周冠男 (Robin K. Chou)

教授兼系主任

English Version

　

到校年月：89年8月

辦公室：管二館 831

電話：(03) 4227151 轉 66252

傳真：(03) 4252961

Email：rchou@cc.ncu.edu.tw

學歷

美國愛荷華大學財務金融博士，1999

美國加州大學河濱分校企管碩士(主修會計與財務)，1994

國立政治大學公共行政學士，1992

　

經歷

國立中央大學財務金融系教授兼系主任，08/2007至今

國立中央大學財務金融系副教授，08/2003-07/2007

國立中央大學財務金融系助理教授，08/2000-07/2003

元智大學財務金融系助理教授，08/1999-07/2000

　

研究領域與專長

市場微結構，投資學，財務報表分析

　

研究計畫與榮譽獎項

1.    國科會研究計畫，1999-2009。

2.     國立中央大學研究傑出獎，2008。

3.    國立中央大學管理學院研究論文獎勵，2003，2005，2006。

4.    國立台灣大學財務金融國際研討會最佳論文獎，2004。

5.    現代財務論壇學術研討會最佳論文獎，2004。

6.    國立中央大學管理學院優良教師，2003。

7.    國科會甲種研究獎，1999，2000。

8.    第八屆證券暨金融市場理論與實務研討會研究論文獎，1999。

9.      Full Assistantship, The University of Iowa, 1995-1999.

10.    Ponder Fellowship, The University of Iowa, 1997.

11.    Passed all four parts of the Uniform CPA Exam on the first sitting, California Board of Accountancy, 1995.

　

期刊論文

1.      Chen, Sheng-Syan, Robin K. Chou, and Shu-Fen Chou, forthcoming. “The Impact of Investment Opportunities and Free Cash Flow on Financial Liberalization:  A Cross-Firm Analysis of Emerging Economies,” Financial Management, accepted for publication. (SSCI, EconLit)

2.      Chen, Wei-Peng, Robin K. Chou and Huimin Chung, forthcoming. “Decimalization and the ETFs and Futures Pricing Efficiency,” Journal of Futures Markets, accepted for publication. (SSCI, EconLit)

3.      Chang, Shao-Chi, Sheng-Syan Chen, Robin K. Chou and Yueh-Hsiang Lin, 2008. “Weather and Intraday Patterns in Stock Returns and Trading Activity,” Journal of Banking and Finance, Volume 32, No. 9, 1754-1766. (SSCI, EconLit)

4.      Chou, Robin K., and George H. K. Wang, 2006. “Transaction Tax and Market Quality of the Taiwan Stock Index Futures,” Journal of Futures Markets, Volume 26, No. 12, 1195-1216. (SSCI, EconLit)

5.      Chou, Robin K., and Huimin Chung, 2006. “Decimalization, Trading Costs, and Information Transmission between ETFs and Index Futures,” Journal of Futures Markets, Volume 26, No. 2, 131-151. (SSCI, EconLit)

6.      Chou, Robin K., and Wan-Chen Lee, 2006. “Decimalization and Market Quality,” Advances in Quantitative Analysis of Finance and Accounting, Volume 3, 175-194.

7.      Chiang, Yao-Min, Vivien W. Tai, and Robin K. Chou, 2006. “Market Condition, Number of Transactions, and Price Volatility:  Evidence from an Electronic, Order Driven, Call Market,” Managerial Finance, Volume 32, No. 11, 903-914.

8.      Chou, Robin K., 2005. “The Impact of Limit Order Handling on the NYSE and NASDAQ Transaction Costs,” Quarterly Journal of Business and Economics, Volume 44, Nos. 1-2, 67-88. (EconLit)

9.      Chou, Robin K., Wan-Chen Lee, and Sheng-Syan Chen, 2005. “The Market Reaction around Ex-Dates of Stock Splits Before and After Decimalization,” Review of Pacific Basin Financial Markets and Policies, Volume 8, No. 2, 201-216. (EconLit)

10.  Lee, Jie-Huan, and Robin K. Chou, 2004. “The Intraday Stock Return Characteristics Surrounding Price Limit Hits,” Journal of Multinational Financial Management, Volume 14, No. 4-5, 485-501. (EconLit)

11.  Chou, Pin-Huang, Robin K. Chou, and Jane-Sue Wang, 2004. “On the Cross-section of Expected Stock Returns:  Fama-French Ten Years Later,” Finance Letters, Volume 2, No. 1, 18-22.

