研究著作

一、研究計畫

• 不同交易機制下的交易者行為─越南胡志明與河內證交所的證據，100.08.01~102.07.31，國科會，主持人
• 雙重身分交易者的交易行為─期貨市場與選擇權市場的證據，99.08.01~100.07.31，國科會，主持人
• 先前的後悔與隨後的風險態度:台灣期交所期貨投資人行為，98.08.01~99.07.31，國科會，主持人
• 混合利潤與心理帳戶:台灣期交所選擇權投資人行為，96.11.01~97.10.31，國科會，主持人

二、期刊論文

• Ting, Hsiu-I and Ming-Chun Wang (2011), nstitutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information,?Journal of Economics and Management, 7, 2, 285-308. [EconLit] (In Chinese)
• Wen-Ming Szu, Ming-Chun Wang, Wan-Ru Yang (2011),“The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange, ” International Review of Economics & Finance, Vol. 20 No. 4(SSCI) pp.826~838
• Chan, Chia-ying, Ling-Chu Lee and Ming-Chun Wang (2010) “Employee Stock Options Pricing and the Implication of Restricted Exercise Price: Evidence From Taiwan, ” Review of Quantitative Finance and Accounting, Vol. 34 No. 2(FLI) pp.247~271
• Liu, Yu-Jane and Ming-Chun Wang and Long-Kai Zhao (2010) “Narrow Framing: Professions, Sophistication and Experience, ” Journal of Futures Markets, Vol. 30 No. 3(SSCI) pp.203~229
• Liu, Yu-Jane, Chih-Ling Tsai, Ming-Chun Wang and Ning Zhu (2010) “Prior Consequence and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange, ” Management Science, Vol. 56 No. 4(SSCI) pp.606~620
• Anthony H. Tu, Ming-Chun Wang (2007) “The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures, ” Journal of International Financial Markets, Institutions, & Money, 2卷17期(FLI) pp.198~211
• Ming-Chun Wang, Huey-Fang Tsai and Anthony H. Tu (2005) “The Effects of the Initiation of the Mini Taiwan Stock Index Futures on the Efficiency and Volatility of Taiwan Stock Index Futures, ” Soochow Journal of Economics and Business, 3卷50期(其它) pp.45~66

三、研討會論文

• Chan, Chia-ying and Ming-Chun Wang (2011), ntraday Stock Option Market Activity in Taiwan,?presented at the 18th Annual Conference of the Multinational Finance Society, Rome, Italy, June 2011.
• Chia-Ying Chan, Ming-Chun Wang，Intraday Stock Option Market Activity in Taiwan，18th Annual Conference of the Multinational Finance Society，2011.06
• Yu-Jane Liu, Chih-Ling Tsai, Ming-Chun Wang and Ning Zhu，Prior Consequence and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange，17th Conference on the Theories and Practices of Securities and Financial Markets，2009.12
• Chia-Ying Chan, Ming-Chun Wang ，Intraday Stock Option Market Activity in Taiwan，2010 International Conference of Taiwan Finance Association，2010.05
• Chia-Ying Chan, Ming-Chun Wang ，Intraday Stock Option Market Activity in Taiwan，International Symposium on Financial Engineering and Risk Management 2010，2010.06
• Yu-Jane Liu, Ming-Chun Wang，Narrow Framing: Professions, Sophistication and Experience，16th Conference on the Theories and Practices of Securities and Financial Markets，2008.12
• Yu-Jane Liu and Ming-Chun Wang，Narrow Framing: Professions, Sophistication and Experience，the 2007 FMA Annual Meeting，2007.10
• Yu-Jane Liu, Chih-Ling Tsai, Ming-Chun Wang and Ning Zhu，The House Money Effect: Evidence from Taiwan Futures Exchange，the 17th Asia-Pacific Futures Research Symposium，2007.03
• Yu-Jane Liu, Chih-Ling Tsai, Ming-Chun Wang and Ning Zhu，The House Money Effect: Evidence from Taiwan Futures Exchange，the 2007 China International Conference in Finance，2007.07
• Ling-Chu Lee, Ming-Chun Wang and Chia-ying Chan，A Study of Employee Stock Option Pricing in Taiwan，13th Annual Conference of the Multinational Finance，2006.07
• Anthony H. Tu and Ming-Chun Wang ，Contract size and price volatility: Does the initiation of E-mini Stock Index Futures Affect the volatility of S&P500 Stock Index and Futures，2004 PBFEA Conference，2004.08
• Ling-Chu Lee, Ming-Chun Wang and Chia-ying Chan，A Study of Employee Stock Option Pricing in Taiwan，2005 Asian FA Annual Conference，2005.07
• Huey-Fang Tsai and Ming-Chun Wang，The Effect of Tax-Exempt Cash Dividends, Stock, Future, and Land Capital Gains on Earnings Management，Taiwan Financial Academic Conference, 2004，2004.04
• Anthony H. Tu and Ming-Chun Wang，Contract size and price volatility: Does the initiation of E-mini Stock Index Futures Affect the volatility of S&P500 Stock Index and Futures，2004 Asian FA/TFA/FMA Conference，2004.07
• Ming-Chun Wang and Huey-Fang Tsai，The Effects of the Initiation of the Mini Taiwan Stock Index Futures on the Efficiency and Volatility of Taiwan Stock Index Futures，New Paradigms of Management, Academic Conference, 2002 ，2002.11