期刊論文

期刊年份 期刊名稱 期刊類別
2024 Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin,Search symbols, trading performance, and investor participation,International Review of Economics and Finance,92,380-393 SSCI, NSTC A-
2024 O-Chia Chuang, Hui-Ching Chuang, Zixuan Wang, and Jin Xu,Profitability of Technical Trading Rules in the Chinese Stock Market,Pacific-Basin Finance Journal,(84),102278 SSCI, NSTC Atier2
2023 Hui-Ching Chuang and Jauer Chen,Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles,Econometrics,(11),6 EconLit
2022 Hui-Ching Chuang and Jui-Chung Yang,Dynamic Panel Data Estimators in Leverage Adjustments Model,Advances in Financial Planning and Forecasting,(10),67-111 NSTC B
2021 Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin,The Effect of Language on Investing: Evidence from Searches in Chinese versus English,Pacific-Basin Finance Journal,(67),101553 SSCI, NSTC Atier2
2020 Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan,Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect,Journal of Econometrics,216 (1),268-283 SSCI, NSTC A+
2020 Hui-Ching Chuang, Chung-Ming Kuan,Identifying and Assessing Superior Mutual Funds: An Application of the New Step-wise Data-Snooping-Bias Free Test, Review of Securities & Futures Markets,32(1),1-32 TSSCI
2010 Hui-Ching Chuang, Chung-Ming Kuan, Testing the Performance of Taiwan Mutual Funds Based on the Tests without Data Snooping Bias,Review of Securities & Futures Markets,22(3),181-206 TSSCI

研討會論文

研討會舉行年份 論文發表篇名
2024 Ye Yang, Hui-Ching Chuang, O-Chia Chuang, Jin Xu ,Simple HAR model based on the correlated intraday return patterns,2024 FeAT International Conference on Artificial Intelligence, Green Finance, and Investments,Taipei,Taiwan
2024 Chuang, Hui-Ching and Hsu, Po-Hsuan and Kuan, Chung‐Ming and Yang, Jui-Chung,Revamping Firm Fixed Effects Models with Machine Learning - New Evidence from Recovering the Missing R&D-Patent Relation,2024 UC Davis-FMA Napa Finance Conference ,Napa Valley, CA,USA
2024 Chuang, Hui-Ching and Hsu, Po-Hsuan and Kuan, Chung‐Ming and Yang, Jui-Chung,Revamping Firm Fixed Effects Models with Machine Learning - New Evidence from Recovering the Missing R&D-Patent Relation,,The 2024 Asia Pacific Conference,Seoul,South Korea
2024 O-Chia Chuang, Haodong Lan, Jin Xu, Li Du, Hui-Ching Chuang,How Much Does Green Finance Reduce Carbon Emissions? Evidence from Prefecture-Level Cities in China,2024 FeAT International Conference on Artificial Intelligence, Green Finance, and Investments (2024FeAT),Taipei,Taiwan
2024 Hui-Ching Chuang, Po-Hsuan Hsu, Chung‐Ming Kuan, Jui-Chung Yang,Limitation of Firm Fixed Effects Models and the Missing R&D-Patent Relation: New Methods and Evidence,The SFS Cavalcade Asia-Pacific 2024 ,Seoul,Korea
2024 Hui-Ching Chuang, O-Chia Chuang, Jin Xu, and Ye Yang,Heterogeneous autoregressive model based on correlated intraday return dynamics,The 18th NYCU International Finance Conference & 4th Yushan Conference,Hsinchu City,Taiwan
2023 Chuang Hui-Ching, Hsu Po-Hsuan, Lee YouNa, and Walsh John. P, What Share of Patents Is Commercialized?,Taiwan Econometric Society Annual Conference,Taipei,Taiwan
2022 Hui-Ching Chuang; Hsu Po-Hsuan; Kuan Chung-Ming; Yang Jui-Chung,Revamping Firm Fixed Effects Models withMachine Learning - New Evidence on the Missing R&D-Patent Relation,Taiwan Econometric Society Annual Conference,Taipei,Taiwan
2022 O-Chia Chuang, Hui-Ching Chuang, Zixuan Wang, and Jin Xu,Profitability of Technical Trading Rules in the Chinese StockMarket: Data Snooping Bias Free Tests,,The 2022 TRIA-FeAT Joint Annual Meeting and International Conference onRisk, Insurance, and Financial Engineering,Taichung,Taiwan
2022 Chuang Hui-Ching, Hsu Po Hsuan, Kuan, C.M., Yang, J.C.,Revamping Firm Fixed Effects Models with Machine Learning - New Evidence on the Missing R&D-Patent Relation.,The 16th NYCU Finance Conference Keynote Speech,Hsin Chiu,Taiwan (*Present by Hsu Po Hsuan)
2022 Hui-Ching Chuang; Po-Hsuan Hsu; Chung-Ming Kuan; Jui-Chung Yang,Throw the Baby Out with the Bathwater: TheMissing R&D-Patent Relation in Firm Fixed Effects Models,The 16th International Symposium on Econometric Theory and Applications (SETA2022),Seoul/Online (*Present by Jui-Chung Yang),Korea
2021 Hui-Ching Chuang; O-Chia Chuang; Zaichao Du; Zhenhong Huang,Estimating the CARE system with possibly high-dimensional units,第六届环亚太青年计量学者会议,Wuhan/Online,China (*Present by O-Chia Chuang)
2020 Hui-Ching Chuang; O-Chia Chuang; Zhenhong Huang,Assessing Systemic Risk Based on the CARE System,The 28thConference on the Theories and Practices of Securities and Financial Markets,Kaushung,Taiwan
2020 Hui-Ching Chuang; O-Chia Chuang; Zhenhong Huang,Assessing Systemic Risk Based on the CARE System,TaiwanEconometric Society 2020 Annual Conference,Taipei,Taiwan
2020 Hui-Ching Chuang; O-Chia Chuang; Zhenhong Huang,Assessing Systemic Risk Based on the CARE System,The 2020 International Conference of Taiwan Finance Association,Puli,Taiwan
2019 Hui-Ching Chuang; Chih-Yung Lin; Yin-Siang Huang; Iftekhar Hasan,The Effect of Language on Investing: Evidencefrom Searches in Chinese versus English,,2019 International Conference of Taiwan Finance Association,Taipei,Taiwan
2019 Jui-Chung Yang; Chung-Ming Kuan; Hui-Ching Chuang,Machine Learning for Treatment Effect: An Applicationto the Big N Audit Quality Effect,The 2019 Annual Meeting of the Financial Management Association International,New Orleans,USA
2019 Hui-Ching Chuang; Jau-er Chen,Downturn Loss Given Default: An Application of Unconditional Quantile Regression,2019 Annual Conference of Financial Engineering Association Taiwan,Taipei,Taiwan
2019 Hui-Ching Chuang; Chung-Ming Kuan,Systematic and Discretionary Hedge Funds: Classification and PerformanceComparison,2019 International Conference of Taiwan Finance Association,Taipei,Taiwan
2019 Hui-Ching Chuang; Jauer Chen,Industry distress and default recovery rates: the unconditional quantile regressionapproach,The 32nd Australasian Finance and Banking Conference,Sydney,Australia.,
2019 Hui-Ching Chuang; Chung-Ming Kuan,Systematic and Discretionary Hedge Funds: Classification and PerformanceComparison,Quantitative Finance Workshop 3: Asset Pricing and Risk Management,IMS, NUS, Singapore,Singapore

