2020 |
Chin-Ho Chen, Junmao Chiu, and Huimin Chung, Arbitrage opportunities, liquidity provision, and trader types in an index option market |
2019 |
Junmao Chiu, Huimin Chung, Legal institutions and fragile financial markets |
2018 |
Junmao Chiu, Huimin Chung, Keng-Yu Ho, and Chih-Chiang Wu, Investor Sentiment and Evaporating Liquidity during the Financial Crisis. |
2017 |
Yi-Mien Lin, Teng-Shih Wang and Huimin Chung, The Effects of Value Relevance of Accounting Information and Financing Activities on Idiosyncratic Risk |
2017 |
Junmao Chiu, Huimin Chung, George H.K. Wang, Order aggressiveness, trading patience, and trader types in a limit order market |
2016 |
Junmao Chiu, Huimin Chung, and Yi-Ling Yang, The Impact of a Conglomerate Merger on its Vendors and Rivals - A Case Study of Google’s Acquisition of Motorola |
2016 |
Wei-Peng Chen, Huimin Chung, Donald Lien, Price discovery in the S&P 500 index derivatives markets |
2016 |
Hwang, R.C., Chung, H., and Chu, C.K, A Two-stage Probit Model for Predicting Recovery Rates |
2015 |
Huimin Chung, W. Q Judge, and Y.-H. Li, Voluntary Disclosure, Excessive Executive Compensation, and Firm Value |
2014 |
Chin-Ho Chen, Huimin Chung, Shu-Fang Yuan, Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market |
2014 |
Chin-Ho Chen, Huimin Chung, Wen-Liang G. Hsieh, and Shu-Fang Yuan, The Feedback Effect of Trading Volatility Risk Premium: Evidence from the Taiwan Index Option Market |
2014 |
Junmao Chiu, Huimin Chung, Keng-Yu Ho, Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market |
2014 |
Chin-Ho Chen, Huimin Chung, Shu-Fang Yuan, Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market |
2013 |
Shumei Chiang, Huimin Chung and Chien-Ming Huang, A Note on Board Characteristics, Ownership Structure and Default Risk: Evidence from the Taiwan Stock Market |
2013 |
Ruey-Ching Hwang, Huimin Chung, and Jiun-Yi Ku, Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market |
2013 |
Huimin Chung, Guo, JH, and Wang, YJ, A value at risk analysis of carry trade using skew-GARCH models |
2013 |
Huimin Chung, Cheng Gao, Jie Lu, Bruce Mizrach, An empirical analysis of the Shanghai and Shenzhen limit order books |
2013 |
Hsin-I Chou, Huimin Chung, Xiangkang Yin, Attendance of Board Meetings and Company Performance: Evidence from Taiwan |
2012 |
Huimin Chung, J. R. Lin, Y. S. Yang, How do entrenched managers handle stakeholders interests? |
2012 |
Ruey-Ching Hwang, Huimin Chung, Jhao-Siang Siao, Chia-Liang Lin, Does the Local Rating Agency Provide Good Credit Ratings? An Empirical Analysis from an Emerging Market |
2012 |
Huimin Chung, Han-Hsing Lee, Pei-Chun Tsai, Are Green Fund Investors Really Socially Responsible?, Review of Pacific Basin Financial Market |
2012 |
Chih-Chiang Wu, Huimin Chung, Yu-Hsien Chang, The economic value of co-movement between oil price and exchange rate using copula-based GARCH models |
2012 |
Wei-Peng Chen and Huimin Chung, Has the Introduction of S&P 500 ETF Options Led to Improvements in Price Discovery of SPDRs?" target='_blank'>Wei-Peng Chen and Huimin Chung, Has the Introduction of S&P 500 ETF Options Led to Improvements in Price Discovery of SPDRs? |
2012 |
Jane-Raung Lin, Huimin Chung, Ming-Hsiang Hsieh and Soushan Wu, The Determinants of Interest Margins and their Effect on Bank Diversification: Evidence from Asian Banks" target='_blank'>Jane-Raung Lin, Huimin Chung, Ming-Hsiang Hsieh and Soushan Wu, The Determinants of Interest Margins and their Effect on Bank Diversification: Evidence from Asian Banks |
2012 |
Shu-Mei Chiang, Huimin Chung and Chien-Ming Huang, Volatility Behavior, Information Efficiency and Risk in the S&P 500 Index Markets" target='_blank'>Shu-Mei Chiang, Huimin Chung and Chien-Ming Huang, Volatility Behavior, Information Efficiency and Risk in the S&P 500 Index Markets |
2012 |
Junmao Chiu, Huimin Chung*, Keng-Yu Ho, and George H.K. Wang, Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market" target='_blank'>Junmao Chiu, Huimin Chung*, Keng-Yu Ho, and George H.K. Wang, Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market |
