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潘璟靜 教授

財務金融國際學士學位學程

潘璟靜
英文姓名
Ging-Ginq Pan
研究室
管理學院CM421
分機
7818
研發績效（FPS）→（另開新視窗）

研究專長

衍生性金融產品定價與實證

學歷

  • Ph. D. of Department of Finance, NTU
  • MS in Institute of National Economics, CCU
  • Bachelor of Department of Arabic Language ＆ Literature, NCCU

經歷

歷任職務與起訖時間。
職務 期間
國立屏東科技大學財務金融國際學士學位學程 教授 2017/8–國立屏東科技大學財務金融國際學士學位學程 副教授

著作

  • Time‑varying predictability of TAIEX volatilityReview of Derivatives Research期刊 潘璟靜, 許永明*, 吳土城, Time‑varying predictability of TAIEX volatility, Review of Derivatives Research, Springer, 28, 6, 1-28
  • Do anticipated changes in the MSCI Taiwan index drive investor behavior?International Review of Economics and Finance期刊 曾雲蘭*, 潘璟靜, Do anticipated changes in the MSCI Taiwan index drive investor behavior?, International Review of Economics and Finance, 92, 0, 563-580
  • Extrapolation and option-implied kurtosis in volatility forecastingPacific-Basin Finance Journal期刊 潘璟靜, 許永明*, 吳土城, Extrapolation and option-implied kurtosis in volatility forecasting, Pacific-Basin Finance Journal, 84, 0, 1-14
  • Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?Journal of Financial Markets期刊 潘璟靜, 許永明*, 吳土城, Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?, Journal of Financial Markets, 57, 0, 1-15
  • Is trading in the shortest-term index options profitable?Review of Derivatives Research期刊 許永明*, 吳土城, Is trading in the shortest-term index options profitable?, Review of Derivatives Research, 1-33
  • Analysis of the Clientele Effect and the Information Content of Short-term Index Option Returns in TaiwanThe Journal of Futures Markets期刊 許永明*, 吳土城, Analysis of the Clientele Effect and the Information Content of Short-term Index Option Returns in Taiwan, The Journal of Futures Markets, 38, 6, 715-730
  • 臺指選擇權日內報酬率與投資人情緒證券市場發展季期刊 吳土城*, 曾雲蘭, 臺指選擇權日內報酬率與投資人情緒, 證券市場發展季, 30, 1, 49-80
  • 臺指選擇權市場資訊反應之探討中國統計學報期刊 臺指選擇權市場資訊反應之探討, 中國統計學報, 54, 3
  • Investor Beliefs and the Demand Pressure on Index Options in TaiwanJournal of Futures Markets期刊 Investor Beliefs and the Demand Pressure on Index Options in Taiwan, Journal of Futures Markets, 35, 12
  • The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property ViolationsJournal of Derivatives期刊 許永明*, 吳土城, The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations, Journal of Derivatives, 22, 1, 90-102
  • 以套利策略探討臺指微笑現象中國統計學報期刊 吳土城*, 以套利策略探討臺指微笑現象, 中國統計學報, 51, 530-562
  • Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime CrisisJournal of Derivatives期刊 許永明*, 林淑惠, 吳土城, Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime Crisis, Journal of Derivatives, 17, 4, 54-66
  • Tests of the Performance of Structural Models in Bankruptcy PredictionJournal of Credit Risk期刊 Frank Fabozzi, Ren-Raw Chen, Shing-yang Hu, Tests of the Performance of Structural Models in Bankruptcy Prediction, Journal of Credit Risk, 6, 2
  • 存在賣方違約風險之選擇權定價財務金融學刊期刊 潘璟靜*, 吳土城, 存在賣方違約風險之選擇權定價, 財務金融學刊, 台灣財務金融學會, 16, 1, 113-140
  • Sources of Credit Risk: Evidence from Credit Default SwapsJournal of Fixed Income期刊 陳仁遶*, Frank J. Fabozzi, 潘璟靜, Ronald Severdlove, Sources of Credit Risk: Evidence from Credit Default Swaps, Journal of Fixed Income, Institutional Investor, 16, 3, 1-15
  • The Tendency of Firm Managers to Avoid Small LossesAdvances in Quantitative Analysis of Finance and Accounting期刊 李怡宗*, 潘璟靜, The Tendency of Firm Managers to Avoid Small Losses, Advances in Quantitative Analysis of Finance and Accounting, Cheng-Few Lee , Rutgers University at New Brunswick, NJ, USA, 14 , 195-218
  • 臺指風險中立動差之波動度資訊內容期貨學術與實務交流研討會研討會 臺指風險中立動差之波動度資訊內容, 期貨學術與實務交流研討會, 臺北市, 中華民國, 394-417
  • 一券在手、希望無窮2015南臺灣財金學術聯盟暨海峽兩岸學術論文研討會研討會 一券在手、希望無窮, 2015南臺灣財金學術聯盟暨海峽兩岸學術論文研討會, 高雄, 中華民國
  • 臺指選擇權市場資訊反應之探討2014 南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會研討會 吳土城*, 臺指選擇權市場資訊反應之探討, 2014 南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會, 高雄市, 中華民國
  • Investor Beliefs and the Demand Pressure of Options21st Conference on the Theories and Practices of Securities and Financial Markets研討會 吳土城, 許永明, Investor Beliefs and the Demand Pressure of Options, 21st Conference on the Theories and Practices of Securities and Financial Markets, 高雄市, 中華民國
  • 臺指選擇權交易量與偏態的資訊內含2012南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會研討會 柯偉婷, 吳土城*, 臺指選擇權交易量與偏態的資訊內含, 2012南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會, 高雄市, 中華民國
  • 臺指選擇權隱含波動度之資訊內涵2011商學與資訊國際學術研討會研討會 吳土城*, 臺指選擇權隱含波動度之資訊內涵, 2011商學與資訊國際學術研討會, 高雄市, 中華民國
  • 次貸危機與台指波動度風險溢酬2010台灣財務金融學會年會暨中部財金學術聯盟研討會研討會 吳土城*, 林淑惠, 次貸危機與台指波動度風險溢酬, 2010台灣財務金融學會年會暨中部財金學術聯盟研討會, 南投縣, 中華民國
  • 台股指數極值波動度之研究2010全球商業經營管理學術研討會研討會 吳土城*, 台股指數極值波動度之研究, 2010全球商業經營管理學術研討會, 高雄市, 中華民國
  • Testing Nested Structural Models2006 Annual Meeting of Financial Management Association研討會 Ren-Raw Chen*, Frank J. Fabozzi, 潘璟靜, Ronald Sverdlove, Testing Nested Structural Models, 2006 Annual Meeting of Financial Management Association, Salt Lake City, 中華民國, 1-27
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