Cheng Yi Shiu
Name Cheng Yi Shiu
Email
Office Tel No. 81119
Job Title Professor
Year Paper Title
2024 王芯儀;徐政義;陳姿伶;賴弘能*, 2024.06, '因子訂價模型有效性之比 較：臺灣股市實證, ' 證券市場發展季刊, Vol.36, No.2, pp.1-64.(TSSCI)(*為通訊作者), vol. 117067, Jun. 2024
2022 Nghia Huu Nguyen;Cheng-Yi Shiu*, 2022.06, 'Stewardship, institutional investors monitoring, and firm value: Evidence from the United Kingdom, ' Journal of Multinational Financial Management, Vol.64, pp.No. 100732.(SSCI)(*為通訊作者), vol. 117116, Jun. 2022
2022 Liyu He;Carl Hsin-han Shen*;Cheng-Yi Shiu, 2022.02, 'Is fair value information fairly priced? Evidence from IPOs in global capital markets, ' Journal of Banking and Finance, Vol.134, pp.No.106368.(SSCI)(*為通訊作者), vol. 440071, Feb. 2022
2020 Lou, Kuo-Ren;Yang-Kai Lu*;Cheng-Yi Shiu, 2020.02, 'Monitoring role of institutional investors and acquisition performance: Evidence from East Asian Markets, ' Pacific-Basin Finance Journal, Vol.59, pp.No. 101244.(SSCI)(*為通訊作者), vol. 117492, Feb. 2020
2019 Cheng-Yi Shiu;Hui-Shan Wei*, 2019.06, 'Intended Use of Proceeds and Long-run Performance: Evidence from Private Placements and Public Offerings in Taiwan, ' Journal of Financial Studies, Vol.27, No.2, pp.75-120.(TSSCI)(*為通訊作者), vol. 121875, Jun. 2019
2019 Wei-Kuang Chen;Ching-Ting Lin*;Cheng-Yi Shiu, 2019.04, 'Price discovery and price leadership of various investor types: evidence from Taiwan futures markets, ' Review of Quantitative Finance and Accounting, Vol.53, No.2, pp.601-631.(SCOPUS)(*為通訊作者), vol. 121876, Apr. 2019
2019 Hung-Ling Chen;Cheng-Yi Shiu*;Hui-Shan Wei, 2019.01, 'Price effect and Investor Awareness: Evidence from MSCI Standard Index Reconstitutions, ' Journal of Empirical Finance, Vol.50, pp.93-112.(SSCI)(*為通訊作者), vol. 117493, Jan. 2019
2017 李志宏;徐政義*;馬瑞辰;魏慧珊, 2017.04, '借券賣出交易對股票報酬率之影響, ' 證券市場發展季刊, Vol.29, No.2, pp.75-106.(TSSCI)(*為通訊作者), vol. 121878, Apr. 2017
2016 Chung-Wen Hung;Cheng-Yi Shiu*, 2016.02, 'Trader activities, Ownership, and Stock Price Reactions to MSCI Standard Index Changes: Evidence from Taiwan, ' Journal of Multinational Financial Management, Vol.36, pp.49-63.(SSCI)(*為通訊作者), vol. 121880, Feb. 2016
2015 Hung-Ling Chen;Edward H. Chow;Cheng-Yi Shiu*, 2015.01, 'The Informational Role of Individual Investors in Stock Pricing: Evidence from Large Individual and Small Retail Investors, ' Pacific-Basin Finance Journal, Vol.31, pp.36-56.(SSCI)(*為通訊作者), vol. 121881, Jan. 2015