2011 |
Yin-Hua Yeh, Huimin Chung, Chih-Liang Liu, Committee Independence and Financial Institution Performance during the 2007-08 Credit Crunch: Evidence from a Multi-country Study, Corporate Governance: An International Review, 19, 5, pp437-458, (SSCI) |
2011 |
Ruey-Ching Hwang, Jhao-Siang Siao, Huimin Chung, C.K. Chu, Assessing Bankruptcy Prediction Models via Information Content of Technical Inefficiency, Journal of Productivity Analysis, 36, 3, pp263-273, (SSCI) |
2010 |
Her-Jiun Sheu, Huimin Chung, Chih-Liang Liu , Comprehensive Disclosure of Compensation and Firm Value: The Case of Policy Reforms in an Emerging Market , Journal of Business, Finance, and Accounting, 37, 9-10, pp1115-1144, (SSCI) |
2010 |
Huimin Chung, Till Talaulicar , Forms and Effects of Shareholder Activism, Corporate Governance: An International Review, 18, 4, pp253-257, (SSCI) |
2010 |
Soushan Wu, Huimin Chung, Chih-Liang Liu , Risk-adjusted Compensation Structure in the Banking Industry: The Perspective of 2007-2008 Financial Crisis , Taiwan Banking & Finance, 11, 2, pp49-68, (TSSCI) |
2010 |
Wei-Peng Chen, Huimin Chung, Tsui-Ling Hsu, Soushan Wu , External Financing Needs, Corporate Governance and Firm Value , Corporate Governance: An International Review, 18, 3, pp234-249, (SSCI) |
2010 |
Ruey-Ching Hwang, Huimin Chung, and C. K. Chu , Predicting Issuer Credit Ratings Using a Semiparametric Method , Journal of Empirical Finance , 17, 1, pp120-137, (SSCI) |
2010 |
Wei-Peng Chen, Huimin Chung, Yu-Dan Chen , The Effects of Default Risk on Equity Liquidity:Evidence Based on the Panel Threshold Model, Handbook of Quantitative Finance and Risk Management, pp807-818, (Others) |
2010 |
Wei-Peng Chen, Huimin Chung, Keng-Yu Ho, Tsui-Ling Hsu , Portfolio optimization models and mean-variance spanning tests , Handbook of Quantitative Finance and Risk Management, pp165-184, (Others) |
2009 |
Tian-Shyr Dai, Huimin Chung, and Chun-Ju Ho , Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology , NTU Management Review, 20, 1, pp41-68, (TSSCI) |
2009 |
Huimin Chung, Her-Jiun Sheu and Juo-Lien Wang , Do the Earnings Management Practices of Firms Affect their Equity Liquidity? , Finance Research Letters, 6, 3, pp152-158, (SSCI) |
2009 |
Wei-Peng Chen, Robin K. Chou2, Huimin Chung , Decimalization and the ETFs and Futures Pricing Efficiency , Journal of Futures Markets, 29, 2, pp157-178, (SSCI) |
2009 |
Tseng-Chan Tseng, Huimin Chung, Chin-Sheng Huang , Modeling Jump and Continuous Components in the Volatility of Oil Futures , Studies in Nonlinear Dynamics & Econometrics, 13, 3, (SSCI) |
2009 |
Chih, Hsiang-Hsuan, Pin-Huang Chou, Huimin Chung and Yu-En Lin, Are Both Fund Managers and Fund Investors Smart? Evidence from U.S. Mutual Funds , Journal of Financial Studies, 17, 4, (TSSCI) |
2009 |
Ruey-Ching Hwang, J. S. Siao, Huimin Chung , Predicting credit ratings with autocorrelation structure , Review of Securities and Futures Markets, (TSSCI) |
2009 |
Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , The Dynamic Relationship between A and B Shares in the Pre- and Post-deregulation Periods of An Investment Restriction, The Empirical Economics Letters, 8, 1, pp99-107, (Others) |
2009 |
Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng, Ling-Ju Wei , Do Institutions Matter for the Fund Performance during Crisis Periods? Evidence from Closed-end Country Funds., Corporate Ownership and Control, (Others) |
2008 |
Huimin Chung, Mei-Maun Hseu , Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges, Journal of International Financial Markets, Institutions & Money, 18, 2, pp107-120, (Others) |
2008 |
Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , Modeling and Forecasting of Realized Volatility Based On High-Frequency Data: Evidence from an Emerging Market , International Research Journal of Finance and Economics, 22, pp178-191, (Others) |
