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期刊論文
  1. Yuan-Teng Hsu; Ya-Ling Chiu; Jying-Nan Wang; Hung-Chun Liu* , “Impacts of physician promotion on the online healthcare community: Using a difference-in-difference approach” , 2022 , Digital Health , vol.8 , p.1-15. (SSCI期刊)
  2. Yuan-Teng Hsu; Kees Koedijk; Hung-Chun Liu; Jying-Nan Wang , “Further evidence on calendar anomalies” , 2022 , European Financial Management , vol.28 , p.545-566. (SSCI期刊)
  3. Jying-Nan Wang; Yen-Hsien Lee; Hung-Chun Liu*; Ming-Chih Lee , “The determinants of positive feedback trading behaviors in Bitcoin markets” , 2022 , Finance Research Letters , vol.45 , p.102120-102120. (SSCI期刊)
  4. Jui-Cheng Hung; Hung-Chun Liu*; J. Jimmy Yang , “Does the tail risk index matter in forecasting downside risk?” , 2022 , International Journal of Finance & Economics , vol.Accepted , p.1-2. (SSCI期刊)
  5. Jying-Nan Wang; Hung-Chun Liu; Shuang Zhang; Yuan-Teng Hsu , “How does the informed trading impact Bitcoin returns and volatility?” , 2021 , Applied Economics , vol.53 , p.3223-3233. (SSCI期刊)
  6. Jui-Cheng Hung; Hung-Chun Liu*; J. Jimmy Yang , “Trading activity and price discovery in Bitcoin futures markets” , 2021 , Journal of Empirical Finance , vol.62 , p.107-120. (SSCI期刊)
  7. Jying-Nan Wang; Hung-Chun Liu; Yuan-Teng Hsu , “Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter? ” , 2020 , Finance Research Letters , vol.34 , p.101243-101243. (SSCI期刊)
  8. Jui-Cheng Hung; Hung-Chun Liu*; J. Jimmy Yang , “Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators” , 2020 , North American Journal of Economics and Finance , vol.52 , p.101165-101165. (SSCI期刊)
  9. Shu-Mei Chiang; Hung-Chun Liu; Chien-Ming Huang; Hsin-Fu Chen , “Transmission effects of the U.S. and China monetary policy shocks on the world” , 2019 , Applied Economics , vol.51 , p.5063-5075. (SSCI期刊)
  10. Jying-Nan Wang; Hung-Chun Liu; Shu-Mei Chiang; Yuan-Teng Hsu , “On the predictive power of ARJI volatility forecasts for Bitcoin” , 2019 , Applied Economics , vol.51 , p.4849-4855. (SSCI期刊)
  11. Jying-Nan Wang; Hung-Chun Liu; Jiangze Du; Yuan-Teng Hsu , “Economic benefits of technical analysis in portfolio management: Evidence from global stock markets” , 2019 , International Journal of Finance & Economics , vol.24 , p.890-902. (SSCI期刊)
  12. Hung-Chun Liu*; Jui-Cheng Hung , “Minimum variance hedge performance of the realized-volatility-based GARCH model with alternative conditional correlation settings” , 2017 , Journal of Accounting, Finance & Management Strategy , vol.12 , p.35-54. (EconLit期刊)
研討會論文
  1. Yi-Ting Zhang; Hung-Chun Liu , “On the intraday momentum in Chinese stock markets” , 2022 , 2022 International Conference on Management and Service Innovation , 2022 /5 /6 ~ 2022 /5 /6 , 中華民國 台灣 .
  2. Hung-Chun Liu; Xiao-Xu Liu , “Reexamination of day-of-the-week effects of overnight returns in Chinese stock markets” , 2021 , 2021 International Conference on Management and Service Innovation , 2021 /5 /7 ~ 2021 /5 /7 , 中華民國 台灣 .
  3. Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang , “Forecasting Downside Risk: The Role of Tail Risk Indices” , 2020 , 2020 International Conference on Advancements of Business Ethics and Corporate Social Responsibility , 2020 /10 /24 ~ 2020 /10 /24 , 中華民國 台灣 .
  4. Hung-Chun Liu; Jying-Nan Wang; Lu-Jui Chen , “On Forecasting Taiwanese Stock Index Option Prices: The Role of Implied Volatility Index” , 2016 , Third European Academic Research Conference on Global Business, Economics, Finance and Social Sciences , 2016 /7 /3 ~ 2016 /7 /3 , France .
  5. Hung Chun Liu; Hsin-Yu Fan , “Logistic Stock Trading Strategies in a Quantitative Easing Prone Word” , 2016 , 2016 International Conference on Modern Management and Innovation , 2016 /4 /29 ~ 2016 /4 /29 , 中華民國 台灣 .
  6. Hung-Chun Liu; Yuan-Teng Hsu; Jying-Nan Wang , “Measuring Systemic Risk: Empirical Evidence on US Banks” , 2015 , First European Academic Research Conference on Global Business, Economics, Finance and Social Sciences , 2015 /7 /2 ~ 2015 /7 /2 , Italian Republic .