SHWU-JANE SHIEH
Full-time
Name SHWU-JANE SHIEH
Job Title Professor and Chairman
Unit Dept. of International Business
Email sjshie@nccu.edu.tw
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
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), 411046
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), 360151
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), 290480
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), 290479
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), 198117
2006 Shwu-Jane Shieh*;Chang-Kuo Hu, 2006.03, 'Noise Trades are Inertial, ' Finance Letters,.(*為通訊作者), 198548
2006 Shwu-Jane Shieh, 2006.03, 'Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets, ' International Journal of Theoretical and Applied Finance,., 198546
2006 Shwu-Jane Shieh, 2006.03, 'Evolution of Momentum and Popularity, ' Journal of Evolutionary Economics,.(SSCI), 198547
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), 196252
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), 198116
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., 161558
Project Category Year Project Title Participator Job Title Period Unit
Other Projects 108 新住民生涯規劃與財務管理之研究 SHIEH SHWU-JANE Principal Investigator 2019.01 ~ 2019.12 內政部移民署
Other Projects 108 新住民生涯規劃與財務管理之研究 謝淑貞 共同主持人 2019.01 ~ 2019.12 內政部移民署
Other Projects 107 我國外幣債券市場之發展與展望 胡昌國,CHIANG MI-HSIU,SHIEH SHWU-JANE Principal Investigator 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 SHIEH SHWU-JANE Principal Investigator 2017.11 ~ 2018.12 交通部臺灣區國道高速公路局
MOST Projects 100 發行新股或公司債 SHIEH SHWU-JANE Principal Investigator 2011.08 ~ 2012.07 Ministry of Science and Technology
MOST Projects 99 發行新股或公司債 SHIEH SHWU-JANE Principal Investigator 2010.08 ~ 2011.07 Ministry of Science and Technology
MOST Projects 96 信用風險與市場風險 SHIEH SHWU-JANE Principal Investigator 2007.08 ~ 2008.07 Ministry of Science and Technology
MOST Projects 88 代理權的決定 SHIEH SHWU-JANE Principal Investigator 1998.08 ~ 1999.07 Ministry of Science and Technology
MOST Projects 85 商譽的建立與股利政策的平穩性 SHIEH SHWU-JANE Principal Investigator 1995.08 ~ 1996.07 Ministry of Science and Technology
Country School Name Department Degree Duration
UNITED STATES Johns Hopkins University Economics Ph.D. 1989.06 ~ 1992.09
UNITED STATES Master 1988.06 ~ 1989.06
TAIWAN, REPUBLIC OF CHINA Master 1984.06 ~ 1986.06
TAIWAN, REPUBLIC OF CHINA Bachelor 1980.06 ~ 1984.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2015.08 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2015.02 ~ 2015.08
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2013.01 ~ 2015.02
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2011.08 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2008.09 ~ 2011.02
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 教授 2006.08 ~ 2008.01
Current NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 副教授 1993.03 ~ 2006.08
Part Time NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 系主任 2019.08 ~ 2020.07
Part Time NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 系主任 2018.08 ~ 2019.07
Part Time NATIONAL CHENGCHI UNIVERSITY 國際經營與貿易學系 系主任 2017.08 ~ 2018.07
Honor Category Year Award Name Awarding Unit
Inside School 104 資深優良教師 (20年) 國立政治大學
Inside School 96 學術研究成果國際化優等研究獎 政治大學
Inside School 95 商學院教學特優 政大商學院
Inside School 95 學術研究成果國際化優等研究獎 政治大學
Inside School 93 三等服務獎章 政治大學
Inside School 92 資深優良教師 (10年) 國立政治大學
Outside School 83 國科會甲種研究獎勵 科技部(國科會)
Year Paper Title
2016 謝淑貞*, 2016.08, 'Equilibrium and Information efficiency in the futures and spot markets, '.(*為通訊作者)
2006 Chih-Yung Lin;謝淑貞*, 2006.12, 'Nonlinear Correlated Defaults with Copulas, '.(*為通訊作者)
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)
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)
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)
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)
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)
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)
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.