師資陣容

謝淑貞

謝淑貞

教授

國際經營與貿易學系

  • 電話
    29393091
  • 分機
    29393091 #81229
  • E-Mail
    sjshie@nccu.edu.tw
  • 研究專長
    投資學、投資與資產組合、財務決策分析、個體經濟學

學歷

  • 美國約翰霍普金斯大學經濟學系博士
  • 美國約翰霍普金斯大學經濟學系碩士
  • 國立臺灣大學商學系碩士
  • 國立臺灣大學工業管理(學)系學士

個人著作

  • 謝淑貞*, 2015.10, 'Market timing and SEO, '.(*為通訊作者)
  • 謝淑貞*;Pei-Yun Liu, 2015.08, 'Market Timing and Seasoned Equity Offerings, ' Advances in Investment Analysis and Portfolio Management,.(EI)(*為通訊作者)(本論著未刊登但已被接受)
  • 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,.(*為通訊作者)(本論著未刊登但已被接受)
  • 林智勇*;謝淑貞, 2010.09, 'Applied Financial Economics, ' Applied Financial Economics,.(*為通訊作者)(本論著未刊登但已被接受)
  • 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)
  • Fengzhong Wang*;謝淑貞;StanleyShlomo Havlin;H.Eugene Stanley, 2009.05, 'Statistical analysis of the overnight and daytime return, ' Physical Review E,.(SCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 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.(國科會優良期刊)(*為通訊作者)
  • 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)
  • Shwu-Jane Shieh, 2006.03, 'Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets, ' International Journal of Theoretical and Applied Finance,.
  • Shwu-Jane Shieh, 2006.03, 'Evolution of Momentum and Popularity, ' Journal of Evolutionary Economics,.(SSCI)
  • Shwu-Jane Shieh*;Chang-Kuo Hu, 2006.03, 'Noise Trades are Inertial, ' Finance Letters,.(*為通訊作者)
  • 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)
  • 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)
  • 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.
  • 謝淑貞*, 2014.08, 'AAA Annual Meeting 2014, ' AAA meeting 2014, AAA.(*為通訊作者)
  • Chih-Yung Lin;謝淑貞*, 2006.12, 'Nonlinear Correlated Defaults with Copulas, '.(*為通訊作者)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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.
  • 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)
  • 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.
  • 謝淑貞, '商譽的建立與股利政策的平穩性, ' 國科會.
  • 謝淑貞, 1996, '個體經濟學, ' 作者.
  • 謝淑貞, 1995, '賽局理論, ' 作者.

研究計畫

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