| Position | Assistant Professor |
|---|---|
| Name | Chih-Hsien Lo |
| Office Tel No. | 燕巢 16370 |
| website | http://www.fin.kuas.edu.tw/blog/index.php?PID=17 |
| Teaching Area | Behavior of men and investment decision、 Theory and Empirical Evidence of Investment、 Time Series Analysis、Econometrics |
| Expertise | Financial Economics、Introductory econometrics、Investment Theory |
| Office_Hour | Friday p.m.2:30~6:30 |
| Country | School Name | Department | Degree |
|---|---|---|---|
| TAIWAN | National Cheng-Kung University | Department of Business Administration and Institute of International Business , | Ph. D |
| Duration |
|---|
| 2008.02 ~ 2008.07 |
| 2004.02 ~ 2006.07 |
| 2003.08 ~ 2008.01 |
| Year | Paper Title | Journal Title | Issue.No | Vol.No |
|---|---|---|---|---|
| 2015 | 1 | 20 | ||
| 2010 | β缺口、免疫策略與利率風險 | 現代商管研究 | 2 | 2 |
| 2007 | The Estimation and Inference of a Panel Cointegration Model with a Time Trend | Communications in Statistics: Theory and Methods | 6 | 36 |
| 2007 | Are Venture Capitalists Able to Certify Initial Public Offerings? Testing Using Intraday Price Behavior | Investment Management and Financial Innovation | 4 | 4 |
| 2007 | Driving Forces of Asian NIEs Economic Growth | Empirical Economics Letters | 6 | 6 |
| Year | Authors | Paper Title | Conference Name |
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| 2013 | |||
| 2013 | 國際股票型基金之績效比較 | 2013國際企業與全球經貿學術研討會 | |
| 2013 | 台指選擇權定價模型績效評估 | 2013商業現代化學術研討會 | |
| 2013 | 情緒指標投資績效:台灣股市實證論文 | 2013第三屆商業與管理學術研討會 | |
| 2011 | 台灣股票市場價格衝擊持續性之探討 | 2011年金融發展暨證券投資研討會 | |
| 2011 | 台灣股票市場波動度預測：預測能力比較與最佳模型選取 | 2011年金融發展暨證券投資研討會 | |
| 2011 | 再探台灣股票市場動能策略 | 2011年金融發展暨證券投資研討會 | |
| 2010 | 非線性模型與最適避險比率之探討 | 2010年兩岸金融暨國際企業學術研討會 | |
| 2010 | 以非線性方法檢驗未拋補利率平價說 | 金融危機後全球經濟與金融市場之新趨勢研討會 | |
| 2010 | 羅志賢、陳怡璇 | 馬可夫轉換波動度估計與台指選擇權操作策略績效 | 財金會計暨商管決策研討會 |
| 2009 | Unit Root Test against the ESTAR with an Incidental Time Trend | 2009年證券投資暨風險管理研討會 | |
| 2008 | Corporate Governance, Financial Constraints, and Optimal Merging Strategy | 2008兩岸金融與產業之展望研討會 | |
| 2007 | Panel Unit Root Test under Smooth Transition | Far Eastern Meeting of the Econometric Society |
