王健聰

教授

最高學歷

國立成功大學 企業管理博士

研究領域與專長

財務管理、期貨、會計學

聯絡方式

研究室/分機:C515/33112

janchung@nkust.edu.tw

研究著作
1. Wang, J., Wang, H. D., & Lin, T. Y. (2022). Corporate Governance, Corporate Social Responsibility, and Information Asymmetry. Journal of Management & Business Research (2521-4306), 39(1).
2. Wu, M. G., Hsu, H., & Wang, J. (2021). Market Trends and Options Trading: Viewpoint, Probability and Implications. Journal of Applied Finance & Banking, 11(5), 95-119.
3. Wang, J., Yeh, S. K., & Wang, B. T. (2020). The effect of short-sale restrictions on the information transmission of extended index futures trading. The North American Journal of Economics and Finance, 52, 101166.
4. Wang, J., Chen, S. W., & Wang, B. T. (2019). Predicting opening spot prices using extended futures trading. Journal of Forecasting, 38(3), 155-174.
5. Wang, J. C. (2018). 市場不完美性與股價波動性對全球金融危機期間指數期貨價格預測績效之影響. 管理學報, 35(4), 503-531.
6. Lee, C. J., Lai, S. C., Li, H. C., & Wang, J. C. (2017). Capital reduction, financial characteristics and corporate governance. Asia Pacific Management Review, 22(2), 88-96.
7. 陳振遠, 王健聰, & 洪世偉. (2017). 公司治理對於企業社會責任, 公司價值之影響. 中山管理評論, 25(1), 135-176.
8. 王健聰. (2016). 雙重上市指數期貨市場之價差套利以及定價, 指數套利與避險比較之研究. 管理與系統, 23(1), 31-64.
9. 陳振遠, 王健聰, & 洪世偉. (2013). 公司治理可以減輕併購宣告之資訊洩漏嗎?. 管理學報, 30(3), 191-213.
10. 王健聰，2011，「考慮匯率風險與高狹峰分配之最小變異數避險比率估計-新加坡摩根台股指數期貨之驗證」，證券市場發展季刊(TSSCI)，23(4)，pp.111-142。
11. Wang, J., 2011, “Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua ChinaA50 and H-shares Index Futures Markets.” Emerging Markets Finance and Trade (SSCI), 47(1s),61-77. (NSC-98-2410-H-327-028)
12. Wang, J.,“Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets, ” Emerging Markets Finance and Trade, Vol. 46 No. 5(SSCI), 2010, pp.51~69
13. Wang, J. and H. Hsu,“Hedge Ratio Stability and Hedging Effectiveness of Time-Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis., ” Asia-Pacific Journal of Financial Studies, Vol. 39 No. 5(SSCI), 2010, pp.659~686
14. Hsu, H., H. C. Wu, H. Y. Lee, and J. Wang,“A Measurement of the Extent of Market Imperfections between Markets and Applications., ” Applied Economics, Vol. 42 No. 16(SSCI), 2010, pp.2111~2126
15. 菅瑞昌、王健聰與闕河士,“交易持續時間與交易價格衝擊之關係, ” 管理與系統, 16卷4期(TSSCI), 2009, pp.533~554
16. Wang, J.,“Market Imperfections and the Pricing of Currency Futures, ” Finance India, Vol. 24 No. 1(Econlit), 2010, pp.65~84
17. Hsu, H., W.F. Huang, J. Wang, and M.C. Chang ,“The Impacts of Institutional Net Buys/Sells on Returns in the Taiwan Futures Market., ” Investment Management and Financial Innovations, Vol. 6 No. 4(Econlit), 2009, pp.209~220
18. Hsu, H., S. H., Kao, W. F., Huang, and J. Wang,“Heterogeneous Information View of the Price-Volume Relationship: Evidence from Stock Price Reversals., ” The Empirical Economics Letters, Vol. 8 No. 11(Econlit), 2009, pp.1097~1103
