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Research

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Students’ Theses

 
2010 School Year
2010school year
Graduate
Title
Professor
Zheng Xiaohui
Taiwan's stock market over-confidence of individual and corporate Comparative Study - Double Threshold model of the application

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Liu, Hsiang-Hsi
Luo
Sub-prime crisis and the financial tsunami, the stock market and government bond spot market linkage between the research - Taiwan stocks bond case and DCC model and the Copula-GARCH model of the application.

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Liu, Hsiang-Hsi
Ya-Ting Chang
Volatility Transmission Effects of Stock Prices among Taiwan, Germany, France, Netherlands, Italy, England and US.

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Hsiao, Jung-Lieh
Xu Jiaxuan
Before the impact of globalization because of brand awareness and explore the consequences of variable: the notebooks brand as an example.
 
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Chen, Tser-Yieth
Hung. Wu Zen
Technology acceptance model the relationship between inertia, switching costs and services of convenience to explore the relationship between cause and effect - to the financial services industry, Internet banking, for example.

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Chen, Tser-Yieth
Xu Xinwei
Volatility Co-movement and Contagion Effect among Stock Markets of Taiwan, Japan, Hong Kong and Australia : An Application of Multivariate Asymmetric GARCH and Effect from Events of Financial Tsunami or Subprime Mortgage Crisis and the 911 Terrorism

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Liu, Hsiang-Hsi
Xu Hao Cheng
Used to create the proper relationship between normative value: credit card industry as an example

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Chen, Tser-Yieth
Ke Jia Yin
Consumer point of view of pharmaceutical companies Performance Assessment: Situational dependency Context - Dependent DEA Model methods and applications.

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Chen, Tser-Yieth
Chen, Pei Wu
Abnormal turnover and abnormal dispersion in the stock market index returns Asymmetric Effect Study - Taiwan, Japan, Korea, Hong Kong, China's stock market as an example.

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Hsiao, Jung-Lieh
Chen, Wen-Zen
GARCH Family on the value at risk assessment and risk management applications - to 50 exchange-traded funds in Taiwan as an example.

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Liu, Hsiang-Hsi
Su. Wei zhi
Two-way foreign investment into the strategic choices and determinants of the United Kingdom and the situation in Taiwan
 
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Liu, Hsiang-Hsi


 
 
2009 School Year
2009
school year
Graduate
Title
Professor
Chen, Yu-Hao
Taiwan's stock market over-confidence of individual and corporate Comparative Study - Double Threshold model of the application

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Liu, Hsiang-Hsi
Huang, Kun-Ming
Sub-prime crisis and the financial tsunami, the stock market and government bond spot market linkage between the research - Taiwan stocks bond case and DCC model and the Copula-GARCH model of the application.

Abstract Download
Liu, Hsiang-Hsi
Xu, Pei-Lin
Volatility Transmission Effects of Stock Prices among Taiwan, Germany, France, Netherlands, Italy, England and US.

Abstract Download
Hsiao, Jung-Lieh
Zheng, Wen-Xin
Before the impact of globalization because of brand awareness and explore the consequences of variable: the notebooks brand as an example.
 
Abstract Download
Chen, Tser-Yieth
Zhang, Gui-Ling
Technology acceptance model the relationship between inertia, switching costs and services of convenience to explore the relationship between cause and effect - to the financial services industry, Internet banking, for example.

Abstract Download
Chen, Tser-Yieth
You, Xiu-Ling
Volatility Co-movement and Contagion Effect among Stock Markets of Taiwan, Japan, Hong Kong and Australia : An Application of Multivariate Asymmetric GARCH and Effect from Events of Financial Tsunami or Subprime Mortgage Crisis and the 911 Terrorism

Abstract Download
Liu, Hsiang-Hsi
Lin, Fang-Ru
Used to create the proper relationship between normative value: credit card industry as an example

Abstract Download
Chen, Tser-Yieth
Xu, Xin-Yi
Consumer point of view of pharmaceutical companies Performance Assessment: Situational dependency Context - Dependent DEA Model methods and applications.

Abstract Download
Chen, Tser-Yieth
Huang, Xin-Wei
Abnormal turnover and abnormal dispersion in the stock market index returns Asymmetric Effect Study - Taiwan, Japan, Korea, Hong Kong, China's stock market as an example.

Abstract Download
Hsiao, Jung-Lieh
Zheng, Yao-zhong
GARCH Family on the value at risk assessment and risk management applications - to 50 exchange-traded funds in Taiwan as an example.

