©P»«°Ä Pin-Huang Chou
¸t¸ô©öµØ²±¹y¤j¾Ç(Washington
University in St. Louis) ¸gÀپdzդh¡]1994¡^
¸t¸ô©öµØ²±¹y¤j¾Ç(Washington University in St. Louis) ¸gÀپǺӤh¡]1992¡^
°ê¥ß¥æ³q¤j¾ÇºÞ²z¬ì¾Ç¨t²z¾Ç¤h¡]1988¡^
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(A) ´Á¥Z½×¤å
1.
P.-H. Chou, K.-C. Ko, and S. G.
Rhee, 2023, Comparing competing factor and characteristics models: Evidence in
Japan, Pacific-Basin Finance Journal 82,
Article 102179. (SSCI)
2.
T.-Y. Chen, P.-H. Chou, C.-H.
Hsieh, and S. G. Rhee, 2021, Momentum life cycle, revisited, Journal
of Banking and Finance 127,
106-119. (SSCI)
3.
T.-Y. Chen, P.-H. Chou, K.-C. Ko,
and S. G. Rhee, 2021, Nonparametric momentum based on ranks and signs, Journal
of Empirical Finance 60,
94-109. (SSCI)
4.
T.-Y. Chen, P.-H. Chou, N.-T. Yang,
2020, Momentum and reversals: are they really separate phenomena? Finance
Research Letters 32, Article
101102. (SSCI)
5.
P.-H. Chou, K.-C. Ko, N.-T. Yang, 2019,
Asset growth, style investing, and momentum, Journal of Banking and Finance 98, 108-124. (SSCI)
6.
T.-Y. Chen, P.-H. Chou, 2018,
Median momentum, European Financial
Management 25, 1080-1118. (SSCI)
7.
¤BºÑ¼z¡B§f®¶´¡B©P»«°Ä, 2018, «H¥Î¥æ©ö¡B·N¨£¤Àª[»PªÑ²¼³ø¹S,
¸gÀٽפå46:3,
323¡V366.
8.
H.-Y. Chen, P.-H. Chou, C.-H.
Hsieh, 2017, Persistency of momentum effect, European Financial Management 24, 856-892. (SSCI)
9.
©P»«°Ä¡B¶À«a·ë¡B¼B©úÂÔ, 2016, ¤å¤Æ»P¥«³õ®Ä²v©Ê¡AÃҨ饫³õµo®i©u¥Z28:3,
1-48. (³Ì¨Î½×¤å¼ú)
10.
P.-H. Chou, C.-H. Hsieh, Carl H.
Shen, 2016, What explains the orange juice puzzle: Fundamentals, sentiment, or
smart money? Journal of Financial Markets
29, 47-65. (SSCI)
11.
P.-H. Chou, T.-S. Huang, H.-J.
Yang, 2013, Arbitrage risk and the turnover anomaly, Journal of Banking and Finance 37, 4172-4182. (SSCI)
12.
P.-H. Chou, Robin K. Chou, K.-C. Ko
and C.-Y. Chao, 2013, What affects the cool-off period under price limits? Pacific-Basin Finance Journal 24,
256-278. (SSCI)
13.
P.-H. Chou, P.-H. Ho, and K.-C. Ko,
2012, Do industries matter in explaining stock returns and asset-pricing anomalies?
Journal of Banking and Finance 36,
355-370. (SSCI)
14.
C.-C. Chang, P.-H. Chou, and T.-H.
Liao, 2012, Fitting and testing for the implied volatility curve using
parametric models, Journal of Futures
Markets 32, 1171-1191. (SSCI)
15.
P.-H. Chou, K.-C. Ko, S.-T. Kuo, S.-J. Lin, 2012, Firm characteristics, alternative
factors, and asset-pricing anomalies: Evidence from Japan, Quantitative Finance 12, 369-382. (SSCI)
16.
M.-C. Lin and P.-H. Chou, 2011,
Prospect Theory and the Effectiveness of Price Limits, Pacific-Basin Finance Journal 19, 330-349. (SSCI).
17.
P.-H. Chou, K.-C. Ko, and S.-J.
Lin, 2010, Do relative leverage and relative distress really explain
asset-pricing anomalies? Journal of
Financial Markets 13, 77-100. (SSCI)
18.