12.  Chou, Robin K., and Jie-Haun Lee, 2002. “The Relative Efficiencies of Price Execution between the Singapore Exchange and the Taiwan Futures Exchange,” Journal of Futures Markets, Volume 22, No. 2, 173-196. (SSCI, EconLit)

13.  李志宏、周冠男、林秋發、謝育慈，2006，“亞洲金融暴前後外資交易行為與台灣股市互動關係之研究”，證券市場發展季刊，Volume 18, No. 3, 47-72. (TSSCI)

14.  周冠男、徐之強、吳昭勳，2004，“美國存託憑證報酬與風險傳遞之研究”，中山管理評論，Volume 12, No. 1, 37-62. (TSSCI)

15.  周賓凰、池祥萱、周冠男、龔怡霖，2002，“行為財務學:文獻回顧與展望”，證券市場發展季刊，Volume 14, No. 2, 1-46. (TSSCI)

16.  張傳章、周冠男、曹潔君，2002，“隨機利率經濟環境下外匯選擇權之實證研究”，中山管理評論，Volume 10, No. 4, 591-622. (TSSCI)

　

研討會論文

1.      Chou, Robin K., George H. K. Wang, Yun-Yi Wang and Johan Bjursell, October 2008.  “Individual Trades, Institutional Trades and Intraday Futures Price Behavior:  Evidence from the Taiwan Futures Exchange,” the 19th Asia-Pacific Futures Research Symposium, Seoul, Korea and FMA Annual Meeting, Grapevine (Dallas), Texas, USA

2.      Chen, Sheng-Syan, Robin K. Chou, and Shu-Fen Chou, May 2008. “The Impact of Stock Market Liberalization on Financial Constraints:  A Cross-Firm Analysis of Five East Asian Countries,” 2008 Global Finance Conference, Hangzhou, China.

3.      Chen, Wei-Peng, Robin K. Chou and Huimin Chung, October 2007. “Decimalization and the ETFs and Futures Pricing Efficiency,” FMA Annual Meeting, Orlando, Florida, USA.

4.      Chen, Wei-Ju, Robin K. Chou and Yu Jane Liu, October 2007. “Partial Privatization and SIP Stock Price Performance: Evidence from China,” The 2007 China International Conference in Finance, Chengdu, China and FMA Annual Meeting, Orlando, Florida, USA.

5.      Chang, Shao-Chi, Sheng-Syan Chen, Robin K. Chou and Yueh-Hsiang Lin, October 2007. “Weather and Intraday Trading Activity,” FMA Annual Meeting, Orlando, Florida, USA.

6.      Chang, Chia-Ching, Sheng-Syan Chen, Robin K. Chou and Chin-Wen Hsin, December 2006. “Intraday Contagions and the Variation of Informed Trades across Sessions: Evidence from the U.S. Technology Stocks,” The 19th Australasian Finance and Banking Conference, Sydney, Australia.

7.      Chen, Hsuan-Chi, Robin K. Chou and Grace C.H. Kuan, December 2006. “Tie-In Agreements and First-Day Trading in Initial Public Offerings,” The 2006 NTU International Conference on Finance, Taipei, Taiwan.

8.      Chou, Pin-Huang, Robin K. Chou, and Kuan-Cheng Ko, December 2006. “Empirical Determinants of Limit-hit Durations: Rational and Behavioral Perspectives,” The 2006 NTU International Conference on Finance, Taipei, Taiwan.

9.      Chen, Wei-Peng, Robin K. Chou, and Huimin Chung, December 2006. “Penny Pricing and Index Futures Arbitrage,” The Fourteenth Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

10.  Ascioglu, Asli, Murat Aydogdu, Robin K. Chou, and Lynn Phillips Kugele, October 2006. “An Analysis of Intraday Patterns in ETF and Common Stock Spreads,” 2006 Asian FMA, Auckland New Zealand, FMA Annual Meeting, Salt Lake City, Utah, USA, and Southern Finance Association 2006 Annual Meetings, Destin, Florida, USA.

11.  Chung, Huimin, Robin K. Chou, and Juo-Lien Wang, October 2006. “The Economic Cost of Earnings Management on Equity Liquidity in the Period of Corporate Financial Reporting Crisis,” FMA Annual Meeting, Salt Lake City, Utah, USA.

12.  Chou, Robin K., and George H. K. Wang, October 2006. “Transaction Tax and Market Quality of the Taiwan Stock Index Futures,” The 16th Asian Pacific Futures Research Symposium, Bangkok, Thailand, The 2006 China International Conference in Finance, Xi’an, China, and FMA Annual Meeting, Salt Lake City, Utah, USA.

13.  Chen, Sheng-Syan, Robin K. Chou, and Miaw-Jane Chen, October 2005. “Long-run Stock Return and Operating Performance following Private Debt Placements,” FMA Annual Meeting, Chicago, Illinois, USA.

14.  Chen, Sheng-Syan, Robin K. Chou, and Shu-Fen Chou, October 2005. “Firm-specific Characteristics and Stock Market Liberalization,” FMA Annual Meeting, Chicago, Illinois, USA.

15.  Chen, Sheng-Syan, Robin K. Chou and Wan-Chen Lee, December 2004. “Risk Changes Following Ex-Dates of Stock Splits,” The 2004 NTU Conference on Finance (with Best Paper Award), The Twelfth Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, FMA Annual Meeting, New Orleans, Louisiana, USA and Academic Symposium of Modern Issues on Finance (with Best Paper Award), Taichung, Taiwan.

