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國立臺北科技大學 學術資源網

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Chen, Wei-Peng

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Professor／Department of Information and Finance Management
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Journal articles

  • "What’s an AI name worth? The impact of AI ETFs on their underlying stocks", Finance Research Letters, 46, 1-7, 2022/05, SSCI
  • "Dividend Policy, Earnings Management, and CEO Power", Journal of Financial Studies, 29, 4, 31-77, 2021/12, TSSCI
  • "Extreme linkages between foreign exchange and general financial markets", Pacific-Basin Finance Journal, 2021/01, SSCI
  • "Trader Type and Price Clustering", Journal of Futures and Options, 12, 2, 2019/08, TSSCI
  • "CEO Duality, Information Cost, and Firm Performance", North American Journal of Economics and Finance, 2019/08, SSCI
  • "資訊揭露與投資人保護：市場風險、股票流動性與企業價值分析", 證券市場發展季刊, 31, 1, 87-140, 2019/03, TSSCI
  • "Market Competition and Price Clustering: Evidence from the ETF Market", Journal of Financial Studies, 26, 4, 1-44, 2018/12, TSSCI
  • "Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors' Behavior in China", Sustainability, 10, 8, 1-28, 2018/08, SSCI
  • "管理期貨基金應用於退休基金投資組合之探討", 保險專刊, 34, 1, 1-33, 2018/03, ELSE1
  • "The impact of funding liquidity on market quality", North American Journal of Economics and Finance, 44, 153-166, 2018/01, SSCI
  • "Price discovery in the S&P 500 index derivatives markets", International Review of Economics and Finance, 45, 438-452, 2016/09, SSCI
  • "Relationship between Banks' Capital and Credit Risk-Taking through Syndicated Loan", Modern Economy, 6, 12, 1297-1308, 2015/12, ABI
  • "The impact of deregulation on the movie box office after Taiwan's entry into the WTO: the difference-in-differences estimation", Eurasian Business Review, 5, 2, 289-308, 2015/10, ABI

Chapters

  • 個案七　理想大地-突破融資限制之難題, 1, 新陸書局, 978-986-5761-55-4, 2016/01/01

Conference papers

  • "Price Discovery in the U.S. Dollar Index Market", Europen Financial Management Association 2024 Annual Conference, Lisbon, 2024/06/26
  • "The Impact of ESG Performance on Investment Efficiency", International Conference of Taiwan Finance Association 2024, 高雄, 2024/06/07
  • "Asymmetric volatility connectedness among the US Treasury futures", 26th International Congress on Insurance Mathematics and Economics, Edinburgh, 2023/07/04
  • "Asymmetric volatility connectedness among the US Treasury futures", European Financial Management Association (EFMA) 2023 Annual Conference, Cardiff, 2023/06/28
  • "Stock market reaction to national elections: The international evidence", 2023 年台灣財務工程學會年會暨國際學術研討會, 桃園, 2023/06/16
  • "獨立董事、菜鳥獨立董事與企業價值", 2023 年臺灣財務金融學會年會暨國際研討會, 台中, 2023/06/09
  • "Dynamic Spillover in the Cryptocurrency Market", 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, King’s College London, 2022/12/17
  • "Electronic Voting Reform and Shareholder Wealth", 2022 FMA Annual Meeting, Atlanta, Georgia, 2022/10/19
  • "Electronic Voting Reform and Shareholder Wealth", The 30th Annual Conference on PBFEAM, Taipei, 2022/05/13
  • "Dynamic Spillover in the Cryptocurrency Market", 2022 中部財金學術聯盟研討會, 台中市, 2022/05/06
  • "Voluntary adoption of E-voting and Firm performance", 2020 Conference on the Theories and Practices of Securities and Financial Markets, 高雄, 2020/12/11
  • "股利政策、盈餘管理與執行長權力", 2020 臺灣財務金融學會年會暨國際研討會, 南投, 2020/09/25
  • "雜訊交易與定價效率:短天期衍生性商品之影響分析", 2019中部財金學術聯盟學術研討會, 台中市, 2019/05/03
  • "On the Importance of Text Analysis for Stock Price Prediction using Financial Report Approach", 2018 International Conference on Business and Information (BAI), 首爾, 2018/07/06
  • "財報主題模型影響公司股價報酬之研究", 2018年第二十九屆國際資訊管理學術研討會, 台中, 2018/06/03
  • "CEO Duality, Information Cost, and Firm Performance", 2018 Taiwan Finance Association (TFA) International Conference and Annual Meeting, 台北, 2018/05/25
  • "雜訊交易與定價效率：短天期衍生性商品之影響分析", 2018十五屆兩岸金融市場發展研討會, 台北, 2018/04/14
  • "Institutional Investors' Preference under Regional Industrial Development Policy in China", Leading Issues and Challenges in Emerging Economies, 四川, 2018/01/09
  • "The Effect of Information Disclosure on Trader Behavior: Analysis of Taiwan Futures Market", International Conference on Innovation and Management (IAM2017 Summer), 大阪, 2017/07/04
  • "CEO Duality, Information Costs, and Firm Performance", 7th Annual International Conference on Accounting and Finance (AF 2017), 新加坡, 2017/06/05
  • "As an ownership: What institutional investors do in China (機構投資法人在中國的角色)", The 2017 TFA International Conference and Annual Meeting (台灣財務金融學會年會), 花蓮, 2017/05/19
  • "Noise Trading and Pricing Efficiency: Evidence from the Weekly Futures and Options (雜訊交易與定價效率：短天期衍生性商品之影響分析)", 2017 TFA International Conference and Annual Meeting, 花蓮, 2017/05/19
  • "Funding Liquidity and Market Quality: Evidence from the S&P 500 ETF and Index Futures", EFMA 2016 Annual Conference, Basel巴塞爾, 2016/06/29
  • "Optimal risk capital under a Stop-loss policy", 2015年台灣風險與保險學會年會暨國際學術研討會, 台北, 2015/12/19
  • "The Effect of Institutional Ownership on Price Discovery", 2015 European Financial Management Association (EFMA) Annual Meeting, Breukelen, 2015/06/24
  • "The Impact of Funding Liquidity on Market Quality: Evidence from the S&P 500 ETF and Index Futures", 2015臺灣財務金融學會(TFA)年會暨國際研討會, 台中, 2015/06/12
  • "The relationship between banks' capital and risk-taking through syndicated lending activities", 1. 2015兩岸金融研討會(CSBF)暨第11屆經濟金融會計研討會(IEFA), 台北, 2015/04/28
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