2013 Edward Hsing-Yi Chow;Chung-Wen Hung;Christine Shu-Hua Liu;Cheng-Yi Shiu*, 2013.10, 'Expiration Day Effects and Futures Trading Profits: Evidence from Taiwan, ' Review of Quantitative Finance and Accounting, Vol.41, pp.441-462.(SCOPUS)(*為通訊作者), vol. 121884, Oct. 2013
2013 Cheng-Yi Shiu*;Hui-Shan Wei, 2013.10, 'Do Private Placements Turn Around Firms? Evidence from Taiwan, ' Financial Management, Vol.42, No.4, pp.875-899.(SSCI)(*為通訊作者), vol. 121882, Oct. 2013
2013 Hung-Ling Chen;Edward H. Chow;Cheng-Yi Shiu*, 2013.09, 'Ex-Dividend Prices and Investor Trades: Evidence from Taiwan, ' Pacific-Basin Finance Journal, Vol.24, pp.39-65.(SSCI)(*為通訊作者), vol. 121883, Sep. 2013
2012 Chung-Wen Hung;Cheng-Yi Shiu*;Hui-Shan Wei, 2012.12, 'Stock Liquidity and the Choice between Public Offerings and Private Placements, ' Journal of Financial Studies, Vol.20, No.4, pp.1-22.(TSSCI)(*為通訊作者), vol. 121885, Dec. 2012
2010 Yenshan Hsu;Cheng-Yi Shiu*, 2010.04, 'The Overconfidence of Investors in the Primary Market, ' Pacific-Basin Finance Journal, Vol.18, No.2, pp.217-239.(SSCI)(*為通訊作者), vol. 121886, Apr. 2010
2009 Yenshan Hsu*;Chung-Wen Hung;Cheng-Yi Shiu, 2009.09, 'Why Have IPO Auctions Lost Market Share to Fixed-price Offers? Evidence from Taiwan, ' Journal of Financial Studies, Vol.17, No.3, pp.1-36.(TSSCI)(*為通訊作者), vol. 121888, Sep. 2009
2009 Roger D. Huang*;Cheng-Yi Shiu, 2009.09, 'Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan, ' Financial Management, Vol.38, No.3, pp.567-602.(SSCI)(*為通訊作者), vol. 121887, Sep. 2009
2007 Shuenn-Ren Cheng*;Cheng-Yi Shiu, 2007.02, 'Investor Protection and Capital Structure: International Evidence, ' Journal of Multinational Financial Management, Vol.17, No.1, pp.30-44.(SCOPUS)(*為通訊作者), vol. 121891, Feb. 2007
2005 徐政義*;徐燕山, 2005.10, '內部人股票強制集保結束期間之股價行為研究－以臺灣股票 市場為例, ' 管理學報, Vol.22, No.5, pp.569-584.(TSSCI)(*為通訊作者), vol. 121893, Oct. 2005
2004 Yenshan Hsu*;Cheng-Yi Shiu, 2004.04, 'Information Content of Investor’s Bids in IPO Auctions: Evidences from Taiwan, ' Journal of Financial Studies, Vol.12, No.1, pp.27-52.(TSSCI)(*為通訊作者), vol. 121889, Apr. 2004
2003 Chihuang H. Lin*;Cheng-Yi Shiu, 2003.02, 'Foreign Ownership in the Taiwan Stock Market- An Empirical Analysis, ' Journal of Multinational Financial Management, Vol.13, No.1, pp.19-41.(SCOPUS)(*為通訊作者), vol. 121892, Feb. 2003
2002 Yenshan Hsu*;Cheng-Yi Shiu, 2002.12, 'IPO Underpricing and Information Proxy: A Note, ' Journal of Financial Studies, Vol.10, No.3, pp.63-88.(TSSCI)(*為通訊作者), vol. 121890, Dec. 2002
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 113 機構投資人、國家主權基金與永續投資(2/2) SHIU CHENG-YI Principal Investigator 2025.08 ~ 2026.07 National Science and Technology Council
