日期

領   域

篇     名

作  者

報告人

評論人

3/5

Corporate Governance

Earnings management, market discounts and the performance of private equity placements

An-Sing Chen, Lee-Young Cheng, Kuang-Fu Cheng, Shu-Wei Chih

莊典隴

黃鈴喻

林文淵

Corporate Governance

Managerial rights, use of investment banks, and the wealth effects for acquiring firms’ shareholders

Weishen Wanga, Ann Marie Whyte

蔡火蓮

賴冠伶

黃美虹

Risk Management

Portfolio optimization with CVaR under VG process

Jinping Yu, Xiaofeng Yang, Shenghong Li

郭世明

陳操斐

3/19

Exchange Market

The behavior of the real exchange rate: Evidence from regression quantiles

Kleopatra Nikolaou

林文淵

陳國興

黃美虹

Behavioral finance

Accruals, cash flows, and aggregate stock returns

David Hirshleifer, Kewei Hou, Siew Hong Teoh

陳操斐

蔡火蓮

楊育菁

Real Estate

Testing for Bubbles in Housing Markets:

A Panel Data Approach

Vyacheslav Mikhed · Petr Zemˇcík

陳益璋

郭世明

莊典隴

4/9

Real estate

Thin Markets and Property Tax Inequities: A Multinomial Logit Approach

Daniel P. McMillen and  Rachel N. Weber

陳國興

郭世明

林文淵

Real estate

Choice of Mortgage Contracts: Evidence from the Survey of Consumer Finances

Brahima Coulibaly and Geng Li

黃鈴喻

賴冠伶

陳操斐

International Finance

Resolving the exposure puzzle :The many facets of exchange Rate exposure

S¨ohnke M.Bartram, GregoryW.Brown, BernadetteA.Minton

楊育菁

陳益璋

黃美虹

4/30

Investment

Risk premia in international equity markets revisited

Stephen J. Browna, Takato Hiraki , Kiyoshi Arakawa, Saburo Ohno

陳操斐

陳益璋

黃鈴喻

Mutual Fund

Individual investor mutual fund flows

Zoran Ivkovic and Scott Weisbenner

賴冠伶

蔡火蓮

莊典隴

黃美虹

楊育菁

陳國興

5/21

Mutual Fund

Media Coverage and the Cross-section of Stock Returns

LILY FANG and JOEL PERESS

賴冠伶

黃美虹

黃鈴喻

Stock market

Predicting the bear stock market- Macroeconomic variables as leading indicators

Shiu-Sheng Chen

莊典隴

陳國興

楊育菁

Financial Engineering

Nonparametric inference of discretely sampled stable Lévy processes

Zhibiao Zhao_, Wei Biao Wu

林文淵

郭世明

蔡火蓮

6/4

黃美虹

陳操斐

林文淵

Real estate

A multivariate unobserved component analysis of US housing market

Mohamadou L. Fadiga & Yongsheng Wang

郭世明

莊典隴

賴冠伶

Real estate

Price Run-up in Housing Markets, Access

to Bank Lending and House Prices in Korea

Sae Woon Park & Doo Woan Bahng & Yun W. Park

黃鈴喻

陳國興

陳益璋

6/18

Hedge Fund

Role of Managerial Incentives and Discretion in Hedge Fund Performance

Vikas Agarwal,

Naveen D. Daniel,

Narayan Y. Naik

楊育菁

莊典隴

陳益璋

Real estate

Structural Breaks and the Convergence of Regional House Prices

Mei-Se Ch ien

陳益璋

郭世明

林文淵

M&A

The effect of mergers on credit union performance

Keldon J. Bauer , Linda L. Miles, Takeshi Nishikawa

蔡火蓮

陳操斐

賴冠伶

Hedge Fund

Hedge Fund Performance Persistence:

A New Approach

Nicole M. Boyson

陳國興

黃鈴喻

蔡火蓮