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教授個人資料
莊惠菁
職稱
副教授
專長/研究領域
  • 信用風險管理
  • 財務計量
  • 基金分析
學歷
  • 台灣大學財務金融學系博士
  • 台灣大學經濟學系碩士
  • 台灣大學經濟學系學士
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  • 台灣大學財務金融學系兼任講師
  • 國立新加坡大學 訪問博士生
  • 期刊論文
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  • 專書/個案/其他出版品
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  • 獲獎與專業證照
  • 學會會員
  • 其他校外服務
  • Hui-Ching Chuang and Jauer Chen (2023). Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles. Econometrics 2023, 11, 6.
  • Hui-Ching Chuang and Jui-Chung Yang (2022). Dynamic Panel Data Estimators in Leverage Adjustments Model. Advances in Financial Planning and Forecasting. 10, 67-111. (科技部財務學門 B 級)
  • Yin-Siang Huang, Hui-Ching Chuang, Iftekhar Hasan, and Chih-Yung Lin (2021). The Effect of Language on Investing: Evidence from Searches in Chinese versus English. Pacific-Basin Finance Journal. 67, 101553. ( SSCI、科技部財務學門 A Tier-2級)
  • Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2020, May). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect. Journal of Econometrics, 216(1), 268-283. ( SSCI、科技部經濟學門 A+ 級)
  • 莊惠菁，管中閔（2020年03月）。共同基金卓越績效的認定與評估：新逐步檢定法的應用。證券市場發展季刊，32(1), 1-31。證券市場發展季刊 2020 優秀論文獎. (TSSCI核心，第一級期刊)
  • 莊惠菁，管中閔（2010年10月）。以無資料窺探偏誤的檢定評估共同基金績效。證券市場發展季刊，22(3), 181-206。證券市場發展季刊 2010 優秀論文獎, 聯電經營管理 2012 論文獎. (TSSCI核心，第一級期刊)
  • Chuang, H.C., Hsu, P.H., Lee, Y.N., Walsh, J. P., 2023. What Share of Patents Is Commercialized? TPRI Spring 2023 Brown Bag Seminar*. NBER 2023 Spring Productivity Seminar*, The Max Planck Innovation & Entrepreneurship Seminar*(presented by John P. Walsh). Department of Statistics of Natioanl Taipei University, March 2023. Department of Finance of Natioanl Taiwan University, May 2023. Contemporary Research in Business and Finance, Yuan Ze University and Banking Academy Vietnam. Jun 2023.Taiwan Econometric Society Annual Conference, Taipei. Taiwan Oct. 2023.
  • Chuang, H.C., Hsu, P.H., Kuan, C.M., Yang, J.C., 2022. Revamping Firm Fixed Effects Models with Machine Learning - New Evidence on the Missing R&D-Patent Relation. The 16th NYCU Finance Conference, Hsin-Chiu. Taiwan Dec 2022. *(presented by Po-Hsuan Hsu). Taiwan Econometric Society Annual Conference, Taipei. Taiwan Nov 2022. The 23rd Taiwan Symposium on Innovation Economics and Entrepreneurship, Sep. 2022.
  • Hui-Ching Chuang, O-Chia Chuang, Zixuan Wang, and Jin Xu. Profitability of Technical Trading Rules in the Chinese Stock Market: Data Snooping Bias Free Tests. The 2022 TRIA-FeAT Joint Annual Meeting and International Conference on Risk, Insurance, and Financial Engineering. Taichung Taiwan Dec 2022.
  • Hui-Ching Chuang, O-Chia Chuang, Zhenhong Huang (2020, Oct). Assessing Systemic Risk Based on the CARE System. The 28th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 2020. The 2020 International Conference of Taiwan Finance Association, Taichung. Sep 2020.
  • Hui-Ching Chuang, Jau-er Chen (2019, Dec). Industry Distress and Default Recovery Rates: The Unconditional Quantile Regression Approach. Seminar. Department of Finance. National Taiwan University. May 2020. The 32nd Australasian Finance and Banking Conference, Sydney, Australia. Dec 2019. Taiwan Econometric Society 2019 Annual Conference, Taipei. Nov 2019. 2019 Annual Conference of Financial Engineering Association of Taiwan, Taipei. Jun 2019.
  • Jui-Chung Yang, Hui-Ching Chuang, Chung-Ming Kuan (2019, May). Double Machine Learning with Gradient Boosting and Its Application to the Big N Audit Quality Effect. The 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA. Oct 2019. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.
  • Hui-Ching Chuang, Chung-Ming Kuan (2019, Aug). Systematic and Discretionary Hedge Funds: Classification and Performance Comparison. Quantitative Finance Workshop 3: Asset Pricing and Risk Management, Singapore. Aug 2019. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019. The 26th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung. Dec 2018.
  • Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2019, May). The Effect of Language on Investing: Evidence from Searches in Chinese versus English. The 2019 International Conference of Taiwan Finance Association, Taipei. May 2019.*(presented by Yin-Siang Huang)
  • Hui-Ching Chuang, Iftekhar Hasan, Yin-Siang Huang, Chih-Yung Lin (2018, May). It Depends on How You Search: Evidence from Sophisticated Investors' Attention. (2018 TFA Fubon Award). The 2018 International Conference of Taiwan Finance Association, Taipei. May 2018.*(presented by Yin-Siang Huang)
  • Hui-Ching Chuang, Chung-Ming Kuan (2016). Identifying and Assessing Superior Mutual Funds: An Application of the New Step-wise Data-Snooping-Bias Free Test. The 2017 International Conference of Taiwan Finance Association, Hualien. May 2017. Seminar. Department of Applied Economics, National University of Kaohsiung. Dec 2016.
