職稱:助理教授
信箱:yishyu@mail.cgu.edu.tw
電話:03-2118800 # 5415
個人網頁:http://www.sedona.cloud/members/ywshyu/cv/
學歷:美國克里夫蘭州立大學 企業管理博士
專長領域:國際財務管理、投資學
工作經歷:長庚大學 工商管理系助理教授 (1999年八月 – 現今)
發表期刊論文:
- Shyu, Yih-Wen, Chan, Johnny, and Liang, Hsin-Yu. “Spillovers of Price Efficiency and Informed Trading from Short Sales to Margin Purchases in Absence of Uptick Rule”, Pacific-Basin Finance Journal. (in press) (SSCI)
- Tsao, Chueh-Yung, Lee, Chun I, and Shyu, Yih-Wen (2017). "Crossing of Psychological Price Levels: the Price Dynamics and Interaction between S&P500 Index and Index Futures", Journal of Behavioral Finance,18(4), 427-447. (SSCI).
- Shyu, Yih-Wen and William Reinfeld (2016, Jun). "INOTERA MEMORIES: Leader or Dreamer", Asian Case Research Journal, 20 (1), 1-21.
- Shyu, Y., Lee, C., & Gleason, K. (2014). Institutional Shareholding and the January Effect in Taiwan. Journal of Multinational Financial Management, 27 (October), 49-66.
- Shyu, Y. & Lee, C. (2009). Excess Control Rights and Debt Maturity Structure in Family-Controlled Firms. Corporate Governance.(SSCI)
- Shyu, Y. & Shen, W. (2008). Pricing Stock Index Options in a Liquidity Adjusted Black Scholes Model. Taiwan Banking & Finance Quarterly, 9 (4), 23-46.
- Shyu, Y., Wen, E., Lee, C., & Wu, S. (2008). Determinants of the Volatility Smile -Evidence from the TAIEX Option. Journal of Futures and Options, 1 (1), 1-32.
- Shyu, Y. & Xia, G. (2008). Does Stock Market Volatility with Regime Shifts Signal the Business Cycle in Taiwan? International Journal of Electronic Finance.
- Shyu, Y. (2003). Derivative Activities and the Risk of International Banks: A Market Index and VaR Approach. International Review of Financial Analysis.
- Shyu, Y. (2002). The Determinants of Derivative Use by U.S. and Foreign Banks. Research in Finance.
- Shyu, Y., Seiler, M., & Sharma, J. L. (1998). Do Changes in the Discount Rate and Fed Funds Rate Affect Financial Market Returns? Managerial Finance, 23 (8), 16-25.