姓名：史綱（Gang Shyy）

職稱：教授

到校年月：78年8月

辦公室：管二館833

傳真：(03) 4252961

聯絡電話：(03)4227151轉66253

E-mail：gshyy@cc.ncu.edu.tw

 

【學歷】

國立台灣大學經濟系學士

美國紐約市立大學經濟博士

 

 

【論文著作】

 

A. 期刊論文

1. Gang Shyy (1989), "Bullish or Bearish: A Bayesian Dichotomous Model to Forecast Turning Points in the Foreign Exchange Market," Journal of Economics and Business, pp.49-60.

 

2. Gang Shyy (1989), "Gambler's Ruin and Optimal Stop Loss Strategy," Journal of Futures Markets, Vol.9, No.6, pp.565-571.

 

3. Gang Shyy and Annie Nein (1991), "Notes on Pricing a Chinese Saving/Borrowing Pool," Financial Management (FM letter) winter. p.8. 

          

4. 史綱 (1992),「亞洲新興證券市場系統風險與報酬」, 證券市場之結構與交易制度研討會論文集，中華民國管理科學學會。

 

5. 史綱 (1992),「預售屋的定價模式與實証」，管理科學學報，第九卷2第一期。

 

6. 史綱、丁子雲 (1992)，「台灣公債組合的利率風險免疫性策略研究」，證券市場發展季刊，第16期。

 

7. 史綱、汪逸真 (1992)，「台灣利率互換交易之設計與研究」，證券金融市場理論與實務研討會論文集，中山大學。

 

8. Gang Shyy and Annie Nein (1992), " Huei: Pricing a Chinese Saving/Borrowing Pool," Asia-Pacific Journal of Management, Volume 9, No2: 179-188.(Special Issue : Studies on Asian-Pacific Financial Markets)

 

9. Gang Shyy (1992), " Securities Markets in China: Unification of Capital Markets in China, Hong Kong and Taiwan," Trade Investment and Economic Prospects in China's Three Economies , National Centre for Development Studies, the Australian  National University, Canberra.

 

10. 史綱、李文福、池祥麟 (1993)，「美國、日本、法國、德國、英國公債期貨市場的設計與比較：兼論台灣公債期貨之可行性」，證券市場發展季刊，第18期。

 

11. 史綱、俞明德 (1993)，「全球金融即時資訊系統在財管教學與研究的應用」，第五屆中華民國管理教育研究會論文集。

 

12. 周介華、史綱 (1993)，「海外存託憑證之研究─中鋼GDR之個案分析」中國財務學會八十二年年會論文集。

   

13. Gill Yen and Gang Shyy (1993), "Chinese New Year Effect in Asian Stock Market," 台大管理叢論，第四卷，第一期。

 

14. Gang Shyy, Zhenmin Fang and Chilin Lieu (1993),"Convexing and Bond Portfolio Performance: A Mean Variance Approach," Proceedings of the third International Conference on Asian-Pacific Financial Market.

 

15. Gang Shyy and Bob Butcher (1994), "Price Equilibrium and Transmission in a Control Economy: A Case Study of the Metal Exchange in China," Journal of Futures Markets,Volume 14, No 8, pp. 877-890.

 

16. Gang Shyy and Jie-Haun Lee (1994), "Intermarket Relationship and Information Asymmetry in Currency Futures Market: Globex vs. SIMEX," Review of Futures Markets,Volume 13, No 4: 1091-1120.

 

17. Gang Shyy and Chilin Lieu (1994), "A Note on Convexity and Bond Portfolio Performance," Financial Management (FM Letters), Volume 23, Issu 1, pp.14.

 

18. Gang Shyy and Jie-Haun Lee (1995), "Price Transmission and Information Asymmetry in Bund Futures Markets: LIFFE VS. DTB," Journal of Futures Markets, Volume 15,No 1, pp.87-99.

 

19.  Gang Shyy and Min-Teh Yu (1995), "A Real Time Simulation on Cross-Currency Arbitrage," New Directions on Finance (edited by Dilip Ghosh and Shahriar Khaksari), Routledge.

 

20. Scott-Quinn, Brian, Gang Shyy and Julian Wamsley (1995), "Implications of European Equity Derivatives for Corporate Finance: Mirror Trading, Equity Swaps and Lepos," European Financial Management.

 

21. Gang Shyy, Vasumathi Vijayraghavan and Brian Scott-Quinn, (1996), "A Further Investigation of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market Using Bid/Ask Quotes: The Case of France," Journal of Futures Markets, Volume 16, No 4, pp. 405-420.

 

22. Edward H.Chow Jie-Haun Lee and Gang Shyy (1996), "Trading Mechanisms and Trading Preferences on a 24-hour Futures Market: A Case Study of the Floor/GLOBEX Switch on MATIF, " Journal of Banking and Finance, Volume 20, No 10, pp. 1695-1713.

 

23. Gang Shyy and Chung Hua Shen (1997), " A Comparative Study on Interday Market Volatility and Intraday Price Transmission of Nikkei/JGB Futures Markets between Japan and Singapore, " Review of Quantitative Finance and Accounting, 9, pp. 147-163.

