Department of Finance,
National Chung Hsing University
師資團隊
[ 專任教授 ] 姓名:董澍琦
職稱:教授
學歷:美國德瑞索(Drexel)大學財務金融博士
專長:金融機構經營管理、國際財務管理、計量金融、企業倫理、總體經濟
電話:+886-4-22840591-510
信箱:scdoong@nchu.edu.tw
研究室:社管大樓510

主要學歷
畢/肄業學校 國別 主修學門系所 學位 起訖年月
德瑞索大學 美國 財務金融學系 博士 1991/09 至 1995/08
紐約市立大學 美國 企業管理系 碩士 1989/01 至 1991/06
國立成功大學 台灣 電機系 學士 1981/09 至 1985/06

主要學歷
畢/肄業學校 國別 主修學門系所 學位 起訖年月
德瑞索大學 美國 財務金融學系 博士 1991/09 至 1995/08
紐約市立大學 美國 企業管理系 碩士 1989/01 至 1991/06
國立成功大學 台灣 電機系 學士 1981/09 至 1985/06
校內經歷
服務部門/系所 職稱 起訖年月
財務金融學系 教授 2006/02
財務金融學系 副教授 2002/08 至 2006/01
 
 
校外經歷
服務機關 服務部門/系所 職稱 起訖年月
逢甲大學 金融學院 院長 2007/02至2013/02
逢甲大學 EMBA中心 主任 2002/05至 2002/06
美國德瑞索大學 財務金融系 客座教授 1999/09至 2001/08
逢甲大學 財務金融系 副教授 1995/08至 2002/06
著作與研究成果
期刊論文
  • Doan, Anh-Tuan, Kun-Li Lin*, and Shuh-Chyi Doong, 2020, “State-Controlled Banks and Income Smoothing. Do Politics Matter?” forthcoming, The North American Journal of Economics and Finance. SSCI
  • Lin, Kun-Li, Shuh-Chyi Doong*, and Yu-Chi Chang, 2019”Does the Impact of Regulatory Pressure on Bank Dividend Payouts? The Role of Country-level Institutions,” Journal of Financial Studies, 27, No. 3, 75-109.TSSCI(通訊作者)
  • Yang, Zhi, Yanhui Jiang*, Yu Zheng, Yufei Zhang, Hua-Tung Chao, and Shuh-Chyi Doong, 2019, “The effect of Firm-Generated Content on Official Social Media Pages on Customer Offline Purchasing Behavior: A Field Experiment in China,” Electronic Commerce Research and Applications,35, Article 100844.SSCI
  • Doan, Anh-Tuan, Kun-Li Lin, and Shuh-Chyi Doong*, 2018, “What Drives Bank Efficiency? The Interaction of Bank Income Diversification and Ownership,” International Review of Economics and Finance, No. 55, 203-219. SSCI(通訊作者)
  • Fan, Jiao-Jiao, Chi-Wei Su*, Kuo-Ming Lu, and Shuh-Chyi Doong, 2018, “Is there a Causal Relationship between Financial Development and Economic Growth in China? Evidence from the Bootstrap Rolling-Window Approach” China: An International Journal, 16, No. 2, 170-189. SSCI
  • Si, Deng-Kui, Chi-Wei Su*, Kuo-Ming Lu, and Shuh-Chyi Doong, 2016, “Does the Uncovered Interest Parity Hold? Evidence for Central and Eastern European Countries,” The Economic Research Guardian, 7, No. 1, 24-39. EconLit, JEL
  • Lee, Chia-Hao, Shuh-Chyi Doong*, and Hua-Tung Chao, 2016, “The Effects of Bank’s Attributes on the Relationship between Risk and Performance,” Advances in Financial Planning and Forecasting, 7, 167-183. FLI, EconLit, JEL(通訊作者)
  • Lin, Kun-Li, Anh-Tuan Doan, and Shuh-Chyi Doong*, 2016, “Changes in Ownership Structure and Bank Efficiency in Asian Developing Countries: The Role of Financial Freedom,” International Review of Economics and Finance, 43, 19-34. SSCI(通訊作者)
  • Doong, Shuh-Chyi*, Sheng-Yung Yang, and Min-The Yu, 2016, “Corporate Finance Decesions, Capital Markets, and Employment in Asia-Pacific Economics,” Emerging Markets Finance, and Trade, 52, No. 4, 775. SSCI(通訊作者)
  • Doong, Shuh-Chyi*, Hung-Gay Fung, and Jr-Ya Wu, 2011, “Are Social, Financial, and Human Capital Value Enhancing? Evidence from Taiwanese Firms,” International Review of Economics and Finance, 20, 395-405. SSCI(通訊作者)