H.-S. Chih,
P.-H. Chou, H. Chung, and Y.-E. Lin, 2009, Smart money effect and past
performance: Evidence from U.S. mutual funds, °]°Èª÷¿Ä¾Ç¥Z
17:4, 31-55. (TSSCI)
19.
¦À²»¸©¡BªL·Ô®¦¡B©P»«°Ä, 2009, ³B¥÷®ÄªG¡B±j¤Æ©Ó¿Õ»P¦@¦P°òª÷ÁZ®Ä,
ºÞ²zµû½×
28:4, 1-18. (TSSCI)
20.
Chih,
Hsiang-Hsuan, Yu-En Lin,
Wei-Ru Chen, and Pin-Huang Chou, 2009, Does CEO media coverage affect firm
performance? ¥æ¤jºÞ²z¾Ç³ø
29:1, 139-173. (TSSCI)
21.
P.-H. Chou, R. K. Chou, and K.-C.
Ko, 2008, Prospect theory and risk-return paradox: Some recent evidence, Review of Quantitative Finance and
Accounting 33, 193-208.
22.
Wang, J.-S., J.-T. Chen, and
Pin-Huang Chou, 2008, Market reactions to the passage of financial holding
company act in Taiwan, Pacific Economic
Review 13, 453-472. (SSCI)
23.
Chih,
Hsiang-Lin, Hsiang-Hsuan Chih,
and Pin-Huang Chou, 2008, Being Good or Being Known: Corporate Governance,
Media Coverage, and Earnings Announcements, The
Service Industries Journal 30, 405-420. (SSCI)
24.
Chou, P.-H. and K.-C. Ko, 2007,
Characteristics, Covariances, and Structural Breaks, Economics Letters 100, 31-34. (SSCI)
25.
¦À²»¸©¡BªL·Ô®¦¡B©P»«°Ä¡A2007¡A°òª÷ÁZ®Ä»PÁo©ú¿ú®ÄªG¡G¥xÆW¹êÃÒ¡AºÞ²z¾Ç³ø24:3,
307-330. (TSSCI)
26.
©P»«°Ä¡B±i¦t§Ó¡BªL¬ü¬Ã¡A2007¡A§ë¸ê¤H±¡ºü»PªÑ²¼³ø¹S¤¬°ÊÃö«Y¡AÃҨ饫³õµo®i©u¥Z
19:2, 153-190. (TSSCI)
27.
P.-H. Chou, Huimin
Chung, and K. C. Wei, 2007, Sources of contrarian profits in Japanese markets, Journal of Empirical Finance 14,
261-286.
28.
P.-H. Chou, Wen-Shen Li, S. Ghon Rhee and Jane-Sue Wang, 2007, Do macroeconomic factors
subsume market anomalies in long investment horizons? Managerial Finance 33, 534-552.
29.
P.-H. Chou and G. Zhou, 2006,
Bootstrap tests of portfolio efficiency, Annals
of Economics and Finance 2, 217-249. (lead article)
30.
P.-H. Chou, W.-S. Li, J.-B. Lin,
and J.-S. Wang, 2006, Estimating the VaR of a
portfolio subject to price limits and nonsynchronous trading, International Review of Financial Analysis
15, 363-376.
31.
P.-H. Chou, M.-C. Lin and M.-T. Yu,
2006, Margins and price limits in Taiwan's stock index futures market, Emerging Markets Finance and Trade 42,
65-91. (SSCI)
32.
P.-H. Chou, Wen-Shen Li and Guofu Zhou, 2006, Portfolio optimization under
asset-pricing anomalies, Japan and the
World Economy 18, 121-142. (SSCI, leading article)
33.
P.-H. Chou, Huimin
Chung, and Erh-Yin Sun, 2005, Detecting mutual fund
timing ability using the threshold model, Applied
Economics Letters 12, 829-834. (SSCI)
34.
P.-H. Chou, M.-C. Lin and M.-T. Yu,
2005, Risk Aversion and Price Limits in Futures Markets, Finance Research Letters 2, 173-184.
35.
Pin-Huang Chou, 2004, Bootstrap
tests for multivariate event studies, Review
of Quantitative Finance and Accounting 23, 275-290. (NSC 87-2416-H008-018)
36.
P.-H. Chou, Robin K. Chou and J.-S.
Wang, 2004, On the Cross-section of Expected Stock Returns: Fama-French
Ten Years Later, Finance Letters 2,
Issue 1, 18-22.
37.
Mei-Chen Lin and Pin-Huang Chou,
2003, The pitfall of using Sharpe ratio, Finance
Letters, 1, 84-89.
