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Chun-Nan Chen

Associate Professor
 

Education

Ph.D. in Finance, Syracuse University, US

Research

Financial Strategy, Financial Market and Institutions, Behavioral Finance, Empirical Finance and Investment Strategies

Courses

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 Models and Strategic Financial Management

Office

International Building, IB1001-B

Phone

886-2-2737-6923

E-mail

chunnan@mail.ntust.edu.tw 

 

Current Positions:

                                National Taiwan University of Science and Technology, Graduate Institute of Finance                                 Associate Professor

 

 

Teaching Experience:

  • National Taiwan University of Science and Technology, Graduate Institute of Finance
Assistant Professor 2011.08 - 2013.07
  • National Cheng Kung University, Department of Accountancy and Graduate Institute of Finance and Banking,
Assistant Professor 2001.08  - 2011.07

 

Publications:

<Journal Publications>

  • 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)
  • 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】
  • 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
  • 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.7,1173-1191SCI
  • 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, 592-610SSCI
  • 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
  • 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

 

<Conference Papers>

  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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。