專書

出版日期 書名
2006 莊惠菁/吳幸收 (譯者),抽樣調查 (Scheaffer & Mendenhall & Ott:Elementary Survey Sampling, 6/e),高立,中文

研究計畫

經費補助單位 計畫名稱 計畫執行開始日期 擔任角色
國家科學及技術委員會 設計專利相關議題 2023/08 主持人
國家科學及技術委員會 專利用途文本分析與預測 2022/08 主持人
國家科學及技術委員會 顏色是否可以解釋股票報酬:技術分析再回顧 2021/08 主持人
國家科學及技術委員會 利用 System CARE 模型進行系統風險估 2020/08 主持人

學術與專業服務

年度 類別 機關/項目 職務
2024/12 演講 台灣大學經濟學系 (Scheduled)
2024/09/27 演講 中央研究院人文社會科學研究中心 What Share of Patents Is Commercialized?
2024/07 試務相關委員 台北大學統計系113學年度日間部學士班轉學考命題委員 統計學
2024/07 學會、研討會 The 2024 FMA Asia Pacific Conference Chairperson
2024/05 試務相關委員 台北大學統計系113學士班申請入學 書面審查
2024/05 學會、研討會 The 2024 FeAT International Conference on Artificial Intelligence, Green Finance, and Investments Discussant
2023/07/08 學會、研討會 The China International Conference in Finance (CICF) Discussant
2023/05/12 演講 台灣大學財務金融學系 What Share of Patents Is Commercialized?
2023 (ONLINE) 演講 Contemporary Research in Business and Finance, Yuan Ze University and Banking Academy Vietnam. What Share of Patents Is Commercialized?
2022/09 (ONLINE) 演講 The 23rd Taiwan Symposium on Innovation Economics and Entrepreneurship Revamping Firm Fixed Effects Models with Machine Learning - New Evidence on the Missing R&D-Patent Relation.
2022/04/06 演講 逢甲大學金融學院 財務文字資料分析與應用
2022 學會、研討會 The 2022 TRIA-FeAT Joint Annual Meeting and International Conference on Risk, Insurance, and Financial Engineering Discussant
2021 學會、研討會 The 2021 Taiwan Economic Association Annual Conference Discussant
2020/05 演講 台灣大學財務金融學系 Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach
2020 學會、研討會 The International Conference of Taiwan Finance Association Discussant
2019 學會、研討會 The 2019 Annual Meeting of the Financial Management Association International (FMA) Session Chair/ Discussant
2019 學會、研討會 The 2019 Annual Conference of Financial Engineering Association of Taiwan Discussant
2019 學會、研討會 The 32nd Australasian Finance and Banking Conference Discussant
2019 學會、研討會 The International Conference of Taiwan Finance Association Discussant

榮譽

獲獎年度 獲獎項目 頒發單位
2020 證券市場發展季刊年度優秀論文獎 財團法人中華民國證券暨期貨市場發展基金會
2018 富邦論文獎 台灣財務金融學會
2012 聯電經營管理論文獎 社團法人中華民國管理科學學會
2010 證券市場發展季刊年度優秀論文獎 財團法人中華民國證券暨期貨市場發展基金會