2008 |
Yu-Shan Wang, Huimin Chung, Chih-Chiang Hsu , The Impact of International Cross-listings on Risk and Return: Evidence from Asian Companies , International Research Journal of Finance and Economics, 13, pp94-107, (Others) |
2007 |
Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao , Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , Corporate Governance: An International Review, 15, 4, pp644-660, (SSCI) |
2007 |
Ping-Huang Chou, K.C. John Wei, Huimin Chung , Sources of Contrarian Profits in the Japanese Stock Market , Journal of Empirical Finance, 14, 3, pp261-286, (SSCI) |
2007 |
Mei-Maun Hseu, Huimin Chung, Erh-Yin Sun , Price Discovery Across the Stock Index Futures and the ETF Markets: Intra-day Evidence from the S&P 500, NASDAQ-100, and DJIA Indices , Review of Pacific Basin Financial Markets and Policies, 10, 2, pp215-236, (Others) |
2007 |
Yu-Shan Wang, Huimin Chung, Yung-Ching Yang
, The Market Fragmentation Impacts of E-mini Futures on the Liquidity of Open-outcry Index Futures , International Research Journal of Finance and Economics, 12, pp165-180, (Others) |
2007 |
Yu-Shan Wang, Huimin Chung, Yung-Ching Yang , Market Liquidity and Depth on Floor-traded and E-mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100 , Investment Management and Financial Innovations, 4, 4, pp82-99 |
2006 |
Jianguo Chen, Dar-Hsin Chen, Huimin Chung , Corporate control, corporate governance and firm performance in New Zealand , International Journal of Disclousure and Governance, 3, 4, pp263-276, (Others) |
2006 |
Huimin Chung , Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market , Journal of Banking and Finance, 30, 5, pp1485-1505, (SSCI) |
2006 |
Huimin Chung, Shumei Chiang , Price Clustering in E-mini and Floor-traded Index Futures. Journal of Futures Markets , Journal of Futures Markets, 26, 3, pp269-295, (SSCI) |
2006 |
Robin Chou, Huimin Chung, Decimalization, Trading Costs, and Information Transmissions between ETFs and Index Futures, Journal of Futures Markets, 26, 2, pp131-151 |
2006 |
Huimin Chung, Mei-Maun Hseu , Why Do the Market Impacts of Derivative Warrant Differ from Those of Standard Options? Evidence from an Emerging Market , Investment Management and Financial Innovations, 3, 2, pp138-153, (Others) |
2005 |
Yushan Wang, Huimin Chung , The Effect on Market Efficiency of a Futures Transaction Tax Reduction and the Intervention of the National Financial Stabilization Fund , Taiwan Academy of Management Journal, 5, 1, pp25-56, (Others) |
2005 |
Huimin Chung, Tsung-Wu Ho, Ling-Ju Wei , The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks: Evidence from the Threshold Vector Error-correction Model , Applied Economics, 37, 20, pp2387-2394, (SSCI) |
2005 |
Ping-Huang Chou, Huimin Chung, Erh-Yin Sun , Detecting Mutual Fund Timing Ability using the Threshold Model , Applied Economics Letters, 12, 13, pp829-834, (SSCI) |
2005 |
Chuang-Chang Chang, Huimin Chung, Tin-I Wang , Pricing Options with Price Limits and Market Illiquidity , Research in Finance, 22, pp187-214, (Others) |
2005 |
Huimin Chung , The Contagious Effects of the Asian Financial Crisis: Some Evidence from ADRs and Country Funds , Journal of Multinational Financial Management, 15, 1, pp67-84, (Others) |
2005 |
Huimin Chung, Shumei Chiang , The Introduction of Electronically Traded Index Futures and Their Impacts on the Underlying Assets: The Cases of U.S. Index Futures , International Journal of Service Technology and Management, 6, 6, pp609-626, (Others) |
2004 |
許美滿, 吳壽山, 鍾惠民, 林怡群 , 控制股東代理問題對公司價值之影響與舉債之監督效果分析 , 會計與公司治理, 1, 2, pp67-91, (Others) |
2004 |
許美滿, 鍾惠民, 許和鈞,葉菀婷 , 金融控股公司購併之市場反應與套利機會分析, 台灣金融財務季刊, 5, 1, pp121-139, (Others) |
2004 |
Yushan Wang, Huimin Chung, Cha-ling Chiang , A Dynamic Analysis of Volatility and Liquidity in Taiwan Futures Market , Review of Securities and Futures Markets, 16, 3, pp83-108, (TSSCI) |
2004 |
許美滿, 蘇聖泓, 鍾惠民 , 波動性模型預測能力之比較:台指選擇權市場實證 , 亞太社會科技學報, 3, 2, pp19-32, (Others) |