個人資料

周賓凰 Pin-Huang Chou

學歷

聖路易華盛頓大學(Washington University in St. Louis) 經濟學博士（1994）

聖路易華盛頓大學(Washington University in St. Louis) 經濟學碩士（1992）

國立交通大學管理科學系理學士（1988）

經歷

國立中央大學財務金融系教授（2000/08迄今）

國立中央大學財務管理系副教授（1994~2000）

專長

投資學、財務理論、計量經濟學、行為財務學、綠色經濟學、佛教經濟學

教學領域

A. 教學課程

大學部：統計學、個體經濟學、財務計量、行為財務學、綠色經濟學、宗教經濟與金融

研究所：數量方法、研究方法、投資學、行為財務學

博士班：高等數量方法、投資學專題、財務計量、財務理論、行為財務學、論文寫作

B. 博士論文指導 & placements

林美珍（與俞明德教授共同指導），國立台北大學

池祥萱，國立東華大學

吳建台，虎尾科技大學

李文聖，國立東華大學

廖子翔（與張傳章教授聯合指導），銘傳大學

許仁綜（與史綱教授聯合指導），清雲科技大學

柯冠成，國立暨南大學

陳宗佑，逢甲大學

黃冠瑛 (與黃泓人教授聯合指導)，國立中正大學

謝佳勳 (與陳鴻毅教授聯合指導)，國立高雄大學

張芸菁 (與葉錦徽教授聯合指導)，實踐大學

論文著作

(A) 期刊論文

1. P.-H. Chou, K.-C. Ko, and S. G. Rhee, 2023, Comparing competing factor and characteristics models: Evidence in Japan, Pacific-Basin Finance Journal 82, Article 102179. (SSCI)

2. T.-Y. Chen, P.-H. Chou, C.-H. Hsieh, and S. G. Rhee, 2021, Momentum life cycle, revisited, Journal of Banking and Finance 127, 106-119. (SSCI)

3. T.-Y. Chen, P.-H. Chou, K.-C. Ko, and S. G. Rhee, 2021, Nonparametric momentum based on ranks and signs, Journal of Empirical Finance 60, 94-109. (SSCI)

4. T.-Y. Chen, P.-H. Chou, N.-T. Yang, 2020, Momentum and reversals: are they really separate phenomena? Finance Research Letters 32, Article 101102. (SSCI)

5. P.-H. Chou, K.-C. Ko, N.-T. Yang, 2019, Asset growth, style investing, and momentum, Journal of Banking and Finance 98, 108-124. (SSCI)

6. T.-Y. Chen, P.-H. Chou, 2018, Median momentum, European Financial Management 25, 1080-1118. (SSCI)

7. 丁碧慧、呂振揚、周賓凰, 2018, 信用交易、意見分歧與股票報酬, 經濟論文46:3, 323–366.

8. H.-Y. Chen, P.-H. Chou, C.-H. Hsieh, 2017, Persistency of momentum effect, European Financial Management 24, 856-892. (SSCI)

9. 周賓凰、黃冠瑛、劉明謹, 2016, 文化與市場效率性，證券市場發展季刊28:3, 1-48. (最佳論文獎)

10. P.-H. Chou, C.-H. Hsieh, Carl H. Shen, 2016, What explains the orange juice puzzle: Fundamentals, sentiment, or smart money? Journal of Financial Markets 29, 47-65. (SSCI)

11. P.-H. Chou, T.-S. Huang, H.-J. Yang, 2013, Arbitrage risk and the turnover anomaly, Journal of Banking and Finance 37, 4172-4182. (SSCI)

12. P.-H. Chou, Robin K. Chou, K.-C. Ko and C.-Y. Chao, 2013, What affects the cool-off period under price limits? Pacific-Basin Finance Journal 24, 256-278. (SSCI)

13. P.-H. Chou, P.-H. Ho, and K.-C. Ko, 2012, Do industries matter in explaining stock returns and asset-pricing anomalies? Journal of Banking and Finance 36, 355-370. (SSCI)

14. C.-C. Chang, P.-H. Chou, and T.-H. Liao, 2012, Fitting and testing for the implied volatility curve using parametric models, Journal of Futures Markets 32, 1171-1191. (SSCI)

15. P.-H. Chou, K.-C. Ko, S.-T. Kuo, S.-J. Lin, 2012, Firm characteristics, alternative factors, and asset-pricing anomalies: Evidence from Japan, Quantitative Finance 12, 369-382. (SSCI)

16. M.-C. Lin and P.-H. Chou, 2011, Prospect Theory and the Effectiveness of Price Limits, Pacific-Basin Finance Journal 19, 330-349. (SSCI).

