呂宗勳 副教授

Tsung-Hsun Lu Associate Professor

呂宗勳 副教授

soros@ctbc.edu.tw

 學歷背景 / EDUCATIONAL BACKGROUND

國立成功大學 企業管理研究所, 財務與應用經濟組 博士

National Cheng Kung University, Finance and Economics (Ph.D.)

專長 /SPECIALITY

技術分析、行為財務、證劵分析、所得分配

Technical Analysis

經歷 / WORKING EXPERIENCES

  • 實踐大學國際企業管理學系助理教授
  • 台北市政府市政顧問
  • 國立清華大學科管院博士後研究
  • 國立台北大學兼任助理教授
  • 統一證劵經理
  • 富邦證劵自營部交易員
  • 玉山證劵副理
  • 群益期貨研究員
  • 中央研究院經濟所專任助理

 

  • Academia Sinica
  • Capital Futures Corp.
  • Fubon Securities Corp.
  • E. Sun Securities Corp.
  • President Securities Corp.
  • Assistant Professor, Shih Chien University

期刊論文 / JOURNAL PAPERS

  1. Tsung-Hsun Lu* and Yung-Ming Shiu (2016) “Can One-day Candlestick Patterns be Profitable on the 30 Component Stocks of the DJIA? ”  Applied Economics, 48:3345-3354.【SSCI;科技部經濟領域優良期刊】
  2. Tsung-Hsun Lu, Yi-Chi Chen* and Yu-Chin Hsu (2015) “Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies? ” Journal of Banking & Finance, 61:172-183.【SSCI; 科技部財務領域A tier-1級】
  3. Tsung-Hsun Lu* (2014) “The Profitability of Candlestick Charting in the Taiwan Stock Market” Pacific-Basin Finance Journal, 26: 65-78. 【SSCI; EconLit;科技部財務領域A tier-2級】
  4. Tsung-Hsun Lu, Yi-Chi Chen and Jinji Chen (2016) “Can Opening Prices Create Value for Investors in Taiwan?” Advances in Financial Planning & Forecasting, 7: 1-16.【EconLit; FLI;科技部財務領域B級】
  5. Tsung-Hsun Lu, Yu-Lieh Huang and Jow-Ran Chang* (2016) “Can Anomalies be Explained by Technical Analysis? Evidence from Candlestick Patterns” Advances in Investment Analysis and Portfolio Management, 7: 65-83.【EconLit; FLI;科技部財務領域B級】
  6. 許永明*, 呂宗勳, 林瑞銘 (2014) “保險業風險管理與財務績效之關係”  保險專刊, 30(3): 261-297.
  7. Tsung-Hsun Lu* and Jinji Chen (2013) “Candlestick Charting in the European Stock Markets”  JASSA-The Finsia Journal of Applied Finance,  2: 20-25.【SSCI; EconLit;科技部財務領域B級】
  8. Tsung-Hsun Lu*, Yung-Ming Shiu, and Tsung-Chi Liu (2012) “Profitable Candlesticks Trading Strategies-The Evidence from a New Perspective” Review of Financial Economics, 21 (2): 63-68.【EconLit; FLI;科技部財務領域B+級】
  9. Tsung-Hsun Lu* and Yung-Ming Shiu (2012) “Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan” Emerging  Markets Finance and Trade, 48 (supplement 1): 39-55.【SSCI; EconLit; ABI】
  10. Yung-Ming Shiu and Tsung-Hsun Lu* (2011) “Pinpoint and Synergistic Trading Strategies of Candlesticks” International Journal of Economics and Finance, 3 (1): 234-244.【EconLit; FLI】
  11. Tsung-Hsun Lu* and Jun-De Lee (2016) “Is Abnormally Large Volume a Clue?”International Journal of Economics and Finance, 8(9): 226-233.【EconLit; FLI】

研討會論文 / SEMINAR PAPER

  1. Tsung-Hsun Lu “Can Anomalies be Explained by Technical Analysis? Evidence from Candlestick Patterns” Paper presented at the 2014 meeting of World Finance Conference, Venice, Italy, Conference proceeding (July 2-4).
  2. Tsung-Hsun Lu ” Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?” Paper  presented at the 51th 2015 Annual Meeting of the Eastern Finance Association (EFA), New Orleans, U.S.A., Conference proceeding (April 8-11).