photo
Name Pei-Shih Weng
Title Professor
Research Interests Behavioral Finance, Market Microstructure, Corporate Governance
Office 4101
Phone 4820
Email psweng@g-mail.nsysu.edu.tw


Education 2011, Ph.D., Department of Finance, National Central University
2004, Master, Department of Finance, National Chung Hsing University
2001, Bachelor, Department of Civil Engineering , National Cheng Kung University
Experience 2023-07-01 ~ 2023-08-31, Academia Sinica, Visiting Scholar
2017-08-01 ~ 2020-07-31, National Dong Hwa University, Associate Professor
2013-02-01 ~ 2017-07-31, National Dong Hwa University, Assistant Professor
2010-08-01 ~ 2011-07-31, Louisiana State University (USA), Visiting Scholar
Academic Services 2022-07-29 ~ 2022-08-12, Mathematics Editorial Office, 《Mathematics》 論文審查
2022-07-25 ~ 2022-08-22, Financial Innovation Editorial Office, 《Financial Innovation 》論文審查
2022-07-05 ~ 2022-08-02, 財團法人光華管理策進基金會, 《管理評論》論文審查
2022-03-01 ~ 2022-03-31, 教育部教學實踐研究計畫專案辦公室, 專題研究計畫 審查委員
2022-02-01 ~ 2022-03-31, Journal of Futures Markets Editorial Office, Journal of Futures Markets - Referee
2022-02-01 ~ 2022-03-31, 國科會, Referee
2021-12-16 ~ 2022-01-20, 臺灣財務學會, 《財務金融學刊》 論文審查
2021-12-11 ~ 2021-12-11, 2021中山大學霍特獎社校園競賽, 決賽評審
2021-09-01 ~ , 本校財務管理系「財務管理學程」, 負責人
2021-07-23 ~ 2021-08-23, 管理與系統, 論文審查
2021-07-13 ~ 2021-08-12, 管理學報, 論文審查
2021-07-10 ~ 2021-08-10, Financial Innovation, Referee
2021-07-09 ~ 2021-08-06, Economic Analysis and Policy (Economic Society of Australia Inc.), Referee
2021-06-24 ~ 2021-07-23, 管理學報, 論文審查
2021-05-28 ~ 2021-06-28, 中山管理評論, 論文審查
2021-04-22 ~ 2021-06-21, 臺大管理論叢, 論文審查
2021-04-03 ~ 2021-04-03, 2021管理觀念與應用研討會, 論文評論人
2021-03-05 ~ 2021-09-26, 教育部教學實踐研究計畫專案辦公室, 研究計畫審查委員
2021-02-05 ~ 2021-03-05, 證券市場發展季刊, 論文審查
2020-12-31 ~ 2021-01-31, 證券市場發展季刊, 論文審查
2020-12-10 ~ 2021-01-09, Asia-Pacific Journal of Financial Studies, Referee
2020-11-04 ~ 2020-12-09, 財務金融學刊, 論文審查
2020-11-03 ~ 2021-04-23, Heliyon, Referee
2014-01-01 ~ 2015-12-31, 國立東華大學創新育成中心, 顧問
2014-01-01 ~ 2019-12-31, 壽豐印象社(農企業), 顧問
Category Year Title
Journal Article 2023 Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Jimmy Yang (2023). The Intraday Momentum in the VIX Futures Market. Journal of Banking and Finance, 148, 106746. (SSCI)
Journal Article 2023 Ming-Hung Wu, Wan-Ting Hu, and Pei-Shih Weng (2023). Herd Behaviors in Index Futures Trading: Driving Factors and Impact on Market Volatility. Journal of Futures Markets, Accepted(Forthcoming). (SSCI)
Journal Article 2023 Hang Zhang, Wei-Che Tsai, Pei-Shih Weng, and Pin-Chieh Tsai (2023). Overnight Returns and Investor Sentiment: Further Evidence from the Taiwan Stock Market. Pacific-Basin Finance Journal(Accepted), Forthcoming. (SSCI)
Journal Article 2023 Ya-Kai Chang, Chi-Yeh Lu, Ping-Chieh Tsai, and Pei-Shih Weng (2023). Can horse racing in the SME loan market bolster financing efficiency? A study of an implicit policy intervention in Taiwan. 中山管理評論, 31(3). (TSSCI)
Journal Article 2023 Pei-Shih Weng and Yu-Jen Hsiao (2023). Cost of Health Problems Caused by Stock Market Volatility: An Empirical Study in Taiwan. Financial Research Letters, Accepted(Forthcoming). (SSCI)
Journal Article 2022 Yuhan Lin, Wei-Ning Wang, and Pei-Shih Weng (2022). How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention. Journal of Financial Studies, 30(3), 1-29. (TSSCI)
Journal Article 2021 Yi-Wei Chuang, Wei-Che Tsai, Pei-Shih Weng, and Chi Yin (2021). Do put warrants unwind short-sale restrictions? Further evidence from the Taiwan Stock Exchange. Journal of Futures Markets, 41(3), 325-348. (SSCI)
Journal Article 2021 Ming-Hung Wu, Wei-Che Tsai, Pei-Shih Weng, Dan-Yi Li (2021). Effects of Investor Attention in China’s Commodity Futures Markets. Journal of Futures Markets, 41(8), 1315-1332. (SSCI)
