Orbit

谢 文良
专任
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
国立交通大学 财务金融研究所 教授兼所长
国立交通大学 财务金融研究所 教授
淡江大学 财务系 教授
淡江大学 财务系 副教授
The Institute for the Study of Security Markets (ISSM) Research Assistant
The University of Memphis Computer Services Training Center Graduate Assistant