FACULTY & STAFF
师资队伍
吴明鸿(中国台湾) 讲师

讲师、硕士生导师

个人简介

吴明鸿博士,于国立中山大学(台湾)取得财务管理博士学位。曾任美国北卡罗来纳大学夏洛特分校Belk商学院访问学者。近年以第一作者或通讯作者在 Journal of Financial Markets 、 Journal of Futures Markets等SSCI国际知名期刊发表学术论文。曾荣获多个学术会议优秀论文奖等荣誉。同时,担任国际期刊匿名审稿人。

主要研究领域:投资学、行为财务学和市场微结构,尤其专注在不同类型投资人交易行为等议题,近年来也将研究领域延伸到大数据分析的应用。

教育背景

2012.09 – 2017.06 国立中山大学管理学院(台湾), 财务管理博士

研究成果

1. “What’s Bad for the Environment Is Also Bad for the Market: The Impact of Air Quality on the Mispricing of Dual-Listed Shares in China.” (Co-authoring with: Wei-Ling Huang, and Pei-Shih Weng), Applied Economics Letters, March 2025. (SSCI, JCR Q3, First author)

2. “Herd Behaviors in Index Futures Trading: Driving Factors and Impact on Market Volatility.” (Co-authoring with: Wan-Ting Hu, and Pei-Shih Weng), Journal of Futures Markets 43(10), 1373-1392, October 2023. (SSCI, ABS 3, ABDC A, JCR Q2, First author)

3. “Google searches around analyst recommendation revision announcements: Evidence from the Taiwan stock market,” (Co-authoring with: Wei-Che Tsai, Chia-Chi Lu, and Hang Zhang), International Review of Economics & Finance 81, 75-97, 2022. (SSCI, ABS 2, ABDC A, JCR Q1, First author)

4. “Effects of investor attention in China's commodity futures markets,” (Co-authoring with: Wei-Che Tsai, Pei-Shih. Weng, and Dan-Yi Li), Journal of Futures Markets 41, 1315-1332, 2021. (SSCI, ABS 3, ABDC A, JCR Q2, First author)

5. “Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan,” (Co-authoring with: Hong-Gia Huang, Wei-Che Tsai, and Pei-Shih. Weng), Journal of Financial Markets 52, 100546, 2021. (SSCI, ABS 3, ABDC A*, JCR Q1, Corresponding author)

6. “The Impact of Net Buying Pressure on VIX Option Prices,” (Co-authoring with: Yi-Wei Chuang, and Wei-Che Tsai), Journal of Futures Markets 40, 209-227, 2020. (SSCI, ABS 3, ABDC A, JCR Q2, Third author)

7. “Asymmetry Herding Behavior of Real Estate Investment Trusts: Evidence from Information Demand,” (Co-authoring with: Wen-Yuan Lin, and Ming-Chi Chen), Journal of Risk 21, 99-137, 2018. (SSCI, ABS 2, ABDC B, JCR Q4, Corresponding author)

8. “An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange,” (Co-authoring with: Pei-Shih. Weng, Miao-Ling Chen, and Wei-Che Tsai), Journal of Futures Markets 37, 865-891, 2017. (SSCI, ABS 3, ABDC A, JCR Q2, Second author, Lead article)

9. “Effect of Monetary Policies on the Relationship between Advertising and Mutual Fund Flows,” (Co-authoring with: Wei-Che Tsai, and Miao-Ling Chen), Asia-Pacific Journal of Financial Studies 45, 673-704, 2016. (SSCI, ABS 2, ABDC B, JCR Q2, First author, Lead article))

10. “The Price Impacts of Futures Volume by Trader Types: The Study of the Taiwan Index Futures Market,” (Co-authoring with: Te-Feng Chen, Yi-Wei Chuang, and Pei-Shih. Weng), Review of Securities and Futures Markets 27, 99-123, 2015. (TSSCI, Fourth author)

科研项目

1. 广东省科技厅科技专项,空气质量和投资者行为对金融市场资产价格的影响研究,2023.10-2026.09,主持。

2. 广东省高等教育教学研究和改革项目,基于多元翻转课堂模式的"投资学"课程创新教学改革与实践,2018.11-2020.10,参与,已结项。

获奖情况

1. 第12届证劵暨期货金椽奖「研究建言奖甲等奖」,证券暨期货市场发展基金会(台湾),2020.

2. The 2020 Taiwan Finance Association Annual Meeting Fubon Best Paper Awards

3. 第十八届中国金融工程学年会 — 优秀论文二等奖, 2019.09。

4. The Best Paper Awards at the 15th conference of the Asia-Pacific Association of Derivatives. 2019.07.

5. The 2019 Taiwan Finance Association Annual Meeting Fubon Best Paper Awards

6. The Runner-Up Award (in Asset Pricing/Emerging Markets /Financial Markets/Market Microstructure) at the 9th Financial Markets and Corporate Governance Conference (FMCG 2018) in Melbourne, April 2018.

学术交流

1. 2024 FMA Annual Meeting, Dallas, Dallas, U.S.A. 16-19 October 2024.

2. 2024 FeAT (Financial Engineering Association of Taiwan) Annual Conference, Taipei, Taiwan, June 2024.

3. The 11th International Conference on Futures and Other Derivatives (ICFOD), Ningbo online Conference, China, November 2022

4. The 9th International Conference on Futures and Other Derivatives (ICFOD), Zhuhai online Conference, China, December 2020

5. The 16th Chinese Finance Annual Meeting, Hangzhou, China, October 2019.

6. 2019 FeAT Annual Conference (Financial Engineering Association of Taiwan), Taipei, Taiwan, June 2019.

7. The 26rd SFM Conference 2018, Kaohsiung, Taiwan, December 2018.

8. The 14th annual conference of the Asia-Pacific Association of Derivatives, Busan, South Korea, July 2018.

9. 2018 International Conference of Taiwan Finance Association, Taipei, Taiwan, May 2018.

10. The 9th Financial Markets and Corporate Governance Conference, Melbourne, Australia, April 2018.

11. The 25rd SFM Conference 2017, Kaohsiung, Taiwan, December 2017.

12. 2015 Auckland Finance Meeting, Auckland, New Zealand, December 2015

13. The 23rd SFM Conference 2015, Kaohsiung, Taiwan, December 2015

14. The 11th Conference of Asia-Pacific Association of Derivatives, Busan, Korea, Aug 2015.

15. 2015 International Conference of Taiwan Finance Association, Taichung, Taiwan, June 2015.

16. 2014 International Conference of Taiwan Finance Association, Hsinchu, Taiwan, June 2014.