  • Lee, Chia-Hao*, Shuh-Chyi Doong, and Pei-I Chou, 2011, “Dynamic Correlation between Stock Prices and Exchange Rates,” Applied Financial Economics, 21, No. 11, 789-800. FLI, EconLit, JEL
  • 賴靖宜、董澍琦*、楊聲勇、苗建華,2011價值投資:財務報表與公開資訊之應用,證券市場發展季刊, 22, No. 4, 123-182.TSSCI(通訊作者)
  • 楊明晶*董澍琦、劉孟宜,2010,”外匯風險管理外匯期貨及遠期外匯契約之避險效益分析,” 證券市場發展季刊,  22, No. 3, 105-136.TSSCI
  • 吳至雅*、馮鴻璣、董澍琦,2010投資人力資源能提昇企業的信用風險評等嗎?台灣企業績效學刊, 4, No. 1, 1-21.
  • 楊聲勇*、董澍琦、郭憲章、徐偉軒,2009外匯衍生性商品使用與企業匯率風險暴露:以台灣企業為例,台大管理論叢, 20, No. 1, 157-187.TSSCI
  • Lin Lin, Sheng-Yung Yang*, Shuh-Chyi Doong, and Yun-Yi Lin, 2008, “Impacts of Earnings Management and Methods of Payment on the Performance of Acquiring Companies around Merger,” 證券市場發展季刊, 20, No. 3, 103-140. TSSCI
  • 方文碩、王冠閔、董澍琦*2008股票市場不對稱訊息的外溢效果,” 財務金融學刋, Vol. 16, No. 1, 65-98。【TSSCI(通訊作者)
  • Yang, Sheng-Yung*, De-Wai Chou, Shuh-Chyi Doong, and Hung-Wei Lin, 2007, “Financial Analyst Characteristics and Accuracy in EPS Forecasting,” 管理學報, 24, No. 4, 469-484.TSSCI
  • Doong, Shuh-Chyi*, and Sheng-Yung Yang, 2007, “Is the Correlation between Stock Prices and Exchange Rates Higher during Asian Financial Crisis?” Finance Letters.EconLit, JEL(通訊作者)
  • 楊聲勇*、董澍琦、李昭蓉、黄喬郁,2006台灣股票市場與期貨市場間價格與波動性傳遞關係之探討,” Journal of Chinese Statistical Association, 44, No. 4, 417-439。【EconLit
  • 方文碩、王冠閔、董澍琦*2006亞洲金融危機期間股票市場的蔓延效果,” 管理評論, 第二十五卷第二期,  April 2006P. 61-82。【TSSCI(通訊作者)
  • Doong, Shuh-Chyi*, Sheng-Yung Yang and Thomas C. Chiang, 2005, “Response Asymmetries in Asian Stock Markets,” Review of Pacific Basin Financial Markets and Policies, Vol. 8, No. 4, P. 637-657. FLI, EconLit, JEL(通訊作者)
  • 董澍琦*、楊聲勇、藍淑鳳, 2005股票報酬與經濟成長亞太新興國家之實證研究,” 東海管理評論, P. 285-304(通訊作者)
  • 楊聲勇、董澍琦*、王澤世、張德立,2005美國存託憑證與其標的股之報酬與波動性的日內動態傳遞研究-以亞洲四小龍為例,” 經濟與管理論叢, Vol. 1, No. 2, P. 119-141。【EconLit, JEL(通訊作者)
  • Yang, Sheng-Yung*, and Shuh-Chyi Doong, 2004, “Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries,” International Journal of Business and Economics, Vol. 3, No. 2, P. 139-153. EconLit, JEL
  • 董澍琦、楊聲勇*、蔡佳宏,2004中國大陸資本市場受美國、日本兩國股市報酬與波動性外溢效果之實證研究,” 台灣金融財務季刊, 第五輯第三期, P. 15-35
  • 董澍琦、楊聲勇*、楊明晶、謝岳志,2003國家與產業因素對國際投資組合決策的影響--亞洲新興市場的實證結果,” 中山管理評論, 第十一卷第一期, P. 107-135。【TSSCI
  • 董澍琦、楊聲勇*、紀妤瑩,2002台灣多國籍企業外匯風險曝露之實證研究,” 亞太經濟合作評論, 第九期, P. 36-49
  • Chiang, C. Thomas, and Shuh-Chyi Doong*, 2001, “Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets based on TAR-GARCH Model,” Review of Quantitative Finance and Accounting, Volume 17, No. 3, P. 301-318.FLI, EconLit(通訊作者)
  • Chiang, C. Thomas*, and Shuh-Chyi Doong, 1999, “Empirical Analysis of Real and Financial Volatilities on Stock Excess Returns: Evidence from Taiwan Industrial Data,” Global Finance Journal, Volume 10, No. 2, P. 187-200. FLI, EconLit
  • Chiang, C. Thomas, and Shuh-Chyi Doong*, 1998, “Industry Stock Returns and Volatility- Evidence from Taiwanese Markets,” International Journal of Finance, Volume 10, No. 4, P. 1274-1296. FLI(通訊作者)
研討會論文
  • 1. “Monetary Policy Uncertainty and the Deviation of Law of One Price: Evidence from Dim Sum Bonds and China’s Domestic Corporate Bonds,” (with Hsing-I Lin and Chung-Ying Yeh), 26th Annual Gobal Finance Conference, June 5-7, 2019, Zagreb, Croatia.
