長
    投資學、資產定價、公司財務

學歷

  • 美國新澤西州立羅格斯大學財務金融(學)系博士
  • 美國伊利諾大學財務金融(學)系碩士
  • 元智大學財務金融(學)系碩士
  • 國立交通大學土木工程(學)系學士

個人著作

  • Hong-Yi Chen*;Pin-Huang Chou;Chia-Hsun Hsieh, 2017, 'Persistency of the momentum effect, ' European Financial Management,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016, 'Technical, fundamental, and combined information for separating winners from losers, ' Pacific-Basin Finance Journal, Vol.39, pp.224-242.(SSCI)(*為通訊作者)
  • Ivan E. Brick;Hong-Yi Chen*;Chai-Hsun Hsieh;Cheng-Few Lee, 2016, 'A comparison of alternative models for estimating firm’s growth rate, ' Review of Quantitative Finance and Accounting, Vol.47, pp.369-393.(*為通訊作者)
  • Hong-Yi Chen*;Hsiao-Yin Chen, 2015, 'Inconsistent bond pricing in a rational market, ' Review of Pacific Basin Financial Markets and Policies, Vol.19, No.3, pp.1650017-1~17.(*為通訊作者)(本論著未刊登但已被接受)
  • Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015, 'Alternative errors-in-variables models and their applications in finance research, ' The Quarterly Review of Economics and Finance, Vol.58, pp.213-227.(*為通訊作者)
  • Hong-Yi Chen;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee*, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Journal of Banking & Finance, Vol.38, pp.166-185.(SSCI)(*為通訊作者)
  • Hong-Yi Chen;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee*, 2013, 'Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, ' Journal of Banking & Finance, Vol.37, pp.1205-1222.(SSCI)(*為通訊作者)
  • Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2011, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Journal of Corporate Finance, Vol.17, pp.483-501.(SSCI)(*為通訊作者)
  • Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.10, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
  • Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.09, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The 22nd Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Cheng-Few Lee*;Hong-Yi Chen;Alice C. Lee;Tzu Tai, 2014.01, 'Current vs. permanent earnings for estimating alternative dividend payment behavioral model: Theory, method and applications., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Hong-Yi Chen*;Chai-Hsun Hsieh, 2014.01, 'Consistent winners and losers., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2014.01, 'Alternative errors-in-variables models and their applications in finance research, ' The 8th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Cheng-Few Lee*;Hong-Yi Chen, 2013.07, 'Alternative errors-in-variables models and their applications in finance research., ' The 21st Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Manak C. Gupta*;Hong-Yi Chen;Alice C. Lee, 2013.01, 'An integrated model for the cost-minimizing funding of corporate activities over time., ' The 6th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2012.10, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' 2012 Taiwan Econometric Society Annual Conference, TES.(*為通訊作者)
  • Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2012.10, 'Does revenue momentum drive or ride earnings or price momentum?, ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.10, 'Technical, fundamental, and combined information for separating winner from losers., ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.09, 'Technical, fundamental, and combined information for separating winner from losers., ' The 20th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.01, 'Technical, fundamental, and combined information for separating winner from losers., ' The 5th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2011.10, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
  • Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2011.10, 'Price, earnings, and revenue momentum strategies., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee, 2011.07, 'Alternative errors-in-variables estimation methods in testing CAPM., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.07, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.01, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - CEANA Annual Conference, CEANA.(*為通訊作者)
  • Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.07, 'Price, earnings, and revenue momentum strategies., ' - The 18th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
  • Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.06, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 8th NTU International Conference on Economics, Finance, and Accounting, NTU International Conference on Economics, Finance, and Accounting.(*為通訊作者)
  • Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.04, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - Triple Crown Conference, Rutgers.(*為通訊作者)
  • Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2010.01, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.01, 'Price, earnings, and revenue momentum strategies., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei-Kang Shih, 2009.01, 'Derivation and application of greek letters., ' - The 2nd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
  • Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2014, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2135-2176.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2014, 'Alternative equity valuation models, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2401-2444.(*為通訊作者)
  • Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2217-2262.(*為通訊作者)
  • Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2014, 'Alternative methods for estimating firm’s growth rate, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1293-1310.(*為通訊作者)
  • Cheng-Few Lee;Kuo C. John Wei;Hong-Yi Chen*, 2014, 'Multi-factor, multi-indicator approach to asset pricing: Method and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1003-1023.(*為通訊作者)
  • Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2013, 'Alternative methods for estimating firm’s growth rate, ' Encyclopedia of Finance 2nd ed., Springer, pp.755-764.(*為通訊作者)
  • Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2010, 'Derivation and application of greek letters: Review and integration, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.491-504.(*為通訊作者)
  • Cheng-Few Lee;Hong-Yi Chen;Jessica Shin-Ying Mai*, 2010, 'Performance-measure approaches for selecting optimum portfolios, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.125-136.(*為通訊作者)
  • Cheng-Few Lee;Joseph Finnery;Hong-Yi Chen*, 2010, 'Risk-aversion, capital asset allocation, and Markowitz portfolio-selection model, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.69-92.(*為通訊作者)

研究計畫

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