張志宏 助理教授

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教師姓名(中 / 英)
張志宏

image

職 稱
專任助理教授
E-mail
matthew@hcu.edu.tw
研究室電話
03-5302255 分機:6024
研究室
最高學歷
~~~~~~學歷~~~~~
淡江大學 財務金融博士
成功大學 企業管理碩士

~~~~~專長~~~~~
金融市場微結構、風險管理、衍生性金融商品、金融機構管理
學 / 經歷 / 簡介
服務機關
起訖年月
玄奘大學財金系專任助理教授
2008/8-present
東吳大學國貿系EMBA兼任助理教授
2012/2-present
淡江大學財金系兼任助理教授
2009/8-2012/1
國立聯合大學財金系兼任助理教授
2009/2-2009/7
台灣期貨交易所專員
2006/1-2008/7
台灣糖業公司管理師
1998/6-2005/12
淡江大學財金系兼任講師
2004/8-2008/7
發表著作
A)期刊論文 (Referred papers)(指已發表或已被接受者)
1.          Wong, Woon K., Matthew C. Chang and Anthony H. Tu, 2009, Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange, Pacific-Basin Finance Journal, 17, 28–40. SSCI; FLI國科會一般財務類A Tier-2級期刊)
2.          Wen-Fang Huang, Hsinan Hsu, Janchung Wang, and Matthew C. Chang, 2009, The Impacts of Institutional Net Buys/Sells on Returns in the Taiwan Futures Market, Investment Management and Financial Innovations, 6, 84-95. (EconLit;國科會一般財務類B級期刊)
3.          Chang, Matthew C. and Woon K. Wong, 2008, The Role of Market Makers on the Taiwan Options Markets, International Research Journal of Finance and Economics, 22, 122-134. (EconLit)
4.          Nieh, Chien-Chung, Matthew C. Chang, Woon K. Wong and Shi-jie Jiang, 2008, Liquidity Provision of Futures Markets, International Research Journal of Finance and Economics, 22, 106-121. (EconLit)
5.          Tu, Anthony H., Woon K. Wong and Matthew C. Chang, 2008, Value-at-Risk for Long and Short Positions of Asian Stock Markets, International Research Journal of Finance and Economics, 22, 135-143. (EconLit)
6.          Hung, Jui-Cheng, Ren-Xi Ni and Matthew C. Chang, 2009, The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500, Economics Bulletin, 29, 2601-2613. (EconLit)
7.          Chang, Matthew C. , Shi-jie Jiang and Kuan Yi Lu, 2009, Lead-lag Relationship between Different Crude Oil Markets: Evidence from Dubai and Brent, Middle Eastern Finance and Economics, 5, 30-37. (EconLit)
8.          Jiang, Shi-jie and Matthew C. Chang, 2010, Variable annuity with guarantees: Valuation and simulation, Journal of Money, Investment and Banking,14, 74-83. (EconLit)
9.          Chang, Matthew C. and Shi-jie Jiang, 2010, Surrender Effects on Policy Reserves: A Simulation Analysis of Investment Guarantee Contracts, Global Journal of Business Research, 4, 11-21. (EconLit)
10.      Chang, Matthew C. , Shi-jie Jiang and Chung-Fern Wu, 2010, The Nonlinear Effects of Institutional Investors on the Taiwan Futures and Stocks Markets, The Empirical Economics Letters, 9, 969-.977. (EconLit)
11.      Huang, Tze Chin, Jui-Cheng Hung and Matthew C. Chang, 2010, The Roles of Distribution Assumption and Symmetric Specification of GARCH Model on VaR and Option Pricing, Journal of Money, Investment and Banking,17, 37-46. (EconLit)
12.      Jiang, Shi-jie, Matthew C. Chang and I-chan Chiang, 2012, Price discovery in stock index: an ARDL-ECM approach in Taiwan case, Quality & Quantity: International Journal of Methodology. (SCI; SSCI, forthcoming, DOI: 10.1007/s11135-011-9433-1)
13.      Chang, Matthew C. and Anthony H. Tu , 2011, The Effects of ‘Fear’ on Volatility - Trading Volume Relationship: Evidence from Taiwan’s Markets during the Financial Tsunami, International Research Journal of Applied Finance, 3, 302-325. (EconLit)
14.      Hung, Jui-Cheng, Yi-Hsien Wang, Matthew C. Chang, Kuang-Hsun Shih, and Hsiu-Hsueh Kao, 2011, Minimum Variance Hedging with Bivariate Regime-switching Model for WTI Crude Oil, Energy, 36, 3050-3057. (SCI, DOI: 10.1016/j.energy.2011.02.049)
15.      Chang , Matthew C., Jui-Cheng Hung and Chien-Chung Nieh, 2011, Reexamination of capital asset pricing model (CAPM): An application of quantile regression, 5, 12684-12690. African Journal of Business Management. (SSCI, DOI: 10.5897/AJBM10.697)
16.      Chang , Matthew C., Chien-Chung Nieh and Ya-Hui Peng, 2011, Are Bigger Banks More Profitable than Smaller Banks? 3, 59-71. Journal of Applied Finance and Banking. (EconLit)
 