17. P.-H. Chou, K.-C. Ko, and S.-J. Lin, 2010, Do relative leverage and relative distress really explain asset-pricing anomalies? Journal of Financial Markets 13, 77-100. (SSCI)

18. H.-S. Chih, P.-H. Chou, H. Chung, and Y.-E. Lin, 2009, Smart money effect and past performance: Evidence from U.S. mutual funds, 財務金融學刊 17:4, 31-55. (TSSCI)

19. 池祥萱、林煜恩、周賓凰, 2009, 處份效果、強化承諾與共同基金績效, 管理評論 28:4, 1-18. (TSSCI)

20. Chih, Hsiang-Hsuan, Yu-En Lin, Wei-Ru Chen, and Pin-Huang Chou, 2009, Does CEO media coverage affect firm performance? 交大管理學報 29:1, 139-173. (TSSCI)

21. P.-H. Chou, R. K. Chou, and K.-C. Ko, 2008, Prospect theory and risk-return paradox: Some recent evidence, Review of Quantitative Finance and Accounting 33, 193-208.

22. Wang, J.-S., J.-T. Chen, and Pin-Huang Chou, 2008, Market reactions to the passage of financial holding company act in Taiwan, Pacific Economic Review 13, 453-472. (SSCI)

23. Chih, Hsiang-Lin, Hsiang-Hsuan Chih, and Pin-Huang Chou, 2008, Being Good or Being Known: Corporate Governance, Media Coverage, and Earnings Announcements, The Service Industries Journal 30, 405-420. (SSCI)

24. Chou, P.-H. and K.-C. Ko, 2007, Characteristics, Covariances, and Structural Breaks, Economics Letters 100, 31-34. (SSCI)

25. 池祥萱、林煜恩、周賓凰，2007，基金績效與聰明錢效果：台灣實證，管理學報24:3, 307-330. (TSSCI)

26. 周賓凰、張宇志、林美珍，2007，投資人情緒與股票報酬互動關係，證券市場發展季刊 19:2, 153-190. (TSSCI)

27. P.-H. Chou, Huimin Chung, and K. C. Wei, 2007, Sources of contrarian profits in Japanese markets, Journal of Empirical Finance 14, 261-286.

28. P.-H. Chou, Wen-Shen Li, S. Ghon Rhee and Jane-Sue Wang, 2007, Do macroeconomic factors subsume market anomalies in long investment horizons? Managerial Finance 33, 534-552.

29. P.-H. Chou and G. Zhou, 2006, Bootstrap tests of portfolio efficiency, Annals of Economics and Finance 2, 217-249. (lead article)

30. P.-H. Chou, W.-S. Li, J.-B. Lin, and J.-S. Wang, 2006, Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading, International Review of Financial Analysis 15, 363-376.

31. P.-H. Chou, M.-C. Lin and M.-T. Yu, 2006, Margins and price limits in Taiwan's stock index futures market, Emerging Markets Finance and Trade 42, 65-91. (SSCI)

32. P.-H. Chou, Wen-Shen Li and Guofu Zhou, 2006, Portfolio optimization under asset-pricing anomalies, Japan and the World Economy 18, 121-142. (SSCI, leading article)

33. P.-H. Chou, Huimin Chung, and Erh-Yin Sun, 2005, Detecting mutual fund timing ability using the threshold model, Applied Economics Letters 12, 829-834. (SSCI)

34. P.-H. Chou, M.-C. Lin and M.-T. Yu, 2005, Risk Aversion and Price Limits in Futures Markets, Finance Research Letters 2, 173-184.

35. Pin-Huang Chou, 2004, Bootstrap tests for multivariate event studies, Review of Quantitative Finance and Accounting 23, 275-290. (NSC 87-2416-H008-018)

36. P.-H. Chou, Robin K. Chou and J.-S. Wang, 2004, On the Cross-section of Expected Stock Returns: Fama-French Ten Years Later, Finance Letters 2, Issue 1, 18-22.