Journal Article 2021 Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Ming‐Hung Wu (2021). Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan. Journal of Financial Markets, 52, 100546. (SSCI)
Journal Article 2020 蔡明宏、王子綾、張航與翁培師 (2020)。家族企業與集團企業中董事會性別組成對公司的影響:績效、研發投資以及現金持有。管理學報,37(1),35-68。(TSSCI)
Journal Article 2020 蔡明宏、徐滋敏與翁培師 (2020)。同業整合或跨業擴展?外部環境與內部特徵對企業併購型態選擇的影響。證券市場發展季刊,32(1),33-70。(TSSCI)
Journal Article 2020 Tun-Ya Yang, Siyuan Huang, Wei-Che Tsai, and Pei-Shih Weng (2020). The Impacts of Day Trading Activity on Market Quality: Evidence from the Policy Change on the Taiwan Stock Market. Journal of Derivatives and Quantitative Studies, 28(4), 191-207. (其他期刊)
Journal Article 2020 Yi-Wei Chuang, Wei-Che Tsai, and Pei-Shih Weng (2020). The Impact of Weather on Order Submissions and Trading Performance. Pacific-Basin Finance Journal, 64, 101456. (SSCI)
Journal Article 2020 Hsuan-Chi Chen, Keng-Yu Ho, Pei-Shih Weng, and Chia-Wei Yeh (2020). The Role of Equity Underwriting Relationships in Mergers and Acquisitions. Pacific-Basin Finance Journal, 64, 101461. (SSCI)
Journal Article 2019 Yi-Wei Chuang, Yu-Fen Lin, and Pei-Shih Weng (2019). Why and How Do Foreign Institutional Investors Outperform Domestic Investors in Futures Trading: Evidence from Taiwan. Journal of Futures Markets, 39, 279-301. (SSCI)
Journal Article 2018 Wei-Che Tsai and Pei-Shih Weng (2018). Do Foreign Institutional Traders Have Private Information for the Market Index? The Aspect of Market Microstructure. International Review of Economics and Finance, 55, 308-323. (SSCI)
Journal Article 2018 Pei-Shih Weng (2018). Lucky Issuance: The Role of Numerological Superstitions in Irrational Return Premiums. Pacific-Basin Finance Journal, 47, 79-91. (SSCI)
Journal Article 2017 羅德謙、池祥萱、翁培師與鄭琬穎 (2017)。公司是否會盈餘管理以迎合投資人股利偏好?。證券市場發展季刊,29(3),83-110。(SSCI)
Journal Article 2017 Pei-Shih Weng, Ming-Hung Wu, Miao-Ling Chen and Wei-Che Tsai (2017). An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange. Journal of Futures Markets, 37(9), 865-891. (SSCI)
Journal Article 2017 蔡維哲、翁培師與陳婉甄 (2017)。三大法人持股與公司資本結構間的關聯性。管理學報,34(2),307-329。(TSSCI)
Journal Article 2017 Pei-Shih Weng and Wan-Yi Chen (2017). Doing Good or Choosing Well? Corporate Reputation, CEO Reputation, and Corporate Financial Performance. North American Journal of Economics and Finance, 39, 223-240. (SSCI)
Journal Article 2016 Ying Hao, Robin Chou, Keng-Yu Ho, and Pei-Shih Weng (2016). Market Return, Liquidity, and Trading Activity of Various Trader Types in the Emerging Market: A Study of the TAIFEX. Asia-Pacific Journal of Financial Studies, 45(4), 499-534. (SSCI)
Journal Article 2015 陳德峰、莊逸偉、翁培師與吳明鴻 (2015)。不同類型投資人期貨交易量對價格的衝擊:台灣指數期貨市場的實證。證券市場發展季刊,27(2),99-123。(TSSCI)
Journal Article 2015 Pei-Shih Weng and Wei-Che Tsai (2015). Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process. Journal of Futures and Options, 8(3), 1-43. (TSSCI)
Journal Article 2015 Ying Hao, Robin Chou, Keng-Yu Ho, and Pei-Shih Weng (2015). The Impact of Foreign Institutional Traders on Price Efficiency: Evidence from the Taiwan Futures Market. Pacific-Basin Finance Journal, 34, 24-42. (SSCI)
Journal Article 2013 Hsuan-Chi Chen, Keng-Yu Ho, and Pei-Shih Weng (2013). IPO Underwriting and Subsequent Lending. Journal of Banking and Finance, 37, 5208-5219. (SSCI)
Conference Paper 2023 Ming-Hung Wu, Wei-Ling Huang, and Pei-Shih Weng (2023). What’s Bad for the Environment Is Also Bad for the Market: The Impact of Air Quality on Mispricing of Dual-Listed Shares in China. The 1st Asia-Pacific Conference on International Finance; Sustainable and Climate Finance and Growth, Vietname.
Conference Paper 2022 Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Jimmy Yang (2022). The Intraday Momentum in the VIX Futures Market. 臺灣財務學會資產定價專題研討會, .
Conference Paper 2022 Ming-Hung Wu, Wan-Ting Hu, and Pei-Shih Weng (2022). Herd Behaviors of Index Futures Trading: Driving Factors and Impact on Market Volatility. 2022 International Conference on Futures and Other Derivatives, China.