16.  Chou, Robin K., Chih-Chiang Hsu and Edward Hsieh, December 2004. “Decimalization, Market Liquidity, and Transaction Durations,” The Twelfth Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

17.  Chou, Robin K., Jun-Biao Lin, and Jen-Tsung Hsu, October 2004. “The Consistency of Size Effect:  Time Periods, Regression Methods, and Database Selection,” FMA Annual Meeting, New Orleans, Louisiana, USA.

18.  Chou, Robin K., and Huimin Chung, June 2004. “Decimalization, Trading Costs, and Information Transmissions between ETFs and Index Futures,” European Financial Management Association Annual Meeting, Basel, Switzerland.

19.  Lee, Jie-Haun, Robin K. Chou and Chiou-Fa Lin, June 2004. “Noise Trading and Market Quality”, The Asian FA/TFA/FMA 2003/2004 Conference, Taipei, Taiwan.

20.  Lee, Jie-Huan, and Robin K. Chou, December 2003. “Intraday Stock Return Characteristics Surrounding Price Limit Hits,” The 16th Australasian Finance and Banking Conference, Sydney, Australia.

21.  Tai, Vivien W., Yao-Min Chiang, and Robin K. Chou, October 2003. “Number of Transactions and Price Volatility: Evidence from the Taiwan OTC Market,” FMA Annual Meeting, Denver, Colorado, USA, The Eleventh Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan and The 2004 AsiaFA/FMA/TFA Conference, Taipei, Taiwan.

22.  Chou, Robin K., and Wan-Chen Lee, June 2003. “Decimalization and Market Quality,” European Financial Management Association Annual Meeting, Helsinki, Finland and The Eleventh Conference on the Theories and Practices of Security and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

23.  Chou, Robin K., and Chih-Chiang Hsu, June 2003. “Robust Measurement of Size and Book-to-Market Premia,” European Financial Management Association Annual Meeting, Helsinki, Finland and The Fourth Annual Conference on Empirical Economics, National Dong Hwa University, Hualien, Taiwan.

24.  Chou, Robin K., Sheng-Syan Chen and Hsin-Fu Chao, October 2002. “The Impact of Trading Activity on the Estimation of Systematic Risk Surrounding Pure Capital Structure Changes,” FMA Annual Meeting, San Antonio, Texas, USA. 

25.  Chen, Mei, Robin K. Chou, and Gang Shyy, June 2002. “An Empirical Investigation of ECNs and Market Makers: Order Imbalances and Spread Patterns,” European Financial Management Association Annual Meeting, London, England and The Tenth Conference on the Theories and Practices of Security and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

26.  Chou, P. H, Robin K. Chou, and Ghon Rhee, May 2002. “Decomposing Overnight Price Reversals: Implications for Trading Strategies,” The 2002 Taiwanese Financial Association Annual Meeting, Taichung, Taiwan.

27.  Chou, Robin K., and Jie-Haun Lee, December 2001. “The Performances of Batch Auction Markets: the Taiwan Stock Exchange vs. the Taiwan OTC market,” The Tenth Conference on the Theories and Practices of Security and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

28.  Chou, Robin K., and Jie Haun Lee, June 2001. “The Relative Efficiencies of Price Execution between the Singapore Exchange and the Taiwan Futures Exchange,” European Financial Management Association Annual Meeting, Lugano, Switzerland, and The 2001 Taiwanese Financial Association Annual Meeting, Taipei, Taiwan.

29.  Lee, Jie-Haun, and Robin K. Chou, December 2000. “Are Price Limits Effective? A Closer Look at the Evidence from Taiwan Stock Market,” The Ninth Conference on the Theories and Practices of Security and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan.

30.  Chou, Robin K., October 2000. “The Time Series and Cross Sectional Consistency of the Size Effect and January Effect,” FMA Annual Meeting, Seattle, Washington, USA. 

31.  Chou, Robin K., July 2000. “Size Effect, January Effect, and Capital Gains Taxes,” PACAP/FMA Conference, Melbourne, Australia.

32.  Chou, Robin K. and Puneet Handa, December 1999. “The Response of Security Markets to Order Imbalances: NYSE vs. Nasdaq,” The Eighth Conference on the Theories and Practices of Security and Financial Markets (with Best Paper Award), National Sun Yat-sen University, Kaohsiung, Taiwan.

33.  Chou, Robin K., October 1999. “The Impact of Limit Order Trading on NYSE and Nasdaq Transaction Costs,” FMA Annual Meeting, Orlando, Florida, USA.

　

專書與專書論文

1.  周冠男(與史綱等合著)，2006，“財務金融個案III”，台灣金融研訓院。

2.  周冠男(與史綱等合著)，2005，“財務金融個案II”，台灣金融研訓院。

3.  周冠男(與史綱等合著)，2004，“財務金融個案I”，台灣金融研訓院。

4.  周冠男(與史綱等合著)，2002，“公司理財的12堂課”，天下文化出版社。

5.   Chou, Robin K., 1999. “The Influence of Market Structure on Security Markets,” The University of Iowa, (PhD Dissertation).

　

 Visitors since March 21, 2003