黄宜侯
姓名 黄宜侯
职称 教授兼系主任
学历 美国纽约市立大学经济学博士
专长 财务经济，投资学，应用计量经济，财务风险管理
课程 财务管理
联络电话 03-5712121 Ext. 57081
传真 03-5729915
电子邮件
办公室 管理一馆M-423室
个人履历 个人履历
国家 学校名称 系所 学位 期间
美国 纽约市立大学 （City University of New York） 经济学 博士 2001.09 ~ 2006.02
美国 纽约市立大学 （City University of New York） 经济学 硕士 2001.09 ~ 2004.10
美国 纽约市立大学柏鲁克学院 （Baruch College, CUNY） 公共行政学 硕士 1997.09 ~ 1999.02
美国 纽约市立大学约克学院 （York College, CUNY） 政治暨经济学 学士 1994.09 ~ 1997.06
年度 论文名称
2024 Hu, Ming-Che, Alex Y. Huang, Yanzhi Wang, and Dan-Liou Yu, Book-to-Market effect and product life cycle., Review of Quantitative Finance and Accounting, 2024
2024 Huang, Alex Y., Mechanisms of overpricing: An investigation on momentum crashes., International Review of Economics and Finance, vol. 89(1), pp. 118-142, 2024
2024 Hu, Ming-Che, Alex Y. Huang, Dan-Liou Yu, and Rui-Xiang Zhai, A behavior perspective of distress anomaly: Evidence from overnight returns., Journal of Behavioral Finance, vol. 25(1), pp. 30-45, 2024
2024 Hsu, Tzu-Jo and Alex Y. Huang, On the resilience of US ESG stocks: Evidences from the COVID-19 market crashes., Economics Letters, vol. 235, 2024
2024 Hsu, Shu-Chih, Dan-Liou Yu, Ming-Che Hu, and Alex Y. Huang, Trading patterns of institutional investors: Applications of machine learning., Applied Economics Letters, vol. online publication., 2024
2024 Huang, Alex Y. and Ming-Che Hu, Return volatility, skewness, and momentum effects, Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives, vol. 67, 2024
2022 Huang, Yi-Hou, Woan-lih Liang, Quang Thai Truong, and Yanzhi Wang, No new tricks for old dogs? Old directors and innovation performance., Technological Forecasting and Social Change, vol. 179, 2022
2021 Chen, Yi-Han and Alex Y. Huang, The effects of tariffs and export controls under trade war on the service and high-tech industries in the United States, Public Finance Review, vol. 50, 2, pp. 102-129, 2021
2021 Alex YiHou Huang, Ming-Che Hu, and Quang Thai Truong, Asymmetrical impacts from overnight returns on stock returns, Review of Quantitative Finance and Accounting, vol. 56, 3, pp. 849-889, 2021
2019 Chiao-Ming Cheng, Alex YiHou Huang, and Ming-Che Hu, Investor attention and stock price movement, Journal of Behavioral Finance, vol. 20, 3, pp. 294-303, 2019
2018 Wen-Cheng Hu and Alex YiHou Huang, Asymmetric dynamics between informed trading activity and credit default swaps, Journal of Derivatives, vol. 26, 2, pp. 70-85, 2018
2017 Chang, Ching-Liang, Alex Y. Huang, Siou-Yi Lin and Chia-Ying Chan, Asymmetric impact of informed trading activity on stock return volatility, Taiwan Journal of Applied Economics, 101, pp. 109-147, 2017
2016 Alex YiHou Huang, Impacts of implied volatility on stock price realized jumps , Economic Systems, vol. 40, 4, pp. 622-630, 2016
2015 Alex YiHou Huang, Value at risk estimation by threshold stochastic volatility model, Applied Economics, vol. 47, 45, pp. 4884-4900, 2015
2014 Alex YiHou Huang, Chih-Chun Chen, and Chung-Hua Shen, Dynamics of sovereign credit contagion, Journal of Derivatives, vol. 22, 1, pp. 27-45, 2014
2013 Alex YiHou Huang and Chiao-Ming Cheng, Information risk and credit contagion, Finance Research Letters, vol. 10, 3, pp. 116-123, 2013
2013 YiHou Huang, Value at Risk estimation by quantile regression and kernel estimator, Review of Quantitative Finance and Accounting, vol. 41, 2, pp. 225-251, 2013
2012 Huang, Alex YiHou and Wen-Cheng Hu, Price dynamics of credit default swaps, Journal of Management and Systems, 2012
2012 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Oil price and stock prices of alternative energy companies: Time varying relationship with recent evidence, Journal of Economics and Management, 2012
2012 Huang, Alex YiHou and Hui-Ling Shen, The case of split between ASUS and Pegatron, Management Review, 2012
2012 Huang, Alex YiHou, Volatility forecasting by quantile regression, Applied Economics, vol. 44, 4, pp. 423-433, 2012
2012 Huang, Alex YiHou and Wen-Cheng Hu , Switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model, Physica A: Statistical Mechanics and Its Applications, vol. 391, 4, pp. 1497-15088, 2012
2012 Huang, Alex YiHou, Chung-Hua Shen, and Chih-Chun Chen, Impacts from major events of financial crisis on credit default swaps, Journal of Fixed Income, vol. 21, 3, pp. 31-43, 2012
2012 Huang, Alex YiHou, Asymmetric dynamics of stock price continuation , Journal of Banking and Finance, vol. 36, 6, pp. 1839-1855, 2012
2011 Huang, Alex YiHou, Fangjhy Li, Wen-Cheng Hu, and Chih-Chun Chen, An alternative volatility forecasting by backtesting optimization process with GARCH model, International Journal of Economics, vol. 5, 2, pp. 235-242, 2011