MOST Projects 113 機構投資人、國家主權基金與永續投資(1/2) SHIU CHENG-YI Principal Investigator 2024.08 ~ 2026.07 National Science and Technology Council
MOST Projects 111 初次公開上市的價格形成、公司特徵與上市方法的選擇(2/2) SHIU CHENG-YI Principal Investigator 2023.08 ~ 2024.07 National Science and Technology Council
Other Projects 112 證券商資本適足之研究 KUO WEIYU,SHIU CHENG-YI 2023.03 ~ 2023.09
MOST Projects 111 初次公開上市的價格形成、公司特徵與上市方法的選擇(1/2) SHIU CHENG-YI Principal Investigator 2022.08 ~ 2023.07 National Science and Technology Council
MOST Projects 110 指數成分股、供應鏈與企業社會責任(2/2) 徐政義 Principal Investigator 2021.08 ~ 2022.07 國立中央大學
MOST Projects 109 指數成分股、供應鏈與企業社會責任(1/2) 徐政義 Principal Investigator 2020.08 ~ 2021.07 國立中央大學
MOST Projects 108 機構投資人對公司績效之影響：來自國際的實證(2/2) 徐政義 Principal Investigator 2019.08 ~ 2020.07 國立中央大學
MOST Projects 107 機構投資人對公司績效之影響：來自國際的實證(1/2) 徐政義 Principal Investigator 2018.08 ~ 2019.07 國立中央大學
MOST Projects 106 放空交易者、放空限制與股價的動態變化：來自臺灣的實證(3/3) 徐政義 Principal Investigator 2017.08 ~ 2018.07 國立中央大學
MOST Projects 105 放空交易者、放空限制與股價的動態變化：來自臺灣的實證(2/3) 徐政義 Principal Investigator 2016.08 ~ 2017.07 國立中央大學
MOST Projects 104 放空交易者、放空限制與股價的動態變化：來自臺灣的實證(1/3) 徐政義 Principal Investigator 2015.08 ~ 2016.07 國立中央大學
MOST Projects 103 上市公司現金增資的相關研究(2/2) 徐政義 Principal Investigator 2014.08 ~ 2015.07 國立中央大學
MOST Projects 102 上市公司現金增資的相關研究(1/2) 徐政義 Principal Investigator 2013.08 ~ 2014.07 國立中央大學
MOST Projects 101 指數成份股調整的研究：來自國際的實證(3/3) 徐政義 Principal Investigator 2012.08 ~ 2013.07 國立中央大學
MOST Projects 100 指數成份股調整的研究：來自國際的實證(2/3) 徐政義 Principal Investigator 2011.08 ~ 2012.07 國立中央大學
MOST Projects 99 指數成份股調整的研究：來自國際的實證(1/3) 徐政義 Principal Investigator 2010.08 ~ 2011.07 國立中央大學
MOST Projects 98 融券賣空的限制與市場效率性 徐政義 Principal Investigator 2009.08 ~ 2010.07 國立中央大學
MOST Projects 97 股利政策以及除息日前後股價與投資人交易行為之探討(2/2) 徐政義 Principal Investigator 2008.08 ~ 2009.07 國立中央大學
MOST Projects 96 股利政策以及除息日前後股價與投資人交易行為之探討(1/2) 徐政義 Principal Investigator 2007.08 ~ 2008.07 國立中央大學
MOST Projects 95 臺灣的外資投資流與持股：監督假說 徐政義 Principal Investigator 2006.08 ~ 2007.07 國立中央大學
MOST Projects 94 新上市股票之長期績效－盈餘管理與投資人心境 徐政義 Principal Investigator 2005.08 ~ 2006.07 中華大學
MOST Projects 93 IPO之銷售機制與上市後股價行為之關聯性─為何競價拍賣會失去市場佔有率？ 徐政義 Principal Investigator 2004.08 ~ 2005.07 中華大學
MOST Projects 92 投資人之心境與新股上市長期績效 徐政義 Principal Investigator 2003.08 ~ 2004.07 中華大學
Country School Name Department Degree Duration
TAIWAN, REPUBLIC OF CHINA 國立政治大學 財務管理(學)系 博士 1997.09 ~ 2002.09
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 教授 2022.08 ~ Up to today