  • Hui-Ching Chuang (2016, Nov) Default and Recovery: The Copula-Based Sample Selection Model Approach. Taiwan Econometric Society 2016 Annual Conference, Taipei. Nov 2016.
  • Hui-Ching Chuang (2015, Jan) Measure of Downturn Connectedness and Systemic Risk in Financial Institutions. (Revised from Network of Empirical Downturn Risk Measures). The 8th National Chaio Tung University International Finance Conference, Hsinchu. Jan 2015. The 2014 Financial Management Association European Conference, Maastricht, Netherlands. Jun 2014. The 7th International Conference on Computational and Financial Econometrics, London, UK. Dec, 2013. Taiwan Econometric Society 2013 Annual Meeting, Taipei. Nov 2013. Seminar. Department of Economics, Soochow University. Jun 2014. Seminar. Department of Money and Banking, National Cheng Chi University. Jan 2014. Seminar. Department of Finance, Tamkang University. Dec 2013. Seminar. Department of Economics, National Taiwan University. Nov 2013. Seminar. Department of Financial Engineering and Actuarial Mathematics, Soochow University. Oct 2013.
  • 112 專題研究計畫 (一般研究計畫) 設計專利相關議題(1/2)
  • 111 專題研究計畫 (一般研究計畫) 專利用途文本分析與預測
  • 110 專題研究計畫 (一般研究計畫) 顏色是否可以解釋股票報酬：技術分析再回顧
  • 109 專題研究計畫 (一般研究計畫) 利用 System CARE 模型進行系統風險估計
  • 108 專題研究計畫 (一般研究計畫) 利用交易策略文字建立避險基金類型
  • 107 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(3/3)
  • 106 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(2/3)
  • 105 專題研究計畫 (提升私校研發能量專案計畫) 不確定環境下之企業決策與風險管理(1/3)
  • 105 專題研究計畫 (新進人員研究計畫) 金融機構的網絡結構分析
  • 103 專題研究計畫 (新進人員研究計畫) 違約機率與違約回復率：聯合模型建構
  • 102 專題研究計畫 (新進人員研究計畫) 系統風險之計量指標研究
  • 101 專題研究計畫 (新進人員研究計畫) 信用違約交換指數之交易策略獲利性分析
  • Hui-Ching Chuang, “Predicting Defaults with Intensity Model: Methods and Empirical Evidences,” Doctoral Dissertation, Department of Finance, National Taiwan University, June 2012.
  • Hui-Ching Chuang, “Modeling Dependence Structure with Regime-Switching Copula Models,” Master Thesis,” Department of Economics, National Taiwan University, June 2004.
  • Hui-Ching Chuang, and X.-S Wu, “ Elementary Survey Sampling” (Translation), 6th edition, Richard L.Scheaffer, Thomson Asia, 2006.
  • 投資學, 計量經濟學
  • The 2020 Best Paper of Review of Securities and Futures Markets. 證券市場發展季刊109年度優秀論文獎
  • The 2018 Taiwan Financial Association Annual Meeting. 台灣財務金融學會2018年會富邦論文獎
  • 台灣經濟計量學會
  • 台灣財務學會
  • 財務管理學會會員
    國內外期刊審查人:
  • Journal of Banking and Finance
  • Pacific-Basin Finance Journal
  • Research Policy
  • Managerial Finance
  • The Journal of Economics and Management
  • Pacific Basin Financial Markets and Policies
  • North American Journal of Economics and Finance
  • International Journal of Forecasting
  • International Journal of Emerging Markets
  • 中山管理評論
  • 輔仁管理評論
  • 臺灣經濟預測與政策
  • 中原企管評論
  • 財務金融學刊
    • 全國性計畫評審委員與校外服務:
  • 國科會專題研究計畫審查委員 (2023)
  • 國科會大專學生研究計畫審查委員 (2023)
  • 科技部專題研究計畫審查委員 (2021, 2022)
  • 教育部教學實踐研究計畫審查委員 (2019, 2020, 2023)
  • 東吳大學商學院財務工程與精算數學系101學年度課程委員會委員
  • 校外演講：
  • Contemporary Research in Business and Finance, Yuan Ze University and Banking Academy Vietnam. June 2023.
  • 台北大學統計系 (2023)
  • 逢甲大學金融學院 (2022)
  • 台灣大學計量理論與應用研究中心 (2021)
  • 台灣大學財務金融學系 (2020, 2023)
  • 高雄大學應用經濟學系 (2016)
  • 政治大學金融學系 (2014)
  • 東吳大學經濟學系 (2014)
  • 台灣大學經濟學系 (2013)
  • 淡江大學財務金融學系 (2013)
  • 東吳大學財務工程與精算學系 (2013)
  • 國內外研討會議主持人：
  • The 2019 Annual Meeting of the Financial Management Association International
  • The 28th Conference on the Theories and Practices of Securities and Financial markets.
    • 國內外研討會議評論人:
  • The 2023 China International Conference in Finance
  • The 2022 TRIA-FeAT Joint Annual Meeting and International Conference on Risk, Insurance, and Financial Engineering
  • The 2021 Taiwan Economic Association Annual Conference
  • The International Conference of Taiwan Finance Association（2020, 2019, 2017）
  • The 2019 Annual Meeting of the Financial Management Association International
  • The 32nd Australasian Finance and Banking Conference
  • The 2019 Annual Conference of Financial Engineering Association of Taiwan.
  • The 26th, 28th Conference on the Theories and Practices of Securities and Financial markets.
  • The 2016 National Central University Mini Workshop
  • The 2014 Financial Management Association European Conference
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