陈 鸿毅
专任
姓名 陈 鸿毅
电子邮件 fnhchen@nccu.edu.tw
联络电话 81266
研究专长 投资学、资产定价、公司财务
授课领域 投资学、资产定价、公司财务
职称 副教授
简介

CV file
年度 论文名称
2017 Hong-Yi Chen*;Pin-Huang Chou;Chia-Hsun Hsieh, 2017, 'Persistency of the momentum effect, ' European Financial Management,.(SSCI)(*为通讯作者)(本论着未刊登但已被接受), 414469
2016 陈鸿毅*, 2016.12, 'Internet search, fund flows, and fund performance., '.(*为通讯作者), 419439
2016 Ivan E. Brick;Hong-Yi Chen*;Chai-Hsun Hsieh;Cheng-Few Lee, 2016, 'A comparison of alternative models for estimating firm’s growth rate, ' Review of Quantitative Finance and Accounting, Vol.47, pp.369-393.(*为通讯作者), 407186
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016, 'Technical, fundamental, and combined information for separating winners from losers, ' Pacific-Basin Finance Journal, Vol.39, pp.224-242.(SSCI)(*为通讯作者), 410680
2015 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015, 'Alternative errors-in-variables models and their applications in finance research, ' The Quarterly Review of Economics and Finance, Vol.58, pp.213-227.(*为通讯作者), 407185
2015 Hong-Yi Chen*;Hsiao-Yin Chen, 2015, 'Inconsistent bond pricing in a rational market, ' Review of Pacific Basin Financial Markets and Policies, Vol.19, No.3, pp.1650017-1~17.(*为通讯作者)(本论着未刊登但已被接受), 409900
2014 Hong-Yi Chen;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee*, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Journal of Banking & Finance, Vol.38, pp.166-185.(SSCI)(*为通讯作者), 404931
2013 Hong-Yi Chen;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee*, 2013, 'Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, ' Journal of Banking & Finance, Vol.37, pp.1205-1222.(SSCI)(*为通讯作者), 404930
2011 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2011, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Journal of Corporate Finance, Vol.17, pp.483-501.(SSCI)(*为通讯作者), 404929
年度 论文名称
2018 Yun-Ning Chang*;hong-Yi Chen;Jin Han, 2018.09, 'Strategic Mutual Fund Starts and Fund Performance., ' The 26th Annual Conference on PBFEAM, Rutgers University, PBFEAM.(*为通讯作者)
2018 Hong-Yi Chen*;Hsiao-Yin Chen;Fang-Chi Lin; Geng-Wei Wu, 2018.06, 'The effect of corporate growth on corporate payout policy., ' 2018 International Conference on Business, Economics, Finance and Management (BREFM), BREFM.(*为通讯作者)
2017 Hong-Yi Chen*;Hsiao-Yin Chen;Fang-Chi Lin; Geng-Wei Wu, 2017.12, 'The effect of corporate growth on corporate payout policy., ' The 11th NCTU International Finance Conference, NCTU, Department of Information Management and Finance, National Chiao Tung University.(*为通讯作者)
2017 Hong-Yi Chen*;Cheng-Few Lee;Tzu Tai, 2017.09, 'The joint determinants of capital structure and stock rate of return: A LISREL model approach., ' The 25th Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2017 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2017.05, 'Internet search, fund flows, and fund performance., ' The 2017 FMA Asia Pacific Conference, Financial Management Association.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.12, 'Internet search, fund flows, and fund performance., ' 24th SFM Conference 2016, SFM conference.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.12, 'Internet search, fund flows, and fund performance., ' The 10th NCTU International Finance Conference, Department of Information Management and Finance, NCTU.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.10, 'Internet search, fund flows, and fund performance., ' The Financial Management Association Annual Meeting, Financial Management Association.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.06, 'Internet search, fund flows, and fund performance., ' The 24th Annual Conference on PBFEAM, NCTU.(*为通讯作者)
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016.06, 'Technical, fundamental, and combined information for separating winner from losers., ' International Conference on Business and Management, nternational Conference on Business and Management.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.06, 'Internet search, fund flows, and fund performance., ' The 11th Biennial Conference of Asian Consumer and Family Economics Association, The Department of Economics and Finance,Shue Yan University.(*为通讯作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.05, 'Internet search, fund flows, and fund performance., ' 2016 International Conference of Taiwan Finance Association, Fubon Best Paper Award, NTPU, NTPU.(*为通讯作者)
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016.01, 'Technical, fundamental, and combined information for separating winner from losers., ' The 9th NCTU International Finance Conference, Department of Information Management and Finance, National Chiao Tung.(*为通讯作者)
2015 Hong-Yi Chen*;Chia-Hsun Hsieh, 2015.07, 'Persistency of momentum effect: The role of consistent winners and losers., ' The 23rd Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2015 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015.01, 'Alternative errors-in-variables models and their applications in finance research., ' The Financial Management Association Annual Meeting, Financial Management Association.(*为通讯作者)
2014 Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.10, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The Financial Management Association Annual Meeting, Financial Management Association.(*为通讯作者)
