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¸t¸ô©öµØ²±¹y¤j¾Ç(Washington University in St. Louis) ¸gÀپdzդh¡]1994¡^

¸t¸ô©öµØ²±¹y¤j¾Ç(Washington University in St. Louis) ¸gÀپǺӤh¡]1992¡^

°ê¥ß¥æ³q¤j¾ÇºÞ²z¬ì¾Ç¨t²z¾Ç¤h¡]1988¡^

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 (A) ´Á¥Z½×¤å

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.         ¤BºÑ¼z¡B§f®¶´­¡B©P»«°Ä, 2018, «H¥Î¥æ©ö¡B·N¨£¤Àª[»PªÑ²¼³ø¹S, ¸gÀٽפå46:3, 323¡V366.

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

9.         ©P»«°Ä¡B¶À«a·ë¡B¼B©úÂÔ, 2016, ¤å¤Æ»P¥«³õ®Ä²v©Ê¡AÃҨ饫³õµo®i©u¥Z28:3, 1-48. (³Ì¨Î½×¤å¼ú)

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, °]°Èª÷¿Ä¾Ç¥Z 17:4, 31-55. (TSSCI)

19.     ¦À²»¸©¡BªL·Ô®¦¡B©P»«°Ä, 2009, ³B¥÷®ÄªG¡B±j¤Æ©Ó¿Õ»P¦@¦P°òª÷ÁZ®Ä, ºÞ²zµû½× 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? ¥æ¤jºÞ²z¾Ç³ø 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.     ¦À²»¸©¡BªL·Ô®¦¡B©P»«°Ä¡A2007¡A°òª÷ÁZ®Ä»PÁo©ú¿ú®ÄªG¡G¥xÆW¹êÃÒ¡AºÞ²z¾Ç³ø24:3, 307-330. (TSSCI)

26.     ©P»«°Ä¡B±i¦t§Ó¡BªL¬ü¬Ã¡A2007¡A§ë¸ê¤H±¡ºü»PªÑ²¼³ø¹S¤¬°ÊÃö«Y¡AÃҨ饫³õµo®i©u¥Z 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.     ©P»«°Ä¡B¦À²»¸©¡B©P«a¨k¡BÅÇ©ÉÀM, 2002, ¦æ¬°°]°È¾Ç: ¤åÄm¦^ÅU»P®i±æ, ÃҨ饫³õµo®i©u¥Z 14:2, 1-48. (TSSCI)

43.     ©P»«°Ä¡B¼B©Éªâ, 2000, ¥xÆWªÑ¥«¾îÂ_­±³ø¹S¸ÑÄÀ¦]¤l¡G¯S¼x¡B³æ¦]¤l¡A©Î¦h¦]¤l¡AÃҨ饫³õµo®i©u¥Z12:1, 1-32¡C(TSSCI)

44.     ©P»«°Ä¡B§õ§Ó§»¡B§õ¶i¥Í, 2000, ·í¨R¬ÛÃö¨î«×¤§¤ñ¸û»P§Ú°êÀ³±Ä¦æ¤§§@ªk, ÃҨ饫³õµo®i©u¥Z11:3, 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.     ©P»«°Ä¡B¼B¶MªÚ¡BªL´f³·, 1998¡A¤­ºØ¥xªÑ«ü¼ÆÁZ®Ä»P§¡²§®Ä²v©Ê¤§µû¦ô¡AÃҨ饫³õµo®i©u¥Z10:4, 1-26. (TSSCI)

51.     ©P»«°Ä»P§d¹Ø¤s, 1998, º¦¶^´T­­¨î¤§¦A±´°Q, ¤¤°ê°]°È¾Ç¥Z 6:2, 19-48. (TSSCI)

52.     ©P»«°Ä»P½²©[ªÚ¡A1997¡A»OÆWªÑ¥«¤é¸ê®Æ¯S©Ê»P¨Æ¥ó¬ã¨sªk¡AÃҨ饫³õµo®i©u¥Z9:2, 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.     ¨H¤¤µØ»P©P»«°Ä, 1997, º¦¶^´T­­¨î¤UªºªÑ¥«¬P´Á®ÄÀ³»P¦Û§Ú¬ÛÃö, ¸gÀٽפå25:1, 21-44. (TSSCI)

56.     ©P»«°Ä»Pªô´ðÆF¡A1996¡A¬ü°ê¨È¤Ó¦a°Ï°ê»Ú«¬¦@¦P°òª÷ÁZ®Ä, ÃҨ饫³õµo®i©u¥Z8:3, 117-145. (TSSCI)

57.     §d¹Ø¤s»P©P»«°Ä, 1996, ¿Å¶qº¦¶^´T­­¨î¹ïªÑ²¼³ø¹S»P­·ÀIªº¼vÅT, ÃҨ饫³õµo®i©u¥Z8:1, 1-31. (TSSCI)

(B) ¨ä¥L¥Zª«

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.         ©P»«°Ä, 2021, ²L½Íºñ¦â¸gÀÙªº­ÓÅé¤ß²z°ò¦¤H¤å»PªÀ·|¬ì¾Ç²°T 23:1, 81-86.

