程言信 助理教授
- 系所：金融資訊系
- 研發領域：金融、銀行業及保險
- 標籤： 證券投資
- 專長： 財務工程,衍生性金融商品,固定收益証券,投資組合分析
- 學歷：
國立政治大學國貿研究所博士
- 經歷：
證券商業同業公會 在職訓練課程師資 講師 2002.08 ~ 0000.08
- 電話：(07)381-4526#16364
- 傳真：(07)615-1205
1
股價、黃金與恐慌指數之關聯性與投資實證分析The Empirical Relationship and Investment Analysis of Stock Price, Gold and VIX
2
台灣上市櫃公司股票報酬與公司治理關聯性研究The Relationship between Stock Return and Corporate Governance of Taiwan Listed Companies
3
REITs與營建相關產業類股價指數關聯性之實證研究An Empirical Study on the Relationship Between REITs and Construction-Related Industry Stock Index
4
ESG投資與傳統投資關聯性實證Empirical Evidence on the Relationship between ESG Investing and Traditional Investing
5
台灣上市公司價值型投資選股績效實證Empirical Evidence of Value Investing Selection Strategy Performance of Listed Companies in Taiwan
6
台灣ETFs與REITs定期投資策略實證分析An Empirical Analysis of Taiwan's ETFs and REITs Regular Investment Strategies
7
股票、債券與利差的關聯性與投資實證An Empirical Study of Relationships and Investment among Stocks, Bonds and Interest Rate Spreads
8
應用選擇權情緒指標建構台股指數期貨交易策略實證分析Empirical Analysis of Constructing Taiwan Stock Index Futures Trading Strategy Using Option Sentiment Indicators
9
台指期貨、電子期貨與金融期貨之價差交易策略實證研究The Empirical Study of Spread Trading Strategies Using TAIEX Futures, Electronic Sector Index Futures and Finance Sector Index Futures
10
銀行股價與營運績效關係實證～以臺企銀及第一銀為例Empirical Evidence on the Relationship between Bank Stock Price and Operating Performance - Taking Taiwan Business Bank and First Commercial Bank as Examples
11
台灣股市、匯率及外資買賣超之關聯性實證An Empirical Study on the Relationship between Taiwan Stock Market, Exchange Rate and Foreign Institutional Investors Net Buying/Selling
12
台灣上市股價指數與匯率關聯性實證分析An Empirical Analysis of the Relationship between Taiwan's Listed Stock Price Index and Exchange Rates
13
商品提升投資組合效率實證-以原油黃金與比特幣為例Evidence of Commodities Improving Portfolio Efficiency-Taking Crude Oil, Gold and Bitcoin as Examples
14
銀行股價與營運績效關係實證～以國泰金控及富邦金控為例Empirical Evidence on the Relationship between Bank Stock Price and Operating Performance - Taking Cathay Financial Holdings and Fubon Financial Holdings as Examples
15
特斯拉與台灣上市電動車供應鏈股價關聯性實證分析An Empirical Analysis of the Relationship between TESLA and the Stock Price of the Taiwan-listed Electric Vehicle Supply Chain
16
龍頭股與股價指數關聯性實證研究The Empirical Study on the Relationships of Leading Stocks and Stock Price Index
17
原油與太陽能股價指數關聯性實證分析An Empirical Analysis of the Relationship between Crude Oil and Solar Stock Price Index
18
台灣都會區房價影響因素實證An empirical study on the influencing factors of housing prices return in Taiwan metropolitan area
19
台指期逆價差下的交易策略績效分析實證An Empirical Performance Analysis of the Trading Strategy under the Negative Spread of the Taiwan Index Futures
20
槓桿型與反向型ETF投資績效實證An Empirical Study on Investment Performance of Leveraged and Inverse ETFs
21
台灣境外基金定期定額與定期不定額投資策略實證研究An Empirical Study of Dollar-Cost Averaging and Value Averaging Investment Strategies on Taiwan Offshore Funds
22
臺灣股市三大法人從眾行為實證Herding Behaviors of Institutional Investors in Taiwan Stock Market
23
美國三大股價指數與恐慌指數關聯性實證研究An Empirical Study of the Relationships between the Three Major U.S. Stock Indexes and VIX
24
台北地區房價指數與戶數之關聯性實證An Empirical Study on the Correlation between House Price Index and the Number of Households in Taipei Area
