教師個人簡歷
現職
國立中央大學
管理學院財務金融學系
教授
國立中央大學
管理學院
副院長
專長
衍生性商品定價
債券市場
租賃融資
信用風險管理
Derivative commodity pricing
Bond Market
lease financing
Credit risk management
專長簡述
衍生性商品定價、租賃融資、財務經濟
最高學歷
美國Syracuse University
財務金融系
博士
科技部學門領域
政府GRB研究專長領域
教育部學門領域
高教深耕計畫
-
財金系高教深耕學院型整合計畫
1110101~1111231
[財金 , 財金]
國科會計畫統計
-
共同機構持股與企業勞動投資決策
1150801~1160731
-
交叉共同持股與企業違約風險
1150801~1160731
-
補助國內大專院校購置「台灣經濟新報」資料庫專案
1150101~1151231
-
共同機構持股與企業勞動投資決策
1140801~1150731
-
銀行貸款條件是否考量品牌資本?
1130801~1141031
[品牌資本,銀行貸款,資訊不對稱,監督效果 , brand capital,bank loan,information asymmetry,monitoring] -
銀行貸款條件是否考量品牌資本?
1120801~1130731
[品牌資本,銀行貸款,資訊不對稱,監督效果 , brand capital,bank loan,information asymmetry,monitoring] -
公司顧客集中度與股票流動性之探討
1100801~1111031
[顧客集中度,議價能力,股票流動性,經營監控 , Customer Concentration,Bargaining Power,Stock Liquidity,Monitoring] -
公司顧客集中度與股票流動性之探討
1090801~1100731
[顧客集中度,議價能力,股票流動性,經營監控 , Customer Concentration,Bargaining Power,Stock Liquidity,Monitoring] -
中國企業債市場信用評等尋購現象之探討:理論與實證
1080801~1091031
[樣本選擇,信用評等尋購,相對利差,企業債 , sample selection, rating shopping, relative yield spread, enterprise bond] -
資產可重置性與企業避稅決策
1080801~1091031
[資產可重置性,企業避稅,盈餘管理,融資限制 , Asset Redeployability, Corporate Tax Avoidance, Earnings Management, Financial Constraint, Ownership] -
中國企業債市場信用評等尋購現象之探討:理論與實證
1070801~1080731
[樣本選擇,信用評等尋購,相對利差,企業債 , sample selection, rating shopping, relative yield spread, enterprise bond] -
以仿射跳躍擴散模型評價固定收益波動度交換契約的封閉解之探討
1060801~1070731
[固定收益波動度交換,三因子模型,隨機波動度,跳躍過程, , fixed-income variance swaps,three-factor model,closed-form solution,stochastic volatility,jump,] -
主要顧客公司預期股價崩盤風險與供應商銀行貸款條件關係之探討
1060801~1071031
-
以仿射跳躍擴散模型評價固定收益波動度交換契約的封閉解之探討
1050801~1060731
[固定收益波動度交換,三因子模型,隨機波動度,跳躍過程, , fixed-income variance swaps,three-factor model,closed-form solution,stochastic volatility,jump,]
期刊著作
-
Turning threats into opportunities: The impact of cybersecurity risk on labor investment efficiency
Journal of Corporate Finance, 99, 2026-06-01
[ Collaboration,Corporate culture,Cybersecurity breaches,Labor investments,Technological investments ] -
Assets on the Move, Leverage in Flux: How Asset Redeployability Shapes Leverage Adjustments
Journal of Business Finance and Accounting, 53, 1, 525-547, 2026-02-01
[ asset redeployability,leverage adjustments,speed of leverage adjustment (SOA) ] -
Competition, ratings shopping, and yield spread: Evidence from China's enterprise bond market
Quarterly Review of Economics and Finance, 103, 2025-09-01
[ market share,ratings shopping,relative yield spread,sample selection ] -
Growing pains: geographic expansion and labor investment efficiency
Review of Quantitative Finance and Accounting, 65, 2, 619-659, 2025-08-01
[ Geographic dispersion,Information asymmetry,Labor investment efficiency ] -
The bright side of staggered boards: Evidence from labor investment efficiency
Journal of Contemporary Accounting and Economics, 20, 3, 2024-12-01
[ Classified board,Employment decisions,Labor investment efficiency,Staggered board ] -
Terrorist Attacks, Corporate Social Responsibility, and Firm Value
International Journal of Accounting, 59, 4, 2024-12-01
[ CSR,firm value,media attention,Terrorist attacks,visibility ] -
Navigating through cyberattacks: The role of tax aggressiveness
Journal of Corporate Finance, 88, 2024-10-01
[ Cyberattacks,Tax aggressiveness,Tax avoidance ] -
A reduced-form model for lease contract valuation with embedded options
Review of Quantitative Finance and Accounting, 62, 2, 841-864, 2024-02-01
[ Credit risk,Embedded options,Lease rate,Reduced-form model ] -
Customer concentration and stock liquidity
Journal of Banking and Finance, 154, 2023-09-01
[ Customer concentration,Monitoring,Stock liquidity ] -
Stakeholder demands and corporate social responsibility: Evidence from the Olympic Games
China Journal of Accounting Research, 16, 3, 2023-09-01
[ Cross-country,CSR,Olympic Games,Sports,Stakeholder ] -
Does corporate social responsibility affect leverage adjustments?
