Chih-Hsien Lo
Name Chih-Hsien Lo
Position Assistant Professor
Email chlo@nkust.edu.tw
Office Tel No. 燕巢 16370
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 /en/academic_achievement/journal_paper/-47930905 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
2016 /en/academic_achievement/seminar_paper/-9072894
2016 /en/academic_achievement/seminar_paper/-76655944
2016 /en/academic_achievement/seminar_paper/-7707151
2015 /en/academic_achievement/seminar_paper/-35679549
2015 /en/academic_achievement/seminar_paper/-92339783
2015 /en/academic_achievement/seminar_paper/-66378116
2015 /en/academic_achievement/seminar_paper/-24058717
2014 /en/academic_achievement/seminar_paper/-75966780
2014 /en/academic_achievement/seminar_paper/-32990985
2014 /en/academic_achievement/seminar_paper/-59253193
2014 /en/academic_achievement/seminar_paper/-48072249
2013 /en/academic_achievement/seminar_paper/-59192353
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
Year Project Category Project Title Participator Job Title Period Unit
2012 Industrial Collaboration /en/academic_achievement/projects/-31253184 2012.07 ~ 2013.08