WEIYU KUO
Status Full-time
Name WEIYU KUO
Email
Office Tel No. 81244
Job Title Professor
Research Expertise International Financial Management 、Financial Economics 、Financial Management
Teaching Field 財務管理、財務經濟學
Unit Dept. of International Business
Year Paper Title
2024 Wei-Yu Kuo;Tse-Chun Lin;Jing Zhao*, 2024.09, 'The correlated trading and investment performance of individual investors, ' Journal of Empirical Finance, Vol.78, No.101522, pp.1-21.(SSCI)(*為通訊作者), vol. 121827, Sep. 2024
2023 Weiyu Kuo;Jing Zhao*, 2023.03, 'Pre-Holiday Limit Order Cancellation of Individual and Institutional Investors, ' Finance Research Letters, Vol.52, pp.103518.(SSCI, SCOPUS)(*為通訊作者), vol. 100426, Mar. 2023
2022 Ko-Lun Kung;Richard D. MacMinn*;Weiyu Kuo;Chenghsien Jason Tsai, 2022.03, 'Multi-population mortality modeling: When the data is too much and not enough, ' Insurance: Mathematics and Economics, Vol.103, No.March, pp.41-55.(SSCI)(*為通訊作者), vol. 435050, Mar. 2022
2021 Mi-Hsiu Chiang;Hsin-Yu Chiu*;Weiyu Kuo, 2021.08, 'Predictive ability of similarity-based futures trading strategies, ' Pacific-Basin Finance Journal, Vol.68, pp.101616.(SSCI, SCOPUS)(*為通訊作者), vol. 432436, Aug. 2021
2018 Kuo, Wei-Yu;Ching-Ting Lin*, 2018.12, 'Trader Types and Fleeting Orders: Evidence from Taiwan Futures Exchange, ' Journal of Futures Markets, Vol.38, No.12, pp.1443-1469.(SSCI)(*為通訊作者), vol. 419190, Dec. 2018
2018 Utpal Bhattacharya*;Wei-Yu Kuo;Tse-Chun Lin;Jing Zhao, 2018.08, 'Do Superstitious Traders Lose Money?, ' Management Science, Vol.64, No.8, pp.3772-3791.(SSCI)(*為通訊作者), vol. 412319, Aug. 2018
2016 Hsiao-Tzu Huang;Ko-Lun Kung*;Wei-Yu Kuo;Chenghsien Tsai, 2016.12, 'A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates, ' 經濟論文, Vol.44, No.4, pp.537-578.(TSSCI)(*為通訊作者), vol. 412321, Dec. 2016
2015 郭維裕*;李淯靖;陳致綱;林建秀, 2015.12, '台灣產業指數的外溢效果, ' 經濟論文叢刊, Vol.43, No.4, pp.407-442.(TSSCI)(*為通訊作者), vol. 407476, Dec. 2015
2015 Wei-Yu Kuo;Tse-Chun Lin*;Jing Zhao, 2015.03, 'Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering, ' Review of Financial Studies, Vol.28, No.3, pp.838-875.(SSCI)(*為通訊作者), vol. 403350, Mar. 2015
2014 謝明華;黃雅文*;郭維裕;蔡政憲, 2014.01, '壽險準備金風險之衡量, ' 經濟論文, Vol.42, No.3, pp.403-434.(TSSCI)(*為通訊作者), vol. 117755, Jan. 2014
2013 郭維裕*;林則君, 2013.09, 'Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market, ' Journal of Banking and Finance, Vol.37, pp.3548-3561.(SSCI)(*為通訊作者), vol. 396502, Sep. 2013
2013 郭維裕;陳鴻隆*;陳威光, 2013.07, '選擇權市場效率性檢定：隱含波動率成對交易檢定法, ' 管理與系統, Vol.20, No.3, pp.425-458.(TSSCI)(*為通訊作者), vol. 396480, Jul. 2013
2013 陳威光*;郭維裕;黃瑋能;王朝生, 2013.06, '波動度選擇權的隱含波動度, ' 風險管理學報, Vol.15, No.1, pp.3-27.(*為通訊作者), vol. 396472, Jun. 2013
2013 郭維裕*, 2013.06, '全球隱含波動度指數之共動性, ' 風險管理學報, Vol.第十五卷, No.第一期, pp.31-56.(*為通訊作者), vol. 396500, Jun. 2013
2013 Kuo, Wei-Yu*;Tse-Chun Lin, 2013, 'Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market, ' Journal of Banking and Finance, Vol.37, pp.3548-3561.(SSCI)(*為通訊作者), vol. 412323, 2013