(B)研討會論文 (Conference papers)
1.          Chang , Matthew C. and Jui-Cheng Hung, Informativeness of Limit Order Books and Order Submission Behaviors of Institutional and Individual Investors in Electronic Continuous Auction Markets, 2011 Las Vegas Global Conference on Business and Finance, Flamingo Las Vegas Hotel, Las Vegas, Nevada, U.S.A., January 2-5, 2011.
2.          Chang , Matthew C. and Woon K. Wong, Are the Depths on Limit Order Books in Electronic Continuous Auction Markets Informative? Society for the Study of Emerging Markets EuroConference 2010, Milashan Hotel, Milas, Turkey, July 16-18, 2010.
3.          Huang, Tze-Chin, Jui-Cheng Hung and Matthew C. Chang, The Roles of Distribution Assumption and Asymmetric Specification of GARCH Model on VaR and Option Pricing, 6 th International Conference on Business and Information (BAI 2010), Rihga Royal Hotel Kokura, Kitakyushu, Japan, July 5-7, 2010.
4.          Nieh, Chien-Chung, Matthew C. Chang and Shi-jie Jiang, Depth Provision and Volatility- The Role of Market Makers on Options Markets, First Asia Conference on Financial Engineering and Markets (ACFE 2008), City University of Hong Kong, Kowloon, Hong Kong SAR, June 23- 24, 2008
5.          Wong, Woon K., Matthew C. Chang and Anthony H. Tu, Are Magnet Effects Caused by Uninformed Traders? Evidence from Stock Exchange, The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference, The Grand Hotel, Taipei, Taiwan, July 14-15, 2006.
6.          Wong, Woon K., Matthew C. Chang and Anthony H. Tu, Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange, International Conference on Microstructure of Financial and Money Markets, 115, rue Réaumur, 75003, Paris, France, June 6-7, 2006.
 
 
C)專書、技術報告等
1.          張志宏,台灣衍生性商品市場情緒指標與不同類型交易人委託單積極度之研究,國科會100年度專題研究計畫(財金及會計學門,100-2410-H-364-010-):主持人。
2.          張志宏,台灣加權股價指數期貨與選擇權快閃委託單之研究,國科會99年度專題研究計畫(管理一學門財務領域,NSC 99-2410-H-364-001-):主持人。
3.          張志宏,委託單驅動市場透明度與虛掛單之研究,國科會98年度專題研究計畫(管理一學門財務領域,NSC 98-2410-H-364 -005 -):主持人。
4.          吳琮璠、陳聖賢、林修葳、張志宏、王全三,期貨市場採用Basel II計提風險資本之可行性分析,台灣期貨交易所99年度委託研究計畫:協同主持人。
5.          吳琮璠、林修葳、陳聖賢、張志宏、王全三、洪瑞成,期貨商採BASEL II計提風險資本與ANC有效性之比較,台灣期貨交易所98年度委託研究計畫:研究員。
 

榮譽事績與

專業證照
1.         Editorial Advisory Board, Journal of Money, Investment and Banking (Econlit): 2007/12- present.
2.         Editorial Board, Business Management Dynamics: 2011/7- present.
3.         Editorial Board, International Journal of Economics and Management Sciences: 2011/7- present.
4.         Editorial Board, International Review of Business and Management: 2011/8- present.
5.         Referee, Emerging Markets Finance and Trade (SSCI): 2008/10.
6.         Referee, African Journal of Business Management (SSCI): 2009/11.
7.         Referee, Journal of Applied Finance and Banking (SSCI): 2012/1.
8.         中華民國證券商業同業公會「權證課程補助」通過,2011年6月。
9.         中華民國證券暨期貨市場發展基金會「校園人才培訓計畫-論文研究補助」優秀博士論文,2008年6月。
10.     合格證券投資分析人員(證券分析師),(93)證投析測字第043430023號。
11.     合格期貨商業務員,(94)期商業測字第110383017號。
12.  合格證券商高級業務員,(88)證商業測字第3000956 
教授課程
金融機構與市場專題  / 國際財務管理 / 金融人文與倫理 /投資銀行 /固定收益證券
 

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