Selected Publications
- Chang*, Matthew C., Chih-Ling Tsai, Chung-Fern Wu, and Ning Zhu 2018, Market Uncertainty and Market Orders in Futures Markets, Journal of Futures Markets, 38, 865-880. (SSCI; FLI;國科會一般財務類A Tier-2級期刊, 國科會100年度專題研究計畫:NSC 100-2410-H-364-010-; 國科會102年度國內專家學者出席國際學術會議:102-2914-I-364-002-A1, DOI: 10.1002/fut.21918)
- Chang*, Matthew C., Yi-Hsien Wang, Jui-Cheng Hung, and Chen Sun, 2015, Patent Arrangements, and Financial Performances: Evidence from Taiwan, Periodica Polytechnica: Social and Management Sciences, 23(1), 25-40. (Scopus)
- Chang, Matthew C., 2013, Do Cats and Dogs Eat Grass before a Rain? Analysis of Weather Effects on Order Submissions and Order Imbalances, Investment Management and Financial Innovations, 10, 31-41. (EconLit;ABI;國科會一般財務類B級期刊)
- Chang*, Matthew C., Jui-Cheng Hung and Chien-Liang Chiu, 2013, One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures. International Journal of Information and Management Sciences, 24, 23-38. (TSSCI; EI)
- Chang*, Matthew C. and Rebecca Chung-Fern Wu, 2013, Informativeness and Influence of Limit Order Books on Order Submissions in Electronic Continuous Auction Markets, Emerging Markets Finance and Trade, 49(S3), 70-97. (SSCI)
- Chang*, Matthew C. and Chung-Fern Wu, 2012, Who Offers Liquidity on Options Markets when Volatility is High? Review of Pacific Basin Financial Markets and Policies, 15, 1250021 (24 pages). (FLI; EconLit;國科會一般財務類B級期刊)
- Chang*, Matthew C. and Jui-Cheng Hung, 2012, Can VaR Be Predictive for Regulation? Evidence from the Futures Industry in Taiwan, Romanian Journal of Economic Forecasting, 15, 147-162. (SSCI)
- Hung, Jui-Cheng, Yi-Hsien Wang, Matthew C. Chang, Kuang-Hsun Shih, and Hsiu-Hsueh Kao, 2011, Minimum Variance Hedging with Bivariate Regime-switching Model for WTI Crude Oil, Energy, 36, 3050-3057. (SCI)
- Wong, Woon K., Matthew C. Chang and Anthony H. Tu, 2009, Are Magnet Effects Caused by Uninformed Traders? Evidence from Taiwan Stock Exchange, Pacific-Basin Finance Journal, 17, 28–40. (SSCI; FLI;國科會一般財務類A Tier-2級期刊, DOI:10.1016/j.pacfin.2008.03.001)
- Huang, Wen-Fang, Hsinan Hsu, Janchung Wang, and Matthew C. Chang, 2009, The Impacts of Institutional Net Buys/Sells on Returns in the Taiwan Futures Market, Investment Management and Financial Innovations, 6, 84-95. (EconLit;ABI;國科會一般財務類B級期刊)
中文 :
- 洪瑞成、張志宏*、黃健銘、邱建良, 2013,期貨商財務績效與經營風險,期貨與選擇權學刊,6(2), 51-71。(TSSCI)
- 吳琮璠、張志宏、王全三,2012,期貨商風險資本之計提:ANC與BIS的比較,期貨與選擇權學刊,5(2),1-28。(TSSCI)
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