東海大學財務金融系--專任師資-王凱立 教授

王凱立 教授

office Hour : 辦公室電話: 04-23590121轉35808 e-mail : kaiwang@thu.edu.tw 最高學歷 : 美國猶他州立大學 經濟學博士 類別 : 專任師資

基本資料

經歷 :

東海大學管理學院EMBA主任
東海大學財務金融學系主任
東海大學管理學院財金研訓中心主任


研究專長: 時間數列分析 、國際金融、財務計量
授課領域: 財務計量方法、企業研究方法、國際投資決策、國際財務管理 、財經新聞導讀、計量經濟學、經濟學、時序分析、金融專題研討

期刊論文一覽

2017
Wang, X., Yang, J. H., Wang, K. L., Fawson, C. (2017, Mar). Dynamic Information Spillovers in Intraregionally-Focused Spot and Forward Currency Markets. Journal of International Money and Finance, 71, 78-110. (SSCI). ,
2017
Li-Kai, Liao, Kai-Li Wang and Peihwang Wei (2017, Jun). "A Comparison of Overreactions of REITs and non-REITs Using Option Data", Journal of Financial Studies (TSSCI), (Forthcoming), (2015臺灣財務金融學會年會年度最佳論文獎),
2017
Yi-Heng Tseng, Chia-Ling Chang, Kai-Li Wang (2017, June). Order Choices, Order Performances and Price Discovery during the Closing Call Auction: An Empirical Study of the Taiwan Stock Exchange. Journal Financial Studies (TSSCI). 25:2.,
2017
Jjao-Hui, Yang , Wei, Wang, Kai-Li Wang, Chung-Yung Yeh (2017) “Capital Intensity, Natural Resources and Institution Risk Preference of Chinese Outward Direct Investment”, International Review of Economics and Finance (SSCI), Forthcoming., (SSCI)
2015
陳家偉, 王凱立, 吳安琪, 吳振宇,董事責任險於股權結構廣度及企業價值之研究,管理評論,34,1,pp23-45 (TSSCI)
2015
hung-Ying Yeh, Junming Hsu, Kai-Li Wang, and Che-Hui Lin,Explaining the Default Risk Anomaly by the Two-Beta Model,Journal of Empirical Finance,30,1,pp16-33 (SSCI)
2015
楊嬌輝,王曦,王凱立 人民幣境內外遠期外匯市場有效性之動態比較分析 中山大學學報 (經濟學報CSSCI轉載) 2015年第四期 P184-197頁 CSSCI ,
2014
Kai-Li Wang, Christopher Fawson, Mei-Ling Chen, and An-Chi Wu (2014). “Characterizing Information Flows Among Spot, Deliverable Forward and Non-Deliverable Forward Exchange Rate Markets: A Cross-Country Comparison.” Pacific-Basin Finance Journal. 27(1), 115-137, April 2014. 【2012 CFRI (China Finance Review International) Best Paper Award by Emerald Group Publishing Limited,上海交通大學)., (SSCI)
2014
Wen-I Chuang, Bong-Soo Lee, Kai-Li Wang (2014). U.S. and Domestic Market Gains and Asian Investors' Overconfident Trading Behavior. Financial Management, 43(1), 113-148, Spring 2014. NSC 92-2416-H-029-007-EF. 2012 (2012 Best Paper Award in Asian Finance Association (AFA) Annual Meeting; 2012 AsianFA)., (SSCI)
2010
陳明麗, 王凱立, 陳品媗,市場盈餘預測誤差會影響美國銀行業之盈餘管理行為嗎,管理評論-金融機構特刊,29,4,pp69-88 (TSSCI)
2010
王凱立, 林卓民, 王美智,總體經濟因素與資訊傳遞效果於美國與台灣債券市場動態過程之研究,管理與系統,17,4,pp611-636 (TSSCI)
2010
王凱立, 李昭蓉, 蕭孟柔,海外存託憑證與標的股市場於匯率門檻變動考量下之訊息傳遞行為,財務金融學刊,18,3,pp93-130 (TSSCI)
2009
