Orbit

Huimin Chung
Full-Time
Name Huimin Chung
Email chunghui@mail.nctu.edu.tw
Office Tel No. 03-5712121 Ext. 57075
Fax 03-5729915
Office Room 416, Management Building 1
Research expertise International Financial Management
Economics
Advanced Financial Econometrics
Derivatives
Investments
Title Professor
Education Ph.D. in Economics, Michigan State University
Year Paper Title
2011 Yin-Hua Yeh, Huimin Chung, Chih-Liang Liu, Committee Independence and Financial Institution Performance during the 2007-08 Credit Crunch: Evidence from a Multi-country Study, Corporate Governance: An International Review, 19, 5, pp437-458, (SSCI)
2011 Ruey-Ching Hwang, Jhao-Siang Siao, Huimin Chung, C.K. Chu, Assessing Bankruptcy Prediction Models via Information Content of Technical Inefficiency, Journal of Productivity Analysis, 36, 3, pp263-273, (SSCI)
2010 Her-Jiun Sheu, Huimin Chung, Chih-Liang Liu , Comprehensive Disclosure of Compensation and Firm Value: The Case of Policy Reforms in an Emerging Market , Journal of Business, Finance, and Accounting, 37, 9-10, pp1115-1144, (SSCI)
2010 Huimin Chung, Till Talaulicar , Forms and Effects of Shareholder Activism, Corporate Governance: An International Review, 18, 4, pp253-257, (SSCI)
2010 Soushan Wu, Huimin Chung, Chih-Liang Liu , Risk-adjusted Compensation Structure in the Banking Industry: The Perspective of 2007-2008 Financial Crisis , Taiwan Banking & Finance, 11, 2, pp49-68, (TSSCI)
2010 Wei-Peng Chen, Huimin Chung, Tsui-Ling Hsu, Soushan Wu , External Financing Needs, Corporate Governance and Firm Value , Corporate Governance: An International Review, 18, 3, pp234-249, (SSCI)
2010 Ruey-Ching Hwang, Huimin Chung, and C. K. Chu , Predicting Issuer Credit Ratings Using a Semiparametric Method , Journal of Empirical Finance , 17, 1, pp120-137, (SSCI)
2010 Wei-Peng Chen, Huimin Chung, Yu-Dan Chen , The Effects of Default Risk on Equity Liquidity:Evidence Based on the Panel Threshold Model, Handbook of Quantitative Finance and Risk Management, pp807-818, (Others)
2010 Wei-Peng Chen, Huimin Chung, Keng-Yu Ho, Tsui-Ling Hsu , Portfolio optimization models and mean-variance spanning tests , Handbook of Quantitative Finance and Risk Management, pp165-184, (Others)
2009 Tian-Shyr Dai, Huimin Chung, and Chun-Ju Ho , Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology , NTU Management Review, 20, 1, pp41-68, (TSSCI)
2009 Huimin Chung, Her-Jiun Sheu and Juo-Lien Wang , Do the Earnings Management Practices of Firms Affect their Equity Liquidity? , Finance Research Letters, 6, 3, pp152-158, (SSCI)
2009 Wei-Peng Chen, Robin K. Chou2, Huimin Chung , Decimalization and the ETFs and Futures Pricing Efficiency , Journal of Futures Markets, 29, 2, pp157-178, (SSCI)
2009 Tseng-Chan Tseng, Huimin Chung, Chin-Sheng Huang , Modeling Jump and Continuous Components in the Volatility of Oil Futures , Studies in Nonlinear Dynamics & Econometrics, 13, 3, (SSCI)
2009 Chih, Hsiang-Hsuan, Pin-Huang Chou, Huimin Chung and Yu-En Lin, Are Both Fund Managers and Fund Investors Smart? Evidence from U.S. Mutual Funds , Journal of Financial Studies, 17, 4, (TSSCI)
2009 Ruey-Ching Hwang, J. S. Siao, Huimin Chung , Predicting credit ratings with autocorrelation structure , Review of Securities and Futures Markets, (TSSCI)
2009 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , The Dynamic Relationship between A and B Shares in the Pre- and Post-deregulation Periods of An Investment Restriction, The Empirical Economics Letters, 8, 1, pp99-107, (Others)
2009 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng, Ling-Ju Wei , Do Institutions Matter for the Fund Performance during Crisis Periods? Evidence from Closed-end Country Funds., Corporate Ownership and Control, (Others)
