Our Faculty

Journal Papers

2020 Chang Chan、Wen-Chyan Ke、Hsiang-Lin Chih、Chia-Wu Lu, ” Corporate Social Responsibility and Risk:Evidence from China”, Journal of Financial
Studies, 2020/6 (TSSCI)

2018 Chia-Wu Lu﹐”Information Asymmetry, Credit Risk, and Growth Opportunity: The Effect of Corporate Governance ”﹐International Research
Journal of Applied Finance﹐ 2018/12 ﹐ Vol.9 No.12 PP.514~528 . (Econlit)

2018 盧嘉梧、吳世晶﹐”恐慌指數與投資型保險：臺灣壽險業實證研究”﹐輔仁管理評論﹐ 2018/9 ﹐ 第25卷 第3期 第1~27頁 ﹐ 輔仁大學管理學院 ﹐臺北 .

2018 Hsien-Hsing Liao 、Tsung-Kang Chen、Chia-Wu Lu、Yu-Hui Su、 Wei-Hung Lin﹐”Credit Analysis of Corporate Credit Portfolios: A Cash Flow Based
Conditional Independent Default Approach ”﹐期貨與選擇權學刊﹐ 2018/4 ﹐ Vol.11 No.1 PP.1~38 ﹐ 臺灣期貨交易所﹐台北 . (TSSCI)

2016 Chia-Wu Lu﹐”Credit Risk and Lottery-type Stocks: Evidence from Taiwan”, Advances in Economics and Business﹐ 2016/12﹐ Vol.4 No.12,
PP.667~673 ﹐ Horizon Research Publishing Corporation ﹐USA . (Econlit)

2016 盧嘉梧、林志軒﹐”類神經網路投資組合策略績效之實證研究：以台灣中型100電子股為例”﹐輔仁管理評論﹐ 2016/9 ﹐ 第23卷 第3期 第29~50頁 ﹐ 輔仁大
學管理學院 ﹐台北 .

2015 Chia-Wu Lu, Ting-Shu Chueh﹐”Corporate Social Responsibility and Information Asymmetry”﹐Journal of Applied Finance and Banking﹐ 2015/5﹐
Vol.5 No.3, PP.105~122﹐ Scienpress LTd﹐UK . (Econlit)

2014 Chia-Wu Lu, Hsien-Hsing Liao, Tsung-Kang Chen, Hui-Hua Lin﹐”A Factor-dependent Interest Rate Model---A Combination of GARCH(1,1) and
Varying Coefficient Model Approach ”﹐Review of Securities and Futures Markets(證券市場發展季刊) ﹐ 2014/3 ﹐ Vol.26 No.1 PP.1~30 ﹐ 財團法人
中華民國證券暨期貨市場發展基金會 ﹐臺北 . (TSSCI)

2014 Chia-Wu Lu,Tsung-Kang Chen,Hsien-Hsing Liao ﹐”Underlying asset liquidity,heterogeneously informed investors, and REITs excess returns”﹐
Managerial Finance﹐ 2014/1 ﹐ Vol.40 No.1 PP.72~96 ﹐ Emerald . (Econlit)

2011 Tsung-Kang Chen、Hsien-Hsing Liao、 Chia-Wu Lu﹐”A Flow-based Corporate Credit Model”﹐Review of Quantitative Finance and Accounting﹐
2011/4 ﹐ Vol.36 No.4 PP.517~532 ﹐ SpringerLink . (Econlit)

2009 Chen, Tsung-kang, Hsien-hsing Liao, Chia-wu Lu and Wen-yen Huang﹐”Managerial option value, cyclicality and credit risk”﹐Review of Securities &
Futures Markets (證券市場發展季刊)﹐ 2009/12 ﹐ Vol.21 No.4, PP.1~42 ﹐ 財團法人中華民國證券暨期貨市場發展基金會 ﹐臺北 . (TSSCI)

2019 Ting-Hsuan Chen, Chia-Wu Lu, Meng-Fen Hsieh, “Onshore guarantees for offshore loans and bank risk-taking: Evidences from Taiwanese banks”,
The international conference on Finance, Trade and Industry in Greater China, Fuzhou,China ,2019

2018 盧嘉梧、吳雅筑﹐” 多角化效應對盈餘及股價報酬特異性的影響：資源基礎觀點與資訊不對稱觀點”﹐ 第十五屆兩岸金融市場發展研討會﹐ 臺灣，臺北 ﹐
2018/6

2013 Chia-Wu Lu, Ting-Shu Cyue﹐”Corporate Social Responsibility and Information Asymmetry”﹐2013 Annual Conference on Global Economy,
Business and Finance﹐ Bali, Indonesia ﹐ 2013/8 .

