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Tzu-Chang Forrest Cheng

Associate Professor

Research Areas
Econometrics, Time Series, Financial Economics
Education
Ph.D. in Economics, University of Illinois Urbana-Champaign
Phone
+886-7-5252000 ext. 5620
Office
SS4028
Category Details
Experience
  • National Sun Yat-sen University, Assistant Professor, Institute of Economics 2024–Present
  • National Central University,Assistant Professor, Department of Economics 2017-2024
  • National University of Kaohsiung,Assistant Professor, Department of Applied Economics 2016-2017
  • Academia Sinica,Postdoctoral Fellow, Division of Mathematics & Physical Sciences 2015-2016
Education
  • Ph.D. in Economics, University of Illinois at Urbana-Champaign, 2015
Publications
Category Details
Working Papers
  1. "Electoral Competition and Vote-Buying: Evidence from a Natural Experiment on Prize Structure" with Chin-En Wu, 2024. (Under Revision)
  2. "Countercyclical Debt Repurchases: Why Do Firms Buy Back Their Debt?" with Ting-Fu Chen, Hui Xu, and Henry Huang, 2022. (Major Revision Requested at Review of Quantitative Finance and Accounting)
Publications
  1. "Windfall Gains and Stock Market Participation: Evidence from Shopping Receipt Lottery" with Hsuan-Hua Huang, Tse-Chun Lin, Tzu-Ting Yang, and Jian-Da Zhu, 2024. Accepted at Journal of Banking & Finance.
  2. "Deterrent Effects of Targeted Sanctions by Mainland China on Taiwan: Evidence from 2021-2 Sanction Events" with Han, Fengze, Li, Runliang, and Ma, Sen, 2024. Accepted at Economica.
  3. "Terrorism-Induced Trauma and Corporate Innovation" with Bhattacharya, D., Chuang, M.J., Li, Wei-Hsien and Wang, Z.P., 2024. Pacific-Basin Finance Journal, 85, p.102360.
  4. "Growing Pains: Geographic Expansion and Labor Investment Efficiency" with Chris A. Le and Henry Huang, 2024. Accepted at Review of Quantitative Finance and Accounting.
  5. “Effects of Consumer Perceptions on Carbon-offset Payment through Mediating and Moderating Mechanisms,” with Bao Quoc Truong-Dinh, Tessa Tien Nguyen, and Julian Ming-Sung Cheng, 2023. Transportation Research Part D: Transport and Environment.
  6. “Do Female Directors Mitigate Asymmetric Cost Behavior? Evidence from International Data,”with Anh-Tuan Le and Thao Phuong Tran, 2022. Finance Research Letters.
  7. “The Effect of Risk Information on Housing Prices in Taiwan,” with Tai-Chi Wang and Jian-Da Zhu, 2022. Academia Economic Papers.
  8. “Toward Optimal Model Averaging in Regression Models with Time Series Errors,” with Ching- Kang Ing and Shu-Hui Yu, 2015. Journal of Econometrics, 189, 321-334.
  9. “Inverse Moment Bounds for Sample Autocovariance Matrices Based on Detrended Time Series and Their Applications,” with Ching-Kang Ing and Shu-Hui Yu, 2015. Linear Algebra and Its Applications, 473, 180-201