魏裕珍

副教授兼主任秘書及校史研究中心主任

最高學歷

國立交通大學 管理科學博士

研究領域與專長

Issues: Financial Time Series, Behavioral Finance, Derivatives, Market Microstructure, Financial Text Mining Software: MATLAB, EViews, SAS, RATS, R, Python

聯絡方式

研究室/分機 : R201/33131

ycwei@nkust.edu.tw

claireycwei@gmail.com

研究著作
1. Chen, R. C. Â. Y., Hung, S. W., & Wei, Y. C. (2022). CEO Overconfidence and CSR Engagement. Review of Pacific Basin Financial Markets and Policies (RPBFMP), 25(04), 1-31.
2. 魏裕珍, 洪慧玲, & 洪敬傑. (2022). 共同基金的媒體聲譽對其績效表現之影響. 證券市場發展季刊, 34(3), 115-163.
3. Chen, Y. J., & Wei, Y. C. (2022, August). The Impact of COVID19 on Micro Firms and SMEs and Their Reactions: Is Digital Transformation a Solution?. In 2022 Portland International Conference on Management of Engineering and Technology (PICMET) (pp. 1-10). IEEE.
4. Wang, C. N., Wei, Y. C., So, P. Y., Nguyen, V. T., & Phuc, P. N. K. (2022). Optimization Model in Manufacturing Scheduling for the Garment Industry. Comput. Mater. Contin, 71, 5875-5889.
5. Lee, C. H., Yang, H. C., Wei, Y. C., & Hsu, W. K. (2021). Enabling blockchain based scm systems with a real time event monitoring function for preemptive risk management. Applied Sciences, 11(11), 4811.
6. Wei, Y. C., Lu, Y. C., & Hsu, Y. J. (2018). The effect of classified news sentiment on trading behavior. 證券市場發展季刊, 30(4), 91-148.
7. Wei, Y. C., Lu, Y. C., Chen, J. N., & Wang, D. L. (2018). The Impact of Media Reputation on Stock Market and Financial Performance of Corporate Social Responsibility Winner. NTU Management Review, 28(1).
8. Wei, Y. C., Lu, Y. C., & Hsu, Y. J. The News sentiment effect on trading behavior: A Cross-industry Analysis.
9. Wei, Y. C., Lu, Y. C., Chen, J. N., & Hsu, Y. J. (2017). Informativeness of the market news sentiment in the Taiwan stock market. The North American Journal of Economics and Finance, 39, 158-181.
10. Wei, Y. C., Hsu, Y. J., Lu, Y. C., & Huang, C. C. (2016). The Impact of Media Reputation on Firm Performance and Market Returns. 管理學報, 33(4), 587-616.
11. Yu-Chen, W. E. I., & Yang-Cheng, L. U. (2015). The impact of financial news and Press freedom on abnormal Returns around earnings Announcement periods in the Shanghai, Shenzhen and Taiwan Stock markets. Journal for Economic Forecasting, (3), 39-59.
12. Lu, Y. C., Wei, Y. C., & Chang, T. Y. (2015). The effects and applicability of financial media reports on corporate default ratings. International Review of Economics & Finance, 36, 69-87.
13. Lu, Y. C., & Wei, Y. C. (2014). Media impacts around earnings announcement dates with consideration of investor types and market scenarios. 財務金融學刊, 22(3), 73-104.
14. Yu-Chen, W. E. I., & Yang-Cheng, L. U. (2015). The impact of financial news and Press freedom on abnormal Returns around earnings Announcement periods in the Shanghai, Shenzhen and Taiwan Stock markets. Journal for Economic Forecasting, (3), 39-59.
15. Lu, R., Wei, Y. C., & Lin, H. T. (2013). The News Effect and Asset Pricing in Taiwan Stock Market. Available at SSRN 2219893.
16. Lu, Y. C., & Wei, Y. C. (2013). The Chinese news sentiment around earnings announcements. Romanian Journal of Economic Forecasting, 16(3), 44-58.
17. Lu, Y. C., Weib, Y. C., & Linc, Y. W. (2013). The application of public and private information to the prediction of abnormal returns and portfolio management. International Review of Accounting, Banking, and Finance.
18. Lu, R., Wei, Y. C., & Hsu, Y. J. (2013). The Aggregate News Confidence Index by Linguistic Analysis. Available at SSRN 2219910.
19. Lu, Y. C., Shen, C. H., & Wei, Y. C. (2013). Revisiting early warning signals of corporate credit default using linguistic analysis. Pacific-Basin Finance Journal, 24, 1-21.
20. Wei, Y. C. (2013). Informed Trading Behavior of Institutions and Individuals around Earnings Announcements. Available at SSRN 2219904.
21. 盧陽正, 魏裕珍, 張倉耀, & 廖婉茹. (2012). 公開新聞之資訊內涵能否增進臺灣企業信用評級慣用指標的預測能力?. 台灣金融財務季刊, 13(4), 27-53.
22. Lu, Y. C., Wei, Y. C., & Tsai, L. S. (2012). Investors’ Responses to Earnings Announcements with the Incorporation of Media Coverage and Weekend Effect. In Asian Finance Association and Taiwan Finance Association 2012 Joint International Conference. Taipei, Taiwan.
23. Lu, Y. C., & Wei, Y. C. (2012). Stealth Trading, Price Manipulation and Investor Types in Taiwan.
24. Lu, Y. C., Wei, Y. C., & Ke, J. M. (2012, June). The News Impact around the Earnings Announcement with the Incorporation of Investor Types and Market Trends. In European Financial Management Association 21st Annual Meeting, Barcelona, Spain.
25. Lu, Y. C., Wei, Y. C., & Chang, C. W. (2012). Nonlinear dynamics between the investor fear gauge and market index in the emerging taiwan equity market. Emerging Markets Finance and Trade, 48(sup1), 171-191.
26. Lu, Y. C., Weib, Y. C., & Linc, Y. W. (2013). The application of public and private information to the prediction of abnormal returns and portfolio management. International Review of Accounting, Banking, and Finance.
27. Wei, Y. C. The Information Content of Chinese News Sentiment around Earnings Announcements.
28. Sheu, H. J., & Wei, Y. C. (2011). Options trading based on the forecasting of volatility direction with the incorporation of investor sentiment. Emerging Markets Finance and Trade, 47(2), 31-47.
29. Sheu, H. J., & Wei, Y. C. (2011). Effective options trading strategies based on volatility forecasting recruiting investor sentiment. Expert Systems with Applications, 38(1), 585-596.
30. Lu, Y. C., & Wei, Y. C. (2012). Stealth Trading, Price Manipulation and Investor Types in Taiwan.
31. Sheu, H. J., Lu, Y. C., & Wei, Y. C. (2009). Causalities between sentiment indicators and stock market returns under different market scenarios. International Journal of Business and Finance Research, 4(1), 159-172.
32. Lu, Y. C., & Wei, Y. C. (2009). Classification of trade direction for an equity market with price limit and order match: Evidence from the Taiwan stock market. Investment Management and Financial Innovations, (6, Iss. 3 (contin.)), 135-147.
33. Lu, Y. C., Chang, T., & Wei, Y. C. (2007). An Empirical Note on Testing the Co-integration Relationship between the Real Estate and Stock Markets in Taiwan. Economics Bulletin, 3(45), 1-11.