期刊論文

期刊年份 期刊名稱 期刊類別
2019 Arthur Jin Lin, Jung Lieh Hsiao,Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?,Transportation Research Part E: Logistics and Transportation Review,, SSCI
2019 Jung-Lieh Hsiao、Arthur C.H. Lin、Christine Wang、Shirley J. Ho,The Impact of Foreign Investor Sentiment on Taiwan’s Stock and Futures Markets,Journal of Financial Studies,, TSSCI
2017 Hsiao, Jung-Lieh、 Tu, Teng-Tsai、 Chen, Mei-Chun,Factors Influencing Equity Return Correlations between China’s Pairs of A- and B-Share Markets: Effect of QFII’s Implementation,International Journal of Financial Research,, ECONLIT
2014 Hsiao, Jung-Lieh、Wu, Hsueh-Ling、 Wang, Yu-Tzu,Relationship between Correlations and Volatilities of Global Equity Returns: An Empirical Study of the Eurozone Debt Crisis,International Business Research,Vol.7 No.6,30~48 ﹐ JEL, Econlit
2013 Hsiao, Jung-Lieh、Tu, Teng-Tsai,Price Spillover and Dynamic Correlation in the Shanghai A- and B-share Stock Markets: Evidence from the B-share’s Opening to Chinese Citizens,International Business Research,Vol.6 No.6,115~128 JEL, Econlit
2012 Hsiao, Jung-Lieh、Tu, Teng-Tsai,The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets,Asia-Pacific Journal of Financial Studies,Vol.41 No.5,563~589 SSCI
2012 Hsiao, Jung-Lieh,Bilateral Relationships between the Shanghai A- and B-shares Stock Markets: Evidence from the Opening of B-shares to Chinese Citizens ,Asia Pacific Management Review,Vol.17,1~17 TSSCI
2009 Hsiao, Jung-Lieh; Hsu, Ching-Yu; Hsu, Kuang-Hua,An Empirical Study on Capital Structure and Financing Decision-Evidences from East Asian Tigers,The Business Review, 第13卷 第1期,第248~253頁
2007 Hsiao, Jung-Lieh,Return and Volatility Dynamics between A- and B-shares Markets of Each Securities Exchange in China: An Intervention Analysis in a Bivariate EGARCH-X Framework,Asia Pacific Management Review, Vol.12 No.4,233~243 TSSCI
2004 蕭榮烈、劉思辰,台股期貨交易對現貨股價波動之影響—不對稱GARCH模型的應用,企銀季刊,第27卷 第2期,35~66頁
2004 Hsiao, Jung-Lieh,Stock Indicator Return Volatility and Information Arrival: An Empirical Study of China Equity Markets,Asia Pacific Management Review, Vol.9 No.3 ,PP.709~727 TSSCI
2003 Hsiao, Jung-Lieh,Stock Indicator Return Volatility and Information Arrival: An Empirical Study of China Equity Markets,Review of Securities and Futures Markets, Vol.14 No.4,PP.1~40 TSSCI
2001 Hsiao, Jung-Lieh,Random Walk Hypothesis and Weekday Effect In the Taiwan Futures Markets,International Journal of Business and Strategy, Vol.2 No.2,PP.71~101
2001 Hsiao, Jung-Lieh, Hsiang-Hsi Liu,The Behaviors of Greater China Stock Market Indexes: An Application of Rank-Based Variance Ratio Test,International Journal of Business and Strategy,Vol.2 No.1,PP.59~79
