一、期刊論文

1. “Lead-Lag Relations between Portfolio Returns under Price Limit Restrictions”,

(Chaoshin Chiao, Ken Hung and Suresh C. Srivastava), Applied Economics Letters,

forthcoming. (SSCI)

2. “The Price Adjustment and Lead-Lag Relations between Stock Returns:

Microstructure Evidence from the Taiwan Stock Market” (Chaoshin Chiao, Ken Hung,

and C. F. Lee) Journal of Empirical Finance, forthcoming 2004. (EconLit, FLI)

NSC89-2415-H-259-008

3. “Beta Instability of Firms: The Case of Taiwan Stock Market during Its Financial

Development” (Chaoshin Chiao, Ken Hung, and Gladson Nwanna) Journal of

Emerging Market Finance, forthcoming 2004. (JEL)

4. “Announcement Effects of Specially Designated Dividends” (Ken Hung, Chang-Wen

Duan, and Gladson I. Nwanna) Research in Finance, Volume 20, 185-216, 2003.

( Finance Literature Index )

5. “Taiwan stock market and four-moment asset pricing model”(Chaoshin Chiao, Ken

Hung and Suresh C. Srivastava) Journal of International Financial Markets,

Institutions and Money, Volume 13, Issue 4, Pages 355-381, October 2003. (FLI.

EconLit) NSC90-2415-H-259-005

6. “A note on the Markowitz risk minimization and the Sharpe angle maximization

models” (C.W. Yang, K. Hung and F.A. Yang) Advances in Investment Analysis and Portfolio

Management,, Volume 9, JAI Press, December, 2002, pp. 21-29. JEL(Journal of Economic

Literature), FLI or FinLit (Finance Literature Index) NSC91-2416-H-259-013

7. "Stock Dividend Announcement and Information Signaling Theory: The Case of

Taiwan," (Ken Hung, Chang-Wen Duan, and Yang-Tzong Tsay) International Journal

of Accounting Literature, Volume 2, No. 1-4, December, 2002, pp.35-55. JEL(Journal of

Economic Literature) NSC89-2416-H-259-023

8. “Market Liberalization and Exchange-Rate Exposure: The Case of Taiwanese

Exporting Firms,” (joint with Chaoshin Chiao and Gladson I. Nwanna,) Economia

Internazionale, Vol. LIV No. 2, Page 137-162, 2001. (EconLit)

9. “Government Policy, Exchange-Rate Fluctuations & Firms Exposure,” (joint with

Chaoshin Chiao and Gladson I. Nwanna), Competitiveness Review, 11, 40-52, 2001.

(ABI/Inform)

10. " Exchange Rate Exposure of Taiwanese Exporting Firms:, (Hung, Ken and

Chaoshin Chiao) Review of Pacific Basin Financial Markets and Policies, Vol. 3, No. 2,

Page 201-234, June 2000. (EconLit) NSC89-2415-H-259-002

11. ”Toward Asian Pacific Financial Centers: A Comparative Study of Financial

Developments in Taiwan, Hong Kong, and Singapore,” (Hung, Ken and David

Cheng) Review of Pacific Basin Financial Markets and Policies, Vol 2 No. 1, page

28-53, March 1999. (EconLit) NSC87-2415-H-259-001

12. Hung, Ken, Frank B. Alt and Lap-Ming Wun “Chapter 19 Time Series Analysis,”

Handbook of Statistical Methods for Engineers and Scientists, McGraw-Hill Publishing

Company, New York, edited by Harrison M.Wadsworth, 1998, 19.1-19.35.

13. Hung, Ken,”A Comparison of Two Large Sample Confidence Intervals for A

Proportion,” Journal of Applied Statistics, Vol. 24, No. 1, pp.77-83, 1997, Journals

Oxford Ltd. (SCI, SSCI)

14. Hung, Ken and Yang-Tzong Tsay ”Foreign Exchange Rate Forecasts Using Vector

Autoregressive Moving Average Models,” Advances in Quantitative Analysis of

Finance and Accounting, Vol. 4, pp.239-261, 1996, JAI Press. (FLI)

15. Hung, Ken and Frank B. Alt ”The Approximation of the One-Step Ahead

Forecast Error Covariance for Vector ARMA Models,” International Journal of

Forecasting, Vol. 10, pp.59-64, 1994. (SSCI- Management)

二、研討會論文：

1. “Market Micrtostructure and Lead-Lag Relations in Taiwan Stock Market “, 2003

FMA Annual Meeting, Denver, Colorado, October 8-11, 2003.

2. “THE EFFECT OF MERGER ACTIVITIES ON THE CREDIT RATING & PERFORMANCE OF

SECURITY FIRMS”,Western Decision Sciences Institute 32nd Annual Meetings, Kauai,

Hawaii, April 15-19, 2003.

3. “Determinants of Corporate Earnings Forecast Accuracy”, Decision Sciences

Institute 33rd Annual Meetings, San Diego, California, November 23-26, 2002.

4.. “Comparison of Management and Analysts’ Corporate Earnings Forecast” Academy

of Financial Services Annual Meetings, San Antonio, Texas, October 15-16, 2002.

5. “Stock Dividend Announcement and Information Signaling Theory” Global

Finance Conference 9th Annual Meeting, Beijing, China, May 27-29, 2002.

6. “Market Size-Based Portfolio Returns”, Western Decision Sciences Institute 31st

Annual Meetings, San Diego, California, April 2-5, 2002 .

7. “The pricing of skewness and kurtosis of Taiwanese stocks”, 9th Conference on

Pacific Basin Finance, Economics and Accounting, Rutgers, New Jersy, Sep 2001.

8. "Own- and cross-autocorrelation and contemporaneous correlation of size-based

portfolio returns in the Taiwan stock market", 8th Conference on Pacific Basin

Finance, Economics and Accounting, Bangkok, Thailand, June 2000.

9. "Exchange-rate exposure of Taiwanese exporting firms”, 7th Conference on

Pacific Basin Finance, Economics and Accounting, Taipei, Taiwan, May 1999.

10. “An Empirical Study on the Investment Risk of the Taiwanese Stock Market”(with David

Cheng, Mike Wu, and Eric Chen), Proceedings of the 29th Symposium on the Interface:

Computing Science and Statistics, Houston, Texas, 1997.

11. “Optimal Hedge Ratios for Standard and Poor 500 Stock Index Futures I: Hedge Duration

and Hedging Effectiveness”(with Sheng The Wu), Proceedings of 4th JAFEE International

Conference on Investments and Derivatives (JIC 97),Tokyo, Japan, 1997.

12. “Optimal Hedge Rations for Standard and Poor 500 Stock Index Futures Ⅱ:Estimation

Lengths, Hedge Ratio Stability and OLS Assumptions” (with Sheng The Wu), ACME

Transactions, Las Vegas, Nevada, 1997.