19 Wang, J.,“Degree of Market Imperfections: Evidence from Four Asian Index Futures Markets, ” Applied Financial Economics, Vol. 18 No. 15(FLI), 2008, pp.1233~1246
20. Wang, J.,“Stock Market Volatility and the Forecasting Performance of Stock Index Futures, ” Journal of Forecasting, Vol. 28 No. 4(SSCI), 2009, pp.277~292
21. 王健聰與陳良姝,“股利宣告對於盈餘宣告資訊強度與規模效應影響之研究, ” 台灣企業績效學刊, 2卷2期(其它), 2009, pp.193~210
22. Wang, J. and H. Hsu,“Estimation of the Degree of Market Imperfections: Theory and Application in Currency Futures Markets, ” Investment Management and Financial Innovations, Vol. 5 No. 2(Econlit), 2008, pp.40~47
23. 王健聰與闕河士,“股價波動性、融券賣空限制與定價績效―SGX-DT摩根台股與TAIFEX台股指數期貨之實證, ” 交大管理學報, 26卷2期(TSSCI), 2006, pp.91~122
24. 王健聰,“市場不完美性與指數套利關係之研究, ” 管理與系統, 13卷4期(TSSCI), 2006, pp.441~469
25. Wang, J. and Hsu, H.,“Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets, ” Review of Pacific Basin Financial Markets and Policies, Vol. 9 No. 4(FLI), 2006, pp.639~660
26. Wang, J. and Hsu Ku, Y. H.,“Price Behavior of Stock Index Futures: How Do Mature and Emerging Markets Differ?, ” The Empirical Economics Letters, Vol. 6 No. 3(Econlit), 2007, pp.155~164
27. Wang, J.,“Testing the General Equilibrium Model of Stock Index Futures: Evidence from the Asian Crisis, ” International Research Journal of Finance and Economics, Vol. 10 No. 10(Econlit), 2007, pp.107~116
28. Wang, J.,“The Pricing of Stock Index Futures during the Asian Financial Crisis: Evidence from Four Asian Index Futures Markets, ” Investment Management and Financial Innovations, Vol. 4 No. 2(Econlit), 2007, pp.77~90
29. Wang, Janchung and Hsinan Hsu,“Degree of Market Imperfection and the Pricing of Stock Index Futures, ” Applied Financial Economics, Vol. 16 No. 2(FLI), 2006, pp.245~258
30. 王健聰,“台股指數期貨避險―存續期間效果、到期效果與穩定性之研究, ” 經濟研究, 42卷2期(TSSCI), 2006, pp.209~244
31. Hsu, Hsinan and Janchung Wang,“Price Expectation and the Pricing of Stock Index Futures, ” Review of Quantitative Finance and Accounting (FLI, EconLit), Vol. 23 No. 2(FLI), 2004, pp.167~184
32. 王健聰與闕河士,“台灣與大陸企業資本結構決定因素比較之研究, ” 輔仁管理學報, 12卷01 期(其它), 2005, pp.93~120
33. 王健聰與闕河士,“本國銀行利率風險管理與獲利能力之實證研究-新銀行設立前後之比較, ” 亞太社會科技學報, 3卷 1期(其它), 2003, pp.1~23
34. 王健聰與許溪南,“市場不完美度與股價指數期貨定價關係的一些理論假說與實證, ” 經濟研究, 38卷 2期(TSSCI觀察名單), 2002, pp.133~163
35. 王健聰,“台灣跨國企業資本結構決定因素之實證研究, ” 商管科技季刊, 1卷 3期(其它), 2000, pp.307~328
36. 蔡明田與王健聰,“亞洲金融風暴對本國金融機構利率風險管理影響之實證研究, ” 台北大學企業管理學報, 卷 48期(其它), 2000, pp.59~88
37. 王健聰,“台灣多國籍企業與本國企業資本結構比較之研究, ” 東吳經濟商學學報, 卷31 期(其它), 2000, pp.19~45
38. 許溪南與王健聰,“股價指數期貨定價理論與實證文獻之回顧, ” 中華管理評論, 3卷 1期(其它), 2000, pp.1~13
39. 許溪南與王健聰,“SIMEX摩根台股指數期貨之定價、套利與預測, ” 成功大學學報, 卷 34期(其它), 1999, pp.109~142
40. 王健聰與許溪南,“台灣多國籍企業財務績效與財務特性之實證研究, ” 成功大學學報, 卷 34期(其它), 1999, pp.143~165