2011 郭維裕*;李淯靖, 2011.11, 'Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets, ' International Review of Finance, Vol.11, No.4, pp.417-444.(*為通訊作者), vol. 396471, Nov. 2011
2011 郭維裕*;陳鴻隆;陳威光, 2011.06, '選擇權市場效率性檢定：隱含波動率成對交易檢定法, ' 管理與系統,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 348337, Jun. 2011
2010 詹芳書*;郭維裕;蔡政憲, 2010.05, 'An Application of the Residual Income Valuation Model to Track the Variation of Stock Prices of Insurance Companies, ' 風險管理學報, Vol.12, No.1, pp.33-51.(*為通訊作者), vol. 330430, May. 2010
2009 郭維裕*;李淯靖;林信助, 2009.12, '台灣上市產業指數之權益存續期間及其結構性變化, ' 經濟論文, Vol.37, No.4, pp.457-493.(TSSCI)(*為通訊作者), vol. 290703, Dec. 2009
2009 蔡政憲*;郭維裕;江彌修, 2009.12, 'The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, ' Journal of Risk and Insurance, Vol.76, No.4, pp.909-931.(SSCI)(*為通訊作者), vol. 290702, Dec. 2009
2009 郭維裕*;陳威光;陳鴻隆;林信助, 2009.11, '動態隱含波動度模型：以台指選擇權為例, ' 期貨與選擇權學刋, Vol.2, No.2, pp.47-88.(*為通訊作者), vol. 330433, Nov. 2009
2006 郭維裕*;李愷莉, 2006.12, '台灣共同基金短期績效持續性的研究—以「漂移者—停駐者」模型為例, ' 經濟論文, Vol.34, No.4, pp.469-504.(TSSCI)(*為通訊作者), vol. 252812, Dec. 2006
2003 郭維裕, 2003.09, 'An Empirical Study on the Lapse Rate: The Cointegration Approach, ' Journal of Risk and Insurance,., vol. 137823, Sep. 2003
2003 郭維裕, 2003.07, '高科技產業股票之評價--實質選擇權評價法, ' 管理評論, Vol.21, No.3, pp.97-113., vol. 137821, Jul. 2003
2003 蔡政憲*;郭維裕;李孟倚, 2003.04, 'Value at Risk of Life Insurance Policy Reserves, ' Journal Financial Studies, Vol.11, No.1, pp.41-65.(TSSCI)(*為通訊作者), vol. 252811, Apr. 2003
2003 郭維裕;K.Hu, 2003.04, 'An Empirical Study on Informed Trading on the Taiwan Stock Exchange, ' 證券市場發展季刊, Vol.14, No.4, pp.39-74.(TSSCI), vol. 137817, Apr. 2003
2003 郭維裕;Tsai C.;M. Li, 2003, 'Value at risk of life insurance policy reserves, ' Journal of financial studies, Vol.11, No.1, pp.41-65.(TSSCI), vol. 153408, 2003
2003 郭維裕;C.Tsai;W.Chen, 2003, 'An empirical study on early surrender: the cointegration approach, ' Journal of risk and insurance, Vol.70, No.3, pp.489-508.(SSCI), vol. 153406, 2003
2002 郭維裕;Tsai.C;W.Chen, 2002.12, 'Early Surrender and the Distribution of Policy Reserves, ' Insurance: Mathematics and Economics, Vol.31, pp.429-445.(SCIE), vol. 137816, Dec. 2002
2002 郭維裕, 2002.09, '台灣地區股市''價'',''量''間非線性關係之探討--變動切換馬可夫轉換機率模型下之實證結果, ' 中山管理評論, Vol.10, No.3, pp.461-495., vol. 137818, Sep. 2002
2002 郭維裕;陳威光;林家帆, 2002, '以實質選擇權法評估高科技產業股價, ' 管理評論, Vol.21, No.3, pp.0.(TSSCI), vol. 144825, 2002
2002 郭維裕;Tsai, C.,;W. Chen, 2002, 'Surrender and the Distribution of Policy Reserves, Insurances, ' Mathematics and Economics, Vol.0, No.31, pp.429-445.(SSCI), vol. 144833, 2002
2002 郭維裕;董慧萍, 2002, '台灣股市非線性價量關係：TVTP Markov-Switching Model 之應用, ' 中山管理評論，2002 年秋季號, Vol.10, No.3, pp.461-495.(TSSCI), vol. 144829, 2002
2001 郭維裕;S.E.Satchell, 2001, 'Global Equity Styles and Industry Effects: the Pre-eminence of Value Relative to Size, ' Journal of International Financial Markets, Institutions and Money, Vol.11, No.0, pp.1-28., vol. 153402, 2001
