Education

PhD in National Chung Cheng University, Department of Finance.

Master in National Chung Cheng University, Department of Finance.

Academic

Associate Professor, Tunghai University ,2017.02~

Professor, Ling Tung University, 2016.05~2017.01

Associate Professor, Ling Tung University, 2011.06~2016.04

Assistant Professor, Ling Tung University, 2008.02~2011.05

Lecture, Ling Tung University, 1999.08~2008.01

Academic Specialty

International Financial Management

Derivatives

Corporate Governance

Corporate social responsibility

Microstructure

Courses Taught

Theory and Policy of International Trade

Business Ethics and social responsibility

Economics

Derivatives

International Financial Management

Research Publication

1. Li-Hsun Wang, Chu-Hsiung Lin, Erin H. Kao, Hung-Gay Fung, 2017, Good deeds earn chits? Evidence from philanthropic family controlled firm, Review of Quantitative Finance and Accounting (科技部會計類 A_{Tier 2}),. Vol. 49, no.3, 765-783.
2. Erin H. Kao, Yung-Ming Shiu, Chu-Hsiung Lin, 2016, Does engagement in corporate social responsibility reduce firm risk? Evidence from China , Journal of Management (管理學報), Vol. 33, no.3, 501-529. (TSSCI).
3. Erin H. Kao, Chuan-Hao Hsu, Yunlin Lu, Hung-Gay Fung, 2016, Ranking of Finance Journals: A Stochastic Dominance Analysis, Managerial Finance, Vol. 42, no. 4, 312-323 (SSCI,科技部財務類B+等級).
4. Erin, H. Kao, T.W. Ho and H.G Fung, 2015, Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data, Journal of International Financial Markets, Institutional and Money, Vol. 34, PP. 321-336. (SSCI,科技部財務類A-等級).
5. Yunlin Lu, Haifeng Guo, Erin H. Kao, Hung-Gay Fung,2015, Shadow Banking and Firm Financing in China, International Review of Economics and Finance (SSCI,科技部財務類B+等級), Vol. 36, 40-53.
6. Erin H. Kao, Hung-Gay Fung, Qingdi Li, 2014, What explains corporate social responsibility engagement in Chinese firms?, Chinese Economy (Econlit),Vol. 47, 50-80.
7. 高惠娟, 羅仙法, 2014, 考慮停利損下配置型投資策略之探討:以台股指數基金為例, Journal of Management and systems,管理與系統期刊 (TSSCI), Vol. 21, 607-639.
8. Erin H. Kao and Hung-Gay Fung, 2012, Intraday trading activities and volatility in round-the-clock futures markets, International Review of Economics and Finance (SSCI,科技部財務類 B+等級), Vol. 21, PP. 195-209.
9. Erin H. Kao, 2011, Momentum and Reversals in Taiwan Index Futures Returns during Periods of Extreme Trading Imbalance, International Review of Economics and Finance (SSCI,國科會財務類B+等級), Vol. 20, pp.459-467.
10. 高惠娟與戴有德, 2011, 開放大陸人士來台觀光政策對觀光業股價及財務績效之影響, 經濟管理論叢 (Econlit), Vol.7, 257-283.
11. Ming-Cheng Wu, Erin H.C. Kao, Hung-Gay Fung, 2008, The impact of dividend-protected employee stock options on payout policies: evidence from Taiwan, Pacific Economic Review (SSCI), Vol. 13, PP.431-452.
12. An-Sing Chen, Hung-Gay Fung and Erin H.C. Kao, 2008, The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets, Mathematics and Computer Simulation (SCI), Vol.79, PP.429-436.
13. Hung-Gay Fung, Qingfeng Wilson Liu, Erin H. C. Kao, 2007, China’s Outward Direct and Portfolio Investments，China & World Economy (SSCI), Vol. 15, PP.1-16.
14. 高惠娟, 2014, 投資人從眾傾向與衝動性購買行為之探討–以加入股友社為例 , 嶺東學報, 第35期, 73-101. (ACI) ISSN 1811-1912
15. 高惠娟,王澤維,陳建葦, 2013, 價值型投資策略之探討–以本益比,市價淨值比,市價銷貨比為例 , 嶺東學報 , 第34期, 1-36. (ACI) ISSN:1811-1912

