PUBLICATIONS AND PAPERS

1. Chen, Yuxuan, Junmao Chiu*, Huimin Chung, and Donald Lien, (2024). Bitcoin market connectedness across political uncertainty. International Review of Economics & Finance 96, 103623. (NSC A- Journal, SSCI)

2. Ma, Tai*, Junmao Chiu, and You-Cheng Lee, 2024. The Study of Crash Risk in Cryptocurrency Market. “加密貨幣崩盤之研究”. Review of Securities and Futures Markets 36 (4), 1-42  (TSSCI)

3. Chen, Yi-Wen, Junmao Chiu*, Robin K. Chou, and Chu Bin Lin, 2024. Funding Liquidity Constraints, Financial Crisis, and Price Discovery between the Futures and Spot Markets. European Financial Management 30, 1956-1993  (NSC ATier-2 Journal, SSCI)

4. Liu, Chih-Liang, and Junmao Chiu*, 2024. External Social Networks and Tax Avoidance. Review of Quantitative Finance and Accounting 62, 1459-1504  (NSC ATier-2 Journal, SSCI)

5. Chen, Chin-Ho, Junmao Chiu*, and Wenhsin Chiang, 2024. CEO Characteristics, ESG Rating, and Rating Uncertainty ”CEO特徵、ESG評級與評級不確定性之研究”. Review of Securities and Futures Markets 36 (1), 191-224. (in Chinese) (TSSCI).

6. Chiu, Junmao*, and Chin-Ho Chen, 2023. Limit Order Revisions Across Investor Sophistication. Journal of Empirical Finance 70, 74-90. (NSC- ATier-1 Journal, SSCI)【第十三屆金椽獎，優等獎】【台灣綜合大學年輕學者創新研發成果獎-優等獎】 

7. Chiu, Junmao*, Donald Lien, and Wei-Che Tsai, 2023. Global Financial Crisis, Funding Constraints, and Liquidity of VIX futures. Pacific-Basin Finance Journal 80,  102101.  (NSC ATier-2 Journal, SSCI)

8. Chiu, Junmao, Wei-Che Tsai, and Chi Yin*, 2023. US Macroeconomic Surprises and the Emerging-Market Sovereign CDS Market. European Financial Management 29, 549-587. (NSC ATier-2 Journal, SSCI)

9. Hung, Shih-Chang*, Huimin Chung, Junmao Chiu, and Yu-Shun Tong, 2023. Investor Sentiment and the Return Deviation of Leveraged Exchange-Traded Funds： Evidence from Taiwan Stock Market. ”投資人恐慌情緒與槓反型ETF報酬背離現象之研究：臺灣證券市場為例”. Journal of Futures and Option 16, 43-91. (TSSCI) 【年度優秀論文獎】 

10. Huang, Yin-Siang, Junmao Chiu, Chih-Yung Lin*, and Robin, 2022. The Effect of Chinese Lunar Calendar on Individual Investors' Trading. Pacific-Basin Finance Journal 71, 101694. (NSC ATier-2 Journal, SSCI)

11. Chen, Yuxuan, Junmao Chiu*, and Huimin Chung, 2022. Givers or Receivers? Risk and Return Spillover Effect among Fintech and Traditional Financial Firms. Financial Research Letters 46, 102458. (NSC A- Journal, SSCI)

12. Chiu, Junmao, Yi-Hua Li*, and Tsai-Hsuan Kao, 2022. Does Organization Capital Matter? An Analysis of the Performance Implications of CEO Power. North American Journal of Economic and Finance 59, 101382. (SSCI)

13. Chung, Huimin, Junmao Chiu*, Yi-Hua Li, and Chun-Min Hung, 2021. Research of Organization Capital and Bank Loan Contracts: The Role of Managerial Ability. ”組織資本及銀行貸款之研究-管理者能力之角色探討” NTU Management Review 31 (2), 63-100. (TSSCI)

14. Chiu, Junmao, Huimin Chung, and Shih-Chang Hung*, 2021. Voluntary Adoption of Audit Committees, Ownership Structure and Firm Performance: Evidence from Taiwan. Emerging Markets Finance and Trade 57, 1514-1542. (SSCI)

15. Chiu, Junmao, Chin-Ho Chen*, Chung-Chieh Cheng, and Shih-Chang Hung, 2021. Knowledge Capital, CEO Power, and Firm Value: Evidence from the IT Industry. North American Journal of Economic and Finance 55, 101012. (SSCI)

