Publications- All

Showing 1-25 of 77
Date Title Type Full Text
2025-06 The Market Timing Ability of ETF Investors in the Taiwan Stock Exchange article web page(109)
2024-09 The correlated trading and investment performance of individual investors article web page(515)
2024-01 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 report web page(16)
2023-03 Pre-holiday limit order cancellation of individual and institutional investors article web page(570)
2022-03 Multi-population Mortality Modeling: When the Data is Too Much and Not Enough article web page(675)
2022-01 最大跌幅,下方風險與市場崩跌風險 report web page(16)
2021-09 Predictive ability of similarity-based futures trading strategies article pdf(622)
2020-03 經驗相似性在財務上的應用 report web page(16)
2018-12 Trader types and fleeting orders: Evidence from Taiwan Futures Exchange article pdf(659)
2018-08 Do Superstitious Traders Lose Money? article web page(876)
2016-11 A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates article pdf(1245)
2016-10 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 report web page(15)
2015-12 台灣產業指數的外溢效果 article pdf(1091)
2014-09 壽險準備金風險之衡量 article pdf(1205)
2013-06 全球隱含波動度指數之共動性 article pdf(1231)
2012 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 report pdf(1152)
2011-12 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets article web page(1851)
2011 保險死亡率期限結構之共同因子分析與配適(II) report pdf(296)
2010-05 剩餘盈餘評價模型於追蹤保險公司股價變化的應用 article pdf(593)
2010 壽險業準備金評估方法之國際發展趨勢研究 report pdf(447)
2010 保險死亡率期限結構之共同因子分析與配適(I) report pdf(697)
2009-12 臺灣上市產業指數之權益存續期間及其結構性變化的研究 article pdf(1235)
2009-12 台灣上市產業指數之權益存續期間及其結構性變化 article pdf(775)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article pdf(1593)
2009 Trading Mechanism and Market Quality: Call Markets versus Continuous Auction Markets report