師資陣容-黃泓人 教授兼系主任

黃泓人 教授兼系主任

學歷
美國雪城大學財務金融學系博士
研究專長
衍生性商品定價、租賃融資、財務經濟
辦公室
管二館833
分機
66253
聯絡信箱
hongming@ncu.edu.tw
個人簡歷

Hong-ren Huang

經歷
  • Visiting Professor, Universitas Muhammadiyah Yogyakarta, Indonesia, Dec. 2019
  • Professor of Finance, National Central University, Feb 2016-present
  • Visiting Scholar, Maxwell School of Citizenship and Public Affairs, Syracuse University, Dec.
    2015-April 2016
  • Professor of Finance, National Central University, August 2016-present
  • Associate Professor of Finance, National Central University, August 2012-July 2016
  • Assistant Professor of Finance, National Central University, August 2007-July 2012
  • Actuarial Specialist, China Life Insurance Co. Ltd, Taipei, Taiwan 2002-2004
期刊論文

PUBLISHED PAPERS

  1. Do, T.K., Huang, H.H. & Lo, TC., 2023, “Does corporate social responsibility affect
    leverage adjustments?”, Review of Quantitative Finance and Accounting
  2. Do, T.K., Henry H. Huang, L Shan, A. Tsang, and L. Yu, Stakeholder Demands and
    Corporate Social Responsibility: Evidence from Olympic Games, 2023, China Journal of
    Accounting Research, forthcoming (ESCI)
  3. Chen, Chan-Chih and Henry H. Huang, 2022, “Supply Chain, Product Pricing, and Capital
    Structure”, International Review of Economics and Finance, Volume 80, Pages 938-952
    (SSCI, ABDC 2019 A)
  4. Do, Khac Trung Henry H. Huang and Puman Ouyang, 2021, “Product-Market Threat and
    Corporate Leverage Speed of Adjustment”, Journal of Banking and Finance, Volume 135,
    February 2022, 106365 (SSCI, ABDC 2019 A* )
  5. Huang, Guan-Ying, Henry H. Huang, Chun I Lee, 2020, “Taming the dark side of asset liquidity: The role of short-term debt”, International Review of Economics and Finance, Vol.69, p539-562 (SSCI, ABDC 2019 A)
  6. Li, Shaoyu, Henry H. Huang, and Teng Zhang, “Generalized Affine Transform on Pricing Quanto Range Accrual Note”, North American Journal of Economics and Finance, forthcoming (SSCI, ABDC 2019 B)
  7. Huang, Guan-Ying, Henry H. Huang, and Chun Lee, 2019, “Is CEO Pay Disparity Relevant to Seasoned Bondholders?”, International Review of Economics and Finance, Vol.64, p271-289 (SSCI, ABDC 2019 A)
  8. Li, Shaoyu and Henry H. Huang, 2018, Pricing and hedging range accrual notes with stochastic mean, stochastic volatility, and jumps”, Journal of Management Sciences in China, forthcoming (CSSCI)
  9. Ambrose, Brent, Thomas Emmerling, Henry H. Huang, and Yildiray Yildirim, 2019, “Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt”, Review of Finance, Vol. 23, p659-695 (SSCI, ABDC 2019 A*, Financial Times 50)
  10. Henry H. Huang, Kent Wang, and Zhonglong Wang, 2016, A Test of Efficiency for the S&P 500 Index Option Market Using Generalized Spectrum Method, Journal of Banking and Finance, Vol. 64, p52-70 (SSCI, ABDC 2019 A*)
  11. Henry H. Huang, Hung-Yi Huang, and Jeff. J. Oxman, 2014, “Stock Liquidity and Corporate Bond Yield Spreads” Journal of Financial Research, Volume 38, Issue 1, p 59-91 (SSCI, ABDC 2019 A)
  12. Hsiao-Wei Ho, Henry H. Huang, and Yildiray Yildirim (2013). “Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium”, European Journal of Operational Research, 238, p159-169 (SCI, ABDC 2019 A*)
  13. Henry H. Huang, Jr-Wei Huang, Howard Qi, and Puman Ouyang, 2012, “Bivariate Option Pricing Under Regime-Switching Dependence”, Review of Futures Markets, Vol. 20, No 3 (ABDC 2019 B )
  14. Hsing-Hua Huang, Hongming Huang, and Pai-Ta Shih, 2012, “Real Options and Earning-Based Bonus Compensation”, Journal of Banking and Finance, Vol. 36, pp2389-2402 (SSCI, ABDC 2019 A* )
  15. Brent Ambrose, Hongming Huang, Sumit Aggrawl, Yildiray Yildirim, 2011, “The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence”, Journal of Financial and Quantitative Analysis, Vol. 46, No. 2, pp. 553–584 (SSCI, ABDC 2019 A*, Financial Times 50)
  16. Hongming Huang, Yildiray Yildirim, 2009, “Leverage, Option Liabilities, and Corporate Bond Pricing”, Review of Derivatives Research, Volume 11, Issue3, p245-276 (SSCI, ABDC 2019 B)
  17. Hongming Huang, Yildiray Yildirim, 2008, “Valuing TIPS Bond Futures in Jarrow-Yildirim Model”, Risk, June, p101-103
  18. Hongming Huang, Chihwa Kao., and Giovanni Urga, 2008, “Copula-Based Tests for Cross-Sectional Independence in Panel Data”, Economics Letters, Vol. 100 Issue 2., p224-228 (SSCI, ABDC 2019 A)
  19. Wen-Chung Lin, Hongming Huang, 2002, “Fair Valuation of Property-Liability Insurance Company Under Catastrophic Risk”, Journal of Risk Management，Vol. 4, No. 1, 1-18

