黃宜侯
姓名 黃宜侯
職稱 教授兼系主任
學歷 美國紐約市立大學經濟學博士
專長 財務經濟，投資學，應用計量經濟，財務風險管理
課程 財務管理
聯絡電話 03-5712121 Ext. 57081
傳真 03-5729915
電子郵件
辦公室 管理一館M-423室
個人履歷 個人履歷
國家 學校名稱 系所 學位 期間
美國 紐約市立大學 （City University of New York） 經濟學 博士 2001.09 ~ 2006.02
美國 紐約市立大學 （City University of New York） 經濟學 碩士 2001.09 ~ 2004.10
美國 紐約市立大學柏魯克學院 （Baruch College, CUNY） 公共行政學 碩士 1997.09 ~ 1999.02
美國 紐約市立大學約克學院 （York College, CUNY） 政治暨經濟學 學士 1994.09 ~ 1997.06
年度 論文名稱
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 論文名稱
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 參與人 計畫類別 計畫名稱 職稱/擔任之工作 補助/委託或合作機構
2020 研究計畫 股票報酬之不對稱影響：公司所在時區與隔夜報酬之證據 計畫主持人 科技部
2019 研究計畫 股票錯誤定價機制：價格動能崩壞提供之證據 計畫主持人 科技部
2017 研究計畫 報酬波動率與價格動能之互動關係 計畫主持人 科技部
2016 研究計畫 流動性與價格動能之互動關係 計畫主持人 科技部
2015 研究計畫 獨特性波動率與股票價格動能之研究 計畫主持人 科技部
2014 研究計畫 股票價格動能、資訊風險、及投資人情緒之相關研究 計畫主持人 科技部
2013 研究計畫 股票價格動能之分析 計畫主持人 科技部
2012 研究計畫 財金元素之波動率模型：GARCH-MIDAS之應用 計畫主持人 科技部
2011 研究計畫 資訊交易之門檻式波動率模型 計畫主持人 科技部
2011 研究計畫 訊息不對稱與公司風險管理之相關研究--訊息不對稱與公司風險管理之相關研究 共同主持人 科技部
2010 研究計畫 Panel分量迴歸於信用違約交換之應用 計畫主持人 科技部
2009 研究計畫 非線形槓桿效應之門限式隨機波動率模型 計畫主持人 科技部
2008 研究計畫 分量迴歸與核函數估計法於風險值之應用 計畫主持人 科技部
2007 研究計畫 利維過程於波動性及風險值之發展與應用 計畫主持人 科技部
2006 研究計畫 條件式自動迴歸風險值的發展與應用 計畫主持人 科技部
年度 類別 獎項名稱 頒獎單位
2021 校內榮譽 109學年度績優導師
2020 校外榮譽 Senior Fellowship Higher Education Academy
2020 校外榮譽 經濟金融論文獎 臺灣銀行
2019 校內榮譽 107學年度傑出教學獎
2019 校內榮譽 107學年度傑出教學獎
2016 校外榮譽 管理碩士論文獎佳作 富邦人壽
2016 校內榮譽 104學年度績優導師獎
2014 校外榮譽 崇越論文大賞論文獎 台灣管理學會
2013 校外榮譽 論文佳作獎 科技管理學會
2012 校外榮譽 崇越論文大賞論文獎 台灣管理學會
2011 校外榮譽 研究績效特優 元智大學
2010 校外榮譽 研究績效特優 元智大學
2010 校外榮譽 教學傑出獎 元智大學
2008 校外榮譽 輔導暨服務傑出獎 元智大學
2006 校外榮譽 PSC/CUNY Award 美國紐約市立大學
2005 校外榮譽 PSC/CUNY Award 美國紐約市立大學
2004 校外榮譽 PSC/CUNY Award 美國紐約市立大學
2003 校外榮譽 PSC/CUNY Award 美國紐約市立大學
2002 校外榮譽 PSC/CUNY Award 美國紐約市立大學