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專任老師
徐政義 教授
學歷: 國立政治大學財務管理博士
專長: 市場微結構、投資學、財務管理
辦公室: 管二管839
分機: 66268
聯絡信箱 : cshiu@ncu.edu.tw
個人網頁 : http://fm.mgt.ncu.edu.tw/teacher/Cheng-yi Shiu.htm

期刊論文

  1. Hung-Ling Chen, Edward H. Chow, and Cheng-Yi Shiu (2015), The Informational Role of Individual Investors in Stock Pricing: Evidence from Large Individual and Small Retail Investors, Pacific-Basin Finance Journal.
  2. Cheng-Yi Shiu, and Hui-Shan Wei, (2013), Do Private Placements Turn Around Firms? Evidence from Taiwan, Financial Managemen.
  3. Edward H. Chow, Chung-Wen Hung, Christine S. Liu, and Cheng-Yi Shiu (2013), Expiration Day Effects and Futures Trading Profits: Evidence from Taiwan, Review of Quantitative Finance and Accounting, 41(3), 441-462..
  4. Chen, Hung-ling , Edward H.Chow, and Cheng-Yi Shiu (2013), Ex-Dividend Prices and Investor Trades: Evidence from Taiwan, Pacific-Basin Finance Journal , 24, 39-65. (SSCI).
  5. Shiu, Chneg-Yi, and Hui-shan Wei (2013), Do Private Placements Turn Around Firms? Evidence from Taiwan, Financial Management , 42, 875-899. (SSCI).
  6. Hung, Chung-Wen, Cheng-Yi Shiu, and Hui-Shan Wei (2012), “Stock Liquidity and the Choice between Public Offerings and Private Placements”, Journal of Financial Studies, forthcoming (TSSCI).
  7. Shiu, Cheng-Yi, and Hui-shan Wei (2012), Private Placements for Turnaround: Evidence from Taiwan, Financial Management, forthcoming. (SSCI, EconLit) (國科會財務類A Tier-1級期刊).
  8. Hsu, Yenshan, and Cheng-Yi Shiu (2010), “The Overconfidence of Investors in the Primary Market”, Pacific-Basin Finance Journal, Volume 18, Issue 2, p.217-239. (SSCI, EconLit)。(國科會財務類A-級期刊).
  9. Hsu, Yenshen, Chung-Wen Hung, and Cheng-Yi Shiu (2009), “Why Have IPO Auctions Lost Market Share to Fixed-price Offers? Evidence from Taiwan”, Journal of Financial Studies 17.
  10. Huang, Roger D., and Cheng-Yi Shiu (2009), “Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign
    Institutional Investors in Taiwan”, Financial Management 38, Issue 3, p.567-602.. (SSCI, EconLit). (國科會財務類A級期刊).
  11. Chia-Jui Lai, Kuo-Ren Lou, and Cheng-Yi Shiu (2008), “Foreign Investors and Stock Volatility: Evidence from Taiwan”, International Journal of Information and Management Sciences, 19, 315-328.
  12. Chia-Jui Lai, Kuo-Ren Lou, and Cheng-Yi Shiu (2008), “Does Foreign Investors’ Trade Predict Stock Return? Evidence from Taiwan”, International Journal of Information and Management Sciences , 19, 477-497.
  13. Li-Wen Chen, Shu-Hua Liu, and Cheng-Yi Shiu (2008), “Portfolio Preferences and Performance: Evidence from Domestic and Foreign Mutual Funds in Taiwan”, Journal of Financial Review (財金論文叢刊), 8, 21-49.
  14. Shiu, C., and Y. Hsu (2005), The Stock Price Behavior in the Period Surrounding Lockup Expiration: The Case of Taiwan, Journal of Management, Vol. 22, No. p.569-586.
  15. Hus, Y., and C. Shiu (2004), Information Content of Investor’s Bids in IPO Auctions: Evidences from Taiwan, Journal of Financial Studies, Vol. 12, No.1, p.27-52.
  16. Lin, C.H., and C. Shiu (2003), Foreign Ownership in the Taiwan Stock Market- An Empirical Analysis, Journal of Multinational Financial Management, 13, p.19-41.
  17. Hsu, Y., and C. Shiu (2002), IPO Underpricing and Information Proxy: A Note, Journal of Financial Studies, Vol. 10, No.3, p.63-88.
  18. Cheng, Shuenn-Ren, and Cheng-Yi Shiu ( 2007), “Investor Protection and Capital Structure: International Evidence”, Journal of Multinational Financial Management , 17, No. 1, p.30-44.
  19. Cheng, S., and C. Shiu ( 2005), Examination the Long-Run Performance of Taiwanese Initial Public Offerings, International Journal of Information and Management Science, Vol. 16, No. 2, p.17-34.
  20. Lin, C.H., and C. Shiu ( 2004), The Relationship between Foreign Exchange Rate and Stock Price Index of Emerging Markets in East Asia - An Empirical Analysis Around 1997’s Financial Crisis, Chung Hwa Management Journal, 5, p.23-39.

研討會

著作

專利

研究計畫


年度 研究計畫名稱 研究計畫經費 補助單位
102Studies on Public Firms’ Equity Financing 國科會計畫
99"Research on index additions and deletions: International
evidences”, NSC 99-2410-H-008-021-MY3
國科會計畫
98"Short-sales restriction and market efficiency”, NSC 98-2410-H-009-038 國科會計畫
96“Payout policy and behaviors of stock price and investor trading around the ex-dividend
days:Evidence from Taiwan” NSC 96-2416-H-008-023-MY2
國科會計畫
95“Foreign Investment Flow and Foreign Ownership in Taiwan Stock Market:
Monitoring Hypothesis” NSC 95-2416-H-008-040
國科會計畫
94“The Long-run Performance of Initial Public Offerings:’Earnings Management’ Hypothesis
versus ‘Investor Sentiment’ Hypothesis” NSC 94-2416-H-216-003
國科會計畫
93“IPO Selling Mechanisms and Aftermarket Price Behavior: Why Have Auctions Been
Losing Market Share?” NSC 93-2416-H-216-003
國科會計畫
92“Investor’s Sentiment and the Long-run Performance of Initial Public Offerings” NSC 92-2416-H-216-001 國科會計畫