Project Description

張巧宜教授兼系主任

一、主要學歷
國立中正大學財務金融博士
二、經歷
國立臺中科技大學保險金融管理系(99.8~迄今)
國立高雄第一科技大學金融系(96.8~99.7)
亞洲大學財金系(96.2~96.8)
四、專業證照
MTA-微軟專業應用技術國際認證:Introduction to Programming using Python (發照機構: Microsoft Certiport, 證書字號: v7na-uTYE)
SGS QualiCert™ 服務驗證(( Service Quality Certification ))匿名稽核師
證券商業務員資格測驗
高級證券商業務員資格測驗
投信暨投顧事業業務員
期貨商業務員
信託業業務人員
ERP企業資源規劃軟體應用師-配銷模組
ERP企業資源規劃軟體應用師-財務模組
ERP企業資源規劃軟體應用師-生產製造模組
EFOA企業財務經營分析師
五、期刊論文

2020, Chien-Chi Chu, Chiao-Yi Chang*, Jim Tsang, “The Nonlinear connection between 52-Week High and Announcement Effect of Insider Trading — Evidence from Mainland China and Taiwan”, Economic Modelling, Available online 6 March 2020.
2019,Sep, Chiao-Yi Chang*, Fu-Shuen Shie, Shu-Ling Yang, “The Relationship between Herding Behavior and Firm Size Before and After the Elimination of Short-Sale Price Restrictions”, Quantitative Finance and Economics, (ESCI; Emerging Sources Citation Index), 3 (3), 526-549.
2019, 3月,陳獻儀,楊淑玲,張巧宜,蕭宇倫,外部信評報告對P2P借貸平台是否具有資訊價值?管理學報 (TSSCI) 36卷1期,P29 – 51。
2017, Oct, Fu-Shuen Shie, Chiao-Yi Chang*,“The Herding Behavior and Announcement of Insider Transfer Trading: A Study in Taiwan”, Investment Analysts Journal, 46(4), 248-262. (SSCI,國科會管理一學門財務領域國際期刊B級)
2017, 1月, Hsiang-Lan Chen*, Chiao-Yi Chang, Wen-Tsung Hsu, “Does Board Co-Working Experience Influence Directors’ Decisions Toward Internationalization?” Management International Review, 57(1), 65-92, 2016/12 accepted. (SSCI, 國科會管理一學門組織與管理領域推薦之國際學術期刊)
2017, 3月, 張巧宜*,蘇信義,何思賢,開放現股當沖交易對ETF50之股票獨特性波動之影響,企業管理學報,112期,29-65頁。
2017, March, Chang, Chiao-Yi*, Hsiang-Lan Chen, Wen-Hsiu Kuo, “The Analysis of 52-Week High Investing Strategy Based on Herding Behavior” International Review of Finance, 17(1), 77–106. (SSCI, Impact Factor: 1.179, 國科會管理一學門財務領域國際期刊B+級)
2016 August, Hsiang-Lan Chen*, Wen-Tsung Hsu, Chiao-Yi Chang, Independent Directors’ Human and Social Capital, Firm Internationalization and Performance Implications: An Integrated Agency-Resource Dependence View, International Business Review, 25 (4), 859-871.(SSCI, 國科會管理一學門組織與管理領域推薦之國際學術期刊).
2015 March Wen-Hsiu Kuo*, San-Lin Chung , Chiao, -Yi Chang
The Impact of Individual and Institutional Trading on Futures Returns and Volatility: Evidence from Emerging Index Futures Markets, Journal of Futures Markets, 35(3), 222-244. (SSCI, 國科會財務領域國際期刊A-級)
2015 June Chiao-Yi Chang*, Hsiang-Lan Chen, Fu-Yen Yang, The Study of Investor Sentiments and Herding Behavior – Evidence from Taiwan Futures Market, Chiao Da Management Review, 交大管理學報 (TSSCI), 35(1), 25-46.
2014 October Chen, Hsiang-Lan*, Hsu, Wen-Tsung, Chang, Chiao-Yi, Family Ownership, Institutional Ownership, and Internationalization of SMEs, Journal of Small Business Management, (SSCI, 國科會管理一學門組織與管理領域被推薦之國際期刊), 52 (4), 771-789.
2014 June Chiao-Yi Chang*, Andy Chien, Ya-Ting Hsu, Relationship between Market Orders and Stock Returns: Evidence from Taiwan, Review of Pacific Basin Financial Markets and Policy (FLI, Econlit, 國科會財務領域國際期刊B級) , 17 (2), 1450013-1~1450013-23.
2013 April, Chiao-Yi Chang*
Daily Momentum Profits with Firm Characteristics and Investors’ Optimism in the Taiwan Stock Market, submitted to Journal of Economics and Finance (Econlit, 國科會財務領域國際期刊B+級), 37(2), 253-273.
2013,4月 張巧宜*, 賴靖宜, 莊益源
「期貨最適組合避險模型:新興市場為例」,管理與系統 (TSSCI),第20卷,第2期,p.201-229.。
2013 September, Chiao-Yi Chang*
The Market Response of Insider Transferring Trades and Firm Characteristics in Taiwan, Emerging Markets Review (Econlit, SSCI, 國科會財務領域國際期刊B級),16, 131-144.
2012 November, Chang, Chiao Yi*
Order Imbalance and Daily Momentum Investing: Evidence from Taiwan, The Financial Review (國科會財務領域國際期刊A-級, Econlit), 47 (4), 697-718.
2012 June, Chiang-Nun Li, Fu-Shuen Shie*, Chiao-Yi Chang
How Close a Relationship Does a Capital Market Have with Other Such Markets? The Case of Taiwan from the Asian Financial Crisis, Pacific-Basin Finance Journal (NSC A, SSCI), 20 (3), 349-362.
2012 July-August, Chiao-Yi Chang*, Hsiang-Lan Chen, Zong-Ru Jiang
Portfolio Performance in Relation to Herding Behavior in the Taiwan Stock Market, submitted to Emerging Markets Finance and Trade (SSCI), 48, Supplement No.4, 85-109.
2011, March, Chiao-Yi Chang*
The Relationship between the 52-week High of an Individual Stock and Stock Market Index Level: Evidence from Taiwan, Journal of International Financial Markets, Institutions & Money (Econlit, FLI,國科會財務領域國際期刊A-級), 21(1), p.14-27.
2011,11月 張巧宜*, 張傳盛
「多空期間投資人情緒與台股期貨報酬關係」,期貨與選擇權學刊(TSSCI),第四卷第二期,頁100-138。