38.
P.-H. Chou, M.-C. Lin and M.-T. Yu,
2003, Coordinating price limits across spot and futures markets, Journal of Futures Markets 23, 577-602.
(SSCI)
39.
S. Chen, C. Lin, P.-H. Chou and D.
Hwang, 2002, A Comparison of Hedge Effectiveness and Price Discovery between
TAIFEX TAIEX Index Futures and SGX MSCI Taiwan Index Futures, Review of Pacific Basin Financial Markets
and Policies Vol. 5, No. 2, 277-300. ( NSC
87-2418-004-E24)
40.
P.-H. Chou, Edward Chow and Gang Shyy, 2002, Exchange rate risk exposure and capital market
integration of the Asian emerging markets, Taiwan
Academy of Management Journal 2, No. 2, 165-182. (NSC 84-2416-H-008-016-E8)
41.
Pin-Huang Chou and Mei-Chen Lin,
2002, Tests of the international CAPM with and without a risk-less asset, Applied Financial Economics, 12,
873-883.
42.
©P»«°Ä¡B¦À²»¸©¡B©P«a¨k¡BÅÇ©ÉÀM, 2002, ¦æ¬°°]°È¾Ç:
¤åÄm¦^ÅU»P®i±æ,
ÃҨ饫³õµo®i©u¥Z
14:2, 1-48. (TSSCI)
43.
©P»«°Ä¡B¼B©Éªâ, 2000, ¥xÆWªÑ¥«¾îÂ_±³ø¹S¸ÑÄÀ¦]¤l¡G¯S¼x¡B³æ¦]¤l¡A©Î¦h¦]¤l¡AÃҨ饫³õµo®i©u¥Z12:1,
1-32¡C(TSSCI)
44.
©P»«°Ä¡B§õ§Ó§»¡B§õ¶i¥Í, 2000, ·í¨R¬ÛÃö¨î«×¤§¤ñ¸û»P§Ú°êÀ³±Ä¦æ¤§§@ªk, ÃҨ饫³õµo®i©u¥Z11:3,
21-48. (TSSCI)
45.
P.-H. Chou, Y.-L. Hsu and Guofu Zhou, 2000, Investment horizon and the cross-section
of expected returns: Evidence from the Tokyo Stock Exchange, Annals of Economics and Finance 1, No.
1, 79-100.
46.
P.-H. Chou, 2000, Alternative tests
of the zero-beta CAPM, Journal of
Financial Research 23, 469-494.
47.
P.-H. Chou, Mei-Chen Lin and Min-Teh Yu, 2000, Price limits, default risks, and margin
requirements, Journal of Futures Markets
20, 573-602. (SSCI)
48.
Pin-Huang Chou, 1999, Modeling
daily price limits, International Review
of Financial Analysis 8:3, 283-301.
49.
Pin-Huang Chou and Huimin Chung, 1999, Formulation versus holding horizon,
time series predictability, and the performance of contrarian strategies, Journal of Financial Studies 7:2, 1-27.
(TSSCI)
50.
©P»«°Ä¡B¼B¶MªÚ¡BªL´f³·, 1998¡A¤ºØ¥xªÑ«ü¼ÆÁZ®Ä»P§¡²§®Ä²v©Ê¤§µû¦ô¡AÃҨ饫³õµo®i©u¥Z10:4, 1-26. (TSSCI)
51.
©P»«°Ä»P§d¹Ø¤s, 1998, º¦¶^´T¨î¤§¦A±´°Q,
¤¤°ê°]°È¾Ç¥Z 6:2, 19-48. (TSSCI)
52.
©P»«°Ä»P½²©[ªÚ¡A1997¡A»OÆWªÑ¥«¤é¸ê®Æ¯S©Ê»P¨Æ¥ó¬ã¨sªk¡AÃҨ饫³õµo®i©u¥Z9:2,
1-27. (TSSCI)
53.
Pin-Huang Chou, 1997, A test of
relative efficiency between two sets of securities, Applied Financial Economics 7, 193-196.
54.
Pin-Huang Chou, 1997, A Gibbs
sampling approach to the estimation of linear regression models under daily
price limits, Pacific-Basin Finance
Journal 5, 39-62.
55.