2014 Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.09, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The 22nd Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2014 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2014.01, 'Alternative errors-in-variables models and their applications in finance research, ' The 8th Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2014 Hong-Yi Chen*;Chai-Hsun Hsieh, 2014.01, 'Consistent winners and losers., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2014 Cheng-Few Lee*;Hong-Yi Chen;Alice C. Lee;Tzu Tai, 2014.01, 'Current vs. permanent earnings for estimating alternative dividend payment behavioral model: Theory, method and applications., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2013 Cheng-Few Lee*;Hong-Yi Chen, 2013.07, 'Alternative errors-in-variables models and their applications in finance research., ' The 21st Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2013 Manak C. Gupta*;Hong-Yi Chen;Alice C. Lee, 2013.01, 'An integrated model for the cost-minimizing funding of corporate activities over time., ' The 6th Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2012 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2012.10, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' 2012 Taiwan Econometric Society Annual Conference, TES.(*为通讯作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.10, 'Technical, fundamental, and combined information for separating winner from losers., ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*为通讯作者)
2012 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2012.10, 'Does revenue momentum drive or ride earnings or price momentum?, ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*为通讯作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.09, 'Technical, fundamental, and combined information for separating winner from losers., ' The 20th Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.01, 'Technical, fundamental, and combined information for separating winner from losers., ' The 5th Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2011 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2011.10, 'Price, earnings, and revenue momentum strategies., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*为通讯作者)
2011 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2011.10, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*为通讯作者)
2011 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.07, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2011 Hong-Yi Chen*;Cheng-Few Lee, 2011.07, 'Alternative errors-in-variables estimation methods in testing CAPM., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2011 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.01, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - CEANA Annual Conference, CEANA.(*为通讯作者)
2010 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.07, 'Price, earnings, and revenue momentum strategies., ' - The 18th Annual Conference on PBFEAM, PBFEAM.(*为通讯作者)
2010 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.06, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 8th NTU International Conference on Economics, Finance, and Accounting, NTU International Conference on Economics, Finance, and Accounting.(*为通讯作者)
2010 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.04, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - Triple Crown Conference, Rutgers.(*为通讯作者)
2010 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.01, 'Price, earnings, and revenue momentum strategies., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2010 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2010.01, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
2009 Hong-Yi Chen*;Cheng-Few Lee;Wei-Kang Shih, 2009.01, 'Derivation and application of greek letters., ' - The 2nd Annual Financial Engineering and Risk Management Conference, NCTU.(*为通讯作者)
年度 书名
2014 Cheng-Few Lee;Kuo C. John Wei;Hong-Yi Chen*, 2014, 'Multi-factor, multi-indicator approach to asset pricing: Method and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1003-1023.(*为通讯作者), 414468, 2014/01
2014 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2014, 'Alternative equity valuation models, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2401-2444.(*为通讯作者), 404934, 2014/01
2014 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2014, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2135-2176.(*为通讯作者), 404933, 2014/01
2014 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2217-2262.(*为通讯作者), 404935, 2014/01
2014 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2014, 'Alternative methods for estimating firm’s growth rate, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1293-1310.(*为通讯作者), 404940, 2014/01
2013 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2013, 'Alternative methods for estimating firm’s growth rate, ' Encyclopedia of Finance 2nd ed., Springer, pp.755-764.(*为通讯作者), 404936, 2013/01
2010 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2010, 'Derivation and application of greek letters: Review and integration, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.491-504.(*为通讯作者), 404937, 2010/01
2010 Cheng-Few Lee;Joseph Finnery;Hong-Yi Chen*, 2010, 'Risk-aversion, capital asset allocation, and Markowitz portfolio-selection model, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.69-92.(*为通讯作者), 404939, 2010/01
2010 Cheng-Few Lee;Hong-Yi Chen;Jessica Shin-Ying Mai*, 2010, 'Performance-measure approaches for selecting optimum portfolios, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.125-136.(*为通讯作者), 404938, 2010/01
计画类别 年度 计画名称 参与人 职称/担任之工作 计画期间 补助/委讬或合作机构
科技部 107 投资者关注程度与明星基金外溢效果之探讨 陈鸿毅 计画主持人 2019.08 ~ 2020.07 科技部
科技部 107 投资者关注程度与明星基金外溢效果之探讨 陈鸿毅 计画主持人 2018.08 ~ 2020.07 科技部
科技部 106 公司员工退休帐户持股与员工过度自信之研究(2/2) 陈鸿毅 计画主持人 2018.08 ~ 2019.07 科技部
科技部 106 公司员工退休帐户持股与员工过度自信之研究(1/2) 陈鸿毅 计画主持人 2017.08 ~ 2019.07 科技部
科技部 105 公司股利政策及公司发行新股之探讨 陈鸿毅 计画主持人 2016.08 ~ 2017.07 科技部
科技部 103 资讯不确定及市场对非预期销货和费用延迟反应之研究(2/2) 陈鸿毅 计画主持人 2015.08 ~ 2016.08 科技部
科技部 103 资讯不确定及市场对非预期销货和费用延迟反应之研究(1/2) 陈鸿毅 计画主持人 2014.08 ~ 2015.07 科技部
科技部 102 公司现金持有对公司发行新股影响之研究 陈鸿毅 计画主持人 2013.08 ~ 2014.09 科技部
科技部 101 多重资讯下不对称之保守偏误及确定性效果之研究 陈鸿毅 计画主持人 2012.08 ~ 2013.07 行政院国家科学委员会
科技部 100 不确定性下公司股利政策之讯号理论假说,自由现金流量假说及弹性假说之研究 陈鸿毅 计画主持人 2011.11 ~ 2012.10 行政院国家科学委员会
学校名称 系所 学位 期间
美国新泽西州立罗格斯大学 财务金融(学)系 博士 2007.09 ~ 2011.05
经历类别 职务
校内本职 副教授
校内本职 助理教授