期刊論文

期刊年份 期刊名稱 期刊類別
2020 Tu, Teng-Tsai and Liao, Chih-Wei,Block Trading Based Volatility Forecasting: An Application of VACD-FIGARCH Model,Journal of Asian Finance, Economics and Business,, SCOPUS
2020 Kuo, Shew-Huei and Tu, Teng-Tsai,The Profitability of Day Trading and the Characteristics of Traders: Evidence from the Taiwan Futures Market,International Review of Accounting, Banking and Finance,,, EconLit
2017 Hsiao, Jung-Lieh, Tu, Teng-Tsai and Chen, Mei-Chun,"Factors Influencing Equity Return Correlations between China’s Pairs of A- and B-Share Markets: Effect of QFII’s Implementation.,International Journal of Financial Research,, SCOPUS
2016 Liu, Hsiang-Hsi and Tu, Teng-Tsai,An Investigation on Lead-Lag Relationships of Price Movements between Covered Warrants and their Underlying Securities: The Application of the Threshold VECM,International Research Journal of Applied Finance,,
2012 Hsiao, Jung-Lieh and Teng-Tsai Tu,The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets,Asia-Pacific Journal of Financial Studies,, SSCI
2012 Hsiang-Hsi Liu and Teng-Tsai Tu,The Interrelationships among Taiwanese Interest Rates, Exchange Rates and Stock Prices,Journal of Economic Research,, TSSCI
2012 Teng-Tsai Tu, Hsiang-Hsi Liu and Bin-Hui Lin,Jump Diffusion and Stochastic Volatility Pricing Models of TAIEX Index Options – An Application of Fast Fourier Transform,Journal of Securities Market and Development,Journal of Securities Market and Development,, SSCI
2011 Teng-Tsai Tu and Hsiang-Hsi Liu,Jump Diffusion and Stochastic Volatility Pricing Models of TAIEX Index Options – An Application of Fast Fourier Transform,Journal of Management and Systems,,Vol 19 SSCI
2011 Hsiang-Hsi Liu and Teng-Tsai Tu,Mean-reverting and Asymmetric Volatility Switching Properties of Stock Price Index, Exchange Rate and Foreign Capital in Taiwan.,sian Economic Journal,,Vol.25,No.4 TSSCI, EL
2011 Teng-Tsai Tu, Hsin-Hue Chang and Yung-Ho Chiu,Investigation of the factors influencing the acceptance of electronic cash stored-value cards.,African Journal of Business,,Vol.4,No.10 TSSCI
2010 Teng-Tsai Tu and Chun-Chou Wu,The Application of ACD Model to Taiwanese Equity Market,Journal of Management and Systems,,Vol 17 SSCI
2010 劉祥熹、涂登才、羅建昇,從關係價值與關係品質觀點探討品牌形象對消費者滿意度與忠誠度之影響 - 台灣筆記型電腦產業為例,管理學報,,第二十七卷,第三期 TSSCI
2008 張幸惠、涂登才、劉祥熹,台灣銀行業市場結構、分行設立與績效關係之探討,台灣金融財務季刊,,第九輯,第四期 TSSCI
2007 杜玉振、林東和、涂登才、蔡知敏,同業、異業購併與金融控股公司之營運綜效,台灣金融財務季刊,,第八輯,第一期