37. Mei-Chen Lin and Pin-Huang Chou, 2003, The pitfall of using Sharpe ratio, Finance Letters, 1, 84-89.

38. P.-H. Chou, M.-C. Lin and M.-T. Yu, 2003, Coordinating price limits across spot and futures markets, Journal of Futures Markets 23, 577-602. (SSCI)

39. S. Chen, C. Lin, P.-H. Chou and D. Hwang, 2002, A Comparison of Hedge Effectiveness and Price Discovery between TAIFEX TAIEX Index Futures and SGX MSCI Taiwan Index Futures, Review of Pacific Basin Financial Markets and Policies Vol. 5, No. 2, 277-300. ( NSC 87-2418-004-E24)

40. P.-H. Chou, Edward Chow and Gang Shyy, 2002, Exchange rate risk exposure and capital market integration of the Asian emerging markets, Taiwan Academy of Management Journal 2, No. 2, 165-182. (NSC 84-2416-H-008-016-E8)

41. Pin-Huang Chou and Mei-Chen Lin, 2002, Tests of the international CAPM with and without a risk-less asset, Applied Financial Economics, 12, 873-883.

42. 周賓凰、池祥萱、周冠男、龔怡霖, 2002, 行為財務學: 文獻回顧與展望, 證券市場發展季刊 14:2, 1-48. (TSSCI)

43. 周賓凰、劉怡芬, 2000, 台灣股市橫斷面報酬解釋因子：特徵、單因子，或多因子，證券市場發展季刊12:1, 1-32。(TSSCI)

44. 周賓凰、李志宏、李進生, 2000, 當沖相關制度之比較與我國應採行之作法, 證券市場發展季刊11:3, 21-48. (TSSCI)

45. P.-H. Chou, Y.-L. Hsu and Guofu Zhou, 2000, Investment horizon and the cross-section of expected returns: Evidence from the Tokyo Stock Exchange, Annals of Economics and Finance 1, No. 1, 79-100.

46. P.-H. Chou, 2000, Alternative tests of the zero-beta CAPM, Journal of Financial Research 23, 469-494.

47. P.-H. Chou, Mei-Chen Lin and Min-Teh Yu, 2000, Price limits, default risks, and margin requirements, Journal of Futures Markets 20, 573-602. (SSCI)

48. Pin-Huang Chou, 1999, Modeling daily price limits, International Review of Financial Analysis 8:3, 283-301.

49. Pin-Huang Chou and Huimin Chung, 1999, Formulation versus holding horizon, time series predictability, and the performance of contrarian strategies, Journal of Financial Studies 7:2, 1-27. (TSSCI)

50. 周賓凰、劉貽芳、林惠雪, 1998，五種台股指數績效與均異效率性之評估，證券市場發展季刊10:4, 1-26. (TSSCI)

51. 周賓凰與吳壽山, 1998, 漲跌幅限制之再探討, 中國財務學刊 6:2, 19-48. (TSSCI)

52. 周賓凰與蔡坤芳，1997，臺灣股市日資料特性與事件研究法，證券市場發展季刊9:2, 1-27. (TSSCI)

53. Pin-Huang Chou, 1997, A test of relative efficiency between two sets of securities, Applied Financial Economics 7, 193-196.

54. Pin-Huang Chou, 1997, A Gibbs sampling approach to the estimation of linear regression models under daily price limits, Pacific-Basin Finance Journal 5, 39-62.

55. 沈中華與周賓凰, 1997, 漲跌幅限制下的股市星期效應與自我相關, 經濟論文25:1, 21-44. (TSSCI)

56. 周賓凰與邱湘靈，1996，美國亞太地區國際型共同基金績效, 證券市場發展季刊8:3, 117-145. (TSSCI)

57. 吳壽山與周賓凰, 1996, 衡量漲跌幅限制對股票報酬與風險的影響, 證券市場發展季刊8:1, 1-31. (TSSCI)

(B) 其他刊物

1. Pin-Huang Chou, Kuan-Cheng Ko, and K C John Wei, 2024, Sources of the Liquidity Premium: Risk or Mispricing? Chapter 65, Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives (editors: C.F. Lee, Alice Lee, and John Lee).

2. 周賓凰, 2021, 淺談綠色經濟的個體心理基礎, 人文與社會科學簡訊 23:1, 81-86.

3. 周賓凰, 2010, 生命就是開放、永遠保有可能性：與年輕學者共勉, 人文與社會科學簡訊 12:1, 97-104.

