• 姓名: 刘玉珍
  • 职称: 教授
  • 学位: 博士
  • 北京大学
  • 光华管理学院
教育背景

1991,台湾中山大学,金融学,博士

1988,台湾中山大学,企业管理,硕士

1985,台湾政治大学,企业管理,学士

工作经历

2007-目前,光华管理学院金融系教授

1998-2007,台湾政治大学财务管理系教授、系主任

1996-1998,台湾中正大学金融系教授、系主任

1991-1996,台湾中正大学金融系副教授

学术兼职

曾分别担任台湾政治大学与中正大学财务管理学系系主任,政治大学商学院投资人研究中心主任,台湾证券柜台买卖中心独立董事,期交所交易委员,证券商业同业公会顾问,台北市政府特种基金顾问,投资人保护中心调解委员,台湾金融学会理事,台湾经济部国有事业民营化咨询委员,并为台湾多个主要金融学术期刊的编辑委员。

教授课程

1.行为金融学

2.证卷市场结构

3.公司财务

4.投资学

论文专著

曾在国际主要学术期刊如Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, Journal of Corporate Finance, Journal of Financial Markets, Journal of Banking and Finance, and European Finance Management 等国内外刊物发表数十篇文章。

1) Conghui Hu and Yu-Jane Liu, Valuing Diversity: CEOs' Career Experiences and Corporate Investment, accepted for publication in Journal of Corporate Finance, 2014.

2) Yu-Jane Liu, Longkai Zhao, Zheng Zhang,“Speculation Spillover”, Management Science(SSCI), forthcoming.

3) Yi-Tsung Lee, Yu-Jane Liu, Wei-Shao Wu, Robert Fok, "Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers", Journal of Financial Markets(SSCI), 2014, 18: 25-48.

4) Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, The Cross-section of Speculator Skill: Evidence from Day Trading", Journal of Financial Markets(SSCI), 2014, 18: 1-24.

5) Mao-Wei Hung, Yu-Jane Liu, and Chia-Fen Tsai, "Managerial personal diversification and portfolio equity incentives." Journal of Corporate Finance, 2012, 18 (1): 38-64..

6) Yu-Jane Liu, Chih-Ling Tsai, Min-Chun Wang and Ning Zhu, "Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange", Management Science(SSCI), 2010, 56: 606-620.

7) Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, "Just HowMuch do Individual Investors Lose by Trading?" Review of Financial Studies, 2009, 22 (2): 609-632.

8) Li-wen Chen, Ji-Chai Lin, Yu-Jane Liu and Shane Johnsen, Information, Sophisication, and Foreign versus Domestic Investors' Performance, Journal of Banking and Finance(SSCI) , 2009, 33( 9): 1636-1651.

9) Yu-Jane Liu, Min-Chun Wang and Longkai Zhao, Narrow Framing: Perfessions, Sophisication and Experience, Journal of Futures Market (SSCI), 2009,140: 175-203.

10) Rachel, Yu-Jane Liu and Larry Tzeng, "Hidden Overconfidence and Advantageous Selection", The Geneva Risk and Insurance Review, 2010, 35 (2): 93-107.

11) Yi-Tsung Lee, Yu-Jane Liu and Ning Zhu, 2008, The costs of owning employer stocks: Evidence from Taiwan, Journal of Financial and Quantitative Analysis,(SSCI), 2008, 43:717-740.

12) Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan, European Financial Managment(SSCI), Vol 13, Iss. 3, Jun 2007, 423-447.

13) Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu, "IPO Auctions and Private Information", Journal of Banking and Finance (SSCI), Vol. 31 Iss. 5, May 2007, 1483-1500.

14) Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, Taxes and Dividend Clientele: Evidence from Trading and Ownership Structure, Journal of Banking and Finance (SSCI), Vol. 30, 2006, 229-246.

15) Yi-Tsung Lee, Yu-Jane Liu, Richard Roll and Avanidhar Subrahmany,"Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange, " Journal of Financial and Quantitative Analysis (SSCI), Vol. 39, Iss. 2, Jun. 2004,327-342. (has been re-summarized in The CFA Digest, Vol. 34, Iss. 4, Nov. 2004, 54-55.)

16) Ray Tsaih, Yu-Jane Liu, Wenchin Liu, and Yu-Ling Lien, "A Decision Support System for Small Business Loans", Decision Support System(SCI). Vol. 38, Iss. 1, Oct. 2004, 91-99.

17) Yu-Jane Liu and K.C. John Wei Liaw and Gwohorng, "On the Demand Elasticity of IPO: An Analysis of Discriminatory Auctions", International Review of Finance, 2001,151-178.

18) Y.T.Lee, Robert Fok and Y.J, Liu, "Information Stocks, Trading Strategies and Order Imbalance, " Journal of Business, Finance and Accounting,(SSCI)Vol. 28, No.1&2, Jan/March. 2001.199-230.

19) Chih-Hsien Yu andYu-Jane Liu, "On the Effect of Stock Stabilization Fund—A Case of Taiwan, " Review of Pacific Basin Financial Markets and Policies.

20) Y. T. Lee, J.C. Lin and Y.J.Liu, " Trading Patterns of Big versus Small Traders: An Emerging Market Analysis, " Journal of Banking and Finance (SSCI), 1999, 701-725.

21) Y. J. Liu, V. W. Liu, and C. S. Wu, "The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms," Review of Quantitative Finance and Accounting, Vol. 9, No. 3, 1997, 301-326.

22) Y. J. Liu, "Auction Mechanisms and Information Structure:An Experimental Study of Information Aggregation in Securities Markets," Research in Experimental Economics, Vol. 6, JAI Press Inc., 1996, 165-212.

23) K.C. Wei, Y. J. Liu, C. C. Yang and K. H. Chuang, "Volatility and Price Changes Spillover Effects Across the Developed and Emerging Markets," Pacific-Basin Finance Journal, Vol. 3, No. 1, March 1995, 113-136.

奖励/荣誉

期刊论文获得美国 Sandell Research Grant on Retirement (美国联邦社会安全署支持计划)(2006)。

研究论文被美国会计师协会文摘(2004),美国商业周刊(2004),经济学人Economist(2012)等多个期刊介紹。

曾荣获国际多个学术论文研讨会最佳论文奖。

曾获得美国财务年会American Finance Association(AFA)travel grant Travel Grant,担任国际多个重要期刊的评审委员与中山大学管院杰出校友。