Orbit

 谢文良
专任师资
姓名 谢文良
电子邮件 wlh@faculty.nctu.edu.tw
联络电话 03-5712121 Ext. 57077
传真 03-5729915
办公室 管理一馆M-412室
授课领域 财务计量经济学
财务风险管理
财务研究方法
研究专长 期货与选择权、市场微结构、财务计量、投资学、指数建构与证券化
职称 教授
学历 美国田纳西州立曼菲斯大学财务博士
年度 论文名称
2016 Hsieh, Wen-liang G. and Ching-Fang Chi, A Study of the Information Content of Futures Open Interest and Trading Activities, NTU Management Review, 26, 3, pp1-34, (TSSCI)
2016 Tu, Anthony H., Wen-liang G. Hsieh, and Wei-Shao Wu, Market Uncertainty, Expected Volatility and the Mispricing of S&P 500 Index Futures , Journal Empirical Finance, 35, pp78-98, (SSCI)
2016 Hsieh, Wen-liang G. and Yuan-yi Lin, Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market, Asia-Pacific Journal of Financial Studies, 45, pp606-645, (SSCI)
2014 Chen, Chin-Ho, 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, Review of Futures Markets, 21, 4, pp379-421
2014 Hsieh, Wen-liang G. and Huei-Ru He, Informed Trading, Trading Strategies and the Information Content of Trading Volume: Evidence from the Taiwan Index Options Market, Journal of International Financial Market, Institutions & Money, 31, pp187-215, (SSCI)
2013 谢文良、李进生、王芊儒, 台股外资分析师报告预测目标价之正确性与影响因素分析, 台大管理论丛, 24, 1, pp43-70, (TSSCI)
2012 谢文良、林苑宜, 台湾股市之流动性共变现象, 证券市场发展季刊, 24, 4, pp135-186, (TSSCI)
2009 Hsieh, Wen-Liang G., Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan, Journal of Futures Markets, 29, 10, pp920-945, (SSCI)
2009 林允永、谢文良, 台湾50指数股票型基金之追踪误差与定价效率, 财务金融学刊, 17, 2, pp1-34, (TSSCI)
2009 谢文良、曲静芳, 摩根台指期货之到期日效应 , 管理评论, 28, 1, pp1-28, (TSSCI)
2008 Wen-Liang Hsieh, Chin-Shen Lee, Shu-Fang Yuan , Price Discovery in the Option Markets: An Application of Put-Call Parity , Journal of Futures Markets, 28, 4, pp354-375, (SSCI)
2007 谢文良、李进生、袁淑芳、林惠雪, 台湾股价指数现货、期货与选择权市场之价格发现研究– Put-Cal-Parity之应用, 中华管理评论国际学报, 10, 2, pp1-22, (Others)
2007 Jong-Rong Chiou, Wen-Liang Gideon Hsieh, Yuan-Yi Lin, The Impact of Execution Delay on the Profitability of Put-Call-Futures Trading Strategies – Evidence from Taiwan , Journal of Futures Markets, 27, 4, pp361-385, (SSCI)
2007 Yun-Yung Lin, Wen-Liang Hsieh , Mini Index Futures: Information Impacts, Relative Pricing, and Arbitrage Opportunities in Least Frictional Markets , Journal of Financial Studies, 15, 1, pp103-134, (TSSCI)
2006 谢文良、李进生、袁淑芳, 台股市场波动性指标之建构、资讯内涵、与交易策略 , 管理与系统, 13, 4, pp471-497, (TSSCI)
2004 林筠、谢文良、锺惠民, 集中结算与我国结算体系之发展方向(下), 台湾期货市场, 6, 5, pp3-12
2004 林筠、谢文良、锺惠民, 集中结算与我国结算体系之发展方向(上), 台湾期货市场, 6, 4, pp3-11
2004 Wen-Liang Hsieh , Regulatory Changes and Information Competition: The Case of Taiwan Index Futures , Journal of Futures Markets, 24, 4, pp399-412, (SSCI)
2004 林苍祥、谢文良、段昌文、李宗培, 指数期货契约之设计-以台湾50指数为个案, 亚太社会科技学报, 3, 2, pp1-17
年度 论文名称
2010 谢文良 , Trade and Quote Clustering on the Taiwan Stock Exchange: An Analysis using Order Flow Data , 2010开南大学「金融市场与风险管理」研讨会, 会议论文, 2010-12-13-2010-12-13
2009 2009 海峡两岸财金趋势研讨会, The Effects of Tick Size Reduction on the Market Quality of Taiwan Stock Market, 2009 海峡两岸财金趋势研讨会, 会议论文, 2009-01-09-2009-01-09
2008 谢文良、曲静芳, 摩根台指期货之到期日效应, 2008管理评論年会暨第一届前瞻管理学术研讨会, 会议论文, 2008-07-16-2008-07-16
2007 Wen-Liang Hsieh , The Price Discovery of Index Options during Periods when Futures are Limit-locked, 2007台湾财务工程学会年会, 会议论文, 2007-07-16-2007-07-16
2007 Wen-Liang Hsieh , The Price Discovery of Index Options during Periods when Futures are Limit-locked , 财务金融国际学术研讨会, 会议论文, 2007-06-12-2007-06-12
2007 Wen-Liang Hsieh, Chin-Shen Lee, Shu-Fang Yuan , Price Discovery in the Options Markets: An Application of Put-Call Parity , The 1st International Financial Planning Conference, 会议论文, 2007-04-13-2007-04-14
2005 Yun-Yung Lin, Wen-Liang Hsieh , Mini Index Futures: the Relative Pricing and Arbitrage Opportunities in Least Frictional Markets , 2005 International Conference on Business and Finance, 会议论文, 2005-12-16-2005-12-17
2004 谢文良 , ETFs商品市场之研究回顾 , 2004第一届财务金融及财金未来学术暨实务研讨会, 会议论文, 2004-01-09-2004-01-09
国家 学校名称 系所 学位 期间
U.S.A. The University of Memphis Finance Ph.D 1996.08 ~ 迄今
U.S.A. Memphis State University Finance Master of Science
中华民国 东海大学 国际贸易学系 学士
服务机关名称 单位 职务 期间
国立交通大学 财务金融研究所 教授兼所长 2011.08 ~ 0000.01
国立交通大学 财务金融研究所 教授 2008.08 ~ 0000.01
淡江大学 财务系 教授 2004.01 ~ 2008.01
淡江大学 财务系 副教授 1996.01 ~ 2004.01
The Institute for the Study of Security Markets (ISSM) Research Assistant 1994.01 ~ 1996.01
The University of Memphis Computer Services Training Center Graduate Assistant 1992.01 ~ 1994.01