Journal Paper
| Year | Journal | Category |
|---|---|---|
| 2025 | Chia-Wu Lu, Price Delay, Information Asymmetry and ESG effect, Review of Securities and Futures Markets 證券市場發展季刊, forthcoming | TSSCI |
| 2025 | Chi-Jui Huang、Tser-Yieth Chen、Chia-Wu Lu、Chien Huang、Hsiang-Lin Chih, The effect of environmental, social, and governance pillars on CEO compensation: Evidence from US-listed companies, Sustainable Development, Volume 33, Issue 3, 4128-4146 | SSCI |
| 2024 | Chia-Wu Lu、Hsueh-Ling Wu、Yu-Hsuan Su, The icing on the cake: ESG effect on the quality factor portfolios, Finance Research Letters, Vol.70, 106304 | SSCI |
| 2022 | Ting-Hsuan Chen、Chia-Wu Lu、Meng-Fen Hsieh, Onshore guarantees for offshore loans and bank risk-taking: Evidences from Taiwanese banks, Research in International Business and Finance, Vol.60, 101626 | SSCI |
| 2020 | Chang Chan、Wen-Chyan Ke、Hsiang-Lin Chih、Chia-Wu Lu, Corporate Social Responsibility and Risk: Evidence from China, Journal of Financial Studies 財務金融學刊, Vol.28 No.2, 91-133 | TSSCI |
| 2018 | 盧嘉梧、吳世晶, 恐慌指數與投資型保險：臺灣壽險業實證研究, 輔仁管理評論, 25(3), 1-27 | |
| 2018 | Chia-Wu Lu, Information Asymmetry, Credit Risk, and Growth Opportunity: The Effect of Corporate Governance, International Research Journal of Applied Finance, 9(12), 514-528 | Econlit |
| 2018 | Hsien-Hsing Liao 、Tsung-Kang Chen、Chia-Wu Lu、Yu-Hui Su、 Wei-Hung Lin, Credit Analysis of Corporate Credit Portfolios: A Cash Flow Based Conditional Independent Default Approach, 期貨與選擇權學刊, 11(1), 1-38 | TSSCI |
| 2016 | Chia-Wu Lu, Credit Risk and Lottery-type Stocks: Evidence from Taiwan, Advances in Economics and Business, 4(12), 667-673 | Econlit |
| 2016 | 盧嘉梧、林志軒, 類神經網路投資組合策略績效之實證研究：以台灣中型100電子股為例, 輔仁管理評論, 23(3), 29-50 | |
| 2015 | Chia-Wu Lu, Ting-Shu Chueh, Corporate Social Responsibility and Information Asymmetry, Journal of Applied Finance and Banking, 5(3), 105-122 | Econlit |
| 2014 | Chia-Wu Lu,Tsung-Kang Chen,Hsien-Hsing Liao, Underlying asset liquidity,heterogeneously informed investors, and REITs excess returns, Managerial Finance, 40(1), 72-96 | Econlit |
| 2014 | Chia-Wu Lu, Hsien-Hsing Liao, Tsung-Kang Chen, Hui-Hua Lin, A Factor-dependent Interest Rate Model---A Combination of GARCH(1,1) and Varying Coefficient Model Approach, Review of Securities and Futures Markets(證券市場發展季刊), 26(1), 1-30 | TSSCI |
| 2011 | Tsung-Kang Chen、Hsien-Hsing Liao、 Chia-Wu Lu, A Flow-based Corporate Credit Model, Review of Quantitative Finance and Accounting, 36(4), 517-532 | Econlit |
| 2009 | Chen, Tsung-kang, Hsien-hsing Liao, Chia-wu Lu and Wen-yen Huang, Managerial option value, cyclicality and credit risk, Review of Securities & Futures Markets(證券市場發展季刊), 21(4), 1-42 | TSSCI |
Conference paper
| Year | Title |
|---|---|
| 2021 | 盧嘉梧、黃瑋柔, 企業募資宣告對同產業的外溢效果：以台灣股票市場為例, 臺灣財務金融學會國際研討會, 桃園中壢, Taiwan |
| 2017 | Chia-Wu Lu, Credit Risk, Information Asymmetry and Corporate Governance: An Empirical Study of Taiwan., Society of Interdisciplinary Business Research Hong Kong Conference, Hong Kong, China |
| 2016 | 盧嘉梧、吳雅筑, 多角化效應對盈餘及股價報酬特異性的影響：資源基礎觀點與資訊不對稱觀點。, 臺灣財務金融學會國際研討會, 新北三峽, Taiwan |
| 2016 | Chang Chan, Wen-Chyan Ke, Hsiang-Lin Chih, Chia-Wu Lu , Corporate Social Responsibility and Risk: Evidence from China, 臺灣財務金融學會年會暨國際研討會, 新北三峽, Taiwan |
| 2013 | Chia-Wu Lu, Ting-Shu Cyue, Corporate Social Responsibility and Information Asymmetry, 2013 Annual Conference on Global Economy, Business and Finance, Bali, Indonesia |
| 2012 | Chia-Wu Lu, Earnings Quality, Risk-taking and Firm Value: Evidence from Taiwan, 2012 International Conference on Financial Theory, Hong Kong |