Year Book Title
1998 郭維裕, 1998.12, 'Some Exact Results for Moving Average Trading Rules with Applications to UK Indices, ' Advanced Trading Rules, Butterworth-Heinemann Ltd.., 137826, Dec. 1998
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 112 橫斷面波動度與高階動差:統計特性、動態行為，與金融市場共動性(2/2) KUO WEIYU Principal Investigator 2024.08 ~ 2025.07 National Science and Technology Council
MOST Projects 112 橫斷面波動度與高階動差:統計特性、動態行為，與金融市場共動性(1/2) KUO WEIYU Principal Investigator 2023.08 ~ 2025.07 National Science and Technology Council
Other Projects 112 證券商資本適足之研究 KUO WEIYU,SHIU CHENG-YI Principal Investigator 2023.03 ~ 2023.09
MOST Projects 109 公司理財整合型研究-子計畫三: 股東權益成本之探討:以指數成分股變動為例(3/3) KUO WEIYU Principal Investigator 2022.08 ~ 2023.10 National Science and Technology Council
MOST Projects 109 公司理財整合型研究-子計畫三: 股東權益成本之探討:以指數成分股變動為例(2/3) KUO WEIYU Principal Investigator 2021.08 ~ 2023.10 National Science and Technology Council
MOST Projects 109 公司理財整合型研究-子計畫三: 股東權益成本之探討:以指數成分股變動為例(1/3) KUO WEIYU Principal Investigator 2020.08 ~ 2023.10 National Science and Technology Council
MOST Projects 108 最大跌幅，下方風險與市場崩跌風險(2/2) KUO WEIYU Principal Investigator 2020.08 ~ 2021.10 National Science and Technology Council
MOST Projects 108 最大跌幅，下方風險與市場崩跌風險(1/2) KUO WEIYU Principal Investigator 2019.08 ~ 2021.10 National Science and Technology Council
MOST Projects 105 經驗相似性在財務上的應用(3/3) KUO WEIYU Principal Investigator 2018.08 ~ 2019.12 National Science and Technology Council
Other Projects 107 壽險業精算簽證報告採隨機模型進行準備金適足性測試之各類資產模型系統維護 TSAI CHENG-HSIEN,KUO WEIYU,HSIEH MING-HUA 2018.03 ~ 2018.05
MOST Projects 105 經驗相似性在財務上的應用(2/3) KUO WEIYU,KUO WEIYU Principal Investigator 2017.08 ~ 2019.12 National Science and Technology Council
Other Projects 106 商業本票無實體化後，集保結算所在短期票券市場之發展策略 KUO WEIYU Principal Investigator 2017.04 ~ 2017.10
MOST Projects 105 經驗相似性在財務上的應用(1/3) KUO WEIYU Principal Investigator 2016.08 ~ 2019.12 National Science and Technology Council
MOST Projects 103 國際股票市場之52週最高點與最低點之共動性與資產定價實證分析(2/2) KUO WEIYU Principal Investigator 2015.08 ~ 2016.07 National Science and Technology Council
Other Projects 104 全球指數類型、編製方法與發展趨勢之研究 KUO WEIYU Principal Investigator 2015.07 ~ 2015.12
Other Projects 103 中小企業信用保證基金財務規劃與風險分析 KUO WEIYU Principal Investigator 2014.12 ~ 2015.11
MOST Projects 103 國際股票市場之52週最高點與最低點之共動性與資產定價實證分析(1/2) KUO WEIYU Principal Investigator 2014.08 ~ 2015.07 National Science and Technology Council
Other Projects 103 臺灣設立國家主權基金之可行性分析 KUO WEIYU Principal Investigator 2014.07 ~ 2015.03
Other Projects 103 計算與運用經濟資本 TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG 2014.04 ~ 2014.10
Other Projects 102 協助富邦金控提升進階風險管理技術專案 TSAI CHENG-HSIEN,HSIEH MING-HUA,KUO WEIYU 2013.08 ~ 2014.01
Other Projects 102 提升投資風險之策略性風險管理 TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG 2013.06 ~ 2013.10