Academic/Professional Meeting Proceedings

International Conference

1. Erin H. Kao, (June 2017), Asymmetric return-volatility relation around the clock: Quantile regression analysis, European Financial Management 2017 Annual conference (2017EFMA), Athens, Greek.
2.  Erin H. Kao, Ho-Chuan (River) Huang, Bingzhuo He, Hung-gay Fung, (Jul 2016), Large boards die hard: Evidence from China , 2016 International Conference on Business and Information (2016 BAI) , Nagoya , Japan.
3. Erin H.C Kao, Hung-Gay Fung, Qingdi Li , (Nov 2013), What explains corporate social responsibility engagement in Chinese firms? , The Fourth Asian Business & Management Conference (ABMC 2013) , Osaka.
4. Erin H.C. Kao, (Jun 2009), momentum and reversals in weekly Euro FX futures returns during periods of etreme trading imbalance , 2009 European Financial Management , Milan , Italy.
5.  Ming-Cheng Wu, Hui-Chuan Kao, Yun-Hsuan Huang, (Jun 2007), The impact of employee stock options issued by companies on stock repurchases , 16th European Financial Management Association conference (EFMA), 2007 Annual Meeting , Vienna , Austria

Local Conference

1. Erin H. Kao, Ho-Chuan (River) Huang, Bingzhuo He, (May 2015), Large Boards Die Hard? Evidence from China , 2015 海峽兩岸財務管理學術論壇 , 高雄 , 台灣. (高雄第一科大學術論文研討會)
2. Erin H. Kao, Ho-Chuan (River) Huang, Bingzhuo He, (May 2015), Large Boards Die Hard? Evidence from China , 2015 第十二屆兩岸金融市場發展研討會 , 台北 , 台灣. (淡江大學研討會)
3.  Erin H. Kao, Yung-Ming Shiu, Chu-Hsiung Lin, (May 2015), Does engagement in corporate social responsibility reduce firm risk? Evidence from China , 2015 中部財金學術聯盟研討 ,台中, 台灣.
4.  Erin H. Kao, Hung-Gay Fung, Qingdi Li , (May 2013), What explains corporate social responsibility engagement in Chinese firms? ,  2013台灣財務金融學會年會季財務金融學術論文研討會, 雲林,台灣.
5.  羅仙法, 高惠娟, (Jun 2012), 考慮停利損下配置型投資策略之探討:以指數型基金為例 , 2012中部財金學術聯盟研討會 , 台中, 台灣
6.  高惠娟、戴有德、羅啟甫, (Jun 2011), 投資人從眾傾向與衝動性購買行為之研討-以加入股友社為例 , 2011全球管理新環境-綠能環保國際學術研討會 , 彰化師範大學,彰化, 台灣.
7.  Erin H. Kao, Hung-Gay Fung, (May 2011), Intraday Trading Activities and Volatility in Round-the-clock Futures Market ,  2011台灣財務金融學會年會季財務金融學術論文研討會 , 高雄市, 台灣.
8.  Erin H. Kao, Hung-Gay Fung, (Mar 2011), Intraday Trading Activities and Volatility in Round-the-clock Futures Market,  2011中部財金學術聯盟暨第八屆金融市場發展研討會 , 台中市, 台灣.
9.  高惠娟、戴有德、羅啟甫與金珍玲, (Jan 2011), 投資人從眾傾向與衝動性購買行為之研討-以加入股友社為例 , 2011行為財務學暨新興市場理論與實證研討會 , 台北市 ,台灣
10.  An-Sing Chen, Erin H. C. Kao, (Apr 2007), Information aggregation, Inventory, and trading imbalance in the currency futures market,  2007台灣財務金融學會年會暨學術研討會 , 台中市, 台灣.

NSC Projects

1. The impact of herding trades on asymmetric return-volatility relation, MOST-106-2410-H-275-004, period:2017/08/01~2018/07/31
2. The crash risk and informativeness of domestic and foreign investors: Evidence from Chinese A-share and H-share,  MOST 105-2410-H-275-001,period:2016/08/01~2017/07/31.
3. Re-examine risk-return relation over time-zones—estimated by structural change in regression quantiles, MOST 104-2410-H-275-003,期間:2015/08/01~2016/07/31.
4. Information transmission across global time zones: Evidence from the Nikkei 225 index and S&P 500 index futures markets, NSC 102-2410-H-275-003 -, period:2013/08/01~2014/07/31.
5. Time zone and information transmission across FX futures: re-examine the volatility-volume relation, NSC 97-2410-H-275 -006 -,period:2008/08/01~2009/07/31.