Seminar in Finance

2016 Spring

報告 日期	領 域	篇 名	作 者	報告人	評論人
2/22	Behavioral Finance	Investor Sentiment and the Cross-Section of Stock Returns	Malcolm Baker and Jeffrey Wurgler	曾至宏	彭琪祿洪國哲
	Transfer Pricing	Transfer Pricing in Spain	Antonio Fernandez Crende & Alberto Alvarez Wilmanski	黃中堅	黃子倫 賴光二
	Risk Management	Pricing contingent claims with credit risk: Asymptotic expansion approach	Yoshifumi Muroi	陳昌志	張嘉倩 黃瑋苓
2/29	Behavior Finance	Which money is smart? mutual fund buys and sells of individual and institutional investor	Keswani and Stolin	彭琪祿	張凱威 余昭弘
	Behavior Finance	Short selling and stock prices with regime switching in the absence of market makers: The case of Japan	Kwangsoo Ko and Taejin Lim	洪國哲	黃中堅 曾至宏
	Behavior Finance	Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets	Anthony Richards	張吉宏	賴光二 高秋芬
	Investment	Volatility transmission in the real estate spot and forward markets	S. K. Wong, K.W. Chau and C.Y. Yiu	殷君豪	黃瑋苓 陳昌志
3/7	Corporate Governance	Corporate Governance and Earnings Management	Frank Yu.	黃中堅	高秋芬 楊智元
	Corporate Governance	The Relationship of Returns to Earnings and Cash Flows Before and After Restatement	Shough, Evan M. and Tao, Andrew	王錦玉	曾建勳 黃瑋苓
	Corporate Governance	Common Failings: How Corporate Defaults Are Correlated	SANJIV R. DAS, DARRELL DUFFIE, NIKUNJ KAPADIA, and LEANDRO  SAITA	曾至宏	殷君豪 張嘉倩
	Behavior Finance	The Long-Lasting Momentum in Weekly Returns	Gutierrez and Kelley	魏安平	張凱威 余昭弘
3/21	Behavior Finance	Momentum Profitability and Market Trend: Evidence from REITs	Szu-Yin Kathy Hung and John L. Glascock	彭琪祿	王冠婷 曾建勳
	Behavior Finance	The longevity annuity ; An Annuity for Everyone?	Jason S. Scott Financial	賴光二	黃中堅 楊智元
	Risk management	The Economic Value of Volatility Transmission Between the Stock and Bond Markets	Helena Chulia & Hipolit Torro	殷君豪	黃中堅 楊智元
	Investment	Bayesian Alphas and Mutual Fund Persistence	JEFFREY A. BUSSE & PAUL J. IRVINE	黃瑋苓	張吉宏 張嘉倩
4/11	Corporate Governance	Customer Satisfaction, Cash Flow, and Shareholder Value	Thomas S. Gruca & Lopo L. Rego	黃子倫	魏安平 張凱威
	Corporate Governance	Does the Reputation Matter? Corporate Reputation and Earnings Quality	Tan, Hongtao	王錦玉	彭琪祿 黃中堅
	Corporate Governance	Capital Allocation For Insurance Companies-What Good Is It?	Helmut Grundl & Hato Schmeiser	張吉宏	洪國哲 賴光二
	Corporate Governance	Does the contribution of corporate cash holdings and dividends to firm value depend on governance? A cross-country analysis	Lee Pinkowitz, Rene Stulz and Rohan Williamson	高秋芬	殷君豪 陳昌志
4/25	Behavior Finance	Profiting from Predictability: Smart Traders , Daily Price　Limits , and Investor Attention	Mark S. Seasholes and Guojun Wu	洪國哲	王錦玉 高秋芬
	Behavior Finance	Do Momentum-Based Strategies Still Work in Foreign Currency Markets?	Okunev and White	魏安平	曾建勳 王冠婷
	Behavior Finance	Cause and Effect of Mini-Tender Offers	Kim Gleason, Jarrod Johnston, Jeff Madura	賴光二	張吉宏 余昭弘
	Financial Marketing	The effects of advertising on retail price competition under vertical restraint A Japanese case	Miao-Ling Chen	黃子倫	張凱威 王錦玉
5/9	Option	A barrier option framework for corporate security valuation	Brookman P., and H.J.Turtle	曾建勳	楊智元 魏安平
	Risk Management	Pricing Property Index Linked Swaps with Counterparty Default Risk	Kanak Patel & Ricardo Pereira	張嘉倩	陳昌志 王冠婷
	Risk Management	The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications	Brady, B., Resti, A., Sironi, A.	余昭弘	張吉宏 殷君豪
	Risk Management	Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation	John Hull and Alan White	黃瑋苓	黃子倫 彭琪祿
5/23	Risk Managemen	Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades	Akhigbe,Martin,Whyte	王冠婷	洪國哲 殷君豪
	Risk Managemen	House Prices, Fundamentals and Bubbles	Black, Fraster and Hoesli	楊智元	王錦玉 賴光二
	Risk Managemen	Corporate credit risk modeling and the macroeconomy	Carling, Jacobson, Linde, Roszbach	余昭弘	黃子倫 高秋芬
	Microstructure	A simple estimate of noise and its determinant in a call auction market	Shing-yang Hu	張凱威	楊智元 曾至宏
6/6	Portfolio Allocation	Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets	Jessica A. Wachter	陳昌志	曾至宏 彭琪祿
				曾建勳	黃瑋苓 魏安平
				張嘉倩	王冠婷 余昭弘
	Investment	Tax-loss selling and the January effect: Evidence from municipal bond closed-end funs	Laura T. Starks, Li Yong and Lu Zheng	高秋芬	黃中堅 洪國哲
6/20	Corporate Governance	Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets	Kim,Nabar	王冠婷	陳昌志 曾建勳
	Risk Management	Bubbles and Fads in the Stock Market: Another Look at the Experience of the US	Alessandri	楊智元	張嘉倩 黃子倫
	Investment	Are Momentum Profits Robust to Trading Costs	Robert A. korajczyk and Ronnie Sadka	張凱威	張吉宏 王錦玉