| 2011 | Chia-Wu Lu, Credit Risks and Lottery-Type Stocks: An Empirical Study of Taiwan, World Business, Economics and Finance Conference, Bangkok, Thailand |
| 2011 | 盧嘉梧、林卓民、林志軒, 類神經網路投資策略績效之實證研究:以台灣中型100電子股為例, 2011年中華科技大學經營管理與企業創新研討會, 臺北, 臺灣 |
| 2010 | Chia-Wu Lu、 Chi-Wei Su、Wen-Chung Wang, An Efficiency Analysis of Merging Community Financial Institutions---Evidence of Taiwan’s Banks, Annual Hawaii International Business Research Conference, Hawaii, USA |
| 2010 | Chi-Wei Su、 Chia-Wu Lu、Chia-Lun Tsai, The Price Correlation between Crude Oil Spot and Futures – Applying the Rank Test Method, 2010 國際貿易與企業經營學術研討會 (ITBA 2010), 臺北, 臺灣 |
| 2010 | Chia-Wu Lu、 Chi-Wei Su、 Ssu-Yin Lin, he Effects of Oil Production and Consumption on Economic Freedom and Political Liberty, 2010 真理大學財經學術研討會, 臺北, 臺灣 |
| 2009 | Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao, An integrated structural-form corporate credit model: Joint perspectives of asset inadequacy and liquidity crunch, The Fourth International Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea |
| 2009 | Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Yu-hui Su, Credit Analysis of Corporate Credit Portfolios---A Cash Flow Based Conditional Independent Default Approach, The Asian Finance Association 2009 International Conference, Brisbane, Australia |
| 2009 | Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao, An integrated structural-form corporate credit model: Joint perspectives of asset inadequacy and liquidity crunch, he 17th Conference on the Theories and Practices of Securities and Financial Markets 2009, December 11-12, National Sun Yat-sun University, Kaohsiung, Taiwan |
| 2009 | 廖咸興、陳宗岡、盧嘉梧, 企業管理決策隱含實質選擇權價值評估—隨機現金流量模型之應用, 2009 年台灣財務金融學會年會暨學術研討會, 中壢, 臺灣 |
| 2008 | 廖咸興、陳宗岡、盧嘉梧、林慧華, 狀態相依之均衡利率模型－結合GARCH(1,1)與變異性參數模型, 2008 年台灣財務金融學會年會暨學術研討會, 花蓮, 臺灣 |
| 2007 | Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu, Estimating multi-period corporate credit risk--A cash flow based approach, 2007 Financial Management Association Annual Meeting, Orlando, USA |
| 2007 | Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Wei-ling Kuo, Structural models and commercial bank credit risk--An empirical analysis, The Second International Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea |
Technical report
| Year | Title |
|---|
Book
| Year | Book |
|---|
Research project
| Unit | Project | Start Date | Role |
|---|---|---|---|
| 科技部 | 財務危機企業風險移轉行為：中國大陸市場之實證研究 | 2017 | 共同主持人 |
| 科技部 | 資本預算效率、內部資本市場與政府干預－中國大陸市場實證研究 | 2016 | 主持人 |
| 科技部 | 資本結構調整、風險承擔與政府干預－中國大陸市場實證研究 | 2014 | 主持人 |
| 科技部 | 中國大陸證券市場投資者保護實證研究 | 2013 | 主持人 |
Experience
| Date | Experience | Unit | Role |
|---|---|---|---|
| 2024/5/2 | 審查人 | Financial Research Letters | |
| 2024/12/10 | 審查人 | Review of Securities and Futures Markets(證券市場發展季刊) | |
| 2024/10/16 | 審查人 | Review of Securities and Futures Markets(證券市場發展季刊) | |
| 2023/6/13 | 審查人 | Review of Securities and Futures Markets(證券市場發展季刊) | |
| 2023/5/9 | 審查人 | Review of Securities and Futures Markets(證券市場發展季刊) | |
| 2016 | 審查人 | 輔仁管理評論 | |
| 2014 | 審查人 | 管理學報 | |
| 2014 | 演講 | 逢甲大學財務金融學系 | Corporate Social Responsibility and Information Asymmetry |
| 2013 | 審查人 | 中山管理評論 | |
| 2012 | 其他委員 | 商學院 | 院秘書 |
| 2012 | 審查人 | 應用經濟論叢 | |
| 2011 | 演講 | 淡江大學財務金融學系 | A Structure Credit Model Incorporating Flow-base Insolvency |
Honor
| Year | Project | Awarder |
|---|---|---|
| 2016 | 學術研究獎勵 | 國立臺北大學 |
| 2015 | 學術研究獎勵 | 國立臺北大學 |