4. P.-H. Chou, 2002, 認知失調與其於財務之應用, 貨幣觀測與信用評等38，15-22.

5. P.-H. Chou and Mei-Chen Lin, 2002, Effectiveness of price limits when investors are overconfident. Proceedings of the 10th Conference on the Theories and Practices of Securities and Financial Markets, Taiwan.

6. P.-H. Chou and Mei-Chen Lin, 2001, Assessing the size of asset-pricing tests under perfect ex ante efficiency, Proceedings of the 10th Conference on the Theories and Practices of Securities and Financial Markets, Taiwan. (NSC 90-2416-H-008-003)

7. P. -H. Chou and H. Wang, 2000, Alternative tests for event studies: A bootstrap approach, Proceedings of the 2000 Chinese Finance Association Annual Meeting, Taiwan: Taipei. (NSC 88-2416-H-008-009)

8. Mutual fund styles, performance evaluation and investment horizons: Evidence from Taiwanese mutual funds, (with S. Lin and M. Lin), 2000, Securities Finance 65, 55-82.

9. Using Bootstrap to test portfolio efficiency, (with Guofu Zhou), 1998 Proceedings of the 1998 NTU Conference on Finance, Vol. 2, 117-145. National Taiwan University, Taipei, Taiwan. Best Paper Award.

10. A microstructure investigation of Barings crisis: Information trading and trading mechanisms, (with J. Lee and Gang Shyy), Proceedings of the Eighth Annual Asia-Pacific Futures Research Symposium, 39-72, 1997.

11. Hedging effectiveness and price transmission of individual share futures, (with Gang Shyy), Proceedings of the Seventh Annual Asia-Pacific Futures Research Symposium, 83-92, 1996.

(C) 專書

1. 《計量經濟學：理論、概念與應用》，2010，智勝出版社；（二版）2022/9 雙葉書廊

2. 《佛教經濟學》，2022/2，商周出版社

3. 《先知》譯註（中英對照），2021/8，新陸書局

4. 《薄伽梵歌》譯注（中英對照），2018/9，啟示出版社

5. 《薄伽梵歌》譯注，2017/4，活石文化

6. 《綠色經濟學》，2011，與徐耀南、王絹淑合譯，智勝出版社

7. 《財金計量—EViews的應用》， 2009，與鍾惠民、孫而音合著，新陸書局

8. 《證券市場》（第三版），2005，與劉玉珍、李志宏合著，證基會

9. 《財金計量》（Financial Econometrics Using SAS）修訂版，2004，與鍾惠民、吳壽山、范懷文合著，雙葉書廊

(D) 專題演講

1. 周賓凰，佛教經濟學簡介，台灣大學經濟系2022/9/22

2. 周賓凰，淺談綠色經濟

l 屏東大學社會發展學系2017/4/13；

l 政治大學商學院Brown Bag Seminar 2019/11/18；

l 台北愛海藝文廣場2020/8/30

3. 周賓凰，資訊與金融：一個系統觀點，交大資財專題演講(2015/10/14)；長庚大學工商管理系(2017/12/5)

4. 周賓凰，綠色生存法則─有經濟sense的綠頭腦，2015/7/2，社團法人台灣環境資訊協會

5. 周賓凰，2015/3/7, 人與金融：以人為本的金融，Fin x Chance 微型論壇—金融新蘊，中央大學

6. 周賓凰，從經濟角度談永續治理, 2014/4/18, 「與大自然和解」研討會

7. 周賓凰, 佛教經濟學的理論基礎與架構

l 2014/3/7 中央大學財金系

l 2014/10/7 中央大學經濟系

l 2015/10/24 花東產業6級化合作事業論壇【公民合作經濟的在地實踐】

l 2019/6/29 聖嚴法師圓寂十周年紀念國際研討會-佛法與社會科學

8. 周賓凰, 綠色經濟學的個體基礎：從「最後通牒」談起

l 2011/5/27 銘傳大學經濟系專題演講

l 2012/3/22 東海大學財務金融系

l 2012/5/15 長榮大學企管系暨財金系

l 2012/11/5 嘉義大學應用經濟系

l 2013/7/18 富邦投信講座

l 2013/11/8 暨南大學財務金融系

l 2014/3/27 高雄第一科大財管系

l 2015/02/14 看守台灣協會、生態關懷者協會、綠色陣線協會

l 2015/4/23 中原大學工業與系統工程系

9. Pin-Huang Chou, Robin K. Chou and Kuan-Cheng Ko (2012, Jul). What Affects the Cool-off Duration under Price Limits? Asian Finance Association and Taiwan Finance Association 2012 Joint International Conference, Taipei, Taiwan.

