1. 2014,
Chen, Ming-Hsien and Chen, Ping-Chung, Chen,
Measuring Currency Turmoil by SWARCH-Copula
Model: Evidence from G8 Countries, May, 16,
2014, 2014中部財金學術聯盟研討會,
Taichung Taiwan.
2. Vivian
W. Tai, Chen, Ming-Hsien and Tseng, Chien
Hung,股票波動、當沖交易與報酬,2013
International Conference of Taiwan Finance
Association, May, 31, 2013, National Yunlin
University of Science and Technology,
Taiwan.
3. 2013,
Chen, Ming-Hsien, Chen, Chin-Hao, and
Vivian, W. Tai, Measuring the Equity Risk
Premia by Real-time Business Cycle
Variables: Evidence from G7 Countries,
The 21st SFM Conference, December, 13-14,
2013, National Sun-Yat-Sen University,
Kaohsiung, Taiwan.
2013 International Conference of Taiwan
Finance Association, May, 31, 2013, National
Yunlin University of Science and Technology,
Taiwan.
4. 2013,
Chen, Ming-Hsien, and Vivian W. Tai, Credit
Risk, Illiquid and Currency Turmoil to Stock
Markets,
The 8th Conference on Risk, Banking and
Financial Stability, September, 24-27, 2013,
Bali Nusa Dua Convention Center, Indonesia.
2013 International Conference of Taiwan
Finance Association, May, 31, 2013, National
Yunlin University of Science and Technology,
Taiwan.
5. 2013,
Chen, Ming-Hsien, Chan, Chia-Hung and
Vivian, W. Tai, Shocks of Trading Volumes to
Options Volatility, 2013 International
Conference of Taiwan Finance Association,
May, 31, 2013, National Yunlin University of
Science and Technology, Taiwan.
6. 2012,
Chen, Ming-Hsien, Kevin J. Chen, and Vivian
W. Tai, Expiration and Maturity Effects of
Price Impacts: Empirical Evidence from the
TAIFEX and SGX Futures Markets,
2012, The XMU-UNCC 2012 International
Sympossium on Risk Management and
Derivatives, June 30, 2012, Xiamen, China.
2011, The 19th Conference on Theories and
Practices of Securities and Financial
Markets, December, 9-10, National Sun-Yat-Sen
University, Kaohsiung, Taiwan.
7 2011,
Chen, Ming-Hsien and Yin-Chung Chen,
Information Content of Order Types:
Empirical Studies of Taiwan Futures Market,
2011 Global Business and Social Science
Research Conference, 20-21 June, 2011,
Beijing, China.
8. 2011,
Chen, Ming-Hsien and Chia-Sheng Wei, Risk
Premium Estimation Beyond Security Market
Risk, 2011 Global Business and Social
Science Research Conference, 20-21 June,
2011, Beijing, China.
9. 2011,
Chen, Ming-Hsien and Ching-En Wu, The
Relation between Security Risk Premium and
US Dollar Index, 2011 Global Business and
Social Science Research Conference, 20-21
June, 2011, Beijing, China.
10. 2011,
Chen, Ming-Hsien, Kevin J. Chen, and Vivian
W. Tai, 2011, Expiration and Maturity
Effects of Price Impacts: Empirical Evidence
from the TAIFEX and SGX Futures Markets, The
19th Conference on Theories and Practices of
Securities and Financial Markets, National
Sun Yat-Sen University, December, 2011,
Kaohsiung, Taiwan.
11. 2011,
Chen, Ming-Hsien and Vivian W. Tai, 2011,
Psychological Barriers and Prices Behaviour
of TAIFEX Futures, 2011 International
Conference of Taiwan Finance Association,
May, 2011, Kaohsiung, Taiwan.
12. 2011,
(with Yen-Chung Chen), Information Content of Order
Types: Empirical Studies of Taiwan Futures
Market, 2011 Global Business and Social
Science Research Conference, 20-21 June,
2011, Beijing, China
13. 2010,
Chen, Ming-Hsien and Yin-Feng Gau, 「The Role
of Issuers' Credit Ratings in Dynamic
Warrants Pricing」,
14. 2010 the 18th Conference on the Theories and
Practices of Securities and Financial
Markets, National Sun Yat-sen
University, Kaohsiung, Taiwan, December
17-18.
15. 2010 NTU International Conference on Finance,
National Taiwan University, Taipei, Taiwan,
December 10-11.
16.
2010 the European Financial Management
Symposium on Asian Finance, Renmin
University of China, Beijing, China, April,
22-24, 2010.
2010 the Asian Financial Association/ FMA
Annual Conference, The Hong Kong University
of Science and Technology, June 29 – July 1,
2010.
17. 2010,
Chen, Ming-Hsien , 「Myopic Loss Aversion
Theory Applied in Taiwan Security Risk
Premium」, The First China International
Conference on Positive Psychology, August,
7-10, 2010, Tsinghua University, Beijing,
China
18. 2009, Chen, Ming-Hsien and Yin-Feng Gau,
2009,
「The Role of Issuers'
Credit Ratings in Dynamic Warrants Pricing」,
The 5th International Conference on Asian
Financial Markets, Nagasaki University,
December, 13-14, Katafuchi, Nagasaki, Japan.
19. 2008, Chen, Ming-Hsien and Yin-Feng Gau,
「Pricing Currency Options
Under Stochastic Volatility and Jumps」,
2008 Asian FA/FMA and Japan FA Annual
Conference, Tokyo University, Yokohama,
Japan, 9-11, July, 2008.
20. 2007, Chen, Ming-Hsien and Edward Chow,
「Who Survives and Why: an
Research of Individual Traders on Taiwan
Stock Market」,
2007 Asian FA/FMA Annual Conference, Hong
Kong Chinese University, Hong Kong, 4-7,
July, 2007. (NSC-96-2922-I-004-028)
21. 2006, Chen, Ming-Hsien and Edward Chow,
「Time-Varying Risk,
Myopic Loss Aversion and Equity Premium
Puzzle in Taiwan」,
2006 Asian FA/FMA Annual Conference,
Auckland, New Zealand, 10-12 July, 2006.
(NSC-95-2922-I-004-021), and 2006 Annual
Conference of TFA on Finance, Insurance, and
Real Estate, Taipei Taiwan, May, 2006.
22. 2005, Chen, Ming-Hsien and Yin-Feng Gau,
「Pricing Currency Options
Under Stochastic Volatility」,The
First Symposium on Econometric Theory and
Applications (SETA), Institute of Economics,
Academia Sinica, Taipei, May 18-20, 2005.
23. 2004, Chen, Ming-Hsien and Yin-Feng Gau,
「Pricing Currency Options
Under Stochastic Volatility」,
The 2004 NTU International Conference on
Finance, Taipei, December 20-21, 2004,
National Taiwan University.
24. 2003, Yang, Sheng-Yung, Yin-Feng Gau, and
Ming-Hsien Chen,
「Forecasting Performance
of Stochastic Volatility Implied in the PHLX
Currency Options Market」,
2003, Pacific Rim Conference, Western
Economic Association International, Taipei.
25. 2002, Yang, Sheng-Yung, Yin-Feng Gau, and
Ming-Hsien Chen, 2002, 11th Conference on
the Theories and Practices of the Security
and Financial Markets, National Sun Yat-Sen
University.
26.
2002,
Yang, Sheng-Yung, Yin-Feng Gau, and Ming-Hsien
Chen, 2002, 「The Informational Content of
the PHLX European Currency Options Market」,
3rd Conference on Empirical Economics,
National Chi Nan University. |