Review of Quantitative Finance and Accounting, 60, 4, 1569-1604, 2023-05-01
[ Capital structure,Corporate social responsibility,Information asymmetry,Leverage speed of adjustment ] -
Supply chain, product pricing, and dynamic capital structure
International Review of Economics and Finance, 80, 938-952, 2022-07-01 -
Product market threats and leverage adjustments
Journal of Banking and Finance, 135, 2022-02-01 -
Generalized affine transform on pricing quanto range accrual note
North American Journal of Economics and Finance, 54, 2020-11-01
[ Affine transform,Affine-jump,Stochastic mean,Stochastic volatility ] -
Taming the dark side of asset liquidity: The role of short-term debt
International Review of Economics and Finance, 69, 539-562, 2020-09-01
[ Asset liquidity,Debt maturity,Leverage ] -
The analysis of green accounting cost impact on corporations financial performance
International Journal of Energy Economics and Policy, 10, 6, 421-426, 2020-01-01
[ Environmental Cost,Financial Performance,Green Accounting ] -
Is CEO pay disparity relevant to seasoned bondholders?
International Review of Economics and Finance, 64, 271-289, 2019-11-01
[ Credit risk , Pay disparity , Yield spreads ] -
Capital structure and the substitutability versus complementarity nature of leases and debt
Review of Finance, 23, 3, 659-695, 2019-05-01
[ Credit risk , Endogenous default , Leasing valuation ] -
A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Journal of Banking and Finance, 64, 52-70, 2016-03-01
[ Index jump , Market efficiency , Model-Free Forward Variance , Spectral density test ] -
Stock liquidity and corporate bond yield spreads: Theory and evidence
Journal of Financial Research, 38, 1, 59-91, 2015-01-01 -
Affine model of inflation-indexed derivatives and inflation risk premium
European Journal of Operational Research, 235, 1, 159-169, 2014-05-16
[ Affine models , Inflation risk premium , Inflation-indexed derivatives ] -
Real options and earnings-based bonus compensation
Journal of Banking and Finance, 36, 8, 2389-2402, 2012-08-01
[ Capital structure , Earnings-based bonus compensation , Ownership shares compensation , Real options ] -
The term structure of lease rates with endogenous default triggers and tenant capital structure: Theory and evidence
Journal of Financial and Quantitative Analysis, 46, 2, 553-584, 2010-12-01 -
Leverage, options liabilities, and corporate bond pricing
Review of Derivatives Research, 11, 3, 245-276, 2008-10-01
[ Capital structure , Default risk , Options ] -
Copula-based tests for cross-sectional independence in panel models
Economics Letters, 100, 2, 224-228, 2008-08-01
[ Copulas , Cross-sectional independence , Panel data ] -
Stakeholder Demands and Corporate Social Responsibility: Evidence from Olympic Games
China Journal of Accounting Research,
[ CSR,Olympic Games,Stakeholder,Cross-country,Sports ]
校外榮譽
- 101 [科技部] 科技部優秀年輕學者研究獎
- 100 [科技部] 科技部優秀年輕學者研究獎
校內獲獎
- 114 研究傑出獎
- 112 研究傑出獎
- 111 研究傑出獎
- 110 研究傑出獎
- 109 研究傑出獎
- 108 研究傑出獎
期刊編輯
-
1140801 ~ 1150731
NTU Management Review 臺大管理論叢
ISSN 1018-1601 EISSN 2410-2490
財金領域主編 -
1130801 ~ 1140731
NTU Management Review 臺大管理論叢
ISSN 1018-1601 EISSN 2410-2490
財金領域主編 -
1120801 ~ 1130731
NTU Management Review 臺大管理論叢
ISSN 1018-1601 EISSN 2410-2490
財金領域主編 -
1110801 ~ 1120731
NTU Management Review 臺大管理論叢
ISSN 1018-1601 EISSN 2410-2490
財金領域期刊主編 -
1100801 ~ 1110731
NTU Management Review 臺大管理論叢
ISSN 1018-1601 EISSN 2410-2490
財金領域期刊主編
國立中央大學