DAVID K. WANGAssociate Professor of FinanceNational University of KaohsiungKaohsiung, TaiwanEmail: dwang@nuk.edu.tw
EDUCATIONDBA (Finance), Golden Gate University, California, 2003
AREAS OF INTERESTEmpirical Corporate Finance, Data Driven Finance SELECT PUBLICATIONS“A Less Volatile Value-at-risk Estimation under a Semi-parametric Approach”, (with Shih-Feng Huang), 2023, Asia-Pacific Journal of Financial Studies.
“Real Option, Idiosyncratic Risk, and Corporate Investment: Evidence from Taiwan Family Firms”, (with I-Ju Chen), 2019, Pacific-Basin Finance Journal.
“Information Content of Investor Trading Behavior: Evidence from Taiwan Index Options Market”, (with Yen-Hsien Lee), 2016, Pacific-Basin Finance Journal.
“Estimation of Tail-related Value-at-risk Measures: Range-based Extreme Value Approach”, (with Heng-Chih Chou), 2014, Quantitative Finance.
“Going Private Transactions by US-listed Chinese Companies: What Drives the Premiums Paid?”, (with Yea-Mow Chen, Ying Sophie Huang, and Chun-Chou Wu), 2014, International Review of Economics and Finance.
“Global Contagion of Market Sentiment during the US Subprime Crisis”, (with Yen-Hsien Lee, Alan L. Tucker, and Hsin-Ting Pao), 2014, Global Finance Journal.
(Google Scholar and SSRN Pages)
RESEARCH GRANTSNational Science and Technology Council, Taiwan (2023-2017, 2015, 2004).
PROFESSIONAL MEMBERSHIPAmerican Finance Association, Financial Management Association, Taiwan Finance Association
EDUCATIONDBA (Finance), Golden Gate University, California, 2003
AREAS OF INTERESTEmpirical Corporate Finance, Data Driven Finance SELECT PUBLICATIONS“A Less Volatile Value-at-risk Estimation under a Semi-parametric Approach”, (with Shih-Feng Huang), 2023, Asia-Pacific Journal of Financial Studies.
“Real Option, Idiosyncratic Risk, and Corporate Investment: Evidence from Taiwan Family Firms”, (with I-Ju Chen), 2019, Pacific-Basin Finance Journal.
“Information Content of Investor Trading Behavior: Evidence from Taiwan Index Options Market”, (with Yen-Hsien Lee), 2016, Pacific-Basin Finance Journal.
“Estimation of Tail-related Value-at-risk Measures: Range-based Extreme Value Approach”, (with Heng-Chih Chou), 2014, Quantitative Finance.
“Going Private Transactions by US-listed Chinese Companies: What Drives the Premiums Paid?”, (with Yea-Mow Chen, Ying Sophie Huang, and Chun-Chou Wu), 2014, International Review of Economics and Finance.
“Global Contagion of Market Sentiment during the US Subprime Crisis”, (with Yen-Hsien Lee, Alan L. Tucker, and Hsin-Ting Pao), 2014, Global Finance Journal.
(Google Scholar and SSRN Pages)
RESEARCH GRANTSNational Science and Technology Council, Taiwan (2023-2017, 2015, 2004).
PROFESSIONAL MEMBERSHIPAmerican Finance Association, Financial Management Association, Taiwan Finance Association