研討會論文

研討會舉行年份 論文發表篇名
2018 Teng Tsai Tu, Jung-Lieh Hsiao,Ya Tung Shih,The Effect of Corporate Social Responsibility and Social Media Marketing on Customer Citizenship Behavior,2018行銷研究學術研討會,台北,臺灣
2017 Jung-Lieh Hsiao, Teng Tsai Tu, Chieh Hsuan Din,Investigation of Corporate Governace, Corporate Social Responsibility and Corporate Performance: An Empirical Study in Taiwan’s Banking Industry,2017行銷研究學術研討會,台北,臺灣
2017 Jung-Lieh Hsiao, Teng Tsai Tu, Han Hsuan Hung,The Effect of Trade Duration on Information Content With Different Moneyness Evidence From Taiwan Options Market,2017行銷研究學術研討會,台北,臺灣
2016 Teng Tsai Tu, Chen-Yi Lin,An Investigation of Dynamic Spread and Depth Adjustment Process Empirical Evidence from Taiwan Stock Exchange,第十屆國際貿易與企業經營學術研討會,台北,臺灣
2011 涂登才、 葉奕廷,利用超高頻資料計算日內風險值(IVaR)以台灣股票市場為例 管理與創新學術研討會,Academic Conference on Management and Innovation,,臺灣
2011 黃健銘、涂登才、謝孟芳,The Relationship among Options Moneyness, Different Types of Traders and Stock Trading Information: Evidence from Taiwan Options Market,中部財金學術聯盟暨第八屆金融市場發展研討會,,臺灣
2011 涂登才、鄭煜勳,台灣股市的公開限價委託簿及各類交易者限價委託單之資訊內涵 管理與創新學術研討會,Academic Conference on Management and Innovation,,臺灣
2011 涂登才、蘇欣玫、李欣強,Do Capital Flows of Foreign Institutional Investors into Options Market Predict Stock Returns? Evidence from The Taiwan Stock Market,中部財金學術聯盟暨第八屆金融市場發展研討會,,臺灣
2011 Teng-Tsai Tu , Yu-Chen Tu and Shin-Chiang Lee,The trading behavior of various types of investors between Taiwanese options and equity markets,2011戰略管理國際會議(2011ICSM)and the Proceedings of 2011 International Conference on Strategy Management,,臺灣
2010 涂登才、陳琪龍、鍾宜臻,景氣循環下進行最適資產配置—分類迴歸樹與馬可夫轉換模型,前瞻管理學術與產業趨勢研討會,,臺灣
2010 涂登才、張幸惠、張芳甄,投資人續擴承諾之探討,前瞻管理學術與產業趨勢研討會,,臺灣
2010 涂登才、吳佩珊、林欣蓉,台指選擇權交易時距隱含信息與波動度之探討,金融服務整合與創新發展研討會,,臺灣
2009 涂登才、沈鵬飛、廖志偉、陳美璇,權益市場最適階次ACD模型之分析,投資與管理研討會,,臺灣
2009 涂登才、杜玉振、邱靖博、盧德治,臺指選擇權CARR波動性模型之應用,投資與管理研討會,,臺灣
2009 涂登才、吳佩珊、林欣蓉,台指選擇權價格時距與波動度之探討,第6 屆全國商學研討會議程表,,臺灣
2009 Teng-Tsai Tu, Ching-Po Ch and Hsiang-Hsi Liu,Integrating-Optimal Annuity Insurance with Strategic Asset Allocation in Life Cycle Financial Planning: A Case of Emerging,International Conference on Market Development and Investment Strategies,Edwardsville,Singapore
2009 Teng-Tsai Tu, Hsiang-Hsi Liu and Chih-Wei Liao,Block Trading Based Volatility Forecasting : An Application of VACD-FIGARCH Model,the 3rd International Conference on Business in Asia (iCBA) and the 17th Annual Conference on Pacific Basin Finance,Thailand,Thailand
