王銘杰
	教授
	國立中山大學財務管理研所博士
	國際財務管理、財務經濟學、財務工程
	(049)2910960 ext.4646	研究室：管院5043
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【Google Scholar Profile】

https://scholar.google.com.tw/citations?view_op=list_works&hl=zh-TW&user=sBK_FT0AAAAJ&gmla=AJsN-F4kUMwweWZ9Y42FkQbgasHUrsIHfBLgAAEfv8tXoY0IaWzt46YrVJJP8wlRwJaSX1euPOGnPrMI1k1BPZQkGFI4DwJbSh-BdB-DPXcTr82NvaV-rtPYmL4E0VWtinPaXTZIcSsh

【學 歷】

1996/09 - 2000/06 國立中山大學財務管理研所博士

【經 歷】

2018/02 - 迄今 國立暨南國際大學國際企業系教授

2012/08 - 2018/01 國立暨南國際大學國際企業系副教授

2003/08 - 2012/07 國立暨南國際大學國際企業系助理教授

2000/08 - 2003/09 南台科技大學財務金融系助理教授

1997/08 - 2000/07 南台科技大學財務金融系講師

【專 長】

國際財務管理、財務經濟學、財務工程

【期刊論文】

廖四郎、徐守德、王銘杰，86 年10 月，台灣遠期美元外匯市場風險溢酬之研究，中國財務學刊，第五卷第二期，頁31-69。

廖四郎、林信惠、許婉玲、王銘杰，88 年9 月，台股指數期貨套利分析及類神經網路之應用，亞太經濟管理評論，第三卷第一期，頁85-112。

廖四郎、王銘杰、徐守德，89 年9 月，股酬交換的一般化評價模式，亞太經濟管理評論，第四卷第一期，頁73-95。

王銘杰、徐守德，90 年1 月，跨通貨股酬交換及交換選擇權之評價，管理評論，第二十卷第一期，頁1-35。

Wang Ming-chieh and Liao Szu-long, Pricing Models of Equity Swaps, Journal of Futures Markets, 23:8, 2003, pp751-772. (SSCI)

Wang Ming-chieh and David Shyu, Acquiring Foreign Equity Assets without Currency Risk, Global Finance Journal 14, 2004, pp139-146.

Chih-Ling Lin, Ming-Chieh Wang and Yin-Feng Gau (2007)”Expected risk and excess returns predictability in emerging bond markets, Applied Economics, 39, 1511–1529. (SSCI)

Ping-Feng Pai, Ming-Fu Hsu, Ming-Chieh Wang (2010) A support vector machine-based model for detecting top management fraud, Knowledge-Based Systems. (SCI, accepted)

Ping-Feng Pai, Ming-Fu Hsu and Ming-Chieh Wang (2011), 「A support vector machine-based model for detecting top management fraud」, Knowledge-Based System, Vol. 24, 2, 314-321.

Ming-Chieh Wang and Feng-Ming Shih (2012), 「Time-Varying World and Regional Integration in European Emerging Equity Markets」, European Financial Management.

Ming-Chieh Wang, Li-Juing Huang* and Szu-Lang Liao, Option Pricing using the Martingale Approach with Polynomial Interpolation, Journal of Futures Market. Accepted.

Ming-Chieh Wang, Ming Fang and Jin-Kui Ye, 2013, Financial Integration of Large- and Small-cap Stocks in Emerging Markets,Emerging Markets Finance and Trade, Vol. 49, Supplement 4, pp. 19-33. (SSCI, Economics 2011: 131/320)

Ming-Chieh Wang, 2013, Is there a reversal in the price discovery process under different US market conditions? Evidence from Korean ADRs and their underlying foreign securities, Pacific-Basin Finance Journal, Vol. 21, 1160-1174. (SSCI，國科會財務學門A-tier2級期刊)

Ming-Chieh Wang,Li-Juing Huang* and Szu-Lang Liao, 2013, Option Pricing using the Martingale Approach with Polynomial Interpolation, Journal of Futures Markets, Vol. 33, No. 5, pp. 469–491.(SSCI，國科會財務學門A-tier2級期刊)

Ming-Chieh Wang and Feng-Ming Shih*, 2013, Time-Varying World and Regional Integration in Emerging European Equity Markets, European Financial Management, Vol. 19, No. 4, 703–729. (SSCI，國科會財務學門A-tier2級期刊)

Ming-Chieh Wang* and Yi-Chen Wu, 2014 ,Where Does Price Discovery Occur? An Empirical Study of Taiwan’s ADRs and Their Underlying Foreign Stocks,International Journal of Financial Research, Vol. 5, No. 3, 44-53. (Econlit)

Ping-Feng Pai, Ming-Fu Hsu and Ming-Chieh Wang, 2011, A support vector machine-based model for detecting top management fraud, Knowledge-Based System, Vol. 24, 2, 314-321. (SCI)

Ming-Chieh Wang* and Jin-Kui Ye, 2016, The Relationship between Size Effect and Covariance Risk in Emerging Markets, Managerial Finance.