    2. “Bank Efficiency and Presidential Election: The Role of Ownership Structure” (with Anh-Tuan Doan), 25th Anuual Meeting of the Multinational Finance Society, June 24-27, 2018, Budapest, Hungary
    3. “Government Ownership and Bank Income Smoothing. Does Political Matter?”  (with Kun-Li Lin and Anh-Tuan Doan), 83rd International Atlantic Economic Conference, March 2017, Berlin, Germany.
    4.“State Controlled Banks and Earnings Management,” (with Kun-Li Lin and Anh-Tuan Doan), 23rd Annual Meeting of the Multinational Finance Society, June 2016, Stockholm, Sweden.
    5. “The Relationship between Income Diversification and Bank Efficiency,” (with Kun-Li Lin and Anh-Tuan Doan), The World Finance Conference 2015 Annual Meeting, July 2015, Buenos Aires, Argentina.
    6. “The Impact of Changes in Ownership Structure on the Relationship between Financial Freedom and Bank Efficiency: Evidence from Asian Developing Countries,” (with Kun-Li Lin and Anh-Tuan Doan), 2014 Midwest Finance Association Annual Conference, March 2014, Huston, Texas, U.S.A.
    7. “The Effects of Bank’s Attributes on the Relationship Between Risk and Performance,” (with Chia-Hao Lee), 20th Annual Meeting of the Multinational Finance Society, July 2012, Izmir, Turkey.
    8. “Human-Resource-Related Investments and Firm Value,” (with Hung-Gay Fung and Jr-Ya Wu), 18th Annual Meeting of the Multinational Finance Society, June 26-29, 2011, Rome, Italy.
國科會計畫
  • 1. 經濟政策的不確定對銀行股東結構與股價資訊內涵二者關係之影響MOST 108-2410-H-005-018,行政院科技部,2019.8-2020.7.
    2. 政治不確定性與銀行經營效率MOST 105-2410-H-005-014,行政院科技部,2016.8-2017.7.
    3. 流動性,風險因子與股票報酬:以亞洲新興市場為例,行政院國科會,NSC 103-2410-H-005-0262014.8-2015.7.
    4. 股票市場與外匯市場間之資訊傳遞:以產業股指數為例,行政院國科會,NSC 102-2410-H-005-0662013.8-2014.7.
    5. 資本適足率與銀行績效,行政院國科會,NSC 101-2410-H-005-0692012.8-2013.7.
    6. 政治關聯與公司價值,行政院國科會,NSC 100-2410-H-035-0162011.8-2012.7.
    7. 從相關性之結構改變探討股票市場間之訊息傳遞,行政院國科會,NSC 99-2410-H-035-0312010.8-2011.7.
    8. 匯率及不同市場間之流動性對資產價格之影響,行政院國科會,NSC 98-2410-H-035-0112009.8-2010.7.
    9. 動態條件相關之共整合與經濟趨動因素分析,行政院國科會,NSC 96-2416-H-005-MY22007.8-2009.7.
    10. 美國存託憑證及其標的股的相關性之决定因素,行政院國科會,NSC 95-2416-H-005-0142006.8-2007.7.
    11. 產業投資組合報酬之傳遞效果與動態相關,行政院國科會,NSC 94-2416-H-005-0182005.8-2006.7.
    12. 政策性農業專案貸款整合之研究,行政院農委會,2005.3-2005.12.
  • 13,股價與匯價之動態條件相關,行政院國科會,NSC 93-2416-H-005-018 2004.8-2005.7.
  • 14股票市場與外匯市場間的資訊傳遞,行政院國科會,NSC 92-2416-H-005-015, 2003.8-2004.7.
  • 15不對稱效應與股票報酬─亞洲新興國家之實證研究,行政院國科會,NSC 91-2416-H-015-017, 2002.8-2003.7.
  • 16銀行合併與盈餘預測,行政院國科會,NSC 90-2416-H-035-0032001.8-2002.7.
  • 17.股票報酬與經濟成長-亞洲新興國家之實證研究,行政院國科會,NSC 89-2416-H-035-023, 2000.8-2001.7.
  • 18.股價與匯率動態關係之研究,行政院國科會,NSC 89-2416-H-035-007, 1999.8-2000.7.
  • 19.總體經濟變數波動與時間序列波動對股票超額報酬之影響,行政院國科會,NSC 88-2416-H-035-008, 1998.8-1999.7.
  • 20.外匯暴露及影響外匯暴露的因素-台灣個別公司之實證研究,行政院國科會,NSC 87-2415-H-035-013, 1997.8-1998.7.
  • 21.股票超額報酬、波動與總體經濟變數-台灣產業股指數之實證研究,行政院國科會,NSC 86-2415-H-035-017, 1996.8-1997.7.

 

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