MOST Projects 102 國際隱含波動度指數的緩長記憶、共動性與共同因子之研究(延攬) KUO WEIYU Principal Investigator 2013.02 ~ 2013.07 National Science and Technology Council
MOST Projects 101 國際隱含波動度指數的緩長記憶、共動性與共同因子之研究(延攬) KUO WEIYU Principal Investigator 2012.08 ~ 2013.01 National Science and Technology Council
MOST Projects 101 國際隱含波動度指數的緩長記憶、共動性與共同因子之研究 KUO WEIYU Principal Investigator 2012.08 ~ 2013.10 National Science and Technology Council
MOST Projects 99 保險死亡率期限結構之共同因子分析與配適(2/2) KUO WEIYU Principal Investigator 2011.08 ~ 2012.07 National Science and Technology Council
MOST Projects 100 保險死亡率期限結構之共同因子分析與配適（延攬） KUO WEIYU Principal Investigator 2011.08 ~ 2012.07 National Science and Technology Council
MOST Projects 99 保險死亡率期限結構之共同因子分析與配適(1/2) KUO WEIYU Principal Investigator 2010.08 ~ 2011.07 National Science and Technology Council
Other Projects 99 壽險業準備金評估方法之國際發展趨勢研究 HSIEH MING-HUA,TSAI CHENG-HSIEN,KUO WEIYU 2010.05 ~ 2011.06
Other Projects 98 國際主要交易系統選擇權當日有效複式委託撮合處理機制與系統設計方法之研究 KUO WEIYU,HSIEH MING-HUA Principal Investigator 2009.11 ~ 2010.05
Other Projects 98 中華郵政交易室風險管理機制之研究 LEE JIE-HAUN,KUO WEIYU 2009.08 ~ 2010.01
MOST Projects 98 權益期限結構之估計與其結構性變化之研究 KUO WEIYU Principal Investigator 2009.08 ~ 2010.10 National Science and Technology Council
Other Projects 98 證卷投資分析人員資格測驗制度之檢討與未來發展方向 CHOW HSING-YI,KUO WEIYU 2009.06 ~ 2009.10
Other Projects 98 我國推出差價合約(CFDs)之可行性研究 CHOW HSING-YI,KUO WEIYU 2009.06 ~ 2010.08
MOST Projects 97 解約失效率期限結構之研究 KUO WEIYU Principal Investigator 2008.08 ~ 2009.10 National Science and Technology Council
Other Projects 97 期貨結算機構對結算保證金運用方式可行性之研究 KUO WEIYU Principal Investigator 2008.04 ~ 2008.10
Other Projects 97 從日本「金融商品交易法」來探討我國未來金融市場發展方向 CHOW HSING-YI,KUO WEIYU 2008.04 ~ 2008.09
Other Projects 96 期貨市場交割結算基金總額計算方式之研究 KUO WEIYU Principal Investigator 2007.12 ~ 2008.03
MOST Projects 95 變異數分解與貝它風險的來源（2/2) KUO WEIYU Principal Investigator 2007.08 ~ 2008.10 National Science and Technology Council
Other Projects 96 保險業清償能力評估或檢測機制改進之研究 TSAI CHENG-HSIEN,KUO WEIYU,HSIEH MING-HUA 2007.04 ~ 2008.02
MOST Projects 95 變異數分解與貝它風險的來源(1/2) KUO WEIYU Principal Investigator 2006.08 ~ 2007.07 National Science and Technology Council
Other Projects 94 台灣保險監理之利率模型系統 TSAI CHENG-HSIEN,CHANG SHIH-CHIEH,KUO WEIYU 2005.11 ~ 2006.09
MOST Projects 94 交易機制對流動性之影響：以興櫃轉上市櫃公司為例 KUO WEIYU Principal Investigator 2005.08 ~ 2006.07 National Science and Technology Council
Other Projects 94 我國期貨市場違約處理機制之研究 CHOW HSING-YI,KUO WEIYU 2005.01 ~ 2005.06
MOST Projects 93 台灣期貨市場之市場結構與市場品質 KUO WEIYU Principal Investigator 2004.08 ~ 2005.07 National Science and Technology Council
MOST Projects 93 管理一學門財務領域研究社群與學術生涯管理研討會 CHANG SHIH-CHIEH,TSAI CHENG-HSIEN,KUO WEIYU 2004.06 ~ 2004.10 National Science and Technology Council
Other Projects 92 期貨市場交割結算基金總額計算方式之研究 CHEN WEI-KUANG,TSAI CHENG-HSIEN,KUO WEIYU 2003.09 ~ 2004.02
MOST Projects 92 市場情緒和基本面對短期股價可預測性之影響 KUO WEIYU Principal Investigator 2003.08 ~ 2004.07
Other Projects 92 期貨商台指期貨與選擇權營運成本之研究分析 CHEN WEI-KUANG,KUO WEIYU 2003.01 ~ 2003.04
