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姓  名 楊琬如 Wan-Ru-Yang
學  歷 美國加州大學聖塔芭芭拉經濟學博士 
專  長 行為財務、賽局理論、個體經濟學
開設課程 個體經濟學、總體經濟學

聯絡方式 (07)5919711 研究室 M01-602

[1] Is Smart Money Really Smart? The relationship between Skill of Mutual Fund Investor and Trading Behavior of Mutual Fund Manager. 2013-2014. Ministry of Science and Technology. (102-2410-H-390-009-)
[2] The Influence of U.S. Stock Market and Investor Expectation in Dynamic Herding of Asian Markets. 2012-2013. Ministry of Science and Technology. (101-2410-H-390-005-)
[3] Multidimensional Uncertainty, Herd Behavior and the Information Role of Market Price. Ministry of Science and Technology. 2010-201.(99-2410-H-390-020-)
[4] The Cost of Information and Herd Behavior in Bank Runs. 2007-2009. Ministry of Science and Technology. (96-2415-H-390-005-MY2)

[1] Wen-Ming Szu and Wan-Ru Yang*, 2015. Influence of Individual Investor Sentiment on Taiwan Option Prices During 2007-2010 Financial Crisis. Managerial Finance, forthcoming. *代表通訊作者

[2] Wen-Ming Szu, Yi-Chen Wang, and Wan-Ru Yang*, 2015. How does investor sentiment affect implied risk-neutral distributions of call and put options? Review of Pacific Basin Financial Markets and Policies, forthcoming. *代表通訊作者

[3] Wan-Ru Yang* and Yi-Ling Chen, 2015. The response of dynamic herd behavior to domestic and U.S. market factors: Evidence from the Greater China stock markets. Emerging Markets Finance and Trade, forthcoming. *代表通訊作者

[4] I-Hsiang Huang, Hsu-Huei Huang, Chih-Hsiang Chang, Wan-Ru Yang, 2013, Testing the Cost of Capital Effects of Taiwan’s First Stock Market Liberalization. Journal of Financial Studies 21, 63-96. 

[5] Wen-Ming Szu, Ming-Chun Wang, and Wan-Ru Yang*, 2011. The determinants of exchange settlement practices and the implication of volatility smile: Evidence from Taiwan Futures Exchange. International Review of Economics and Finance 20, 826-838. *代表通訊作者 

[6] Wan-Ru Yang, 2011. Herding with costly information and signal extraction. International Review of Economics and Finance 20, 624-632. 

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