10. Pin-Huang Chou, Kuan-Cheng Ko and K.C. John Wei (2011, Dec). What Drives the Liquidity Premium: Factors or Characteristics?. The 19th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.

11. Pin-Huang Chou, Kuan-Cheng Ko, Szu-Tsen Kuo and Shinn-Juh Lin (2010, May). Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan. 2010 International Conference of Taiwan Finance Association, Puli, Taiwan.

12. Pin-Huang Chou*, Robin K. Chou and Kuan-Cheng Ko (2010, Mar). Empirical Determinants of Limit-hit Durations: Rational and Behavioral Perspectives.第七屆金融市場與趨勢研討會, 淡江大學.

13. Pin-Huang Chou, Kuan-Cheng Ko and Shinn-Juh Lin (2009, Oct). Do Relative Leverage and Relative Distress Really Explain Size and Book-to-Market Anomalies? . Financial Management Association Annual Meeting, Reno, Nevada, USA.

14. P.-H. Chou, Ray Chou, and Ding-Neng Huan, 2001, An examination of intraday price reversals in Taiwan, working paper.

15. Mei-Chen Lin and P. H. Chou, 1998, Bootstrapping variance ratio test, working paper.

16. P.-H. Chou, 1996, On multivariate tests of regulatory event studies, working paper.

17. P. -H. Chou and Chung-Hua Shen, 1995, A reexamination of futures price behavior: The case of pork bellies, presented at the Second International NTU Finance Conference (Taipei, Taiwan).

18. Siddhartha Chib and P.- H. Chou, 1994, An econometric analysis of price limits: The case of minimum-variance hedge ratio estimation, presented at the 1995 Western Finance Association annual meeting (Aspen, USA) and the 1995 FMA annual meetings (New York, USA).

19. P.-H. Chou and Robert Parks, 1993, A reexamination of the contrarian investment strategy using the CAPM and APT, presented at the 1993 Annual Meetings of the Southwestern Finance Association (New Orleans USA), and the 1994 Annual Meetings of the Midwest Finance Association (Chicago, USA).

20. Soushan Wu, P.-H. Chou and Mei-Ying Liu, 1990, Event study methodology and regulatory changes: The case of price limits in Taiwan, the Second Annual PACAP Finance Conference (Bangkok, Thailand).

(E) 學術服務

1. 期刊編輯委員

a. 財務金融學刊 (TSSCI)（1999迄今）

b. 管理評論 (TSSCI)（2002迄今）

c. 管理與系統 (TSSCI)（2005迄今）; 財務領域執行主編（2018迄今)

d. 交大管理學報 (TSSCI)（2004-2018）

e. 證券市場發展季刊 (TSSCI)（2016迄今）

f. Journal of Banking and Finance (SSCI, MOST Finance A Tier 1), 2012-2015/3.

g. Pacific-Basin Finance Journal (SSCI, MOST Finance A Tier 2), 2016/1-present.

h. Heliyon (An open access journal from Elsevier), 2018/9-2020/9.

i. Asia-Pacific Journal of Accounting and Economics (SSCI, MOST Accounting A-), 2020/10-present.

2. Ad Hoc Journal Referee for: Journal of Banking and Finance, European Financial Management, International Review of Financial Analysis, Financial Review, Finance Research Letters, Pacific Basin Finance Journal, International Review of Finance, Review of Securities and Futures Markets, Journal of Financial Studies, Academia Economic Papers, Emerging Markets Trade and Finance, Quantitative Finance, International Review of Economics and Finance, etc.

3. Review committee for: The Conferences on the Theories and Practices of Securities Markets (2000-2021); Asian Finance Association Annual Meeting (2017), etc.

4. Guest editor for Review of Securities and Futures Markets (special issue on behavioral finance) 2017, 2019; Journal of Financial Studies (special issue on behavioral finance) 2020.

