Ming-Chi Chen

National Sun Yat-sen University - Department of Finance

Associate Professor

No.70, Lianhai Rd., Gushan District,

Kaohsiung City

Taiwan

http://cm.nsysu.edu.tw/~mcchen/index.html

  • National Sun Yat-sen University - Department of Finance

SCHOLARLY PAPERS

9

DOWNLOADS

1,565

TOTAL CITATIONS

7

Scholarly Papers (9)

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1.

Do REITs Behave More Like Real Estate Now?

Number of pages: 17 Posted: 31 Dec 2007
I. Chun Tsai, Ming-Chi Chen and Tien Foo Sing
Southern Taiwan University of Science and Technology - Department of Finance, National Sun Yat-sen University - Department of Finance and National University of Singapore (NUS) - Department of Real Estate
Downloads 602 (92,366)
Citation 3

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Real Estate Investment Trusts, NAREIT, Securitized, Systematic Risk, Time Varying Coefficient

2.

Volatility Persistence in Equity REIT Market

Number of pages: 21 Posted: 31 Dec 2007 Last Revised: 31 Jan 2013
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 222 (280,043)

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Asymmetric Beta, Market Condition, SWARCH, Market Volatility

3.

Time-Varying Betas of US REITs from 1972 to 2013

Downloads 190 (323,698)
Citation 4

Time-Varying Betas of US REITs from 1972 to 2013

Number of pages: 35 Posted: 25 Jun 2008 Last Revised: 26 Dec 2014
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 190 (322,814)
Citation 4

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Time-varying beta, Systematic Risk, Leverage Effects, Deleveraging, Equity REITs and Mortgage REITs

4.

Rational Expectations and Monetary Policy: A New Perspective on the Chinese Housing Market

Number of pages: 34 Posted: 24 May 2012 Last Revised: 13 Jun 2014
Kuo-Che Hung, Tai Ma and Ming-Chi Chen
National Sun Yat-sen University - Department of Finance, National Sun Yat-sen University and National Sun Yat-sen University - Department of Finance
Downloads 175 (348,534)

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Rational Expectations; Monetary Policy; State Space Model; Market Regimes.

5.

Rent Seekers vs. Producers in Cities: Contagious Housing Bubbles Force Housing Price Diffusion on Urban Overdevelopment

Number of pages: 33 Posted: 06 Jan 2013
Hsiao-Jung Teng, Chin-Oh Chang, Chia-Ming Yu, Chia-Ming Yu and Ming-Chi Chen
National Chengchi University (NCCU), Department of Land Economics, National Chengchi University (NCCU) - Department of Land Economics, National Tsing Hua University - Department of EconomicsIndependent and National Sun Yat-sen University - Department of Finance
Downloads 152 (393,196)

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Housing Price, Housing Bubble, Contagion, Rent Seeking, Urban Growth

6.

Modeling Mortgages with Prepayment Penalties

Emerging Markets Finance and Trade, Vol. 48, No. S.3, 2012
Number of pages: 19 Posted: 07 Jan 2013
Chih-Hsing Hung, Ming-Chi Chen and Shyh-Weir Tzang
Fortune Institute of Technology, National Sun Yat-sen University - Department of Finance and Asia University - Department of Finance
Downloads 120 (473,675)

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CIR Model, Crank-Nicolson, prepayment penalties, yield maintenance agreement

7.

Investment Demand and Housing Prices in an Emerging Economy

Journal of Real Estate Research, Vol. 34, No. 3, 2012
Number of pages: 30 Posted: 11 Sep 2012
Ming-Chi Chen, Chin-Oh Chang, Chih‐Yuan Yang and Bor-Ming Hsieh
National Sun Yat-sen University - Department of Finance, National Chengchi University (NCCU) - Department of Land Economics, Department of Civic Education and Leadership, National Taiwan Normal University, Taiwan　 and Chang Jung Christian University
Downloads 104 (526,475)

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Taiwan, housing market

8.

Liquidity and the Future Stock Returns of the REIT Industry

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 26 Oct 2012
Ming-Chi Chen, Chin-Yu Wang and So-De Shyu
National Sun Yat-sen University - Department of Finance, National Sun Yat-sen University and National Sun Yat-Sen University

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Real estate investment trust (REIT), Cash holdings, Agency problem, Stock returns

9.

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Downloads 0 (1,273,583)

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 28 Feb 2011
Ming-Chi Chen, Chi-Lu (Edward) Peng, So-De Shyu and Jhih-Hong Zeng
National Sun Yat-sen University - Department of Finance, Chung Hua University - Department of Finance, National Sun Yat-Sen University and Independent

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Real estate investment trust (REIT), Monetary policy, Quantile regression, Macroeconomic factors

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Posted: 25 Aug 2012
Ming-Chi Chen, Chi-Lu (Edward) Peng, So-De Shyu and Jhih-Hong Zeng
National Sun Yat-sen University - Department of Finance, Chung Hua University - Department of Finance, National Sun Yat-Sen University and Independent

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Real estate investment trust (REIT), Monetary policy, Quantile regression, Macroeconomic factors