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Professor Wei-Yu Kuo is a distinguished faculty member in the Department of International Business at National Chengchi University's College of Commerce in Taiwan. With over 25 years of academic experience, he has progressed from Assistant Professor to his current position as Professor, demonstrating significant contributions to finance research and education. National Chengchi University, Department of International Business (1998-present) PhD in Financial Economics, University of Cambridge (1994-1998) Research focuses on financial markets, behavioral finance, and risk management Professor Kuo's research expertise spans International Financial Management, Financial Economics, and Financial Management, with particular emphasis on market microstructure, investor behavior, and volatility modeling. His work bridges theoretical finance with empirical analysis of Taiwan's financial markets, contributing significantly to both academic literature and practical understanding of market dynamics. He has published in top-tier finance journals including Management Science, Review of Financial Studies, and Journal of Banking and Finance. His recent research examines ETF investor behavior, individual trading patterns, and volatility dynamics, reflecting a consistent focus on understanding market participants' decision-making processes. Professor Kuo's publications demonstrate a sophisticated blend of theoretical frameworks and empirical analysis, often leveraging unique Taiwan market data to address broader financial questions. Distinguished Professor at National Chengchi University (multiple years) National Science and Technology Council Outstanding Research Award Academic Research Excellence Awards Multiple teaching excellence awards for EMBA programs 20-Year Outstanding Service Award As Principal Investigator on numerous research projects funded by Taiwan's National Science and Technology Council, Professor Kuo has secured continuous research support for over two decades. His current research focuses on ETF price efficiency, risk concentration, and performance attribution, indicating his ongoing relevance in contemporary finance research. He has also contributed to industry consulting projects with financial institutions including insurance companies and securities firms.

• Financial Economics
• Financial Management
• International Financial Management
• +5 more

Professor Cheng Yi Shiu is a faculty member at the Department of International Business, College of Commerce, National Chengchi University (NCCU), where he has served since August 2022. His academic focus spans financial markets, corporate finance, and investment analysis with regional expertise in Taiwan and East Asian economies. Education: Ph.D. in Financial Management, National Chengchi University (1997-2002) Research interests center on market microstructure, institutional investors, IPO mechanisms, and financial market efficiency. His work frequently examines price formation dynamics, investor behavior patterns, and corporate financing decisions within Asian capital markets. Current investigations explore sustainable investing frameworks and sovereign wealth fund impacts. Publication analysis reveals consistent focus on empirical finance methodologies applied to: equity market anomalies, index reconstitution effects, derivatives pricing, and cross-border M&A performance. Recent work shows increasing emphasis on ESG considerations in institutional investing. Awards: National Science Council Research Award (113) Research Funding includes over 20 projects as Principal Investigator through Taiwan's National Science and Technology Council, including: Institutional Investors and Sustainable Investment (2024-2026) IPO Pricing Mechanisms (2022-2024) Corporate Social Responsibility in Supply Chains (2020-2022) Institutional Monitoring in Asian Markets (2018-2020)

• Financial Markets
• Corporate Finance
• Institutional Investors
• +4 more

YU MIN YEN is a Professor at the Department of International Business, College of Commerce, National Chengchi University (NCCU), Taiwan. He has held academic positions at NCCU since 2014, progressing from Assistant Professor to Associate Professor, and since February 2025, to full Professor. His research and teaching focus on Financial Economics and Econometrics. Education: Ph.D. in Finance, London School of Economics and Political Science (2006–2012) M.Sc. in Finance, London School of Economics and Political Science (2005–2006) B.A. in Economics, National Taiwan University (1993–1998) Research Interests: His research spans a wide range of topics in financial econometrics, including forecasting macroeconomic variables, financial risk modeling, portfolio optimization, and the application of machine learning techniques in economic data analysis. He is particularly known for his work on quantile and expectile forecasting, robust estimation under model uncertainty, and the use of derivative-implied information for policy and investment decisions. His recent projects emphasize integrating big data analytics into inflation forecasting and developing robust methods for estimating treatment effects in the presence of endogeneity and heavy-tailed distributions. Scientific Awards: 資深優良教師 (10年) – National Chengchi University (2024) 學術研究優良獎 – National Chengchi University (2024, 2017) 國科會研究獎勵 – Ministry of Science and Technology (2021, 2019, 2018) Research Funding & Leadership: He has served as Principal Investigator on multiple three-year grants from Taiwan’s National Science and Technology Council (MOST), including: 「使用機器學習之分布中介處裡效果的穩健估計」(2023–2026) 「條件尾端平均處裡效果在有內生性之下估計方法之探究」(2021–2023) 「FZ損失函數之應用: 預測風險衡量指標及其他用途」(2019–2021) These projects reflect his commitment to advancing statistical methodologies for real-world economic and financial problems.