 

WORKING PAPERS

  1. Henry H. Huang, Chang, Chuang-Chang, Hsiao-Wei Ho, and Yildiray Yildirim, 2018,pricing adjustable Lease Contract with Embedded Cancel and Purchase Options, 3 rd R&R at Review of Quantitative Finance and Accounting
  2. Le, Anh-Tuan, Henry H. Huang* and Do, Khac Trung, 2022, “Navigating through cyberattacks: The role of tax aggressiveness”, 1 st R&R at Journal of Corporate Finance
  3. Do, Khac Trung Henry H. Huang* and Le, Anh-Tuan, 2022, “Customer Concentration and Stock Liquidity”, 2 nd R&R to Journal of Banking and Finance.
  4. Do, Khac Trung, Henry H. Huang, Liwei Shan, and Albert Tseng, 2022,“Terrorist Attacks and Corporate Social Responsibility”, 1 st R&R at International Journal of Accounting
  5. Do, Khac Trung, Henry H. Huang, Liwei Shan, and Albert Tseng, 2021, “Terrorist Attacks and Corporate Social Responsibility”, submitted to Asia-Pacific Journal of Financial Studies
  6. Le Tuan, Henry H. Huang, and Do, Khac Trung, 2022, “Staggered Board and Labor Investment Efficiency”, submitted to Journal of Contemporary Accounting & Economics
  7. Li, Shaoyu, Henry H. Huang, and Jeff Oxman, 2018, “Competition, Rating Shopping and Yield Spread: Evidence from Chinese Enterprise Bond Market”, submitted to Pacific-Basin Finance Journal
研討會論文
  1. Trung K. Do, Henry Hongren Huang*, Albert Tsang (2019), “Terrorist Attack and Corporate Social Responsibility”, 14th Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea.
  2. Huang, Guan-Ying, Henry H. Huang, Jerry C. Yu (2018), “CEO pay ratio and Corporate Bond Yield Spreads”, Asian Finance Association annual meeting, Tokyo, Japan.
  3. Chen, Chang-Chieh and Henry H. Huang (2018), “Supply Chain and Corporate Capital Structure”, Taiwan Finance Association Annual Meeting, Taipei, Taiwan.
  4. Li, Shaoyu, Henry H. Huang, and Jeff J. Oxman (2018), “Competition, Rating Shopping, and Yield Spreads: Evidence from the Chinese Enterprise Bond Market”, South Western Finance Association Annual Meeting, Albuquerque, New Mexico, USA.
  5. Henry H. Huang, Chun Lee (2015), “Is CEO Pay Ratio Relevant to Bondholders? The Explaining Power of CEO Pay Disparity for Corporate Bond Yield Spreads”, 2015 FMA annual meeting, Orlando, USA.
  6. Guan-Ying Huang, Henry H. Huang, and Ghon S. Rhee (2015), “Real Asset Liquidity and Corporate Innovation”, 2015 Asia Finance Association Annual meeting, Changsha, Hunan Province China.
  7. Ambrose, Brent*, Thomas Emmerling, Henry H. Huang, and Yildiray Yildirim (2014), “Counterparty Risk and Capital Structure”, National AREUEA Meeting, Washington D.C. , USA.
  8. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, Financial Management Association International Annual Meeting, Chicago, USA.
  9. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, Chinese Economists Society, Chengdu, China.
  10. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, The 10th international conference on economics, Finance and Accounting. The 5th conference on cross-strait banking and finance, Taipei, Taiwan.
  11. Shaoyu Li, Hongming Huang, and Li-Chuan Tsai (2012), “Pricing Range-Accrual Notes Pricing Range Accrual Notes in an Affine Term-Structure Model with Stochastic Mean, Stochastic Volatility and Jumps”, TFA and KFA Joint Conference, Seoul, Korea.
  12. Shaoyu Li, Hongming Huang, and Li-Chuan Tsai (2011), “Pricing Range-Accrual Notes Pricing Range Accrual Notes in an Affine Term-Structure Model with Stochastic Mean, Stochastic Volatility and Jumps”, Financial Management Association Annual Meeting, Denver, Colorado, USA.
  13. Chuang-Chang Chang, Hsio-Wei Ho, Hongming Huang, and Yildirim Yildiray (2011), “Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk”, Taiwan Financial Association Annual Meeting, Kaohsiung, Taiwan.
  14. Hongming Huang, Howard Qi, Chih-Wei Huang (2008), “Bivariate Option Pricing Under Regime-Switching Copulas”, INFORMS annual meeting, Washington D.C., USA.
  15. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, Third International Conference on Credit and Operational Risks, HEC, Montreal, CANADA.
  16. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, Financial Management Association Annual Meeting, Orlando, Florida, USA.
  17. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, INFORMS annual meeting, Seattle, Washington, USA.
  18. Hongming Huang, Yildiray Yildirim (2006), “Lease Financing, Credit Risk, and the Optimal Capital Structure”, FDIC Analytic Meeting, Washington D.C. , USA.
 
專書及其他
  1. Chinese translation of John Hull, “Fundamentals of Futures and Options Markets 9th Edition”