Hsien-Hsing Liao

National Taiwan University

1 Sec. 4, Roosevelt Road

Taipei, 106

Taiwan

  • National Taiwan University

SCHOLARLY PAPERS

18

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2

Scholarly Papers (18)

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1.

Information Uncertainty, Information Asymmetry and Corporate Bond Yield Spreads

Number of pages: 55 Posted: 18 Mar 2009
Hsien-Hsing Liao, Tsung-Kang Chen, Chia-Wu Lu and Wu Yi-Chieh
National Taiwan University, National Chiao Tung University, National Taiwan University - Department of Finance and affiliation not provided to SSRN
Downloads 393 (106,297)
Citation 12

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Information uncertainty, Information asymmetry, Yield spreads

2.

Performance Evaluation of Corporate Strategic Activities - a Market-Based Net Synergy Model

Number of pages: 61 Posted: 16 Mar 2006
Hsien-Hsing Liao and Tsung-Kang Chen
National Taiwan University and National Chiao Tung University
Downloads 326 (130,730)

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asset exchange ratio, market synergy, strategic activity, agency issue

3.

Agency and Information Asymmetry Issues in Structural Credit Models: Evidences from Bank Industry

Number of pages: 60 Posted: 27 Mar 2008
Hsien-Hsing Liao, Tsung-Kang Chen and Chia-Wu Lu
National Taiwan University, National Chiao Tung University and National Taiwan University - Department of Finance
Downloads 296 (144,569)

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Credit Risk, Structural Form Models, Commercial Banks, Agency Problems, Information Asymmetry

4.

A Cash Flow Based Multi-Period Corporate Credit Model

Number of pages: 55 Posted: 06 Jul 2005
Hsien-Hsing Liao and Tsung-Kang Chen
National Taiwan University and National Chiao Tung University
Downloads 295 (145,069)

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Multi-period Credit Model, Industrial Cyclicality, Cash Flow

5.

Corporate Diversification and Credit Risk

Number of pages: 32 Posted: 13 Mar 2008
Hsien-Hsing Liao and Tzu-Ling Huang
National Taiwan University and affiliation not provided to SSRN
Downloads 293 (146,091)

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diversification, credit risk, wealth transfer, coinsurance effect, risk effect

6.

Internal Liquidity Risk in Corporate Bond Yield Spreads: Bond- and Market-Level Evidences

Number of pages: 64 Posted: 18 Mar 2009 Last Revised: 05 Sep 2010
Hsien-Hsing Liao, Tsung-Kang Chen and tsai pei-ling
National Taiwan University, National Chiao Tung University and affiliation not provided to SSRN
Downloads 259 (165,615)
Citation 7

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Flow-based credit risk, Internal liquidity risk, Bond yield spreads

7.

Estimating Multi-Period Corporate Credit Risk - A Cash Flow Based Approach

Number of pages: 67 Posted: 23 Mar 2007
Hsien-Hsing Liao, Tsung-Kang Chen and Chia-Wu Lu
National Taiwan University, National Chiao Tung University and National Taiwan University - Department of Finance
Downloads 259 (165,615)

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Multi-period Credit Risk, Structural Form Model, Cash flow

8.

Do the Sources of Funds used in Stock Repurchase Matter? A Credit Risk Perspective

Downloads 241 (177,594)

Do the Sources of Funds used in Stock Repurchase Matter? A Credit Risk Perspective

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 51 Posted: 22 Aug 2008 Last Revised: 18 Mar 2009
Hsien-Hsing Liao, Chin-Chun Chang and Tsung-Kang Chen
National Taiwan University, affiliation not provided to SSRN and National Chiao Tung University
Downloads 168 (246,241)

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Stock repurchase, Signaling effect, Wealth transfer effect, Credit risk

Do the Sources of Funds Used in Stock Repurchase Matter? A Credit Risk Perspective

Number of pages: 51 Posted: 18 Mar 2009
Hsien-Hsing Liao, Tsung-Kang Chen and Chin-Chun Chang
National Taiwan University, National Chiao Tung University and affiliation not provided to SSRN
Downloads 73 (442,419)

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Stock repurchase, Signaling effect, Wealth transfer effect, Credit risk

9.