2012 Chia-Wu Lu﹐”Earnings Quality, Risk-taking and Firm Value: Evidence from Taiwan”﹐2012 International Conference on Financial Theory﹐ Hong
Kong, 2012 ﹐ PP.27~28 .

2011 Chia-Wu Lu﹐”Credit Risks and Lottery-Type Stocks: An Empirical Study of Taiwan”﹐World Business, Economics and Finance Conference﹐
Bangkok, Thailand ﹐ 2011/9 .

2011 盧嘉梧、林卓民、林志軒﹐”類神經網路投資策略績效之實證研究:以台灣中型100電子股為例”﹐2011年中華科技大學經營管理與企業創新研討會﹐ 臺灣，
臺北 ﹐ 2011/6 .

2010 Chia-Wu Lu、 Chi-Wei Su、Wen-Chung Wang﹐”An Efficiency Analysis of Merging Community Financial Institutions---Evidence of Taiwan’s Banks”﹐
Annual Hawaii International Business Research Conference﹐ Hawaii, USA, ﹐ 2010/9 .

2010 Chia-Wu Lu、 Chi-Wei Su、 Ssu-Yin Lin﹐”The Effects of Oil Production and Consumption on Economic Freedom and Political Liberty”﹐2010 真理大
學財經學術研討會﹐ 臺灣，臺北 ﹐ 2010/5 .

2010 Chi-Wei Su、 Chia-Wu Lu、Chia-Lun Tsai﹐”The Price Correlation between Crude Oil Spot and Futures – Applying the Rank Test Method”﹐2010 國
際貿易與企業經營學術研討會 (ITBA 2010)﹐ 臺灣，臺北 ﹐ 2010/5 .

2009 Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao﹐”An integrated structural-form corporate credit model: Joint perspectives of asset
inadequacy and liquidity crunch”﹐The 17th Conference on the Theories and Practices of Securities and Financial Markets 2009, December 11-12,
National Sun Yat-sun University﹐ Kaohsiung, Taiwan ﹐ 2009/12 .

2009 Chia-wu Lu, Tsung-kang Chen, and Hsien-hsing Liao﹐”An integrated structural-form corporate credit model: Joint perspectives of asset
inadequacy and liquidity crunch”﹐The Fourth International Conference on Asia-Pacific Financial Markets (CAFM)﹐ Seoul, Korea, ﹐ 2009/12 .

2009 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Yu-hui Su﹐”Credit Analysis of Corporate Credit Portfolios---A Cash Flow Based Conditional
Independent Default Approach”﹐The Asian Finance Association 2009 International Conference﹐ Brisbane, Australia ﹐ 2009/6 .

2009 廖咸興、陳宗岡、盧嘉梧﹐”企業管理決策隱含實質選擇權價值評估—隨機現金流量模型之應用”﹐2009 年台灣財務金融學會年會暨學術研討會﹐ 臺灣，中
壢 ﹐ 2009/6 .

2008 廖咸興、陳宗岡、盧嘉梧、林慧華﹐”狀態相依之均衡利率模型－結合GARCH(1,1)與變異性參數模型”﹐2008 年台灣財務金融學會年會暨學術研討會﹐ 臺
灣，花蓮 ﹐ 2008/6 .

2007 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu、Wei-ling Kuo﹐”Structural models and commercial bank credit risk--An empirical analysis”﹐
The Second International Conference on Asia-Pacific Financial Markets (CAFM)﹐ Seoul, Korea ﹐ 2007/12 .

2007 Liao, Hsien-hsing、Tsung-kang Chen、 Chia-wu Lu﹐”Estimating multi-period corporate credit risk--A cash flow based approach”﹐2007 Financial
Management Association Annual Meeting﹐ Orlando, USA ﹐ 2007/10 .