¨H¤¤µØ»P©P»«°Ä, 1997, º¦¶^´T¨î¤UªºªÑ¥«¬P´Á®ÄÀ³»P¦Û§Ú¬ÛÃö,
¸gÀٽפå25:1,
21-44. (TSSCI)
56.
©P»«°Ä»Pªô´ðÆF¡A1996¡A¬ü°ê¨È¤Ó¦a°Ï°ê»Ú«¬¦@¦P°òª÷ÁZ®Ä,
ÃҨ饫³õµo®i©u¥Z8:3,
117-145. (TSSCI)
57.
§d¹Ø¤s»P©P»«°Ä, 1996, ¿Å¶qº¦¶^´T¨î¹ïªÑ²¼³ø¹S»P·ÀIªº¼vÅT,
ÃҨ饫³õµo®i©u¥Z8:1,
1-31. (TSSCI)
(B)
¨ä¥L¥Zª«
1.
Pin-Huang
Chou, Kuan-Cheng Ko, and K C John Wei, 2024, Sources of the Liquidity
Premium: Risk or Mispricing? Chapter 65, Handbook of Investment
Analysis, Portfolio Management, and Financial Derivatives (editors: C.F. Lee,
Alice Lee, and John Lee).
2.
©P»«°Ä, 2021, ²L½Íºñ¦â¸gÀÙªºÓÅé¤ß²z°ò¦, ¤H¤å»PªÀ·|¬ì¾Ç²°T 23:1,
81-86.
3.
©P»«°Ä,
2010, ¥Í©R´N¬O¶}©ñ¡B¥Ã»·«O¦³¥i¯à©Ê¡G»P¦~»´¾ÇªÌ¦@«j, ¤H¤å»PªÀ·|¬ì¾Ç²°T 12:1,
97-104.
4.
P.-H.
Chou, 2002, »{ª¾¥¢½Õ»P¨ä©ó°]°È¤§À³¥Î, ³f¹ôÆ[´ú»P«H¥Îµûµ¥38¡A15-22.
5.
P.-H.
Chou and Mei-Chen Lin, 2002, Effectiveness of price limits when investors are
overconfident. Proceedings of the 10th Conference on the Theories and Practices
of Securities and Financial Markets, Taiwan.
6.
P.-H.
Chou and Mei-Chen Lin, 2001, Assessing the size of asset-pricing tests under
perfect ex ante efficiency, Proceedings of the 10th Conference on the Theories
and Practices of Securities and Financial Markets, Taiwan. (NSC
90-2416-H-008-003)
7.
P.
-H. Chou and H. Wang, 2000, Alternative tests for event studies: A bootstrap
approach, Proceedings of the 2000 Chinese Finance Association Annual Meeting,
Taiwan: Taipei. (NSC 88-2416-H-008-009)
8.
Mutual
fund styles, performance evaluation and investment horizons: Evidence from
Taiwanese mutual funds, (with S. Lin and M. Lin), 2000, Securities Finance 65,
55-82.
9.
Using
Bootstrap to test portfolio efficiency, (with Guofu
Zhou), 1998 Proceedings of the 1998 NTU Conference on Finance, Vol. 2, 117-145.
National Taiwan University, Taipei, Taiwan. Best Paper Award.
10. A microstructure investigation of Barings
crisis: Information trading and trading mechanisms, (with J. Lee and Gang Shyy), Proceedings of the Eighth Annual Asia-Pacific
Futures Research Symposium, 39-72, 1997.
11. Hedging effectiveness and price transmission
of individual share futures, (with Gang Shyy),
Proceedings of the Seventh Annual Asia-Pacific Futures Research Symposium,
83-92, 1996.
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2.
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4.
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5.
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6.
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9.
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9.
Pin-Huang
Chou, Robin K. Chou and Kuan-Cheng Ko (2012, Jul).
What Affects the Cool-off Duration under Price Limits? Asian Finance
Association and Taiwan Finance Association 2012 Joint International Conference,
Taipei, Taiwan.
10. Pin-Huang Chou, Kuan-Cheng
Ko and K.C. John Wei (2011, Dec). What Drives the Liquidity Premium: Factors or
Characteristics?. The 19th Conference on the Theories
and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.
11. Pin-Huang Chou, Kuan-Cheng
Ko, Szu-Tsen Kuo and Shinn-Juh Lin (2010, May). Firm Characteristics, Alternative
Factors, and Asset-Pricing Anomalies: Evidence from Japan. 2010 International
Conference of Taiwan Finance Association, Puli, Taiwan.