2008 Huimin Chung, Mei-Maun Hseu , Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges, Journal of International Financial Markets, Institutions & Money, 18, 2, pp107-120, (Others)
2008 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , Modeling and Forecasting of Realized Volatility Based On High-Frequency Data: Evidence from an Emerging Market , International Research Journal of Finance and Economics, 22, pp178-191, (Others)
2008 Yu-Shan Wang, Huimin Chung, Chih-Chiang Hsu , The Impact of International Cross-listings on Risk and Return: Evidence from Asian Companies , International Research Journal of Finance and Economics, 13, pp94-107, (Others)
2007 Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao , Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , Corporate Governance: An International Review, 15, 4, pp644-660, (SSCI)
2007 Ping-Huang Chou, K.C. John Wei, Huimin Chung , Sources of Contrarian Profits in the Japanese Stock Market , Journal of Empirical Finance, 14, 3, pp261-286, (SSCI)
2007 Mei-Maun Hseu, Huimin Chung, Erh-Yin Sun , Price Discovery Across the Stock Index Futures and the ETF Markets: Intra-day Evidence from the S&P 500, NASDAQ-100, and DJIA Indices , Review of Pacific Basin Financial Markets and Policies, 10, 2, pp215-236, (Others)
2007 Yu-Shan Wang, Huimin Chung, Yung-Ching Yang , The Market Fragmentation Impacts of E-mini Futures on the Liquidity of Open-outcry Index Futures , International Research Journal of Finance and Economics, 12, pp165-180, (Others)
2007 Yu-Shan Wang, Huimin Chung, Yung-Ching Yang , Market Liquidity and Depth on Floor-traded and E-mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100 , Investment Management and Financial Innovations, 4, 4, pp82-99
2006 Jianguo Chen, Dar-Hsin Chen, Huimin Chung , Corporate control, corporate governance and firm performance in New Zealand , International Journal of Disclousure and Governance, 3, 4, pp263-276, (Others)
2006 Huimin Chung , Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market , Journal of Banking and Finance, 30, 5, pp1485-1505, (SSCI)
2006 Huimin Chung, Shumei Chiang , Price Clustering in E-mini and Floor-traded Index Futures. Journal of Futures Markets , Journal of Futures Markets, 26, 3, pp269-295, (SSCI)
2006 Robin Chou, Huimin Chung, Decimalization, Trading Costs, and Information Transmissions between ETFs and Index Futures, Journal of Futures Markets, 26, 2, pp131-151
2006 Huimin Chung, Mei-Maun Hseu , Why Do the Market Impacts of Derivative Warrant Differ from Those of Standard Options? Evidence from an Emerging Market , Investment Management and Financial Innovations, 3, 2, pp138-153, (Others)
2005 Yushan Wang, Huimin Chung , The Effect on Market Efficiency of a Futures Transaction Tax Reduction and the Intervention of the National Financial Stabilization Fund , Taiwan Academy of Management Journal, 5, 1, pp25-56, (Others)
2005 Huimin Chung, Tsung-Wu Ho, Ling-Ju Wei , The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks: Evidence from the Threshold Vector Error-correction Model , Applied Economics, 37, 20, pp2387-2394, (SSCI)
2005 Ping-Huang Chou, Huimin Chung, Erh-Yin Sun , Detecting Mutual Fund Timing Ability using the Threshold Model , Applied Economics Letters, 12, 13, pp829-834, (SSCI)
2005 Chuang-Chang Chang, Huimin Chung, Tin-I Wang , Pricing Options with Price Limits and Market Illiquidity , Research in Finance, 22, pp187-214, (Others)
2005 Huimin Chung , The Contagious Effects of the Asian Financial Crisis: Some Evidence from ADRs and Country Funds , Journal of Multinational Financial Management, 15, 1, pp67-84, (Others)
