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Tse-Shih Wang

Tse-Shih Wang
Name Tse-Shih Wang
Job title Associate Professor & Chief Financial Officer
E-mail wangt@mail.ncku.edu.tw
Office 63319
Extension 53439
Website Website
Specialist International Finance, M&A, Fixed Income securities, and econometrics.
Education
  • Ph.D. in Finance, Drexel University, 1998-2002
  • M.S. in Finance, Drexel Univesity, 1996-1998
Experience
  • Assistant professor, Rowan Univesity, Glassboro, New Jersey, USA
  • Assistant professor, Department of Accountancy, Graduate Institute of Finance, National Cheng Kung University, 2002 - 2008
  • Associate professor, Department of Accountancy, Graduate Institute of Finance, National Cheng Kung University, since 2008
  • Department Head, Department of Accountancy, Graduate Institute of Finance, National Cheng Kung University.
  • NCKU Department of Accountancy Cultural Foundation Vice Chairman.
  • Taiwan Stock Exchange and OTC ETF IPO committee member.
  • PwC Educational and Cultural Foundation Director.
Journals
  1. Wang, A.T., C.-C. Liang, 2024. Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDL approach. Borsa Istanbul Review 24, 176-186. (SSCI)
  2. Wang, A.T., and J.-N. Li, 2024. Do CSR Firms Make Better Acquisitions? - The Case of Taiwan. Review of Pacific Basin Financial Markets and Policies 27, 2450007.
  3. Wang, A.T., C.-C. Liang, and C.-L. Ko, 2024. The market’s reactions to the acquisition of special purchase acquisition companies. Empirical Economics Letters 23, No.6. (EconLit)
  4. Wang, A.T., A.-L. Chen, 2020. The causes and consequences of stock pledging by controlling shareholders: the case of Taiwan. Advances in Pacific Basin Business, Economics and Finance 8, 99–129.
  5. Wang, A.T., Wen-Chung Hsu, and Wen-Cheng Ho, 2019. Loan Loss Provisioning of the U.S. Commercial Banks after the Financial Crisis. Universal Journal of Accounting and Finance 7, 29-42. (EconLit)
  6. Wang, Alan T., 2019. The information transmissions between the European sovereign CDS and the sovereign debt markets of emerging countries. Asia pacific Management Review 24, 176-189.
  7. Wang, Alan T., Yu-Hong Liu, Yu-Chen Chang, 2018. An Analysis of Gains to US Acquiring REIT Shareholders in Domestic and Cross-Border Mergers before and after the Subprime Mortgage Crisis. Sustainability 10, 4586. (SSCI)
  8. Wang, Alan T., 2018. A reexamination on the effect of bank competition on bank non-peforming loans. Appled Economics 50, 6165-6173. (SSCI)
  9.  Wang, Alan T., I-Ming Jiang, Horng-Jinh Chang and Johnson T.S. Cheng, 2015. The role of exchange rate fluctuations in the volatility and correlations in emerging markets. International Journal of Information and management sciences 26, 219-238.
  10. Wang, Alan T. and Chengxue Yao, 2014. “Risk of Latin America Sovereign Debts before and after the Financial Crisis”, Applied Economics (SSCI), Vol.46, pp.1665-1676.
  11. Wang, Alan T. and S.-Y. Yang, 2013. “Is China's Equity Market a Systematic Risk for International Asset Pricing Models?” Investment Management and Financial Innovations, Vol.10, pp.174-183.
  12. Lo, C.-T., Y.-K. Chen and A.T. Wang， 2013. “A Study on Central Government’s Public Construction Investment Portfolio Patterns”, Architecture Science, Vol. 6, pp. 045-063.
  13. Wang, Alan T., S.-Y. Yang and N.-T. Yang, 2013. “Information Transmission between Sovereign Debt CDS and Other Financial Factors-The Case of Latin America”, North American Journal of Economics and Finance (SSCI), Vol.26, pp.586-601.
  14. Wang, Alan T., S.-H. Hung and I.-M. Jiang, 2013. “The Effect of Target Federal Funds Rate Changes on the Foreign Exchange Markets: An Event Study Approach”, Journal of Applied Finance and Banking, Vol.3, No.3, pp. 117-132.  
  15. I-Ming Jiang, S.-Y. Yang, Y.-H. Liu, and Alan T. Wang, 2012. "Valuation 
  16. of Double Trigger Catastrophe Options with Counterparty Risk", North American Journal of Economics and Finance (SSCI), Vol.25, August, pp.226-242..
  17. Wang, Alan T., Ming-Yuan Li, and Ti-Chen Chen, 2010. “The Return Behaviors of ADRs: Price Transmission, Foreign Exchange rate Risks, and Global Diversification”, Applied Economics (SSCI), Vol.42, no. 13-15, pp.1811-1823.
  18. Liang, C.-C. and Alan T. Wang, 2009. “Nonlinear Adjustments of ADR Mispricing with Transaction costs”, The Empirical Economics Letters, Vol. 8(6), pp.563-572.
  19. Wang, Alan T., 2008. “Long-run Equilibrium, Volatility Spillovers and International Asset Pricing: Empirical Analysis through ADRs”, Review of Securities and Futures Markets (Taiwan SSCI), Vol.11, No.3, pp.33-70.
  20. Wang, Alan T., and W.-C. Lee, 2007. "An Empirical Application of Markov Model for the Term Structure of Credit Risk Spreads", Journal of Chinese Statistical Association (JEL, EconLit), Vol.45, pp.55-73.
  21. Wang, Alan T. and S.-Y. Yang, 2007. “A Simplified Firm-value Based Risky Discount Bond Pricing Model”, Review of Pacific Basin Financial Markets and Policies (FLI, JEL, EconLit), Vol.10, No.3, 445-468.
  22. Ming-Yuan Li, A.T. Wang, Y.-C. Lin and H.-H. Cheng, 2007. “Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study”, Economics Bulletin (e-JEL, EconLit), Vol.3, No.10, pp.1-13.
  23. Wang, Alan T., 2007. “Does implied volatility of currency futures options imply volatility of exchange rates?”, Physica A: Statistical Mechanics and its Applications (SCI), 374(2), February, pp.773-782.
  24. Li, Ming-Yuan Leon, Ming-Long Wang, Alan T. Wang and Chien-An Wang, "Determinants of Dividend Policy: High-tech versus Traditional Companies-An 
  25. Empirical Study of Taiwan Listed Companies," Empirical Economics Letters (EconLit) 5(2), March, 2006.
  26. Yang, S. Y., S. C. Doong, A. T. Wang, and D. L. Chang, 2005. “Intra-day analysis of the dynamics of returns and conditional volatilities of ADRs and underlying assets- The case of Asian Tigers”, Journal of Economics and Management (EconLit), Vol.1, No. 2, pp.119-141.
  27. Yang, S. Y., S. C. Doong, and A. T. Wang, 2005. “The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets” , The Journal of American Academy of Business, (ABI) Vol. 7, No. 1, September, pp.118-123.
  28. Wang, Alan T. and S.-Y. Yang, 2004. “Foreign Exchange, World Diversification, and Taiwanese ADRs”, Applied Economics Letters (SSCI), Vol.11, No.12, pp.755-758.
  29. Chiang, Thomas C., S.-Y. Yang and T.-S. Wang, 2000. "Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on a Bivariate GARCH Model", International Journal of Business (JEL), Vol.5, No.2, Fall 2000.
Others

Bond markets: Theory and practice. (Chinese) Publisher: Yeh Yeh Gallery