Ming-Chieh Wang & Tai-Feng Chen, 2016, Does the spillover of China's economic growth exist? Evidence from emerging markets, The Journal of International Trade & Economic Development:An International and Comparative Review.

Ming Fang, Ming-Chieh Wang, Chiu-Lan Chang, 2017, An Investigation of the Cross-Strait Economic Integration and Dependence of Stock Markets, Emerging Markets Finance and Trade.

Ming-Chieh Wang and Chang-Sheng Wang, 2018, Tourism, the environment, and energy policies, Tourism Economics.

王銘杰，2019，台灣證券市場第一上市股票價格形成之探討，證券市場發展季刊，Review of Securities and Futures Markets.

Ming-Chieh Wang* and Li-Jhang Hunag, 2019, Pricing cross-currency interest rate swaps under the Levy market model, Review of Derivative Research.

Wang, Ming-Chieh and Li-Jhang Huang, 2019. "Pricing cross-currency interest rate swaps under the Levy market model," Review of Derivatives Research, Springer, vol. 22(2), pages 329-355, July. (SSCI)，108年度

【研討會論文】

王銘杰，廖四郎，85年12月，台灣遠期美元外匯市場效率性檢定，第六屆証券暨金融市場理論與實務研討會，中山大學，高雄市。

王銘杰，廖四郎，88年12月，跨通貨雙向股酬交換之評價，第九屆証券暨金融市場理論與實務研討會，中山大學，高雄市。

王銘杰，徐守德，89年6月，跨通貨股酬交換及交換選擇權之評價，2000 年財務金融理論與實務研討會，輔仁大學，台北。

廖四郎，王銘杰，91 年3 月，Pricing Cross-currency Equity Swaps and Swaptions，金融與產業學術研討會，東華大學，花蓮。

王銘杰，91 年12 月，Acquiring Foreign Equity Assets under Quaranteed Exchange Rate，第六屆財金理論與實務研討會，朝陽科技大學，台中。

王銘杰，92年4月，股酬交換選擇權的評價模式，2003現代財務論壇，靜宜大學，台中。

王銘杰 (2005) “組合型基金經理人操作策略之研究”,2005台灣財務學術研討會,國立高雄第一科技大學財管系。

Li-Jhang Huang, Ming-Chieh Wang, Sue-Li Chiou, (2008), “Hedging and Pricing an Exchange Option under the Levy Process”, The 16th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.

Ming-Chieh, Wang, Tzong-Han, Ke, (2009), “Is there a reversal in the price discovery process under different U.S. market conditions? Evidence from Korean ADRs and their underlying foreign securities”, The 17th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.

Ping-Feng Pai, Ming-Chieh Wang, Ming-Fu Hsu, (2010), An RST-based model for detecting financial statement fraud, The 2010 International conference in Management Sciences and Decision Making, Taipei, Taiwan.

Ping-Feng Pai, Ming-Chieh Wang, Ming-Fu Hsu (2010). An RST-based model for detecting financial statement fraud. The 2010 International conference in Management Sciences and Decision Making, Taipei, Taiwan.

Ming-Chieh Wang, Ming Fang, and Chiu-Lan Chang (2011), Efficient option pricing under Lévy process: Empirical evidence from Taiwan, The 2011 2nd International Conference on Financial Theory and Engineering, Shanghai, China.

Ming-Chieh Wang, Ming Fang , Jin-Kui Ye, (2012), Financial Integration of Large- and Small-cap Stocks in Emerging Markets The 20th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.

Ming-Chieh Wang (2012), Is there a reversal in the price discovery process under different U.S. market conditions? Evidence from Asian ADRs and their underlying foreign securities¸2nd International Conference on Financial Management and Economics (ICFME), Singapore.

Ming-Chieh Wang and Jin-Kui Ye, (2014), The Relationship between Size Effect and Covariance Risk in Emerging Markets, The 3th International Symposium on Business and Social Science (ISBSS), Sapporo, Japan.

Ming-Chieh Wang and Li-Juing Huang, (2014), Pricing Models of Equity Swaps under Levy Process, The 4th Quantitative Economics Conference (QEC), Beijing, China.

Ming-Chieh Wang* and Yi-Chen Wu (2013), Where Does Price Discovery Occurs? An Empirical Study of Taiwanese Firms Cross-listed on US Stock Exchanges, International Conference on Business and Information (BAI), Bali, Indonesia.

Using the MIDAS model to investigate the relationship between expected return and risk in Asian equity markets The 10th Conference on Management and Service Science, Suzhou, China, 105年度

【國科會計畫】