2000 Hsiao, Jung-Lieh, Hsiang-Hsi Liu,Random Walks and Market Efficiency: A Case Study of the Shanghai Security Exchange,International Journal of Business and Strategy, Vol.1,PP.37~52
1999 蕭榮烈,農業合作社之市場經濟,合作經濟,第62期,第16~19頁
1998 Hsiao Jung-Lieh, Richard Curcio and Christine X. Jiang,A Comparative Analysis of the Interrelationship among Taiwan, Hong Kong, and Mainland China Stock Markets,Journal of Emerging Markets,Vol.3 ,PP.81~98
1998 Hsiao, Jung-Lieh, Hsiang-Hsi Liu,The Price Relationships Among the Hong Kong, Taiwan, and China Stock Markets: An Application of Cointegration Approach,Review of Securities and Futures Markets,Vol.10 No.1,PP.153~185 TSSCI
1996 Hsiao, Jung-Lieh,The Shanghai Securities Exchange: Tests of Weak-Form Efficiency and Co-integration with the Greater China Stock Markets,1996美國 Kent State University 傑出論文獎 & 1998國科會甲種論文獎助,PP.153~185,PP.0~0

研討會論文

研討會舉行年份 論文發表篇名
2018 Teng Tsai Tu, Jung-Lieh Hsiao,Ya Tung Shih,The Effect of Corporate Social Responsibility and Social Media Marketing on Customer Citizenship Behavior,2018行銷研究學術研討會,台北,臺灣
2017 Jung-Lieh Hsiao, Teng Tsai Tu, Han Hsuan Hung,The Effect of Trade Duration on Information Content With Different Moneyness Evidence From Taiwan Options Market,2017行銷研究學術研討會,台北,臺灣
2016 Tzu-Yin Yang, Jung-Lieh Hsiao,Whether virtual currency can be a hedge or a safe haven to financial markets? An example of CNY-denominated Bitcoin.,第十屆國際貿易與企業經營學術研討會,台北,臺灣
2016 Jung-Lieh Hsiao、 Shiang-Lin Jeng,The internationalization of RMB: the spillover effect of China on Asia,2016 Conference of International Trade and Business Administration,台北,臺灣
2016 Jung-Lieh Hsiao, Chia-Hsien Chu,The relationship between the value of financial flexibility and operating performance of merger & acquisition,第十屆國際貿易與企業經營學術研討會,台北,臺灣
2015 Jung-Lieh Hsiao, Chia-Yu Kang(康家瑜),Investor Sentiment and Feedback Trading of Chinese Stock Markets: An Approach of Bivariate GARCH Model,9th International Symposium on Trade and Business (ITBA 2015),台北,臺灣
2014 蕭榮烈、吳家渝,The contagion effect of the European debt crisis on PIIS, BRICS, and ASEAN 4(歐債危機期間希臘對歐豬四國、金磚五國、東協四國、亞洲四小龍及已開發國家的蔓延效果:考慮美國的影響),2014台灣商管與資訊研討會,台北市,台灣
2014 蕭榮烈、鄺穎怡,The Contagion Effects of European Debt Crisis to the Emerging Markets and Developed Markets(歐債危機對新興市場和成熟市場的蔓延效果),2014第十一屆兩岸金融市場發展研討會,,
2014 蕭榮烈、許善淳,A Study between International Investor Sentiment and Market Returns(跨國投資人情緒與市場報酬關係之研究),2014第十一屆兩岸金融市場發展研討會,新北市,台灣
2014 Jung-Lieh Hsiao & Teng-Tsai Tu,Price Spillover and Dynamic Correlation in the Shanghai A- and B-share Stock Markets: Evidence from the B-share’s Opening to Chinese Citizens,The 7th International Conference on Asia-Pacific Financial Markets,台北市,台灣
2014 蕭榮烈、吳函娟,An alternative approach to bad news effects on volatility: the multiple-sign-o/s sensitive regime EGARCH model (MS-O/S-EGARCH) (壞消息對波動影響程度的另類方法),2014年「商學與管理」學術研討會,新北市,台灣