• Financial Economics
• Econometrics
• Forecasting
• +3 more

Professor Szu-Lang Liao is a distinguished faculty member at National Chengchi University's College of Commerce, Department of Money and Banking. With a Ph.D. in Economics from the University of Chicago and educational background from National Taiwan University, he has established himself as a leading expert in financial engineering and quantitative finance. His primary research interests span Financial Engineering, Trading Strategy, Digital Finance, International Finance, and Risk Management of Financial Institutions. Professor Liao has published extensively in top finance journals, with research focusing on option pricing, volatility modeling, market efficiency, and derivatives valuation. His work frequently employs advanced mathematical techniques including Levy processes, Markov-modulated models, and neural networks for financial applications. Professor Liao's research output shows a strong focus on Asian financial markets, particularly Taiwan, with numerous studies examining market efficiency, volatility transmission, and derivatives pricing in regional contexts. His recent work has expanded into digital finance applications including convolutional neural networks for time series prediction. Academic Research Internationalization Excellent Research Award Senior Excellent Teacher (10 years) Professor Liao has led numerous research projects funded by Taiwan's Ministry of Science and Technology, focusing on financial engineering topics including option pricing models, market bubbles, quantitative easing effects, and credit risk modeling. His research has significant practical implications for financial institutions and market participants in Taiwan and across Asia.

• Financial Engineering
• Trading Strategy
• Digital Finance
• +3 more

Baek-Chun Kim is an Assistant Professor in the Department of Money and Banking at National Chengchi University's College of Commerce. His research focuses on empirical asset pricing, productivity, innovation, and insider trading dynamics. His recent work explores how intangible assets and productivity influence stock prices, the role of innovation externalities in insider sales, and the interplay between knowledge spillovers and market efficiency. Kim presents regularly at international conferences like the Asian Finance Association and Australasian Finance and Banking Conference. At NCCU, he teaches courses in Investment, Econometrics, and Fixed Income Securities. His research is supported by the National Science and Technology Council (MOST) through projects examining replacement risk in stock returns and productivity effects on financial markets.

• Empirical Asset Pricing
• Production-Based Asset Pricing
• Productivity
• +3 more

Chung-Ming Kuan is an NTU Chair Professor and Distinguished Professor in the Department of Finance at National Taiwan University, with a joint appointment as Professor in the Department of Economics. He was elected as an Academician of Academia Sinica in 2002, one of Taiwan's highest academic honors. Education: M.A. in Economics from the University of California, Davis (1984) Ph.D. in Economics from the University of California, San Diego (1989) Professor Kuan's research spans several key areas in econometrics and economics. His primary research interests include Econometric Theory, Financial Econometrics, Macroeconomic Forecasting, and Program Evaluation. His work demonstrates a strong focus on developing robust statistical methods and applying them to financial and economic problems, with particular attention to Taiwan's economy. His teaching encompasses Econometric Theory, Financial Econometrics, Statistics, and Time Series Analysis. Analysis of Professor Kuan's recent publications reveals a consistent focus on advanced econometric methods, particularly in hypothesis testing, quantile regression, and time series analysis. His work often addresses practical challenges in financial econometrics and macroeconomic modeling, with many studies applying sophisticated techniques to Taiwan's economic data. A notable trend is his development of methods that avoid common pitfalls like data snooping bias and inconsistent estimation of asymptotic covariance matrices. Scientific Awards: Academician, Academia Sinica (elected 2002) Professor Kuan has made significant contributions to econometric theory and its applications. His research has been published in top journals across econometrics, finance, and economics. He has supervised numerous graduate students and has been actively involved in teaching advanced econometrics courses at National Taiwan University. His work has influenced both theoretical developments in econometrics and practical applications in financial markets and economic policy. As evidenced by his extensive publication record and academic appointments, Professor Kuan maintains active research programs in multiple areas of econometrics, with particular emphasis on robust statistical methods and their applications to financial and macroeconomic problems.

• Econometric Theory
• Financial Econometrics
• Macroeconomic Forecasting
• +3 more

Dr. Ching-Ting Lin is an Associate Professor at the Department of Money and Banking, College of Commerce, National Chengchi University. With expertise in behavioral finance and financial institution risk management, Dr. Lin's research explores market microstructure, corporate governance, and options pricing dynamics. PhD in Economics, University of Delaware (2005-2008) MA in Economics, University of Delaware (2003-2004) MA in International Economics, National Dong Hwa University (1999-2001) BA in Finance, National Chengchi University (1995-1999) Dr. Lin's research focuses on behavioral finance, examining investor psychology in market anomalies, and risk management frameworks for financial institutions. Current work investigates options pricing implications and market microstructure effects in Asian financial markets. Recent publications analyze pair trading strategies, Brexit's impact on M&A activity, and market reactions to index reconstitutions. Key research trends include behavioral biases in investment decisions, price discovery mechanisms, and derivatives-market interactions. Senior Outstanding Teacher (10 years), National Chengchi University (2023) Dr. Lin serves as Principal Investigator on multiple Ministry of Science and Technology (MOST) grants analyzing market information flows, options market impacts, and investor behavior. The work has been published in leading journals including Journal of Banking and Finance and Journal of Futures Markets.

• Behavioral Finance
• Financial Institution Risk Management
• Market Microstructure
• +3 more