Multi-Period Corporate Short-Term Credit Risk Assessment - a State-Dependent Stochastic Liquidity Balance Model

Number of pages: 40 Posted: 19 Jul 2005
Hsien-Hsing Liao, Tsung-Kang Chen and Tong-Li Chou
National Taiwan University, National Chiao Tung University and National Taiwan University
Downloads 217 (196,219)

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Credit risk, multi-period, liquidity balance

10.

A Cyclicality Linked Corporate Short-Term Credit Model - Solvency Ratio Approach

Number of pages: 39 Posted: 19 Jul 2005
Hsien-Hsing Liao and Tsung-Kang Chen
National Taiwan University and National Chiao Tung University
Downloads 187 (224,451)

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Cyclicality, Solvency Ratio, Multi-period short-term credit model

11.

Optimal Capital Structure and Speed of Adjustment: Inside Debt Perspective

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 40 Posted: 12 Feb 2016
Hsien-Hsing Liao, Tsung-Kang Chen and Yi-Han Chang
National Taiwan University, National Chiao Tung University and Independent
Downloads 181 (230,927)

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12.

Information Flow Risk, Supply Chain Characteristics and Corporate Bond Yield Spreads

Number of pages: 50 Posted: 17 Mar 2010 Last Revised: 26 Aug 2013
Tsung-Kang Chen, Hsien-Hsing Liao, Hui-Ju Kuo and Yu-Ling Hsieh
National Chiao Tung University, National Taiwan University, National Taiwan University and National Taiwan University
Downloads 169 (244,724)
Citation 1

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Information flow risk, Bond yield spreads, Supply chain, Customers, Suppliers

13.

A Flow-Based Corporate Credit Model

Number of pages: 27 Posted: 07 Jul 2009
Tsung-Kang Chen, Hsien-Hsing Liao and Chia-Wu Lu
National Chiao Tung University, National Taiwan University and National Taiwan University - Department of Finance
Downloads 147 (274,504)
Citation 1

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internal liquidity, liquidity crunch, flow-base credit model

14.

Internal Liquidity Risk in REIT Excess Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 19 Aug 2009 Last Revised: 17 Nov 2009
Tsung-Kang Chen, Hsien-Hsing Liao, Ahyee Lee and Chia-Wu Lu
National Chiao Tung University, National Taiwan University, Fu-Jen Catholic University and Providence University (Taiwan)
Downloads 145 (277,500)

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Internal Liquidity risk, REIT excess returns, Internal Liquidity State Variable

15.

Labor Unions, Bargaining Power and Corporate Bond Yield Spreads: Structural Credit Model Perspectives

Number of pages: 47 Posted: 17 Mar 2010 Last Revised: 30 Dec 2010
Tsung-Kang Chen, Yan-Shing Chen and Hsien-Hsing Liao
National Chiao Tung University, National Taiwan University and National Taiwan University
Downloads 116 (327,810)
Citation 6

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Labor union, Bargaining power, Credit risk, Bond yield spreads

16.

Agency Issues in Structural Credit Models - Evidences from Bank Industry

Second Singapore International Conference on Finance 2008
Number of pages: 55 Posted: 04 Feb 2008
Hsien-Hsing Liao, Tsung-Kang Chen, Chia-Wu Lu and Wei-Ling Kuo
National Taiwan University, National Chiao Tung University, National Taiwan University - Department of Finance and affiliation not provided to SSRN
Downloads 91 (384,689)

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Credit Risk, Structural Form Models, Commercial Banks, Agency factors

17.

Market Risk of Mortgage-Backed Securities with Consistent Measures

Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2008
Posted: 31 Aug 2007
Hsien-Hsing Liao, Ren-Raw Chen and Tyler T. Yang
National Taiwan University, Fordham University - Gabelli School of Business and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management

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18.

Risk Characteristics of Real Estate Related Securities?An Extension of Liu and Mei (1992)

Journal of Real Estate Research, 1999
Posted: 29 Oct 1998
Hsien-Hsing Liao and Jianping Mei
National Taiwan University and Cheung Kong Graduate School of Business

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