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長庚大學 工商管理學系

 
 
 

徐憶文 助理教授

職稱:助理教授
信箱
yishyu@mail.cgu.edu.tw
電話:03-2118800 # 5415
個人網頁
http://www.sedona.bz/members/ywshyu/cv/
學歷
美國克里夫蘭州立大學 企業管理博士
專長領域
國際財務管理、投資學
工作經歷長庚大學 工商管理系助理教授 (1999年八月 – 現今)

發表期刊論文

  1. Shyu, Yih-Wen, Chan, Johnny, and Liang, Hsin-Yu. “Spillovers of Price Efficiency and Informed Trading from Short Sales to Margin Purchases in Absence of Uptick Rule”, Pacific-Basin Finance Journal.  (in press) (SSCI)
  2. Tsao, Chueh-Yung, Lee, Chun I, and Shyu, Yih-Wen (2017). "Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures", Journal of Behavioral Finance,18(4), 427-447. (SSCI).
  3. Shyu, Yih-Wen and William Reinfeld (2016, Jun). "INOTERA MEMORIES: Leader or Dreamer", Asian Case Research Journal, 20 (1), 1-21.
  4. Shyu, Y., Lee, C., & Gleason, K. (2014).  Institutional Shareholding and the January Effect in Taiwan.   Journal of Multinational Financial Management, 27 (October), 49-66.
  5. Shyu, Y. & Lee, C. (2009).  Excess Control Rights and Debt Maturity Structure in Family-Controlled Firms.   Corporate Governance.(SSCI)
  6. Shyu, Y. & Shen, W. (2008).  Pricing Stock Index Options in a Liquidity Adjusted Black Scholes Model.   Taiwan Banking & Finance Quarterly, 9 (4), 23-46.
  7. Shyu, Y., Wen, E., Lee, C., & Wu, S. (2008).  Determinants of the Volatility Smile -Evidence from the TAIEX Option.   Journal of Futures and Options, 1 (1), 1-32.
  8. Shyu, Y. & Xia, G. (2008).  Does Stock Market Volatility with Regime Shifts Signal the Business Cycle in Taiwan?   International Journal of Electronic Finance.
  9. Shyu, Y. (2003).  Derivative Activities and the Risk of International Banks: A Market Index and VaR Approach.   International Review of Financial Analysis.
  10. Shyu, Y. (2002).  The Determinants of Derivative Use by U.S. and Foreign Banks.   Research in Finance.
  11. Shyu, Y., Seiler, M., & Sharma, J. L. (1998).  Do Changes in the Discount Rate and Fed Funds Rate Affect Financial Market Returns?   Managerial Finance, 23 (8), 16-25.
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