导师代码： 12362
导师姓名： 吴伟劭
性别： 男
特称：

职称： 副教授
学位： 管理学博士学位
属性： 专职
电子邮件： wswu@uestc.edu.cn

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学术经历： 1. 指导本科毕业设计获经管学院优秀论文奖，论文名称：破产银行之竞标收购和得标绩效。2. 2016指导学生撰写论文荣获大专学生研究计划研究创作奖，论文名称：政商聯姻对企业价值的影响：长、短期效果分析。3. 2014年参加国际学术研讨会The 22th Conference on the Theories and Practices of Securities and Financial Markets荣获大会之研究论文奖，论文名称：Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment.4. 2014年荣获台湾科技部延揽特殊优秀人才奖励。

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个人简介： 台湾政治大学财务管理学系，博士，2012年6月台湾政治大学经济学系，硕士，2007年6月逢甲大学财税学系，学士，1998年6月

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科研项目： 「金融借贷市场、放款债权次级市场之研究－资产价格、市场质量与讯息效率：来自信用违约交换的影响」，2016年台湾科技部专题研究计划，计划主持人。「高频交易对市场效率性的影响：跨市场观点」，2015年台湾科技部专题研究计划，计划主持人。「信用违约交换对联贷案形成过程及交易结构的影响」，2014年台湾科技部专题研究计划，计划主持人。

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研究成果： (1)国际期刋（加注*代表通讯作者）1. Wu*,W.-S. and Suardi, S., 2019. Economic Uncertainty and Bank Lending. Journal of Money, Credit and Banking, accepted. (SSCI)2. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang*, Y.-C., 2019. Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment. Financial Review, vol. 54, 541-582.3. Tu, A.H., Hsieh, W.-L., and Wu*, W.-S., 2016. Market Uncertainty, Expected Volatility and the Mispricing of S&P 500 Index Futures. Journal of Empirical Finance, vol. 35, 78-98. (SSCI)4. Wu, W.-S., Liu*, Y.-J., Lee, Y.-T., and Fok, R. C. W., 2014. Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers. Journal of Financial Markets, vol. 18, 25-48. (SSCI)5. Wu, W.-S., Chang, H.-H., Suardi, S., and Chang*, Y.-C., 2013. The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market. Journal of Business Finance and Accounting, vol. 40, 1247-1275. (SSCI)6. Lee, Y.-T., Wu*, W.-S., and Yang, Y. H., 2013. Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. Asia-Pacific Financial Markets, vol. 20, 219-242.7. Chen*, S.-H. and Wu, W.-S., 2009. Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan’s Political Futures Markets. Advances in Econometrics, vol. 24, 1-25.8. Wang*, S.-C., Tseng, J.-J., Tai, C.-C., Lai, K.-H., Wu, W.-S., Chen, S.-H., and Li, S.-P., 2008. Network Topology of an Experimental Futures Exchange. European Physical Journal B, vol. 62, 105-111. (SCI)(2)学术会议论文1. Tu, A.H., Hsieh, W.-L., and Wu, W.-S., Religiosity and Sovereign Creditworthiness, 第十五届中国金融学年会, 2018, 广州。2. Wu, W.-S. and Suardi, S., Time-Varying Ambiguity and Bank Lending, 第十四届中国金融学年会, 2017, 上海。3. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang, Y.-C., Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment, FMA Annual Meeting, 2015, Orlando, America.4. Tu, A. H., Hsieh, W.-L., and Wu, W.-S., Market Uncertainty, Expected Volatility, and the S&P 500 Index Futures Mispricing, FMA Annual Meeting, 2015, Orlando, America. (入围最佳论文奖)5. Tu, A. H., Hsieh, W.-L., and Wu, W.-S., Market Uncertainty, Expected Volatility, and the S&P 500 Index Futures Mispricing, International Congress on Economy, Finance, and Business, 2015, Osaka, Japan.6. Wu, W.-S., Liu, W.-C., Suardi, S., and Chang, Y.-C. “Informed High Frequency Trading with Advance Peek into the Michigan Index of Consumer Sentiment.” The 22th Conference on the Theories and Practices of Securities and Financial Markets, 2014, Kaohsiung, Taiwan. (荣获研究论文奖)7. Lee, Y.-T., Wu, W.-S., and Yang, Y. H. “Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets,” 第十二届中国金融工程学年会暨金融风险管理论坛, 2013, 中国杭州。8. Wu, W.-S., Liu, Y.-J., Lee, Y.-T., and Fok, R. C. W., Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers, 第九届中国金融学年会, 2012, 中国兰州。9. Wu, W.-S., Chang, H.-H., Suardi, S., and Chang., Y.-C. “The Cascade Effect in the Syndicated Loan Market,” The 19th Conference on the Theories and Practices of Securities and Financial Markets, 2011, Kaohsiung, Taiwan.10. Chow, E. H., Wu, W.-S., Chang, J., and Liu, C.-L. “Distribution in Taiwan Stock Market Fluctuations: Normal or Power-Law Driven?” International Conference of Pacific Rim Management, 2008, Toronto, Canada.11. Chen, S.-H. and Wu, W.-S. “Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan’s Political Futures Markets,” Measurement Error: Econometrics and Practice, 2007, Birmingham, United Kingdom.

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专业研究方向： 专业名称 研究方向 招生类别
020200应用经济学 01金融学 硕士

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