2009 邢國印、涂登才、吳文洪,國際監理法規對企業內部控制之影響分析,2009金融業國際化與自由化現況及展望學術研討會,,臺灣
2008 涂登才、劉祥熹、黃彥誌,委託單驅動市場資訊交易機率之估計,海峽兩岸財金趨勢研討會,,臺灣
2008 盧靜足、涂登才、吳文洪,運用計量技術交易策略實證台灣公債最適交易決策之研究,2009金融業國際化與自由化現況及展望學術研討會,,臺灣
2008 Teng-Tsai Tu,Personal Life-cycle Financial Planning Decision with Annuity Insurance,First Asia Conference on Financial Engineering and Markets (ACFE ),Kowloon,Hong Kong
2008 王亭斐、涂登才、吳文洪,公司治理與財務結構對台灣銀行業獲利能力之影響,2009金融業國際化與自由化現況及展望學術研討會,,臺灣
2008 Yu-Chen Tu, Teng-Tsai Tu, Mei-Hua Lee,以橫斷面跨期資本資產定價模型衡量台灣股市報酬與風險之動態關係,2008年國際學術研討會,,臺灣
2008 涂登才、沈鵬飛、廖志偉,應用EACD-GARCH模型配適波動度之探討,投資與管理研討會,,臺灣
2008 Teng-Tsai Tu, Chun-Chou Wu, Yu-Chen Tu,ACD模型在台灣股票市場的適用性分析 An Applicability Study for the ACD Model in Equity Marke,2008 年國際學術研討會,,臺灣
2007 涂登才、郭淑惠、蕭榮烈、陳姵樺,利用快速傅立葉轉換進行跳躍發散與隨機波動模型之選擇權評價應用—以台指選擇權為例,海峽兩岸財金趨勢研討會,,臺灣
2007 涂登才、周培弘,計量技術交易策略之實證研究,金融業國際化與自由化現況及展望研討會,,臺灣
2007 涂登才、吳文洪、周行健、吳佩玲,台灣股價指數選擇權買權、賣權及台灣股價指數現貨到期效應之研究,金融業國際化與自由化現況及展望研討會,,臺灣
2006 Teng-Tsai Tu , Chun-Lan Yang , Lan-Ho O and In-Hsieh Wang,Utility-Based Optimal Decision of Personal Financial Planning,The 1st International Financial Planning Conference and CEO Forum,,臺灣
2006 涂登才、林文佩,證券商資本適足率與經營風險之關連性探討—以綜合證券商為例,金融業國際化與自由化現況及展望研討會,,臺灣
2006 涂登才,以小波動轉為基礎之風險值估計,台灣財務工程學會年會暨風險管理研討會,,臺灣
2005 Teng-Tsai Tu and Wen-Hong Wu,An Investigation on VIX-Based Asymmetric Volatility Model: The Case of Taiwan Index Options Market,International Conference on Business and Finance.,,
2005 Teng-Tsai Tu and Hsiang-Hsi Lieu,An Investigation on Lead and Lag Relationship of Price Movements between Covered Warrants and Their Corresponding Underlying Securities: The Application of Threshold TVECM,2005 International Conference on Business and Finance,,
2005 涂登才、蕭文姃、吳文洪,台指選擇權VIX指數不對稱波動模型研究,金融產業及兩岸經貿國際學術研討會,,臺灣
2005 涂登才、蕭文姃、吳文洪,運用技術指標與國內外長短期利差決定台灣公債最適交易策略,金融產業及兩岸經貿國際學術研討會,,臺灣
2002 王淳玄、涂登才、杜俊宏、謝俊權,台灣股市八大類股間之長期均衡趨勢分析: 門檻共整合模之運用,財金學術研討會,台北,台灣
2001 周恆志、涂登才,國內認購權證發行商之市場風險與避險策略-風險值模型之應用,中國財務學會2001年財務理論與實務研討會,淡江大學,臺灣
2000 Teng-Tsai Tu and Yang-Cheng Lu,A Linear Pricing Rule Based Test for Market Integration of Quasi-Dually Listed Index Futures Corresponding to Taiwan Equity Indices,Seventh APFA Annual Meeting,Shanghai,China
1999 Tu, Teng-Tsai,An Entropic Approach to Taiwan Equity Market Integration,中國財務學會1999年會暨財務金融研討會,,臺灣
1999 Tu, Teng-Tsai,An Entropic Approach to Taiwan Equity Market Segmentation,跨世紀國際學術研討會管理組論文,,臺灣

專書

出版日期 書名

研究計畫

經費補助單位 計畫名稱 計畫執行開始日期 擔任角色
教育部 D-4:國際級師資人才延攬 2014/1/1 主持人

經歷

年度 經歷類別 服務機關名稱 職務
2015 董事會(董監事) 綠能科技股份有限公司 獨立董事

榮譽

獲獎年度 獲獎項目 頒發單位