Mei-Ling Chen; Fu-Lai Lin; Mei-Chin Hung; Kai-Li Wang,Investment Preference and Strategies of Foreign Institutional Investors across Different Industries in Taiwan,Review of Pacific Basin Financial Markets and Policies,12,2,pp675-694 (其他)
2009
Chang-Chun Lin; Ya-Yu Wang; Kai-Li Wang; Han-Chung Lien; Ming-Tai Liang; Ting-Ting Yen; Jing-Ping Wang; Shi-An Liu; Chen-Chi Wang,Association of heartburn and laryngopharyngeal symptoms with endoscopic reflux esophagitis, smoking, and drinking,141,2,pp264-271 (SCI)
2009
I-Doun Kuo; Kai-Li Wang,Implied Deterministic Volatility Functions: An Empirical Test for Euribor Options,Journal of Futures Markets, (SSCI)
2008
王凱立, 郭一棟, 李昀薇,基差變動與台股日內動態資訊傳遞行為之研究,證券市場發展季刊,20,3,pp141-178 (TSSCI)
2007
Kai-Li Wang; Mei-Ling Chen,The Dynamics In The Spot, Futures, and Call Options with Basis Asymmetries,Review of Quantitative Finance and Accounting Journal,29,4,pp371-394 (其他)
2007
Mei-Ling Chen; Kai-Li Wang; Ya-Ching Sung; Fu-Lai Lin; Wei-Chuan Yang,The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors Decision Process,Review of Pacific Basin Financial Markets and Policies,10,3,pp389-413 (其他)
2007
Kai-Li Wang, and Christopher B. Barrett (2007), “Estimating the Effects of Exchange Rate Volatility on Export Volumes,” Journal of Agricultural Resource and Economics, (SSCI), 32(2), 225-255. (JARE Outstanding Journal Article for 2007 and WAEA Outstanding Paper Award for 2007)., (SSCI)
2006
王凱立, 吳軍奉,台灣即期遠期與無本金交割遠期外匯市場關聯性之研究--NDF市場關閉之政策分析,經濟論文,34,1,pp93-126 (TSSCI)
2005
林卓民, 王凱立, 吳宗保,台灣上市公司購回庫藏股目的決定因素—多元名義分對數模型之應用,台灣管理學刊,5,2,pp339-360 (其他)
2004
陳美玲, 王凱立, 吳家豪,台灣對外直接投資、出口及匯率動態關聯之研究:多變量時間序列模型之應用,農業經濟半年刊,76,pp139-172 (TSSCI)
2003
王凱立, 林嘉慧,條件高階動差於財務金融市場上之應用,財務金融學刊,11,2,pp1-41 (TSSCI)
2003
王凱立, 陳美玲,亞洲金融風暴發生前後美國與台灣股市動態關聯之進一步研究,經濟論文叢刊,31,2,pp191-252 (TSSCI)
2002
王凱立, 陳美玲,美國和台灣股票期現貨市場之動態關聯:一般化多變量GARCH模型的應用,經濟論文,30,4,pp363-407 (TSSCI)
2002
Kai-Li,Wang; Christopher Fawson; Christopher B. Barrett,An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates,Review of Quantitative Finance and Accounting Journal,19,2,pp111-129 (其他)
2001
Kai-Li, Wang; Christopher Fawson,Modeling Asian Stock Returns with a More General Parametric GARCH Specification,(財務金融學刊-原中國財務學刊),9,3,pp21-52 (TSSCI)
2001
Kai-Li, Wang, Christopher Fawson, Christopher Barrett; James B. McDonald,A Flexible Parametric GARCH Model with an Application to Exchange Rates,Journal of Applied Econometrics,16,4,pp521-536 (SSCI)
2000
王凱立,匯率波動風險對台灣出口之影響:一般化多變量GARCH-M模型之應用,台灣經濟學會年會論文集(原中國經濟學會年會論文集) , (TSSCI)

研討會論文一覽