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Navy Pier, Chicago, USA. |
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姓名：何耕宇（Keng-Yu Ho） |
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職稱：副教授 |
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到校年月：92年8月 |
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辦公室：管二館838 |
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傳真：(03) 4252961 |
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聯絡電話：(03) 4227151 ext.
66263 |
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Email：kengyuho@cc.ncu.edu.tw |
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【學
歷】 1996, BBA in Finance, 1999, MSc in
Economics and Finance, 2003, Ph.D., |
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【研究領域與專長】 |
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【論文著作】 |
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(A) |
期刊論文 |
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1. |
Abhyankar, A., Ho, K.-Y., and Zhou, H., 2008, International Value versus Growth : Evidence from Stochastic Dominance Criteria , forthcoming at International Journal of Finance and Economics. (SSCI, EconLit) |
2. |
Abhyankar, A., Ho, K.-Y., and Zhou, H.,
2008, Value versus Growth: Stochastic Dominance Criteria, forthcoming at
Quantitative Finance. (SSCI, |
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3. |
Abhyankar, A. and Ho, K.-Y., 2007, Long-Horizon Event Studies and Event Firm Portfolio Weights: Evidence from U.K. Rights Issues Re-Visited, International Review of Financial Analysis 16, 61-80. (FLI, EconLit) |
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4. |
Abhyankar, A., Chen, H.-C., and Ho, K.-Y, 2006, The Long-Run Performance of Initial Public Offerings: Stochastic Dominance Criteria, Quarterly Review of Economics and Finance 46, 620-637. (FLI, EconLit) |
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5. |
Abhyankar, A. and Ho, K.-Y., 2006, Long-Run Abnormal
Performance following Convertible Preference Share and Convertible Bond
Issues: New Evidence from the UK, International Review
of Economics and Finance 15, 79-119. (FLI, EconLit) |
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6. |
Chen, H.-C., Ho, K.-Y., Lu, C., and Wu, C.-H., 2005, Real Estate Investment Trusts: An Asset Allocation Perspective, Journal of Portfolio Management: Real Estate Special Issue, 46-54.(SSCI, FLI, EconLit) |
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7. |
Abhyankar, A., Ho, K.-Y., and Zhou, H., 2005, Long-Run Post-Merger Stock Performance of UK Acquiring Firms: A Stochastic Dominance Perspective, Applied Financial Economics 15, 679-690. (FLI, EconLit) |
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8. |
Ho, K.-Y., 2005, Long-Horizon Abnormal Performance following Rights Issues and Placings: Additional Evidence from the UK Market, Review of Financial Economics 14, 25-45. (FLI, EconLit) |
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9. |
Ho,
K.-Y., 2003, Long-Run Stock Price Performance after IPOs: What do Tests for
Stochastic Dominance Tell Us? Applied Economics Letters 10,
15-19. (SSCI, EconLit) |
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(B) |
研討會論文 |
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1. |
Portfolio Optimization Models and Mean-Variance Spanning Tests, January 2008, Conference on Quantitative Finance, Hsinchu, Taiwan. |
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2. |
Do IPO Underwriting Relationships Affect the Subsequent Lending Business? October 2007, FMA Annual Meeting, Orlando, Florida, USA. |
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3. |
Analyzing the Unknown Factor in the APT Model : Evidence from U.S. and Japan, July 2007, Asia FA/FMA Meeting, Hong Kong, China. |
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4. |
Initial Public Offerings: An Asset Allocation Perspective, April 2007, The 1st International Financial Planning Conference and CEO Forum, Taipei, Taiwan. |
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5. |
Rational and Behavioral Perspectives on Industry and Stock Return, December 2006, 14th SFM Conference, Kaohsiung, Taiwan. |
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6. |
Value versus Growth : Stochastic Dominance Criteria, December 2006, NTU International Conference on Finance, Taipei, Taiwan. |
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7. |
Do IPO Underwriting Relationships Affect the Subsequent Lending Business? December 2006, NTU International Conference on Finance, Taipei, Taiwan. |
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8. |
Value versus Growth : Stochastic Dominance Criteria, October 2006, FMA Annual Meeting, Salt Lake City, Utah, USA. |
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9. |
