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财金研究所研究成果


                   

1. P.-H. Chou, Tsung-Yu Huang (Chen), and H.-J. Yang (2013), “Arbitrage Risk and the Turnover Anomaly”,Journal of Banking and Finance, 37, 4172-4182.                    

2. C.-L. Chang, and Tsung-Yu Huang (Chen) (2011), “The Dynamics Interdependence between the Stock Returns of Taiwanese High-Technology Firms and their ADRs –Evidence from the Extreme Tail-Dependence and Kendall’s Tau Measures”,Taipei Economic Inquiry, 47(2), 306-356.                    

3. Haichao Fan, and Xiang Gao (2017), “Domestic Creditor Rights and External Private Debt”,Economic Journal, forthcoming.                    

4. Haichao Fan, Xiang Gao, Yao Amber Li, and Tuan Anh Luong (2017), “Trade Liberalization and Markups: Micro Evidence from China”, forthcoming.                    

5. Haichao Fan, Xiang Gao, Juanyi Xu, and Zhiwei Xu (2016), “News Shock, Firm Dynamics and Business Cycles: Evidence and Theory”,Journal of Economic Dynamics and Control, 73(12), 159-180.                    

6. Xiang Gao (2012), “The Extensive Margin of Intrafirm Trade”, International Journal of Economics and Business Research, 2012, 4(1/2), 213-232.                    

7. 高丽君和高翔,《基于混合数据的银行操作风险参数混合模型分析》,中国管理科学2017年第25卷第5                    

8. 莫建明,吴远洪,高翔和卿树涛,《Weibull分布下操作风险监管的遗漏风险特征》,财经科学2016年第3                    

9. 王晶晶,唐亚琦,高翔和王席,《中国商业银行同业业务规模对其盈利性影响的实证分析》,财会月刊,2016年第9期。                    

10. 唐亚琦,高翔和王晶晶,《上海自贸区税收政策新解》,财会通讯2014年第10期。                    

11. Chia-Wei Huang, and Yuan-Teng Hsu (2016), “Idiosyncratic Risk and Share Repurchases”,Finance Research Letters, 18, 76-82.                    

12. X. J. Cai,Shuairu Tian, N. Yuan, and S. Hamori (2017),“Interdependence between Oil and East Asian Stock Markets: Evidence from Wavelet Coherence Analysis”, Journal of International Financial Markets, Institutions and Money, 48, 206-223.                    

13. Shuairu Tian, and S. Hamori (2015),“Modeling Interest Rate Volatility: A Realized GARCH Approach”. Journal of Banking and Finance, 61, 158-171.                    

14. X. J. Cai, Shuairu Tian, and S. Hamori (2016),“Dynamic Correlation and Equicorrelation Analysis of Global Financial Turmoil: Evidence from Emerging East Asian Stock Markets”,Applied Economics, 48, 3789-3803.                    

15. Shuairu Tian, and S. Hamori (2016),“Time-Varying Price Shock Transmission and Volatility Spillover in Foreign Exchange, Bond, Equity, and Commodity Markets: Evidence from the United States”,North American Journal of Economics and Finance, 38, 163-171.                    

16. X. J. Cai,Shuairu Tian, and S. Hamori (2016),“Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach”,Applied Economics and Finance, 4(2), 1-10.                    

17.Jying-Nan Wang, Ya-Ling Chiu, Hai-Yan Yu, and Yuan-Teng Hsu (2017). Understanding a Nonlinear Causal Relationship between Rewards and Physicians’ Contribution: Longitudinal Study in Online Health-Care Communities. Journal of Medical Internet Research. 19(12):e427