MOST Projects 90 上櫃公司轉上市之事件研究--隨機係數模型的應用 KUO WEIYU Principal Investigator 2001.08 ~ 2002.07
MOST Projects 89 漲跌停板限制下的股價行為之研究 KUO WEIYU Principal Investigator 2000.08 ~ 2001.07
MOST Projects 89 台灣股市非線性價量關係之研究 KUO WEIYU Principal Investigator 1999.08 ~ 2000.07 National Science and Technology Council
Country School Name Department Degree Duration
UNITED KINGDOM 英國劍橋大學 Financial Economics 博士 1994.09 ~ 1998.06
UNITED KINGDOM 英國劍橋大學 經濟學系 碩士 1993.09 ~ 1994.06
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 商學系 碩士 1988.09 ~ 1990.07
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 土木工程(學)系 學士 1982.09 ~ 1986.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2019.02 ~ 2024.08
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2014.02 ~ 2018.02
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 副教授 2013.02 ~ 2014.02
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 副教授 2003.02 ~ 2012.08
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 助理教授 1998.08 ~ 2003.02
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 特聘教授 國立政治大學
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 109 109學年度EMBA教學優良教師 國立政治大學商學院
Inside School 108 特聘教授 國立政治大學
Inside School 107 資深優良教師(20年) 國立政治大學
Inside School 107 國科會傑出研究獎 科技部(國科會)
Inside School 107 國科會研究獎勵 科技部(國科會)
Inside School 107 學術研究特優獎 政治大學
Inside School 106 玉山學術獎 國立政治大學商學院
Inside School 105 特聘教授 國立政治大學
Inside School 104 104學年度EMBA教學優良教師 國立政治大學商學院
Inside School 104 特聘教授 國立政治大學
Inside School 103 學術研究特優獎 政治大學
Inside School 97 資深優良教師(10年) 國立政治大學
Inside School 96 商學院教學特優 政大商學院
Inside School 95 商學院教學特優 政大商學院
Inside School 94 教學特優教師獎(97學年前)(專業) 國立政治大學
Inside School 93 學術研究成果國際化優等研究獎 政治大學
Inside School 92 教學特優教師獎(97學年前)(專業) 國立政治大學
Inside School 92 學術研究成果國際化優等研究獎 政治大學
Inside School 87 國科會甲種研究獎勵 科技部(國科會)
Year Paper Title
2003 郭維裕;Chan F. S.;C. Tsai, 2003, 'An application of the residual income valuation model to the price of insurance companies, ' The 7th annual conference of the Asia-pacific risk and insurance association, The 7th annual conference of the Asia-pacific risk and insurance association., 2003
2002 郭維裕, 2002.05, 'Nonlinear Price-Volume Causality Between Stock and Warrant Markets in Taiwan, ' 2002年中華金融創新與財務工程學會研討會, 中華金融創新與財務工程學會., May. 2002
1998 郭維裕, 1998.04, 'The Size Effect in the Japanese Stock Market: A Nonlinear Perspective, ' 1998 Annual Conference of the Royal Economics Society, the Royal Economics Sociey., Apr. 1998
Year Research Title Authors
2010 郭維裕, 2010, '保險死亡率期限結構之共同因子分析與配適, ' 行政院國科會.
2009 郭維裕, 2009, '權益期限結構之估計與其結構性變化之研究, ' 行政院國科會.
2008 郭維裕, 2008, '解約失效率期限結構之研究, ' 行政院國科會.
2006 郭維裕, 2006, '變異數分解與貝它風險的來源, ' 行政院國科會.
2005 郭維裕, 2005, '交易機制對流動性之影響：以興櫃轉上市櫃公司為例, ' 行政院國科會.
2004 郭維裕, 2004, '台灣期貨市場之市場結構與市場品質, ' 行政院國科會.
2003 郭維裕, 2003, '市場情緒和基本面對短期股價可預測性之影響, ' 行政院國科會.
2001 郭維裕, 2001, '上櫃公司轉上市之事件研究─隨機係數模型應用, ' 行政院國科會.
2000 郭維裕, 2000, '漲跌停板限制下之股價行為之研究, ' 行政院國科會.
1999 郭維裕, 1999, '台灣股市非線性價量關係之研究, ' 行政院國科會.