(F) 研究計劃

1. “企業社會責任、投資人異質性與資產定價” ，計劃經費：3,088,000 (NSTC 112-2410-H-008-047-MY3)

2. “定期定額策略: 波動管理觀點” ，計劃經費：645,000 (MOST 111-2410-H-008-054)

3. “意見分歧、凸顯性與資產定價異常現象” ，計劃經費：2,823,000 (MOST 109-2410-H-008-009-MY3)

4. “堅韌與超額動能策略：績效與成因” ，計劃經費：2,976,000 (MOST 107-2410-H-008-013-MY3)

5. “倫理與資產定價：理論與實證” ，計劃經費：2,558,000 (MOST 105-2410-H-008-027-MY3)

6. “橫斷面報酬變異剖析” ，計劃經費：2,260,000 (NSC 102-2410-H-008-014-MY3)

7. “短期動能與長期報酬反轉現象再探” ，計劃經費：2,559,000 (NSC 101-2410-H-008-027-MY3)

8. “違約風險與股票報酬：特徵、因子與計量議題” 計劃經費：2,271,000 (NSC 99-2410-H-008-038-MY3)

9. “因子、特徵與股票報酬：行為與計量議題” ，計劃經費：2,569,000 (NSC 98-2410-H-008-041-MY3)

10. “衍生性金融商品的資訊內涵整合型研究-子計畫三：選擇權微笑型態探討：計量與行為相關議題”，計劃經費：2,337,000（NSC 95-2416-H-008-014-MY3）

11. “規模與帳面市值比效果深探：計量與理論相關議題”，計劃經費：2,265,000（NSC 95-2416-H-008-015-MY3）

12. “金融控股公司法的市場反應之檢測：多變量事件研究法之應用”，計劃經費：405,000（NSC 94-2416-H-008-031）

13. “論產業因子在股票報酬橫斷面與時間序列中的角色(2/2)”，計劃經費：1,067,000（NSC 94 -2416-H-008 -003）

14. “論產業因子在股票報酬橫斷面與時間序列中的角色(1/2)”，計劃經費：917,396（NSC 93-2416-H-008-019）

15. “行為財務學與行為會計學整合型計畫-子計畫七：總體因子、市場情緒、與資產定價”，計劃經費：263,500（NSC 92-2416-H-008-033-EF）

16. “展望理論與風險報酬關係再探”，計劃經費：835,900（NSC 92-2416-H-008-023）

17. “貝他與市值關係的進一步探討：理論與實證”，計劃經費：712,100（NSC 91-2416-H-008-010）

18. “完全事前效率下效率性檢定之績效評估”，計劃經費：621,900（NSC 90-2416-H-008-003）

19. “日內價格反轉與交易策略之研究”，計劃經費：519,300（NSC 89-2416-H-008-024）

20. “交易策略績效與成因之研究”，計劃經費：597,800（NSC 89-2416-H-0088-008）

21. “拔靴複製事件研究法”，計劃經費：530,900（NSC 88-2416-H-008-009）

22. “法規相關(多變量)事件研究 - 拔靴複製法”，計劃經費：442,200（NSC 87-2416-H008-018）

23. “亞太地區證券、期貨及債券關聯資料庫基地的建立與使用－亞洲新興市場與全球系統性風險溢酬之研究”，計劃經費：584,200（NSC 84-2416-H-008-016-E8）

榮譽獎項

l 2018, 優等獎，周賓凰、黃冠瑛、劉明謹，文化與市場效率性，第八屆聯電經營管理論文獎

l 2017, 最佳論文獎，周賓凰、黃冠瑛、劉明謹，文化與市場效率性，證券市場發展季刊

l 2016 第九屆崇越論文大賞競賽管理論文博士組優等獎「無母數動能策略」指導教授

l 2010, Runner-up Award, Finance and Corporate Governance Conference, Melbourne, Australia. Paper title: Firm characteristics, alternative factors, and asset-pricing anomalies: Evidence from Japan

l 2009 年管理評論論文獎首獎，池祥萱、林煜恩、周賓凰, 2009, 處份效果、強化承諾與共同基金績效, 管理評論

l Best annual paper award, 2007, Review of Securities and Futures Markets. Paper title: Investor sentiment and stock returns in Taiwan.

l Annual Paper Award, 2002, The Tenth Conferences on the Theories and Practices of Securities Markets. Paper title: The Effectiveness of Price Limits When Investors are Overconfident.

l Best paper award, 1998, the 1998 NTU Conference on Finance, Taipei Taiwan. Paper title: Using bootstrap to test portfolio efficiency.

l 1997年度最佳論文獎，證券市場發展季刊，論文：臺灣股市日資料特性與事件研究法

其他服務與經歷

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聯絡資訊

l E-mail: choup@ncu.edu.tw

l 傳真：（03）4252961

l 聯絡電話：（03）4227151 轉 66270；0933-048236