Conference Paper 2022 Yuhan Lin, Wei-Ning Wang, and Pei-Shih Weng (2022). How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention. 2022 FMA Asia/Pacific Conference, .
Conference Paper 2022 Hang Zhang, Ping-Chieh Tsai, Wei-Che Tsai, and Pei-Shih Weng (2022). Overnight Returns and Investor Sentiment: Further Evidence from Various Trader Types on the Taiwan Stock Market. Academy of Behavioral Finance & Economics: the 15th Annual Meeting, .
Conference Paper 2022 Hang Zhang, Ping-Chieh Tsai, Wei-Che Tsai, and Pei-Shih Weng (2022). Overnight Returns and Investor Sentiment: Further Evidence from Various Trader Types on the Taiwan Stock Market. World Finance Banking Symposium, .
Conference Paper 2021 Pei-Shih Weng (2021). Day Trading is Good to Your Wealth. The 2021 International Conference of Taiwan Finance Association, .
Conference Paper 2021 Yuhan Lin, Wei-Ning Wang, and Pei-Shih Weng (2021). How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention. The 2021 International Conference of Taiwan Finance Association, .
Conference Paper 2021 Hang Zhang, Ping-Chieh Tsai, Wei-Che Tsai, and Pei-Shih Weng (2021). Overnight Returns and Investor Sentiment: Further Evidence from Various Trader Types on the Taiwan Stock Market. 11th Financial Markets and Corporate Governance Conference, .
Conference Paper 2021 Yuhan Lin, Wei-Ning Wang, and Pei-Shih Weng (2021). How Does Air Quality Affect Trading Performance? The Role of Investor Sentiment and Limited Attention. The 33rd Asian Finance Association Annual Meeting, .
Conference Paper 2021 Hang Zhang, Ping-Chieh Tsai, Wei-Che Tsai, and Pei-Shih Weng (2021). Overnight Returns and Investor Sentiment: Further Evidence from Various Trader Types on the Taiwan Stock Market. 2021 台灣計量經濟學會年會, .
Conference Paper 2020 Hsuan-Chi Chen, Keng-Yu Ho, Pei-Shih Weng and Chia-Wei Yeh (2020). The Role of Equity Underwriting Relationships in Mergers and Acquisitions. The 28th SFM conference, .
Conference Paper 2020 Yi-Wei Chuang, Wei-Che Tsai, Pei-Shih Weng, and Chi Yin (2020). Do put warrants unwind short-sale restrictions? Further evidence from the Taiwan Stock Exchange. The 16th Annual Conference of the Asia-Pacific Association of Derivatives, .
Conference Paper 2020 Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Ming?Hung Wu (2020). Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan. The 2020 International Conference of Taiwan Finance Association, .
Conference Paper 2020 Ming-Hung Wu, Wei-Che Tsai, Pei-Shih Weng, and Dan-Yi Li (2020). Effects of Investor Attention in China’s Commodity Futures Markets. The 9th International Conference on Futures and Other Derivatives, .
Conference Paper 2019 Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, and Ming‐Hung Wu (2019). The Information Content of Order Imbalance Volatility: Evidence from Account-level Trading Activities in the Futures Market. The 2019 International Conference of Taiwan Finance Association, Taiwan.
Conference Paper 2019 Yi-Wei Chuang, Wei-Che Tsai, and Pei-Shih Weng (2019). Weather, Order Submission, and Trading Performance: Evidence from Taiwan. The 31st Asian Finance Association Annual Meeting, Vietname.
Conference Paper 2019 Yi-Wei Chuang, Wei-Che Tsai, and Pei-Shih Weng (2019). The Impact of Weather on Order Submission and Trading Performance. 第18屆中國金融工程學年會, China.
Conference Paper 2018 Pei-Shih Weng (2018). Timely Help or Gilding the Lily? A Study of Unprecedented Increase in SMEs Loans Taiwan. The 2018 International Conference of Taiwan Finance Association, Taiwan.
Conference Paper 2018 Pei-Shih Weng (2018). Lucky Issuance: The Role of Numerological Superstitions in Irrational Return Premiums. The 2018 Eastern Finance Association Annual Meeting, United States.
Year Title
2023

