個人經歷
教育經歷
2007年6月台灣政治大學經濟學系,碩士
1998年6月逢甲大學財稅學系,學士
學術經歷
1. 指導本科畢業設計獲經管學院優秀論文獎,論文名稱:破產銀行之競標收購和得標績效。
2. 2016指導學生撰寫論文榮獲大專學生研究計畫研究創作獎,論文名稱:政商聯姻對企業價值的影響:長、短期效果分析。
3. 2014年參加國際學術研討會The 22th Conference on the Theories and Practices of Securities and Financial Markets榮獲大會之研究論文獎,論文名稱:Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment.
4. 2014年榮獲台灣科技部延攬特殊優秀人才獎勵。
學術成果
科研項目
「金融借貸市場、放款債權次級市場之研究-資產價格、市場質量與訊息效率:來自
信用違約交換的影響」,2016年台灣科技部專題研究計畫,計畫主持人。 「高頻交易對市場效率性的影響:跨市場觀點」,2015年台灣科技部專題研究計畫,計畫主持人。 「信用違約交換對聯貸案形成過程及交易結構的影響」,2014年台灣科技部專題研究計畫,計畫主持人。
研究成果
國際期刋(加注*代表通訊作者)
1. Wu*,W.-S. and Suardi, S., 2019. Economic Uncertainty and Bank Lending. Journal of Money, Credit and Banking, accepted. (SSCI)
2. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang*, Y.-C., 2019. Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment. Financial Review, vol. 54, 541-582.
3. Tu, A.H., Hsieh, W.-L., and Wu*, W.-S., 2016. Market Uncertainty, Expected Volatility and the Mispricing of S&P 500 Index Futures. Journal of Empirical Finance, vol. 35, 78-98. (SSCI)
4. Wu, W.-S., Liu*, Y.-J., Lee, Y.-T., and Fok, R. C. W., 2014. Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers. Journal of Financial Markets, vol. 18, 25-48. (SSCI)
5. Wu, W.-S., Chang, H.-H., Suardi, S., and Chang*, Y.-C., 2013. The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market. Journal of Business Finance and Accounting, vol. 40, 1247-1275. (SSCI)
6. Lee, Y.-T., Wu*, W.-S., and Yang, Y. H., 2013. Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. Asia-Pacific Financial Markets, vol. 20, 219-242.
7. Chen*, S.-H. and Wu, W.-S., 2009. Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan’s Political Futures Markets. Advances in Econometrics, vol. 24, 1-25.
8. Wang*, S.-C., Tseng, J.-J., Tai, C.-C., Lai, K.-H., Wu, W.-S., Chen, S.-H., and Li, S.-P., 2008. Network Topology of an Experimental Futures Exchange. European Physical Journal B, vol. 62, 105-111. (SCI)
學術會議論文
1. Tu, A.H., Hsieh, W.-L., and Wu, W.-S., Religiosity and Sovereign Creditworthiness, 第十五屆中國金融學年會, 2018, 廣州。
2. Wu, W.-S. and Suardi, S., Time-Varying Ambiguity and Bank Lending, 第十四屆中國金融學年會, 2017, 上海。
3. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang, Y.-C., Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment, FMA Annual Meeting, 2015, Orlando, America.
4. Tu, A. H., Hsieh, W.-L., and Wu, W.-S., Market Uncertainty, Expected Volatility, and the S&P 500 Index Futures Mispricing, FMA Annual Meeting, 2015, Orlando, America. (入圍最佳論文獎)
5. Tu, A. H., Hsieh, W.-L., and Wu, W.-S., Market Uncertainty, Expected Volatility, and the S&P 500 Index Futures Mispricing, International Congress on Economy, Finance, and Business, 2015, Osaka, Japan.
6. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang, Y.-C. “Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment.” The 22th Conference on the Theories and Practices of Securities and Financial Markets, 2014, Kaohsiung, Taiwan. (榮獲研究論文獎)
7. Lee, Y.-T., Wu, W.-S., and Yang, Y. H. “Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets,” 第十二屆中國金融工程學年會暨金融風險管理論壇, 2013, 中國杭州。
8. Wu, W.-S., Liu, Y.-J., Lee, Y.-T., and Fok, R. C. W., Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers, 第九屆中國金融學年會, 2012, 中國蘭州。
9. Wu, W.-S., Chang, H.-H., Suardi, S., and Chang., Y.-C. “The Cascade Effect in the Syndicated Loan Market,” The 19th Conference on the Theories and Practices of Securities and Financial Markets, 2011, Kaohsiung, Taiwan.