2011 Lee, Wen-Shiung, Alex YiHou Huang, Yong-Yang Chang, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, Expert Systems with Applications, vol. 38, 7, pp. 8375-8383, 2011
2011 Huang, Alex YiHou, Chiao-Ming Cheng, Wen-Cheng Hu, and Chih-Chun Chen, Relationship between crude oil prices and stock prices of alternative energy companies with recent evidence, Economics Bulletin, vol. 31, 3, pp. 2434-2443, 2011
2011 Chen, Chun-Da, Alex YiHou Huang, and Chih-Chun Chen, The effects of abolishing a foreign institutional investment quota in Taiwan, Emerging Markets Finance and Trade, vol. 47, 2, pp. 74-98, 2011
2011 Huang, Alex YiHou, Volatility forecasting in emerging markets with application of stochastic volatility model, Applied Financial Economics, vol. 21, 9, pp. 665-681, 2011
2011 Li, Nan and Alex YiHou Huang, Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets, Journal of Emerging Market Finance, vol. 10, 2, pp. 197-225, 2011
2011 Huang, Alex YiHou, Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact, Computational Economics, vol. 37, 3, pp. 301-330, 2011
2011 Huang, Alex YiHou, Sheng-Pen Peng, Fangjhy Li, Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, International Review of Economics and Finance, vol. 20, 4, pp. 591-606, 2011
2010 Huang, Alex YiHou, An optimization process in value-at-risk estimation, Review of Financial Economics, vol. 19, 3, pp. 109-116, 2010
2010 Huang, Alex YiHou and Yi-Heng Tseng, Is crude oil price affected by the US dollar exchange rate?, International Research Journal of Finance and Economics, vol. 58, pp. 109-120, 2010
2009 Huang, Alex YiHou, A value at risk approach with kernel estimator, Applied Financial Economics, vol. 19, 5, pp. 379-395, 2009
2009 Huang, Alex YiHou and Tsung-Wei Tseng, Forecast of value at risk for equity indices: An analysis from developed and emerging markets, Journal of Risk Finance, vol. 10, 4, pp. 393-409, 2009
2009 Huang, Alex YiHou, Nan Li, Wen-Cheng Hu, and Chih-Chun Chen, Is there arbitrage-free equilibrium between sovereign credit default swaps and bonds?, Empirical Economics Letters, vol. 8, 9, pp. 867-876, 2009
年度 论文名称
2012 Huang, Alex YiHou, VaR estimation by quantile regression and kernel estimator, Asian Finance Association 2012 International Conference, Jul. 06-09, 2012, Grand Hotel, Taipei, Taiwan
2012 Alex YiHou Huang, Chih-Chun Chen, Chung-Hua Shen, and Chiao-Ming Cheng, Characteristics of sovereign credit contagion: Evidence from credit default swaps, 2012 Conference on East Asia Finance: Crisis and Recovery of Financial Markets, May. 26-27, 2012, Tamkang University, Taipei, Taiwan
2011 Alex YiHou Huang, Sheng-Pen Peng and Fangjhy Li, The external shock of oil prices and the US quantitative easing program to the volatility of industrial output – Evidence from three Asian economies, The 7th International Conference on Knowledge-Based Economy & Global Management, Nov. 02-03, 2011, Southern Taiwan University, Tainan, Taiwan
2011 Alex YiHou Huang and Wen-Cheng Hu, Determinant of credit default swaps by information-based trading activity, The 2011 Taiwan Econometric Society Annual Meeting, Oct. 29, 2011, College of Social Sciences, National Chengchi University, Taipei, Taiwan
2011 Alex YiHou Huang, Chiao-Ming Cheng, Chih-Chun Chen, and Wen-Cheng Hu, Oil prices and stock prices of alternative energy companies: Time varying relationship with recent evidence, The Southwestern Finance Association 50th Annual Meeting, Mar. 09-12, 2011, Houston, USA
2010 Alex YiHou Huang and Wen-Cheng Hu, The credit risk crisis: Evidence from regime switching in credit default swaps, The 18th Conference on the Theories and Practices of Securities and Financial Markets, Dec. 17-18, 2010, National Sun Yat-sen University, Kaohsiung, Taiwan
2010 Alex YiHou Huang and Chung-Hua Shen, Sovereign credit default swaps vs. credit ratings: Evidence from error correction model, The 2010 Taiwan Econometric Society Annual Meeting, Oct. 30, 2010, Howard International House, Taipei, Taiwan
2010 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, International Symposium on Financial Engineering and Risk Management, Jun. 10-12, 2010, National Taiwan University, Taipei, Taiwan
2010 Alex YiHou Huang, Wen-Shiung Lee, Chih-Chun Chen, and Chiao-Ming Cheng, Analysis of decision making factors for equity investment by DEMATEL and analytic network process, The Southwestern Finance Association 49th Annual Meeting, Mar. 02-06, 2010, Dallas, U.S.