關於股市交易之社會影響的三個議題:利他行動、酒駕和村里長選舉. Ministry of Science and Techonology (112-2410-H-110-061-MY2)

2023

中鋼的減碳淨零策略與 ESG 政策研究. 中國鋼鐵股份有限公司

2022

國內金融機構對於再生能源融資之展望調查. 經濟部工研院

2019

「行為推力」能否提高課程參與度與學習成效?應用「去偏策略」與「選擇 設計」於教學活動. 教育部教學實踐研究計畫專案辦公室

Year Semester Required / Selected Department Course Code Course
111 2 Required Department of Finance FI605 INDEPENDENT STUDIES IN MASTER THESIS (II)
111 2 Selected Department of Finance FM613D INDEPENDENT STUDIES(II)
111 2 Selected Department of Finance FM915 FINANCIAL INFORMATION AND EMPIRICS
111 2 Selected Department of Finance FM112 COMPUTER APPLICATION IN FINANCIAL MANAGEMENT
111 1 Selected Department of Finance FM619 FINANCIAL DATABASE APPLICATION AND ANALYSIS
111 1 Required Department of Finance FM103 ECONOMICS(I)
111 1 Required Department of Finance FI604 INDEPENDENT STUDIES IN MASTER THESIS (I)
111 1 Selected Department of Finance FM611F INDEPENDENT STUDIES(I)
110 2 Selected Department of Finance FM613C INDEPENDENT STUDIES(II)
110 2 Selected Department of Finance FM112 COMPUTER APPLICATION IN FINANCIAL MANAGEMENT
110 2 Selected Department of Finance FM619 FINANCIAL DATABASE APPLICATION AND ANALYSIS
110 2 Required Department of Finance FM706 FINANCIAL STUDIES REVIEW (II)
110 2 Required Department of Finance FI605 INDEPENDENT STUDIES IN MASTER THESIS (II)
110 2 Required EMBA EMBA901A ANALYSIS IN CORPORATE FINANCE
110 2 Selected Department of Finance FM809 FINANCIAL STUDIES REVIEW (IV)
110 1 Selected Department of Finance FM801 FIANNACIAL STUDIES REVIEW (III)
110 1 Required Department of Finance FI604 INDEPENDENT STUDIES IN MASTER THESIS (I)
110 1 Selected Department of Finance FM915 FINANCIAL INFORMATION AND EMPIRICS
110 1 Required Department of Finance FM103 ECONOMICS(I)
110 1 Required Department of Finance FM705 FINANCIAL STUDIES REVIEW (I)
110 1 Selected Department of Finance FM326 BEHAVIORAL FINANCE
Year Name Degree Title
2022 Chi Yin Ph.D Institutional Investors' Holding Horizon and Stock Price Crash Risk
2022 Chen-Yang Tsai Master Corporate Governance and the Information Content of Cash Dividend Announcements
2022 Bing-Yuan Lin Master Exploring the Impact of Corporate Governance on Convertible Bond Issuance from the Perspective of Institutional Reform: A Study of the Taiwan Market
2022 Cheng-Yen Liu Master Forecasting Trading Signals for Taiwanese Stocks using Price-Volume Information and Brokerage Branch Buy-Sell Daily Reports: Application of Machine Learning
2022 Hung Yu-Ying Master Can Odd-Lot Turnover Serve as an Investor Sentiment Indicator? Evidence from the Taiwan Stock Market
2022 Yu-Tung Lin Master Corporate Financial Characteristics and ESG Performance
