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Full Time Faculty
Chair Professor
  Dr. Liang, Chiung-Ju
Professor
  Dr. Liu, Day-Yang
  Dr. Jang, Woan-Yuh
  Dr. Joseph C.P. Shieh
Associate Professor
  Dr. Miao, Daniel W.-C.
  Dr. Chen, Chun-Nan
Assistant Professor
  Dr. Chang, Guang-Di
Part Time Faculty
 
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Home / Faculty / Dr. Chen,Chun-Nan
陳俊男 副教授 Dr. Chen, Chun-Nan
Education:
Ph.D. in Finance, Syracuse University, USA.
Research Field:
Corporate Financial Strategy, Financial Market and Institutions, Behaviroal Finance, Empirical Finance and Investment Strategies
Courses Taught:
Financial Statement Analysis, Econometrics, Investments, Wealth Management, Financial Management, Behavioral Finance, Evidenced-based Technical Analysis and Trade Systems, Futures and Options, International Finance Management, Business Model and Strategic Financial Management
Office:
IB1001-B
Tel:

886-2-2737-6923

E-mail:
chunnan@mail.ntust.edu.tw

Current Position:

Chairperson of Graudate Institute of Finance, NTUST(2014.08~)
Associate Professor of Graudate Institute of Finance, NTUST (2013.08~)
•Acdemic Experience

1. Assistant Professor of Graudate Institute of Finance, NTUST (2011.08~2013.07)
2. Assistant Professor, Department of Accountancy and Gruadate Institute of Finance and Banking, National Cheng Kung University (2001.08~2011.07)

•Publications
<學術期刊論文 Journal Publications>
  1. Chun-nan Chen, Carl R. Chen, Ying Sophie Huang (2014),"What Type of Traders and Orders Profit from the Futures Market Trading?" Journal of Derivatives, Summer, Vol.21, No.4:pp.31-48.(國科會 ATier-2級期刊)
  2. Chun-nan Chen (2013), "The Predictability of Opening Retures for the Returns of the Trading Day: Evidence from Taiwan Futures Market." International Review of Economics and Finance, Vol. 25, No. 1, 2013, pp.272-281.)【SSCI】
  3. Chun-nan Chen, Ming-Yuan Leon Li, Yi Chou, Li-Ling Chen and Wan-Ru Liou(2011),"Are large banks less risky? The Service Industries Journal, Vol.31, No.13,pp.2111-2116.【SSCI】
  4. Ming-Yuan Leon Li and Chun-nan Chen(2010), "Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model, Journal of Applied Statistics, Vol.37,No.7,1173-1191【SCI】
  5. Chun-nan Chen and Chunchi Wu (2009), "Small trades and volatility increases after stock splits."International Review of Economics and Finance, Vol.18, No.4, 592-610【SSCI】
  6. Yenn-Ru Chen, Yu-Lin Huang, and Chun-nan Chen (2009),"Financing Constraints, Ownership Control, and Cross-Border M&As:Evidence from Nine East Asian Economies", Corporate Governance: An International Review, Vol. 17, No.6, 665-680 【SSCI】
  7. Wu, Chunchi, Chun-nan Chen, and Yan He (2003), "The Performance of East Asian Economics and Financial Markets since the 1997 Financial Crisis." Review of Pacific Basin Financial Markets and Policies, Vol.6, No.2, 113-114.
<研討會論文Conference Papers>
  1. Chen, Chun-Nan (coauthor with He, Xiaojun)(July 14-17, 2002) "Information, Trading and Volatility U-Sharp." Paper presented at the meeting of the APFA/PACAP/FMA Finance Coference, Tokyo in Japan.
  2. Chen, Chun-Nan (coauthor with He, Xiaojun)(July 11-13, 2003) "Commonality, information and Cross-Sectional return/volumn interactions", Society of Computational Economics Annual Conference. Seattle, WA in USA.
  3. Chen, Chun-Nan (coauthor with He, Xiaojun)(October 8-11, 2003) "Commonality, information and Cross-Sectional return/volumn interactions", Financial Management Association Meetings. Denver, Colorado in USA.
  4. Chen, Chun-Nan (coauthor with He, Xiaojun and Lee, Yiwen)(October 8-11, 2003) "What kind of Trades Do Informed Investors Trade", Financial Management Association Meetings. Denver, Colorado in USA
  5. Chen, Chun-Nan (coauthor with Wu, Chunchi and He, Xiaojun)(October 8-11, 2003) "Small Trades and Increased Price Volatility after Stock Splits", Financial Management Association Meetings. Denver, Colorado in USA.
  6. Chen, Chun-Nan (coauthor He, Xiaojun)(October 8-11, 2003) "The Dynamic Interrelationship between Time Durations and Transaction Price Volatility", Financial Management Association Meetings. Denver, Colorado in USA.
  7. Chen, Chun-Nan (coauthor He, Xiaojun and Velu Raja)(January 3-5, 2004) "Commonality, Information and Return/Return Volatility-Volumn Relationship", Amerinan Finance Association Annual Meetings. San Diego in USA.
  8. Chen, Chun-Nan (coauthor He, Xiaojun)(July 12-14, 2004) "Distinguishing Private Information Impact on Intraday Volatility Patterns." Asian FA/TFA/FMA 2004 Conference in Taipei.
  9. Chen, Chun-Nan (coauthor He, Xiaojun)(October 12-15, 2005) "What Does it Take to Move Prices: Volume or Freqency?" Financial Management Association Annual Meetings. Chicago, Illinois in USA.
  10. 陳俊男、王藝蓉(May.13, 2005) "金融控股公司設立對股東財富之影響" 2005 台灣財務金融學會年會。
<國內會議 Local Conference >

•Tech Reports
  1. 陳俊男,「投資人賺小賠大傾向之研究-以台指期貨為例」,科技部專題計畫,計畫編號: NSC103-2410-H-011-006 (2014)。
  2. 陳俊男,「機構投資人在期貨市場績效持續性之探討」,國科會專題計畫,計畫編號: NSC102-2410-H-011-004 (2013)。
  3. 陳俊男,「何種成交單變動期貨價格?」,國科會專題計畫,計畫編號: NSC 101-2410-H-007 (2012)。
  4. 陳俊男,「信用交易指標、投資策略與股價超額報酬之關係」,國科會專題計畫,計畫編號: NSC 93-2416-H-006-044 (2004)。
  5. 陳俊男,「交易時距與交易額之選擇」,國科會專題計畫,計畫編號: NSC 92-2416-H-006-033 (2003)。
  6. 陳俊男,「金融控股公司設立對股東財富之影響」,國科會專題計畫,計畫編號: NSC 91-2416-H-006-033 (2002)。
 

 
 


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