25
高雄地區郵局ｉ郵箱的營運績效實證An Empirical Study on the Operational Performance of iBox in Kaohsiung
26
應用財務比率選股於台股投資策略實證Empirical Study on the Investment Strategy of Taiwan Stocks by Using Financial Ratios
27
BS及GC模型下台指選擇權評價實證分析An Empirical Analysis of the Valuation of BS and GC Models to TXO
28
上市公司首次發行可轉換公司債對於股票報酬的宣告及發行效果Announcement and Issuance Effect of Convertible Bond IPO on the Stock Abnormal Returns
29
台灣上市股票財務比率選股投資績效實證The Performance of Financial Ratios Investing in Taiwan Listed Stock Market
30
高股息投資策略是否具高績效? 台股ETF實證Whether the high dividend investment strategy has high performance? Evidence from Taiwan Stock ETF
31
股價指數、黃金與石油價格關係之實證研究The Empirical Study on the Relationships between Stock Index, Gold and Oil Prices
32
新冠病毒疫情對股市影響實證分析Empirical analysis of the impact of the COVID-19 pandemic on the stock market
33
The Empirical Analysis of Gold Mutual Fund The Difference between Active and Passive Management
34
台灣股價指數ETF投資實證研究The Empirical Study on the Investment Performance of Taiwan Stock Index ETF
35
布林通道策略投資台股績效實證分析The Empirical Analysis of the Investment Performance on Taiwan Stocks by the Bollinger Channel Strategies
36
美國10年期公債、股市、原油與黃金關聯性實證研究The Empirical Study on the Relationships between 10-year U.S. Treasury Bonds, Stock Market, Crude Oil and Gold
37
美國S&P500、滬深300與恐慌指數關聯性實證研究The Empirical Study on the Relationship between S&P500, CSI300 and VIX
38
不同計價幣別新興市場債券型基金績效實證- 以美元與南非幣為例Empirical Study on the Performance of Emerging Market Bond Funds in Different Pricing Currencies-Taking US Dollars and South African Dollars as Examples
39
黃金共同基金績效實證- 主動式與被動式管理差異分析The Empirical Analysis of Gold Mutual Fund The Difference between Active and Passive Management
40
槓桿型與反向型ETF績效實證The Empirical Study of Leveraged and Inverse Exchange Traded Funds
41
承銷機制改變與公司規模對IPO股票報酬實證The Empirical Study of IPO Stock Return on the Change of Underwriting Mechanism and the Size of Companies
42
以風險值建構投資組合策略實證An Empirical Study of Constructing Portfolio Strategy with Value at Risk
43
應用技術指標於策略性避險模型之績效分析The Performance Analysis of Applying Technical Indicators to Strategic Hedging Model
44
考慮盤後交易制度之買賣權平價套利實證分析An Empirical Analysis of the Put-Call Parity Arbitrage with After-hours Trading
45
臺灣50指數與臺灣50ETF關聯性實證研究The Empirical Study of Relationships between Taiwan 50 Index and Taiwan 50 ETF
46
資產配置策略實證分析-以股權與債權ETF為例The Empirical Analysis of Asset Allocation Strategies:A Case Study of Equity and Debt ETFs
47
股票報酬與財務指標之實證分析- 以台灣50指數成分股為例The Empirical Analysis of Stock Returns and Financial Ratios -Evidence from Constituent Stocks in Taiwan 50 index
48
不動產價格與貸款能力關聯性實證研究The Empirical Study on the Relationships between Real Estate Price and Loan Ability
49
高雄市法拍屋價格之影響因素實證分析An Empirical Analysis on the Factors Influencing the Price of Estate Auction Conducted by the Court in Kaohsiung City
50
地區醫院經營管理績效案例研究The Case Study on the Operational Performance of District Hospital Management
51
利差與股價指數關聯性實證分析The Empirical Study on the Relationship between Interest Rate Spreads and Stock Index.
52
臺灣都會區房地產價格關聯性實證研究The Empirical Study of House Prices Relationships between Metropolises in Taiwan
53
銀行企金業務關聯性實證研究-以三商銀為例The Empirical Study on the Corporate Banking Relationships between Three Major Commercial Banks