2012 Jung-Lieh Hsiao, Ching-Yu Hsu, and Kuang-Hua Hsu,An Empirical Study on Capital Structure and Financing Decisions-Evidences from East Asian Tigers,2009 Global Business and Finance Research Conference,首爾市,韓國
2009 蕭榮烈、涂登才 、 郭淑惠、陳姵樺,利用快速傅立葉轉換進行跳躍發散與隨機波動模型之選擇權評價應用—以台指選擇權為例,2008第五屆財務金融及財金未來學術暨實務研討會,Istanbul,Turkey
2008 蕭榮烈、許景嵎,台灣股市異常週轉率與報酬離散度對報酬率動能和反轉影響之研究,2008長榮大學第四屆企業國際化理論與實務研討會,台北市,台灣
2008 蕭榮烈,Return and Volatility Dynamics between A- and B-shares Markets of Each Securities Exchange in China: An Intervention Analysis in a Bivariate EGARCH-X Framework.,第一屆世界理財歸規劃學術研討會暨CEO論壇,長榮大學,台灣
2008 蕭榮烈、羅婉真,股價報酬離散度與股價報酬平均相關係數之研究以台灣股票市場為例,2008長榮大學第四屆企業國際化理論與實務研討會,長榮大學,台灣
2007 蕭榮烈、呂媖琇,匯率波動對台灣產業類股指數報酬率之影響-GARCH模型之應用,第六屆全國實證經濟學論文研討會,臺北王朝大飯店,台灣
2005 謝錦堂、蕭榮烈、詹毓玲與劉祥熹,企業國際化程度與績效之關係:文獻探討與啟示,第一屆創新與管理學術研討會,國立高雄大學,台灣
2004 Hsiao, Jung- Lieh,The Impact of Index Futures Trading on Underlying Stock Index Volatility: An Empirical Analysis with Asymmetrically Centered GARCH and Asymmetric BEKK-G Models,2003海峽兩岸證券及衍生商品市場發展理論與實務研討會,實踐大學管理學院與中華民國管理科學學會,台灣
2003 Hsiao, Jung- Lieh,Hsiang-Hsi Liu,The Short-Term Dynamic Relationships between Shanghai and Shenzhen Stock Markets in Mainland China under Consideration of WTO Issue: An Intervention Analysis in a Bivariate EGARCH-X Framework,2002兩岸經營管理與永續發展研討會,國立臺北大學,台灣
2002 Hsiao, Jung-Lieh,The Impact of Trader-Type on the Volatility-Volume Relationship: In the Case of Taiwan Stock Markets,第二屆提升競爭力與經營管理研討會,國立中興大學,台灣
2002 Hsiao, Jung- Lieh,Hsiang-Hsi Liu,International Information Transmissions of Stock Return and Volatility: The Case of ADRs and Their Underlying Stocks,2002財務金融學術研討會,國立臺北大學,台灣
2001 Hsiao, Jung- Lieh, Hsiang-Hsi Liu,Testing Information Efficiency for the Shanghai Stock Market,Chinese Finance Association Annual Conference,淡江大學,台灣
1999 Hsiao, Jung- Lieh, Richard Curcio and Christine X. Jiang,The Greater China Stock Market: A Test of Their Cointegration,Financial Management Association Meeting,國立雲林科技大學,台灣
1996  Hsiao, Jung- Lieh, Richard Curcio and Willing Wang and Christine X. Jiang,The Shanghai Securities Exchange: Tests of Weak-Form Efficiency,Financial ,Kaohsiung,台灣
1996 Hsiao, Jung- Lieh, Hsiang-Hsi Liu,The Price Relationships Among the Hong Kong, Taiwan and China Stock Markets: An Application of Cointegration Approach,Fifth Conference on the Theories and Practices of Security and Financial Markets,New Orleans,New Orleans
1996 Hsiao, Jung- Lieh, Richard Curcio and Christine X. Jiang,Richard Curcio and Christine X. Jiang﹐”The Greater China Stock Market: A Test of Their Cointegration,Financial Management Association Meeting,Financial Management Association Meeting,台灣

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