Abstract Download
Liu, Hsiang-Hsi
James Hill
Two-way foreign investment into the strategic choices and determinants of the United Kingdom and the situation in Taiwan
 
Abstract Download
Liu, Hsiang-Hsi

 

 
2008 School Year
2008
school year
Graduate
Title
Advisor
A Study on the Relations between Customer Relationship Management and Passenger Traveling Intension via the Relationship Quality and Relationship Value A Case of Taiwan Airline Companies
Liu, Hsiang-Hsi
A Study on the Announcement Effect of Changes in the TSEC Taiwan 50 Index, Interrelationships for the Effect and QFII, and Hedge Ratio as well as Hedge Performance of TSEC Taiwan 50 Index Cash and FuturesAn Application of TGARCH Model
Liu, Hsiang-Hsi
A Study on the Effect of International Oil Return on Index of Solar Energy Industry An Application of DT-GARCH Model
Hsiao, Jung-Lieh
A Study on the Interactions, Volatility Spillovers, and Long Memory Effects for Stock and Futures Markets of Taiwan Electronic and Financial Indexes : The Mediating Effect of Foreign Capital and hedge effect of American Futures and an Application of FIEC-HYGARCH Model
Liu, Hsiang-Hsi
EXCHANGE RATE EXPOSURE, THE CHANGE OF EXCHANGE RATE REGIME, AND DETERMINANTS OF EXPOSURE -THE CASE OF CHINA STOCK MARKET –
Hsiao, Jung-Lieh
The Study on the Correlation between Stock and T-Bond Markets-The Application of ADCC Model
Liu, Hsiang-Hsi
A Study on the Interactions, Long Memory and Volatility Spillovers Effects for Stock, Futures,and Options Markets of Taiwan Weighted Stock Index: The Mediating Effect of Foreign Capital and Hedging Effect of S&P500 Futures and an Application of FIVAR-HYGARCH Model
Liu, Hsiang-Hsi
The Speed of Adjustment to Information:A Case on Listed Companies of Taiwan, China and American Depositary Receipts
Hsiao, Jung-Lieh
The Impacts of Speculative Intensity on the Abnormal Returns, and Momentum and Reversal-The Case of Taiwan Stock Market
Hsiao, Jung-Lieh
An Empirical Study on Capital Structure and Financing Decisions-Evidences from East Asian Tigers and Japan
Hsiao, Jung-Lieh
A Study on the Interactions of Spot Exchange Rate and the Efficiency of Exchange Markets among Taiwan, Hong Kong and Japan : An Application of VEC GJR-GARCH Model and Panel Cointegration
Liu, Hsiang-Hsi

 
 

 
2007 School Years
2007
school year
Graduate
Title
指導教授
A Study on the Interactions, Volatility Spillovers and Jump Diffusions for S&P500 Cash, Futures and NASDAQ Futures: GARCH-Jump Modeling, Hedge Ratio and Hedge Performance
Liu, Hsiang-Hsi
Luo, Jian- Sheng
Value from the relationship point of view of the relationship between quality and brand image of the customer satisfaction and loyalty of the impact of
Liu, Hsiang-Hsi
Luo, Wan- Zhan
Dispersion of portfolio returns and stock market volatility, trading volume, correlation coefficient of the relationship between - as an example of Taiwan's information
Hsiao, Jung-Lieh
An Empirical Study on the Investor Overconfidence of Taiwan Stock Market
Liu, Hsiang-Hsi
A Study on the Effects of Internet Marketing and Perceived Purchase Benefits on Consumers’ Purchase Intentions: The Case of Taiwanese Internet Bookstores
Liu, Hsiang-Hsi
A Study on the Interactions Between Viral Marketing and Purchase Intention Via Customer-Based Brand Equity
Liu, Hsiang-Hsi
Study on the Long Memory, Interrelationships and Volatility Spillovers for Stock Indexes of Taiwanese TFT-LCD Upper , Middle and Down Streams:An Application of FIECFIGARCH Model
Liu, Hsiang-Hsi
A Study on the Determinants and Interactive Relationships among Direct Foreign Investment, Import and Export for Taiwan and Mainland China: An Application of Panel Cointegration Approach and Its Viewpoint of Industry
Liu, Hsiang-Hsi
Evaluation of Banking Performance with a View to Internationalization and Risk: An Application of the Three-Stage DEA Approach
Liu, Hsiang-Hsi
Momentum and Reversals in Equity Returns of Abnormal Turnover and Return Dispersion of Taiwan Stock Market
Hsiao, Jung-Lieh

 

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