六、專書
金融市場概要與職業道德規範【全華圖書出版】108.4第二版
七、研討會論文
“A study of idiosyncratic risk after lifting day trading restriction on Taiwan stock market”, International Conference on business, Big-data, and Decision Sciences, (2019 ICBBD)., Tokyo, Japan, 22-24, August, 2019.
2013/7/4 Chiao-Yi Chang
“The Restudy of the Relationship between Market Orders and Stock Returns in Taiwan”, 21st Pacific Basin Finance Accounting Economics and Management (PBFEAM) conference, Melbourne, Australia.
八、研究計畫[2007/10~2008/07] 以行為財務觀點探討股市動能效果之實證研究。
獲國科會補助核定計畫編號:NSC96-2416-H-327-022[2008/08~2009/07] 期貨動態最適避險模型之相關研究。
獲國科會補助核定計畫編號:NSC97-2410-H-327-014[2009/08~2010/09] 多空市場下期貨最適動態避險模型之研究。
獲國科會補助核定計畫編號:NSC98-2410-H-327-015 [2010/08~2011/09] 動能效果與從眾行為之關聯探討
獲國科會補助核定計畫編號 :NSC99-2410-H-025-019[2011/07~2011/7] 考量國際股市關聯性之股價動能及反轉行為:Copula-ANST-GARCH模型於日台、美台之應用
獲國科會人文處100年「補助優秀年輕學者研究計畫」補助[2012/08~2013/09] 近52週高點動能投資策略研究
獲國科會補助核定計畫編號 :NSC101-2410-H-025-016 [2013/08~2014/07] 由從眾行為分析近52週高點投資策略
獲國科會補助核定計畫編號 :NSC102-2410-H-025-008 [2014/08~2015/12] 投資人從眾行為與內部人持股轉讓宣告效果之探究
獲科技部補助核定計畫編號 :MOST103-2410-H-025-007[2015/08~2016/07] 開放平盤下得融券賣出之投資人從眾行為探討─不同公司規模之比較, 獲科技部補助核定計畫編號 :MOST104-2410-H-025 -008[2016/08~2017/07] 公司內部人持股實際轉讓研究–應用內生化模型, 獲科技部補助核定計畫編號 :MOST 105-2410-H-025 -003[2017/08~2019/09] 現股當沖與未揭露資訊之研究, 獲科技部補助核定計畫編號 :MOST 106-2410-H-025-002-MY2[2019/08~2020/07] 虛擬投資實踐於「投資組合與資產配置」課程-提升學習動機之探究, 獲教育部補助核定計畫編號:PBM1080093
九、其他優良事蹟
指導大專生專題 :[2009/07~2010/02]正負向資本支出對股票報酬之影響。指導學生:吳姿瑩,獲國科會補助核定計畫編號:98-2815-C-327-040-H,

[2011/07~2012/02] 市場與個股漲跌對內部人持股轉讓宣告之負向反應差異研究。指導學生:陳韶英,獲國科會補助核定計畫編號:100-2815-C-025-013-H

[2013/07~2014/02] 探討公司董監事持股比率與內部人持股轉讓宣告效果之關係。指導學生:林沛穎,獲國科會補助核定計畫編號:102-2815-C-025-007-H[2015/07~2016/02]開放現股當沖交易對股票波動之影響。指導學生:蘇信義,獲科技部補助核定計畫編號:104-2815-C-025-010-B[2016/07~2017/02] IPO蜜月期之法人持股差異—於股災事件之探討。    指導學生:劉昱欣,獲科技部補助核定計畫編號:105-2815-C-025-015-H.[2018/07~2019/02] IPO蜜月行情與波動受承銷規範之影響。指導學生:黃千子,獲科技部補助核定計畫編號:107-2813-C-025-022-H[2019/07~2020/02] 不動產房價與各區域薪資之研究關係。指導學生:徐靚芳,獲科技部補助核定計畫編號:108-2813-C-025-008-H

其他
國立臺中科技大學101年度期刊論文傑出獎
國立臺中科技大學100年度期刊論文成果優良獎
104年度發表學期刊論文成果績優獎勵
104年度主持研究計畫及產學合作案成果績優獎勵
102學年度國立臺中科技大學教學績優教師