2022 Yu-Xian Su Master The Impact of Board Functions and Diversity on Corporate ESG Performance
2022 Pin-Chieh Tsai Ph.D The Relationship Between Institutional Investors' Holding Period and Investment Performance
2022 Kuo-Wei Jau Master Performance Comparison of Exchange-Traded Funds- A Study of ESG and High Dividend ETFs
2022 Kuan-Ting Lin Master Evidence on the Association between Corporate Governance and Institutional Holding
2021 Yan-Ling Dong Master Revisit of the relationship among corporate governance, financial performance, and stock returns: Evidence from listed companies in Taiwan
2021 Hui-Chu Ho Master The impact of CEO overconfidence on corporate performance: Evidence from listed companies in Taiwan
2021 Chien-Nan Yu Master The determinants of fee income in the Taiwan banking industry
2021 Yu-Chien Chen Master The Impact of Corporate Governance on Systematic Risk
2021 Wan-Ting Hu Master The Analysis of Intraday Herding Behavior: Evidence from the Taiwan Futures Market
2021 Tzu-Ting Hung Master The Relationship between Media Coverage and Herding Behavior in the Stock Market
2021 Yu-Shiuan Liu Master Dividend Yield and Price Crash Risk: A Study of Taiwan Stock Market
2021 Yu-Ting Wang Master Re-examining the relationship between corporate governance and performance in Taiwan
2017 Yi-Wei Chuang Ph.D The Impact of Weather on Investors’ Trading Behavior: Evidence from the Taiwan Futures Exchange
Year Title Awarding Organization
2023 第13屆UMC聯電經營管理論文獎-佳作 中華民國管理科學學會
2023 2023富邦人壽管理博碩士論文獎財務與會計組-佳作(指導學生) 中華民國管理科學學會
2022 管理評論年度優良審查人獎 管理評論(光華管理策進基金會)
2021 教育部教學實踐研究計畫之績優計畫 教學實踐研究計畫專案
2021 「證券市場發展季刊」年度優秀論文獎 財團法人中華民國證券暨期貨市場發展基金會
2021 TFA Annual Meeting and International Conference, JFS Paper Award Taiwan Finance Association
2021 管理學報財務類-年度論文獎 中華民國管理科學學會
2020 第 12 屆「證券暨期貨金椽獎」甲等獎 證券暨期貨市場發展基金會
2020 TFA Annual Meeting and International Conference, Fubon Paper Award Taiwan Finance Association
2019 第十八屆中國金融工程學會年會-最佳論文獎三獎 中國金融工程學會
2019 TFA Annual Meeting and International Conference, Fubon Paper Award Taiwan Finance Association
2018 聯發科數位社會創新競賽優等獎 聯發科技股份有限公司
2018 TFA Annual Meeting and International Conference, JFS Paper Award Taiwan Finance Association
2017 管理學報財務類-年度論文獎 管理學報
2017 聯電經營管理論文獎-佳作 中華民國管理科學學會
2008 中華民國斐陶斐榮譽學會終身會員 中華民國斐陶斐榮譽學會
Period Activity Description Role
2020-09-01 ~ 2021-09-30 花蓮縣壽豐鄉季節性農作產銷失衡協助計畫 參與當地農產合作社收購滯銷文旦與萊姆進行再加工的服務性活動 擔任活動志工、參與籌備工作與社群討論
2022-03-15 ~ 2022-03-31 2022 TiC100社會創新實踐家 - 社會創業計畫 「重見打狗鹽埕 」提案,以永續城鄉為目的提出城市創生計畫 提案諮詢顧問
2021-04-10 ~ 2023-04-10 青年農民社群活動-農業以外 至地方青農社群活動演講,講題為「金融知識漫談」 主講人
2023-01-01 ~ 2026-12-31 桃園市智慧農業推動小組 議案審查、專業諮詢 專家顧問
英國劍橋大學語言測評考試院「Certificate in EMI Skills」線上課程完成培訓