主要成員

王克陸客座教授

研究領域

風險管理、成本效益分析
、財務工程

分機

57081

信箱

lkwang@mail.nctu.edu.tw

其他聯絡方式

學歷

美國西北大學Kellogg管理學院博士

經歷

國立交通大學資訊與財金系教授
國立交通大學財務金融研究所教授兼所長

著述

期刊論文
- 2013 M. Hsu and K. Wang, 2013, “The level and stability of institutional ownership and firm performance: Evidence from Taiwan”, Emerging Markets Finance and Trade, forthcoming (SSCI).
- 2013 E. Lin, C. Lee and K. Wang, 2013, Futures Mispricing, Order Imbalance, and Short-Selling Constraints, International Review of Economics & Finance. Volume 25, Pages 408–423. (SSCI)
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- 2013 M. Hsu and K. Wang, 2013, Investigating the relationship between institutional ownership and capital structure – The case in Taiwan, International Research Journal of Applied Finance, IV, 1, pp45-74. (EconLit)
- 2013 M. Hsu, K. Wang, 2013, Investigating the influence of stock options trading activities on underlying stock valuation in Taiwan, Empirical Economics Letters, forthcoming (EconLit)
- 2013 K. Wang, C. Chiang and C. M. Tung , 2013, A study of the relationship between corporate governance and financial performance from the perspective on enterprise successor selection, Actual Problems of Economics (SSCI)
- 2011 H. Chen, C. Lee, T. Tai, K. Wang , 2011, Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government ,Review of Pacific Basin Financial Markets and Policies, 14,1, pp153-169
- 2011 K. Wang, Y. Chen, S. Huang ,2011, The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach ,International Review of Economics and Finance,20,4, pp 654-664 (SSCI)
- 2011 Y. Chen, K. Wang, A. Tu , 2011, Default correlation at the sovereign level: evidence from some Latin American markets ,Applied Economics ,43,11,pp1399-1411 (SSCI)
- 2010 K. Wang, S. Huang ,2010/08, Using fast adaptive neural network classifier for mutual fund performance evaluation , Expert Systems with Application, 37,8, pp6007-6011 (SCI)
- 2009 D. Hwang, F. Shie, K. Wang, J. Lin ,2009/10, The pricing of deposit insurance considering bankruptcy costs and closure policies ,Journal of Banking & Finance,33,10, pp1909-1919 (SSCI)
- 2009 K. Lo, K. Wang, M. Hsu ,2009/01, Pricing American Asian options with higher moments in the underlying distribution, Journal of Computational and Applied Mathematics,223,1,pp304-313 (SCI)
- 2009 Y. Chen, K. Wang, A. Tu ,2009, Hedging and Optimal Hedge Ratios for International Index Futures Markets ,Review of Pacific Basin Financial Markets and Policies ,12,4, pp593-610
- 2008 K. Lo, K. Wang, M. Hsu ,2008/06, Pricing European Asian options with skewness and kurtosis in the underlying distribution ,Journal of Futures Markets, 28,6, pp598-616 (SSCI)
- 2008 王克陸、陳孟南 ,2008, 國家違約強度估計與國家信用違約交換之評價, 財務金融學刊, 16,4,pp139-162 (TSSCI)
- 2008 王克陸、李騰正 ,2008/03, 我國銀行違約機率模型之建置--使用巴賽爾新資本協定之規範, 創新與管理,5,1,pp135-158
- 2008 K. Lo, K. Wang, C. Yeh ,2008/01, Stock Repurchase and Agency Problems: New Evidence in Taiwan's Stock Market ,Emerging Markets Finance and Trade , 44,1,pp84-94 (SSCI)
- 2008 李正福、王克陸、劉大安 ,2008/12, 考量總體經濟環境之信用評等移轉矩陣:使用修正式信用循環指標法及信用投資組合法 ,台大管理論叢, 19,1, pp241-268 (TSSCI)
- 2008 K. Wang, Y. Chen, S. Huang ,2008, Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan ,Review of Pacific Basin Financial Markets and Policies, 11,4, pp555-567
- 2008 王克陸、許明峰、遲廷峻, 2008,樹狀模型對美式亞式選擇權評價之比較分析 ,台灣期貨與衍生性商品學刊, 6, pp1-27
- 2008 羅庚辛、王克陸、朱孝恩、施振祥, 2008, 臺灣加權股價指數與其波動度微笑曲線到期效應之研究 ,中原企管評論, 6,2,pp71-92
- 2008 Y. Chena, A. Tu, K. Wang , 2008/07, Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan ,Journal of International Financial Markets, Institutions and Money, 18,3, pp259-271
- 2008 T. Dai, K. Wang, T. Tzu ,2008/12,使用Hull-White短利模型與求面積法評價雪球型債券, 期貨與選擇權學刊,1,2, pp73-108
- 2007 Y. Peng, K. Wang , 2007, IPO underpricing and flotation methods in Taiwan–a stochastic frontier approach , Applied Economics, 39,21, pp2785-2796 (SSCI)
- 2007 王克陸、彭雅惠、陳美燁 ,2007/06,台灣金控子銀行經營績效之評估—使用DEA方法 ,科技管理學刊,12,2,pp1-28
- 2007 王克陸、張哲豪、郭俐伶 ,2007/11,洪災損失估計與其證券化之研究--以淡水河流域為例 ,中央警察大學災害防救學報, 8, pp1-16
- 2006 C. Lee, K. Wang, Y. Peng ,2006, Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan, Review of Pacific Basin Financial Markets and Policies, 9,3, pp385-403
- 2006 K. Lo, K. Wang, T. Liao ,2006/04, Insider transfer trading of banking companies around exchange listing, Journal of Financial Intermediation, 15,2, pp215-234 (SSCI)
- 2006 王克陸、黃思瑋、陳建偉 ,2006/06,現金增資前後營業績效變化與自由現金流量假說 ,交大管理學報,26,1,pp1-14 (TSSCI)
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研討會論文
- 2013 C. Lee, K. Wang, Y. Yang, and C. Lie, 2014, Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study, to appear in Handbook of Financial Econometrics and Statistics, C. Lee and J. Lee (eds), Springer, New York.
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研究實績

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