2005 Huimin Chung, Shumei Chiang , The Introduction of Electronically Traded Index Futures and Their Impacts on the Underlying Assets: The Cases of U.S. Index Futures , International Journal of Service Technology and Management, 6, 6, pp609-626, (Others)
2004 許美滿, 吳壽山, 鍾惠民, 林怡群 , Ownership Structure, Firm Value and Monitoring Effects of Debts: Evidence from Taiwan, Journal of Accounting and Corporate Governance, 1, 2, pp67-91, (Others)
2004 許美滿, 鍾惠民, 許和鈞,葉菀婷 , 金融控股公司購併之市場反應與套利機會分析, Taiwan Banking & Finance Quarterly, 5, 1, pp121-139, (Others)
2004 Yushan Wang, Huimin Chung, Cha-ling Chiang , A Dynamic Analysis of Volatility and Liquidity in Taiwan Futures Market , Review of Securities and Futures Markets, 16, 3, pp83-108, (TSSCI)
2004 許美滿, 蘇聖泓, 鍾惠民 , 波動性模型預測能力之比較:台指選擇權市場實證 , Asia Pacific Review of Social Science and Technology, 3, 2, pp19-32, (Others)
Year Paper Title
2011 Junmao Chiu,Huimin chung, George H.K. Wang, Intraday Liquidity Provision byInformed versus Uninformed Traders in Limit Order Market: Evidence from TaiwanFuture Market, The 4th NCTU International Finance Conference, 會議論文
2011 Junmao Chiu, Huimin Chung, Keng-Yu Ho, GeorgeH.K. Wang, Funding and Equity Liquidity in the Subprime Crisis Period:Evidence from the ETFs Market, The 19th Annual Conference on Pacific BasinFinance Economics Accounting and Management, 會議論文
2011 Huimin Chung, Jane Raung Lin, and Ying Sui Yang, How do EntrenchedManagers Handle Stakeholders Interests?, The 2011 EFMA Annual Conference, 會議論文
2011 Te-Feng Chen, Huimin Chung, Ming-Ying Lin, Board Structure andMarket Decline Liquidity Risk, 24rd Australasian Finance and BankingConference, 會議論文
2011 Te-Feng Chen, Huimin Chung, Ming-Ying Lin, and Ji-Chai Lin, Why doFirms Adopting more Antitakeover Provisions have Lower Valuation?, The 2011 FMAEuropean Conference, 會議論文
2011 Wei-Peng Chen, Huimin Chung, Does the Introduction of S&P 500ETF Options Improve Price Discovery of S&P 500 ETF?, The 2011 FMA EuropeanConference, 會議論文
2011 Chin-Ho Chen, Huimin Chung, Wen-Liang G. Hsieh,Shu-Fang Yuan , Order imbalances in Options and Volatility Risk Premium on Equity Index, 2011 KFA & TFA Joint Conference in Finance, 會議論文
2011 Junmao Chiu, Huimin chung, George H.K. Wang, Intraday Liquidity Provision in a Limit Order Market: Evidence fromTaiwan Future Market , The 2011 FMA Annual Meeting, 會議論文
2010 Junmao Chiu, Huimin Chung, Keng-Yu Ho , Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the Financial ETFs Market , 23rd Australasian Finance and Banking Conference, 會議論文
2010 Junmao Chiu, Huimin Chung, Keng-Yu Ho , Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the Financial ETFs Market , 23rd Australasian Finance and Banking Conference, 會議論文
2010 Huimin Chung, Yi-Wen Lin, Ying-Sui Yang , Do Firms with Poor Corporate Governance Become More Vulnerable When Competing Firms Bankrupt? , The 2010 Business and Information Conference, 會議論文
2010 Chin-Ho Chen, Huimin Chung, Wen-liang G. Hsieh, How do Put-Call-Futures Parity and Box Spread Parity Relate to Liquidity in Option Market? , The 2010 PBFEAM, 會議論文
2010 Huimin Chung, JH Guo , Y.J Wang , A value at risk analysis of carry trade using skew-GARCH models , 17th Annual Conference of the Multinational Finance Society, 會議論文
2009 Huimin Chung, Chih-Liang Liu, Jian-You Lee , Corporate Governance and Individual Sentiment Beta , 2009 FMA annual conference, 會議論文
2009 Wei-Peng Chen, Junmao Chiu, Huimin Chung, Keng-Yu Ho , Investor Trading Behavior, Market Liquidity and the Role of Investor Sentiment , 2009 FMA annual conference, 會議論文
2008 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng , Modeling and Forecasting of Realized Volatility Based On High-Frequency Data: Evidence From An Emerging Market , The 2008 FMA European Conference, 會議論文