3.         ©P»«°Ä, 2010, ¥Í©R´N¬O¶}©ñ¡B¥Ã»·«O¦³¥i¯à©Ê¡G»P¦~»´¾ÇªÌ¦@«j¤H¤å»PªÀ·|¬ì¾Ç²°T 12:1, 97-104.

4.         P.-H. Chou, 2002, »{ª¾¥¢½Õ»P¨ä©ó°]°È¤§À³¥Î³f¹ôÆ[´ú»P«H¥Îµûµ¥38¡A15-22.

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) ±M®Ñ 

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2.         ¡m¦ò±Ð¸gÀپǡn¡A2022/2¡A°Ó©P¥Xª©ªÀ

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4.         ¡mÁ¡¦÷±ëºq¡nĶª`¡]¤¤­^¹ï·Ó¡^¡A2018/9¡A±Ò¥Ü¥Xª©ªÀ

5.         ¡mÁ¡¦÷±ëºq¡nĶª`¡A2017/4¡A¬¡¥Û¤å¤Æ

6.         ¡mºñ¦â¸gÀپǡn¡A2011¡A»P®}Ä£«n¡B¤ý¸h²Q¦XĶ¡A´¼³Ó¥Xª©ªÀ

7.         ¡m°]ª÷­p¶q¡XEViewsªºÀ³¥Î¡n¡A 2009¡A»PÁé´f¥Á¡B®]¦Ó­µ¦XµÛ¡A·s³°®Ñ§½

8.         ¡mÃҨ饫³õ¡n¡]²Ä¤Tª©¡^¡A2005¡A»P¼B¥É¬Ã¡B§õ§Ó§»¦XµÛ¡AÃÒ°ò·|

9.         ¡m°]ª÷­p¶q¡n¡]Financial Econometrics Using SAS¡^­×­qª©¡A2004¡A»PÁé´f¥Á¡B§d¹Ø¤s¡B­SÃh¤å¦XµÛ¡AÂù¸­®Ñ´Y

(D) ±MÃDºtÁ¿

1.         ©P»«°Ä¡A¦ò±Ð¸gÀپDz¤¶¡A¥xÆW¤j¾Ç¸gÀÙ¨t2022/9/22

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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.²Ä¤C©¡ª÷¿Ä¥«³õ»PÁͶլã°Q·|²H¦¿¤j¾Ç.

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) ¾Ç³NªA°È

1.         ´Á¥Z½s¿è©e­û

a.         °]°Èª÷¿Ä¾Ç¥Z (TSSCI)¡]1999¨´¤µ¡^

b.        ºÞ²zµû½× (TSSCI)¡]2002¨´¤µ¡^

c.         ºÞ²z»P¨t²Î (TSSCI)¡]2005¨´¤µ¡^°]°È»â°ì°õ¦æ¥D½s¡]2018¨´¤µ)

d.        ¥æ¤jºÞ²z¾Ç³ø (TSSCI)¡]2004-2018¡^

e.        ÃҨ饫³õµo®i©u¥Z (TSSCI)¡]2016¨´¤µ¡^

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) ¬ã¨s­p¹º 

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l   2018, Àuµ¥¼ú¡A©P»«°Ä¡B¶À«a·ë¡B¼B©úÂÔ¡A¤å¤Æ»P¥«³õ®Ä²v©Ê¡A²Ä¤K©¡Áp¹q¸gÀçºÞ²z½×¤å¼ú 

l   2017, ³Ì¨Î½×¤å¼ú¡A©P»«°Ä¡B¶À«a·ë¡B¼B©úÂÔ¡A¤å¤Æ»P¥«³õ®Ä²v©Ê¡AÃҨ饫³õµo®i©u¥Z

l   2016 ²Ä¤E©¡±R¶V½×¤å¤j½àÄvÁɺ޲z½×¤å³Õ¤h²ÕÀuµ¥¼ú ¡uµL¥À¼Æ°Ê¯àµ¦²¤¡v «ü¾É±Ð±Â

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 ¦~ºÞ²zµû½×½×¤å¼ú­º¼ú¡A¦À²»¸©¡BªL·Ô®¦¡B©P»«°Ä, 2009, ³B¥÷®ÄªG¡B±j¤Æ©Ó¿Õ»P¦@¦P°òª÷ÁZ®ÄºÞ²zµû½×

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¦~«×³Ì¨Î½×¤å¼ú¡AÃҨ饫³õµo®i©u¥Z¡A½×¤å¡G»OÆWªÑ¥«¤é¸ê®Æ¯S©Ê»P¨Æ¥ó¬ã¨sªk

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l   E-mail: choup@ncu.edu.tw

l   ¶Ç¯u¡G¡]03¡^4252961

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