Initial Public Offerings: An Asset Allocation Perspective, October 2006, FMA Annual Meeing, Salt Lake City, Utah, USA. |
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10. |
Initial Public Offerings: An Asset Allocation Perspective, July 2006, CICF Conference, Xian, China. |
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11. |
Rational and Behavioral Perspectives on Industry and Stock Return, May 2006, TFA Annual Meeting, Taipei, Taiwan. |
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12. |
An Asset Allocation Perspective of Real Estate: The Case of Real Estate Investment Trusts, October 2005, FMA Annual Meeting, Chicago, Illinois, USA. |
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An Asset Allocation Perspective of Real Estate: The Case of Real Estate Investment Trusts, July 2005, 10th AsRES International Conference, Sydney, Australia. |
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An Asset Allocation Perspective of Real Estate: The Case of Real Estate Investment Trusts, May 2005, FeAT Meeting, Taipei, Taiwan. |
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Initial Public Offerings: An Asset Allocation Perspective, May 2005, TFA Annual Meeting, Tainan, Taiwan. |
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16. |
Initial Public Offerings: An Asset Allocation Perspective, December 2004, NTU International Conference on Finance, Taipei, Taiwan. |
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17. |
Initial Public Offerings: An Asset Allocation Perspective, December 2004, 12th SFM Conference, Kaohsiung, Taiwan. |
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18. |
Long-Horizon Abnormal Performance after UK Rights Issues and Placings Revisited: An Asset Allocation Perspective, October 2004, FMA Annual Meeting, New Orleans, Louisiana, USA. |
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19. |
Exploring Long-Run Abnormal Performance using Stochastic Dominance Criteria: Additional Evidence from IPOs, July 2004, Asian FA/TFA/FMA Meeting, Taipei, Taiwan. |
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20. |
Exploring Long-Run Abnormal Performance using Stochastic Dominance Criteria: Additional Evidence from IPOs, July 2004, European Financial Management Association Meeting, Basel, Switzerland. |
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21. |
The Illusory Nature of Long-Horizon Abnormal Post-Offer Negative Abnormal Performance: Evidence from UK Seasoned Equity Offerings, May 2002, NTU International Conference on Finance, Taipei, Taiwan. |
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22. |
The Illusory Nature of Long-Horizon Abnormal Post-Offer Negative Abnormal Performance: Evidence from UK Seasoned Equity Offerings, April 2002, Eastern Finance Association Meeting, Baltimore, Maryland, USA. |
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Are Debt Placings Special? Evidence from the UK Corporate Debt Market, October 2000, FMA Annual Meeting, Seattle, Washington, USA. |
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(C) |
Working Paper |
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1. |
The Portfolio Diversification Effects of Initial Public Offerings (previously titled as: Initial Public Offerings: An Asset Allocation Perspective), with Hsuan-Chi Chen and Cheng-Huan Wu. |
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2. |
Do IPO Index Portfolios Improve the Investment Opportunities for Mean-Variance Investors? with Hsuan-Chi Chen. |
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Do IPO Underwriting Relationships Affect the Subsequent Lending Business? with Hsuan-Chi Chen and Li-Ping Chen. |
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Analyzing the Unknown Factors in the APT Model: Evidence from U.S. and Japan, with Chih-Chiang Hsu and Tsung-Ting Tsai. |
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5. |
Rational and Behavioral Perspectives on Industry and Stock Returns, with Pin-Huang Chou and Po-Hsin Ho. |
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6. |
Long-Horizon Abnormal Performance after UK Rights Issues and Placings Revisited: An Asset Allocation Perspective, with Abhay Abhyankar. |
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Are Debt Placings Special? Evidence from the UK Corporate Debt Market, with Abhay Abhyankar and Phak Yan Cheong. |
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(D) |
專書 |
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1. |
何耕宇(與史綱等合著)，2006，"財務金融個案III"，台灣金融研訓院。 |
2. |
何耕宇(與史綱等合著)，2005，"財務金融個案II"，台灣金融研訓院。 |
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3. |
Ho, K.-Y., 2003, Essays on Long-Horizon
Stock Price Performance following Security Issues, |
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