12. Pin-Huang Chou*, Robin K. Chou and Kuan-Cheng Ko (2010, Mar). Empirical Determinants of
Limit-hit Durations: Rational and Behavioral Perspectives.²Ä¤C©¡ª÷¿Ä¥«³õ»PÁͶլã°Q·|, ²H¦¿¤j¾Ç.
13. Pin-Huang Chou, Kuan-Cheng
Ko and Shinn-Juh Lin (2009, Oct). Do Relative
Leverage and Relative Distress Really Explain Size and Book-to-Market Anomalies? . Financial Management Association Annual Meeting, Reno,
Nevada, USA.
14. P.-H. Chou, Ray Chou, and Ding-Neng Huan, 2001, An examination of intraday price reversals
in Taiwan, working paper.
15. Mei-Chen Lin and P. H. Chou, 1998,
Bootstrapping variance ratio test, working paper.
16. P.-H. Chou, 1996, On multivariate tests of
regulatory event studies, working paper.
17. P. -H. Chou and Chung-Hua Shen, 1995, A
reexamination of futures price behavior: The case of pork bellies, presented at
the Second International NTU Finance Conference (Taipei, Taiwan).
18. Siddhartha Chib and
P.- H. Chou, 1994, An econometric analysis of price limits: The case of
minimum-variance hedge ratio estimation, presented at the 1995 Western Finance
Association annual meeting (Aspen, USA) and the 1995 FMA annual meetings (New
York, USA).
19. P.-H. Chou and Robert Parks, 1993, A
reexamination of the contrarian investment strategy using the CAPM and APT,
presented at the 1993 Annual Meetings of the Southwestern Finance Association
(New Orleans USA), and the 1994 Annual Meetings of the Midwest Finance
Association (Chicago, USA).
20. Soushan Wu, P.-H. Chou and Mei-Ying Liu, 1990, Event
study methodology and regulatory changes: The case of price limits in Taiwan,
the Second Annual PACAP Finance Conference (Bangkok, Thailand).
(E) ¾Ç³NªA°È
1.
´Á¥Z½s¿è©eû
a.
°]°Èª÷¿Ä¾Ç¥Z (TSSCI)¡]1999¨´¤µ¡^
b.
ºÞ²zµû½× (TSSCI)¡]2002¨´¤µ¡^
c.
ºÞ²z»P¨t²Î (TSSCI)¡]2005¨´¤µ¡^; °]°È»â°ì°õ¦æ¥D½s¡]2018¨´¤µ)
d.
¥æ¤jºÞ²z¾Ç³ø (TSSCI)¡]2004-2018¡^
e.
ÃҨ饫³õµo®i©u¥Z (TSSCI)¡]2016¨´¤µ¡^
f.
Journal
of Banking and Finance (SSCI, MOST Finance A Tier 1), 2012-2015/3.
g.
Pacific-Basin
Finance Journal (SSCI, MOST Finance A Tier 2), 2016/1-present.
h.
Heliyon (An open access journal from Elsevier),
2018/9-2020/9.
i.
Asia-Pacific Journal of Accounting
and Economics (SSCI, MOST
Accounting A-), 2020/10-present.
2.
Ad
Hoc Journal Referee for: Journal of Banking and Finance, European
Financial Management, International Review of Financial Analysis,
Financial Review, Finance Research Letters, Pacific Basin Finance Journal,
International Review of Finance, Review of Securities and Futures
Markets, Journal of Financial Studies, Academia Economic Papers,
Emerging Markets Trade and Finance, Quantitative Finance, International
Review of Economics and Finance, etc.
3.
Review
committee for: The Conferences on the Theories and Practices of
Securities Markets (2000-2021); Asian Finance Association Annual Meeting
(2017), etc.
4.
Guest
editor for Review of Securities and Futures Markets (special issue on
behavioral finance) 2017, 2019; Journal of Financial Studies (special issue on
behavioral finance) 2020.
(F)
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annual paper award, 2007, Review of Securities and Futures Markets. Paper
title: Investor sentiment and stock returns
in Taiwan.
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Annual
Paper Award, 2002, The Tenth Conferences on the Theories and Practices of
Securities Markets. Paper title: The Effectiveness of Price Limits When
Investors are Overconfident.
l
Best
paper award, 1998, the 1998 NTU Conference on Finance, Taipei Taiwan. Paper
title: Using bootstrap to test portfolio efficiency.
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