高友笙

教育经历

工作经历

2020, 9－目前    武汉华人策略综合讨论大厅副教授

2017, 9－2020, 7  济南齐鲁工业大学华人策略综合讨论大厅副教授

2014, 4－2017, 6  厦门华侨大学统计学院暨数量经济研究院讲师

2013, 2－2014, 1  台湾新竹交通大学财务金融研究所博士后研究员

2007, 9－2011, 6  台湾台北淡江大学财务金融学系兼任讲师

个人荣誉

学术成果:论文

期刊论文：

[1] Chien-Chung Nieh, Chao-Hsiang Yang and Yu-Sheng Kao (2012), “Who has more influence on Asian Stock Markets around the Subprime Mortgage Crisis－the U.S. or China?” Applied Economics Letters, 19(4), March, 329-335. (SSCI 收录). (通讯作者)

[2] Chao-Hsiang Yang, Chi-Tai Lin and Yu-Sheng Kao (2012), “Exploring stationarity and structural breaks in commodity prices by the panel data model,” Applied Economics Letters, 19(4), March, 353-361. (SSCI 收录). (通讯作者)

[3] Chien-Chung Nieh, Yu-Sheng Kao and Kuang-Cheng Cheng (2013), “The Study on the Asymmetric Contagion Effect among the U.S. and Asian Stock Markets at the Beginning of Twenty-first Century,” Journal of Data Analysis, 8(3), June, 1-26. (EconLit 收录). (通讯作者)

[4] Yu-Sheng Kao, Yu-Cheng Ku and Min-Teh Yu (2015), “Trading Volumes of Stocks and Market Implied Volatilities: Evidence from VIX and VXN,” Taiwan Journal of International Business Studies, 9(1), March, 63-89. (通讯作者)

[5] Yu-Sheng Kao, Hao-YangSun, Chien-Chung Nieh and KaiZhao (2018), “Does Microtherm Boost Pharmaceutical Companies’ Market Capitalization Returns?” Applied Economics, 50(14), February, 1522-1535. (SSCI 收录). (通讯作者)

[6] Yu-Sheng Kao, KaiZhao, Yu-ChengKu and Chien-Chung Nieh (2019), “The Asymmetric Contagion Effect from the U.S. Stock Market around the Subprime Crisis between 2007 and 2010,” Economic Research-Ekonomska Istraživanja, 32(1), September, 2422-2454. (SSCI 收录，JCR检索SSCI二区期刊). (通讯作者)

[7] Yu-Sheng Kao, Hwei-LinChuang and Yu-ChengKu (2021), “The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures,” The North American Journal of Economics and Finance, 54 (online on February 20, 2019). (SSCI 收录，JCR检索SSCI二区期刊). (通讯作者)

[8] Jung-Bin Su and Yu-Sheng Kao (2022), “How does the crisis of the COVID-19 pandemic affect the interactions between the oil, gold, currency, and cryptocurrency markets?” Frontiers in Public Health, Volume 10 - 2022(1), 1-31. (SCI, SSCI 收录，JCR检索SCI, SSCI一区期刊). (通讯作者)

[9] Yu-Sheng Kao, Kai Zhao, Hwei-Lin Chuang and Yu-Cheng Ku (2024), “The Asymmetric Relationships between the Bitcoin Futures’ Return, Volatility, and Trading Volume,” International Review of Economics and Finance,Volume 89, Part A, January, 524-542. (SSCI 收录，JCR检索 SSCI 一区期刊). (通讯作者)

[10]Yu-Sheng Kao, Min-Yuh Dayand Ke-Hsin Chou(2024), “A Comparison of Bitcoin Futures Return and Return Volatility Based on News Sentiment Contemporaneously or Lead-Lag,” The North American Journal of Economics and Finance, Accepted. (SSCI 收录，JCR检索SSCI一区期刊).

[11] 聂建中、高友笙、杨超翔 (2011)，「次级房贷危机前后美股对亚股的不对称性蔓延效果」，中原企管评论，9(1): 25-52. (中原企管评论年度最佳论文奖) (通讯作者)

[12] 聂建中、高友笙、古御呈 (2013)，「次贷危机与蔓延效应：美股与东欧股市的实证研究」，文大商管学报，18(2): 25-50. (通讯作者)

[13] 聂建中、高友笙、古御呈 (2014)，「在次级房贷危机的前后，何者对东欧股市有较强的影响性--美国或是俄罗斯？」，辅仁管理评论，21(2): 13-53. (通讯作者)

[14]赵凯、高友笙、黄志国 (2016), 「中国劳动力市场均衡及失业问题研究」，统计研究，33(5): 69-76. (CSSCI 收录).

专书论文：

[1] Chien-Chung Nieh, Yu-Sheng Kao and Chao-Hsiang Yang (2011), “The Asymmetric Contagion from the U.S. Stock Market around the Subprime Crisis,” Studies on Financial Markets in East Asia, Kyushu University Press, Chapter 2, 19-39. (通讯作者)

[2] 高友笙、赵凯、黄志国 (2015), 「近十年中国与东盟国家金融连动性的变化以及对华商发展的意义」，华侨华人蓝皮书：华侨华人研究报告 (2015)，169-216. (通讯作者)

[3] 赵凯、高友笙、黄志国 (2016), 「海上丝绸之路沿线各国间汇率关系与汇率变动对华商企业的影响及对策研究」，华侨华人蓝皮书：华侨华人研究报告 (2016)，175-227.

学术成果:著作、教材

[1] Chien-Chung Nieh, Yu-Sheng Kao and Chao-Hsiang Yang (2011), “The Asymmetric Contagion from the U.S. Stock Market around the Subprime Crisis,” Studies on Financial Markets in East Asia, Kyushu University Press, Chapter 2, 19-39. (通讯作者)

[2] 高友笙、赵凯、黄志国 (2015), 「近十年中国与东盟国家金融连动性的变化以及对华商发展的意义」，华侨华人蓝皮书：华侨华人研究报告(2015)，169-216. (通讯作者)

[3] 赵凯、高友笙、黄志国 (2016), 「海上丝绸之路沿线各国间汇率关系与汇率变动对华商企业的影响及对策研究」，华侨华人蓝皮书：华侨华人研究报告(2016)，175-227.

学术兼职:所担任之学术期刊评审

Applied Economics (SSCI)

Economic Research-Ekonomska Istraživanja (SSCI)

The North American Journal of Economics and Finance (SSCI)

International Review of Economics and Finance(SSCI)

Financial Innovation (SSCI)

Emerging Markets Finance and Trade(SSCI)

Review of Quantitative Finance and Accounting (FLI)

学术成果:获奖

中原企管评论2011年(台湾中原大学)年度最佳论文奖