16. Chen, Chin-Ho*, Junmao Chiu, and Huimin Chung, 2020. Arbitrage Opportunities, Liquidity Provision, and Trader Types in an Index Options Market. Journal of Futures Markets 40, 279-307. (NSC ATier-2 Journal, SSCI) 【第十二屆金椽獎，佳作獎】

17. Chiu, Junmao*, and Huimin Chung, 2019. Legal Institutions and Fragile Financial Markets. Journal of International Money and Finance 93, 277-298. (NSC- ATier-1 Journal, SSCI)

18. Chiu, Junmao, Huimin Chung, Keng-Yu Ho, and Chih-Chiang Wu*, 2018. Investor Sentiment and Evaporating Liquidity during the Financial Crisis. International Review of Economics and Finance 55, 21-36. (NSC A - Journal, SSCI)

19. Liu, Chih-Liang*, Junmao Chiu, and Yu-Jean Wang, 2018. Corporate Social Network and Bank Loan Contract. Journal of Financial Studies 26 (3), 27-90. (EconLit, TSSCI) 【第十屆聯電UMC經營管理論文獎，傑出獎】

20. Wu, Chih-Chiang, and Junmao Chiu*, 2017. Economic Evaluation of Asymmetric and Price Range Information in Gold and General Financial Markets. Journal of International Money and Finance 74, 53-68. (NSC- ATier-1 Journal, SSCI)

21. Chiu, Junmao*, Huimin Chung, and George H.K. Wang, 2017. Order Aggressiveness, Trading Patience and Trader Type in a Limit Order Market. Journal of Futures Markets, 37 (11), 1094-1123. (NSC ATier-2 Journal, SSCI)

22. Chiu, Junmao*, and Kunchi Tsai, 2017. Government Interventions and Equity Liquidity in the Sub-prime Crisis Period: Evidence from ETFs Markets. International Review of Economics and Finance, 47, 128-142. (NSC A - Journal, SSCI)

23. Chiu, Junmao*, Huimin Chung, and Yi-Ning Yang, 2016. The Impact of a Conglomerate Merger on its Vendors and Rivals - A Case Study of Google’s Acquisition of Motorola. Technology Analysis & Strategic Management, 28 (2), 176-189. (SSCI)

24. Wei, Yu-Sham*, and Junmao Chiu, 2016. The Impact of Legal Entity Director on Enterprise Risk Management: Evidence from Publicly Traded Companies in Taiwan. Journal of Financial Studies, 24 (4), 85-133. (EconLit, TSSCI) 【第八屆聯電UMC經營管理論文獎，優等獎】

25. Wei, Yu-Sham*, Junmao Chiu, and Shwu-Huei Huang, 2015. Legal Entity Director and Tax Aggressiveness: Evidence from Taiwan Stock Market. Review of Securities and Futures Markets, 27 (4), 1-42. (TSSCI) 【證券市場發展季刊，年度優秀論文獎】

26. Chiu, Junmao*, Huimin Chung, and Keng-Yu Ho, 2014. Fear Sentiment, Liquidity and Investor Trading Behavior: Evidence from Index ETFs Markets. Review of Pacific Basin Financial Markets and Policies, 17 (3), 1-25, 1450017. (NSC B Journal, FLI, JEL)

27. Chiu, Junmao, Huimin Chung, and George H.K. Wang*, 2014. Intraday Liquidity Provision by Trader Type in a Limit Order Market: Evidence from Taiwan Index Futures. Journal of Futures Markets, 34 (2), 145-172. (NSC ATier-2 Journal, SSCI)

28. Chiu, Junmao, Huimin Chung*, Keng-Yu Ho, and George H.K. Wang, 2012. Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from ETFs Markets. Journal of Banking and Finance, 36 (9), 2660–2671. (NSC ATier-1 Journal, SSCI)

29. Chiu, Junmao*, Huimin Chung, and Yu-Ching. Wang, 2012. How does Financial Strategy Help to Provide a Win-win Merger and Acquisition Solution? The Case of PVI and E ink. International Research Journal of Applied Finance, 3 (9), 1269–1273. (EconLit)

30. Chung, H., Wei-Peng Chen*, and Junmao Chiu, 2011. Market Transparency and Price Clustering: Evidence from Taiwan Index Futures Market. Journal of Taiwan Futures and Derivatives, 13, 95–118. 

31. Lin, Jwu-Rong*, Kuo-Hsiung Chang, Chi-Sheng Hsu, and Junmao Chiu, 2007. The Impact of Financial Liberalization on Taiwan’s Ten Largest Bank’s Operating Performances. Taipei Economic Inquiry, 43 (1), 1–33. (TSSCI)