 

24. Shyy, Gang and Vasumathi Vijayraghavan (1998), "Is a supervisory board valuable? The French Evidence, " in Black, S.W. and M. Moersch (ed), Competition and Convergence in Financial Markets: The German and Anglo-American Models, North Holland.

 

25. Dawn, Ray and Gang Shyy, 1999, “Foreign Exchange Rate Fluctuations and Macroeconomic Management”, in Collignon, S., Jean Pisani-Ferry and Yung Chul Park, Exchange Rate Policies in Emerging Asian Countries, Routledge.

 

26. Gang Shyy and Vasumathi Vijayraghavan, (2000), " Corporate Governance Design and Choice in France: Conseil d’Administration vs. Conseil de Surveillance," 2000 APFME Conference Proceedings (元智大學/ University of Alberta), pp. 58-89.

 

27. 史綱 (2000)，「地雷股、公司債與投資人保護：以財務學的觀點看公司法對無擔保公司債的規定」，經社法制論叢，第二十五期。

 

28. 史綱、何中達、黃一祥 (2001)，「交叉避險效果與共整合－以新台幣為例」證券市場發展季刊，第十三卷第一期。

29. P.H. Chou, E.H. Chow, Gang Shyy, 2002, “Capital Market Integration and Exchange Risk Exposure of the Asian Emerging Markets,” 台灣管理學刊 , 第一卷第二期 165-182.

 

B.研討會論文

1. Gang Shyy (1989), "International Flow of Fund Modelling and Simulation: A Case Study of Japanese Credit System," First Annaul Pacific Basin Finance Conference.

 

2. 史綱 (1991),「亞洲新興證券市場國際化的競爭」，中山大學證券市場之結構行為與績效研討會。

 

3. Gang Shyy and Min-Teh Yu (1992), " A Real Time Simulation on Cross Currency Arbitrage," The Inaugural International Conference on Financial Management, Suffolk University, Boston, USA.

 

4. Gang Shyy (1993), "A vs. B: A Preliminary Study on Chiness B Shares," Proceeding of the Second Annual International Conference on Comparative Economic Reform:China and Central/ Eastern Europe, Syracuse University and Shanghai Institute of Mechanical Engineering.

 

5. Gang Shyy and Jie-Haun Lee (1994), "Price Transmission and Information Asymmetry in Bund Futures Markets: LIFFE vs. DTB,"中國財務學會年會暨論文研討會。

 

6. Gang Shyy and Bob Butcher (1994), "An Intrady Invastigation on Intermarket Futures Price Transmission Between Japan and Singapore," The Second Conference on Pacific Basin Business Economics and Finance, Chinese University of Hong Kong.

 

7. Chow, Edward, Brian Scott-Quinn and Gang Shyy (1995), "A Tale of Two Exchanges: Trading Mechanisms, Market Volatility, and Price Transmission of French Stocks Traded on the Paris Bourse and London Stock Exchange," 1995 FMA meeting, New York.

 

8. Gang Shyy (1999), "An Investigation on Profit/Loss of Warrant Issuers in Taiwan?" 認股權證市場發展研討會，政治大學。

 

9. Gang Shyy (2000), "Management Performance, Agency Cost and Restructuring of State-Owned Enterprises in China: A Case Study of Shanghai Petro Chemical Company," 第二屆財務金融教學個案研討會，輔仁大學。

 

10. Gang Shyy and Vasumathi Vijayraghavan, (2000), " Corporate Governance Design and Choice in France: Conseil d’Administration vs. Conseil de Surveillance," 2000 APFME Conference Proceedings (元智大學/ University of Alberta).

 

11. Mei Chen, Robin K. Chou, Gang Shyy, 2001, “Order Imbalances and Spread Patterns: An Empirical Investigation of ECNs and Market Makers,” 證券金融市場理論與實務研討會，中山大學。

12.  S. L. Chung, H.W. Lai, S.Y. Lin, Gang Shyy, 2002, “CB Asset Swaps and CB Options: Structure and Pricing,” 中國財務學會年會暨論文研討會。

 

C.專書、技術報告等                                       

1.  Gang Shyy (1986), "The Application of Optimal Stopping Rules to Forecast the Futures Prices," City University of New York (Ph.D. Thesis)

 

2.   S. L. Chung, H.W. Lai, S.Y. Lin, Gang Shyy, 2002, “CB Asset Swaps and CB Options: Structure and Pricing,” 中國財務學會年會暨論文研討會。

 

3. Dawn, Ray and Gang Shyy, 1999, “Foreign Exchange Rate Fluctuations and Macroeconomic Management”, in Collignon, S., Jean Pisani-Ferry and Yung Chul Park, Exchange Rate Policies in Emerging Asian Countries, Routledge.

 

4. Gang Shyy and Vasumathi Vijayraghavan, (2000), " Corporate Governance Design and Choice in France: Conseil d’Administration vs. Conseil de Surveillance," 2000 APFME Conference Proceedings (元智大學/ University of Alberta), pp. 58-89. 

 

D.研究計畫

1. 史綱 (2002.1.1-2005.12.31)，「電子財務與金流電子化系統」, 教育部【大學學術追求卓越發展計畫】。