2008 Huimin Chung, Keng-Yu Ho, Pei-Ting Chiu , Do stocks with good corporate governance provide better portfolio diversification benefits? Symposium on Corporate Governance in China and India , Corporate governance: An International Review Special issue conference, 會議論文
2007 Wei-Peng Chen, Huimin Chung, Shufang Shiu , Market Competition and Price Clustering: Evidence from the ETF Markets , European Financial Management Association Annual Meeting, 會議論文
2006 Huimin Chung, Robin K. Chou, Juo-Lien Wang , The economic cost of earnings management on equity liquidity in the period of corporate financial reporting crisis , Financial Management Association Annual Meeting, 會議論文
2006 Huimin Chung, San-Lin Chung, Ming-Chih Lai, Chia-Nung Yang , Solving nonlinear PDE for option pricing under illiquidity: A numerical and empirical analysis , The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference, 會議論文
2006 Huimin Chung, San-Lin Chung, Ming-Chih Lai, Chia-Nung Yang , Solving nonlinear PDE for option pricing under illiquidity: A numerical and empirical analysis , The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference, 會議論文
2006 Huimin Chung, Chin-Sheng Huang, Tseng-Chan Tseng, Ling-Ju Wei , Investor Protection and the Performance of Closed-end Country Funds, The 9th Finance and Banking Conference, 會議論文
2005 Huimin Chung, Mei-Maun Hseu , Expiration Day Effects of Taiwan Index Futures: The Case of Singapore Exchange and Taiwan Futures Exchange , 18th Australasian Finance and Banking Conference, 會議論文, 2005-12-14-2005-12-16
2005 Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao , Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , 2005 European FMA annual Conference, 會議論文
2005 Wei-Peng Chen, Huimin Chung, Cheng_F. Lee, Wei-Li Liao, Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking , The 13th Conference on the Theories and Practices of Securities and Financial Markets, 會議論文
2005 Chuang-Chang Chang, Huimin Chung, Tin-I Wang , Pricing Options with Price Limits and Market Illiquidity, 2005 Annual Meeting of Financial Engineering Association of Taiwan, 會議論文
2005 Huimin Chung, Yushan Wang, Eugene Y.-C. Yang , Market Fragmentation Impacts of E-mini Futures upon the Liquidity of Open Outcry Index Futures, 2005 Taiwan Finance Association Annual Meeting, 會議論文
2004 Huimin Chung, Yu-Shan Wang , Intraday price discovery among Russell 2000 index spot, regular futures, e-mini futures and iShares Russell 2000 markets , The 17th Annual Australasian Finance and Banking Conference, 會議論文, 2004-12-01-2004-12-01
2004 Huimin Chung , Investor Protection and Liquidity of Cross-listed Securities: Evidence from the ADR market , 2004 European Financial Management Association Conference, 會議論文
2004 Huimin Chung, ShuMei Chiang , Price Clustering in E-mini and Floor-traded Index Futures, 2004 Financial Management Association/Europe Conference, 會議論文
Country School Name Department Degree Duration
U.S.A. Michigan State University Department of Economics Ph.D. 1993.09 ~ 1997.12
Taiwan National Chiao Tung University Department of Management Science Bachelor 1982.09 ~ 1986.06
Organization Title Department Job Title
National Chiao Tung University Graduate Institute of Finance Professor and Director
National Taiwan University Finance Adjunct Professor
National Chiao Tung University Graduate Institute of Finance Professor
National Chiao Tung University Graduate Institute of Finance Associate Professor
TamKang University Finance Associate Professor
TamKang University Finance Assistant Professor
Michigan State University Department of Economics Teaching Assistant