王銘駿
教授兼系主任
最高學歷
國立政治大學 財務管理博士
研究領域與專長
行為財務學、衍生性金融商品、期貨選擇權
聯絡方式
研究室/分機:C428/(33128；33100)
gregory@nkust.edu.tw
研究著作
1. Chen, Y. L., Wang, M. C., Lin, J. B., & Huang, M. C. (2022). How financial crises affect the relationship between idiosyncratic volatility and stock returns. International Review of Economics & Finance, 80, 96-113. (SSCI, A-)
2. Ting, H. I., Wang, M. C., Yang, J. J., & Tuan, K. W. (2021). Technical expert CEOs and corporate innovation. Pacific-Basin Finance Journal, 68, 101603. (SSCI, A Tier-2)
3. 陳宜伶, 王銘駿, 詹佳縈, & 蔡己生. (2021). 間接不動產之現貨與期貨市場間的資訊傳遞—以台灣 5 檔營建上市股為例. 住宅學報, 30(1), 71-101. (TSSCI)
4. Chen, Y. L., Ting, H. I., & Wang, M. C. (2021). Government support and bank performance during the 2007–2008 financial crisis. The North American Journal of Economics and Finance, 55, 101301. (SSCI)
5. Hsieh, S. F., Chan, C. Y., & Wang, M. C. (2020). Retail investor attention and herding behavior. Journal of Empirical Finance, 59, 109-132. (SSCI, A Tier-1) 榮獲第13屆證券暨期貨金椽獎-研究建言佳作獎
6. Wang, M. C., Wu C. Y., & Yang, W. R. (2020). Investor sentiment, gambling attitudes, and trading profits: Evidence from Taiwan stock index options. 期貨與選擇權學刊, 13(1), 83-121. (TSSCI).
7. Wang, M. C., & Chan, C. Y. (2019). Intraday market activity for stock options in Taiwan. 期貨與選擇權學刊, 12(3), 1-70. (TSSCI). 榮獲2019年期貨與選擇權學刊最佳論文獎
8. Wang, M. C., Chen C. M., & Hung C. H. (2019). Herding and systematic trading behavior: An empirical study of the TAIEX options market. 期貨與選擇權學刊,12(1), 1-42. (TSSCI).
9. Wang, M. C., Liu Y. J., Chan C. Y., Bui P. C., & Lo H. C. (2019). Investor type, options, and mental accounting: Evidence from the Taiwan index options trading. 期貨與選擇權學刊, 12(1), 81-139. (TSSCI).
10. Chan, C. Y., de Peretti, C., Wang, M. C., & Chen, H. M. (2017). The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan. Asia‐Pacific Journal of Financial Studies, 46(5), 700-733. (SSCI, B+)
11. 王銘駿, 陳宜伶, 吳昭億, & 黃巧雯. (2015). 台灣政治循環下股票市場投資組合績效之探討. 商管科技季刊, 16(2), 145-179.
12. 王銘駿, 陳宜伶, 吳昭億, & 陳思婷. (2014). 月亮週期對股價報酬的影響-台灣與美國的差異比較. 商管科技季刊, 15(3), 351-378.
13. 王銘駿, 陳宜伶, 吳昭億, & 林韋伶. (2014). 誰在交易樂透性質的選擇權. 應用經濟論叢, (96), 191-228. (TSSCI)
14. 丁秀儀, 王銘駿, & 吳皓猷. (2012). 為何擁有減緩代理問題機制的公司會有高現金流量權槓桿?. 證券市場發展季刊, 24(3), 101-140. (TSSCI)
15. Szu, W. M., Wang, M. C., & Yang, W. R. (2011). The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange. International Review of Economics & Finance, 20(4), 826-838. (SSCI, A-)
16. Ting, H. I., & Wang, M. C. (2011). Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information. Journal of Economics and Management, 7(2), 285-308. (EconLit)
17. Chan, C. Y., Lee, L. C., & Wang, M. C. (2010). Employee stock options pricing and the implication of restricted exercise price: evidence from Taiwan. Review of Quantitative Finance and Accounting, 34, 247-271. (EconLit, A-)
18. Liu, Y. J., Tsai, C. L., Wang, M. C., & Zhu, N. (2010). Prior consequences and subsequent risk taking: New field evidence from the Taiwan Futures Exchange. Management Science, 56(4), 606-620. (SSCI, A+)
19. Liu, Y. J., Wang, M. C., & Zhao, L. (2010). Narrow framing: Professions, sophistication, and experience. Journal of Futures Markets, 30(3), 203-229. (SSCI, A Tier-2)
20. Tu, A. H., & Wang, M. C. (2007). The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures. Journal of International Financial Markets, Institutions and Money, 17(2), 198-211. (SSCI, A-)