【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

【Education】

1996/09 - 2000/06: PhD in Finance, National Sun Yat-sen University

【Experience】

2018/02 - Present: Professor, Department of International Business, National Chi Nan University

2012/08 - 2018/01: Associate Professor, Department of International Business, National Chi Nan University

2003/08 - 2012/07: Assistant Professor, Department of International Business, National Chi Nan University

2000/08 - 2003/09: Assistant Professor, Department of Finance and Banking, Southern Taiwan University of Science and Technology

1997/08 - 2000/07: Lecturer, Department of Finance and Banking, Southern Taiwan University of Science and Technology

【Expertise】

International Financial Management, Financial Economics, Financial Engineering

【Journal Papers】

Szu-Lang Liao, David Shyu, Wang, Ming Chieh (October 1986). A Study on the Risk Premium in Taiwan's Forward Dollar Exchange Market. Chinese Journal of Finance, Vol. 5, No. 2, pp. 31-69.

Szu-Lang Liao, Lin Hsin-Hui,Wan-Ling Hsu, Wang, Ming Chieh (September 1988). Analysis of Arbitrage and Application of Neural Networks in Taiwan Stock Index Futures. Asia-Pacific Economic Management Review, Vol. 3, No. 1, pp. 85-112.

Szu-Lang Liao, Wang, Ming Chieh, David Shyu(September 1989). A Generalized Valuation Model for Stock Option Exchange. Asia-Pacific Economic Management Review, Vol. 4, No. 1, pp. 73-95.

 Wang, Ming Chieh, David Shyu. (January 1990). Valuation of Cross-Currency Stock Option Exchange and Exchange Options. Management Review, Vol. 20, No. 1, pp. 1-35.

(Note: The English translations of the names provided are based on common practices but may vary depending on individual preference or official documentation.)

Wang Ming-chieh and Szu-Lang Liao, 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，A-tier2 Journal of Finance, National Academy of Sciences)

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，A-tier2 Journal of Finance, National Academy of Sciences)

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，A-tier2 Journal of Finance, National Academy of Sciences)

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.

Wang, Ming-Chieh. (2019). An Investigation into the Price Formation of the First Listed Stocks in the Taiwan Stock Market. Securities Market Quarterly.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

【Conference Papers】

Wang, Ming Chieh, & Liao, Szu-Lang. (December 1985). Efficiency Testing of Taiwan's Forward Dollar Exchange Market. Presented at the 6th Symposium on Securities and Financial Market Theory and Practice, Sun Yat-sen University, Kaohsiung City.

Wang, Ming Chieh, & Liao, Szu-Lang. (December 1988). Evaluation of Cross-Currency Bi-Directional Stock Option Exchange. Presented at the 9th Symposium on Securities and Financial Market Theory and Practice, Sun Yat-sen University, Kaohsiung City.

Wang, Ming Chieh, & David Shyu. (June 1989). Evaluation of Cross-Currency Stock Option Exchange and Exchange Options. Presented at the 2000 Symposium on Finance and Financial Theory and Practice, Fu Jen Catholic University, Taipei.

Liao, Szu-Lang, & Wang, Ming Chieh. (March 1991). Pricing Cross-Currency Equity Swaps and Swaptions. Presented at the Academic Conference on Finance and Industry, Dong Hwa University, Hualien.

Wang, Ming Chieh. (December 1991). Acquiring Foreign Equity Assets under Guaranteed Exchange Rate. Presented at the 6th Symposium on Financial and Economic Theory and Practice, Chaoyang University of Technology, Taichung.

Wang, Ming Chieh. (April 1992). Valuation Models for Stock Option Exchange Options. Presented at the 2003 Modern Finance Forum, Providence University, Taichung.

Wang, Ming Chieh. (2005). "A Study on the Operating Strategies of Portfolio Fund Managers." Presented at the 2005 Taiwan Financial Academic Conference, Department of Finance, National Kaohsiung First University of Science and Technology.

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

【National Science Council Programs】