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 22nd Australasian Finance and Banking Conference, Dec. 16-18, 2009, Sydney, Australia
2009 Alex YiHou Huang, Fangjhy Li, Sheng-Pen Peng, and Ching-Jie Ke, Volatility forecasting of real exchange rate by quantile regression, The 5th International Conference on Asian Financial Markets, Dec. 12-13, 2009, Nagasaki, Japan
2009 Huang, Alex YiHou, Volatility forecasting by asymmetrical quadratic effect with diminishing marginal impact, The 17en Conference on the Theories and Practices of Securities and Financial Markets, Dec. 11-12, 2009, National Sun Yat-sen University, Kaohsiung, Taiwan
2009 Alex YiHou Huang, Chun-Da Chen and Chih-Chun Chen, The abolishment of QFII’s investment quota in Taiwan, The Southwestern Finance Association 48th Annual Meeting, Feb. 24-28, 2009, Oklahoma City, U.S.
2008 Huang, Alex YiHou, An application to stock indices of emerging markets with stochastic volatility model, The 16th Conference on the Theories and Practices of Securities and Financial Markets, Dec. 05-06, 2008, National Sun Yat-sen University, Kaohsiung, Taiwan
年度 参与人 计画类别 计画名称 职称/担任之工作 补助/委讬或合作机构
2020 研究计画 股票报酬之不对称影响：公司所在时区与隔夜报酬之证据 计画主持人 科技部
2019 研究计画 股票错误定价机制：价格动能崩坏提供之证据 计画主持人 科技部
2017 研究计画 报酬波动率与价格动能之互动关系 计画主持人 科技部
2016 研究计画 流动性与价格动能之互动关系 计画主持人 科技部
2015 研究计画 独特性波动率与股票价格动能之研究 计画主持人 科技部
2014 研究计画 股票价格动能、资讯风险、及投资人情绪之相关研究 计画主持人 科技部
2013 研究计画 股票价格动能之分析 计画主持人 科技部
2012 研究计画 财金元素之波动率模型：GARCH-MIDAS之应用 计画主持人 科技部
2011 研究计画 资讯交易之门槛式波动率模型 计画主持人 科技部
2011 研究计画 讯息不对称与公司风险管理之相关研究--讯息不对称与公司风险管理之相关研究 共同主持人 科技部
2010 研究计画 Panel分量回归于信用违约交换之应用 计画主持人 科技部
2009 研究计画 非线形槓杆效应之门限式随机波动率模型 计画主持人 科技部
2008 研究计画 分量回归与核函数估计法于风险值之应用 计画主持人 科技部
2007 研究计画 利维过程于波动性及风险值之发展与应用 计画主持人 科技部
2006 研究计画 条件式自动回归风险值的发展与应用 计画主持人 科技部
年度 类别 奖项名称 颁奖单位
2021 校内荣誉 109学年度绩优导师
2020 校外荣誉 Senior Fellowship Higher Education Academy
2020 校外荣誉 经济金融论文奖 台湾银行
2019 校内荣誉 107学年度杰出教学奖
2019 校内荣誉 107学年度杰出教学奖
2016 校外荣誉 管理硕士论文奖佳作 富邦人寿
2016 校内荣誉 104学年度绩优导师奖
2014 校外荣誉 崇越论文大赏论文奖 台湾管理学会
2013 校外荣誉 论文佳作奖 科技管理学会
2012 校外荣誉 崇越论文大赏论文奖 台湾管理学会
2011 校外荣誉 研究绩效特优 元智大学
2010 校外荣誉 研究绩效特优 元智大学
2010 校外荣誉 教学杰出奖 元智大学
2008 校外荣誉 辅导暨服务杰出奖 元智大学
2006 校外荣誉 PSC/CUNY Award 美国纽约市立大学
2005 校外荣誉 PSC/CUNY Award 美国纽约市立大学
2004 校外荣誉 PSC/CUNY Award 美国纽约市立大学
2003 校外荣誉 PSC/CUNY Award 美国纽约市立大学
2002 校外荣誉 PSC/CUNY Award 美国纽约市立大学