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研究方向及主題
研究專長領域:
1.賽局理論 2.數理經濟學 3.資訊經濟學 4.財務經濟學
進行中的研究題目主要有:
代表作品
請詳列個人最近五年內發表之學術性著作。
請將所有學術性著作分成四大類:(A)期刊論文(B)研討會論文(C)專書及專書論文(D)技術報告及其他等。
各類著作請按發表時間先後順序填寫。每篇文章請依作者姓名(按原出版之次序)、出版年、月份、題目、期刊名稱、起迄頁數之順序填寫。
若期刊屬於SCI、EI、SSCI或A&HCI等時,請註明。
A、期刊論文
1. Chen,
Hsiao-Chi, James W. Friedman and Jacques-Francois Thisse (1997), "Boundedly
Rational Nash Equilibrium: A Probability Choice Approach," Games and
Economic Behavior, 18, 32-54.
SSCI, JEL,EconLit
2. Chen,
Hsiao-Chi and Shi-Miin Liu (1999), "Optimal Pollution Control Policies
Under Asymmetric Information: A Model of Mechanism-Design Approach, "
經濟研究,
36:1, 1-23. TSSCI (此文獲頒1999年經濟研究最佳論文獎)
3. Chen,
Hsiao-Chi and Yunshyong Chow (2001), "On the Convergence of Evolution
Process With Time-Varying Mutations and Local
Interaction, "Journal of Applied Probability, 38,301-323. SCI
4.
劉曦敏、曾文杰、陳孝琪
(2001), 「具報價導向交易機制的市場流動性測量—美國NYSE和
Nasdaq股市的實證分析」,
經濟研究, 37:2, 1-39. TSSCI觀察名單中之期刊
5. Wu, Homing
D., Robert L. Stevenson, Hsiao-Chi Chen and Nuray Guner (2002), "The
Conditioned Impact of Recession News: A Time Series Analysis of Economic
Communication in the United States, 1987-1996," International Journal
of Public Opinion Research, 14, 19-36. SSCI
6. Chen, Hsiao-Chi and
Shi-Miin Liu (2005), "Dynamic
Incentive Contracts Under No-Commitment to Periodic Auditing and A Non-
Retrospective Penalty System," Journal of Economics, 85,107-139.
SSCI, JEL, EconLit
7. Chen, Hsiao-Chi
and Shi-Miin Liu (2005), "Tradeable-Permit Pollution Control Systems With
and Without Commitment to Auditing,"
Environmental Economics and Policy Studies, 7, 15-37.
JEL, EconLit
8.
Chen, Hsiao-Chi (2006), "Dynamic Incentive
Contracts Under No-Commitment to Periodic Auditing
and A Retrospective Penalty
System,"
The Manchester School,
74, 190-213.
SSCI, JEL, EconLit
9.
Chen,
Hsiao-Chi, Yunshyong Chow and June Hsieh (2006),
"Boundedly
Rational Quasi-Bayesian Learning in
Coordination Games
With Imperfect
Monitoring,"Journal
of Applied Probability,
43,
335-350. SCI
10.
Liu, Shi-Miin and Hsiao-Chi Chen (2006), "Microstructures,
Price Dominance, and Liquidity Measurement of Spot and Futures
Market,"
財務金融學刊.
(Forthcoming) TSSCI
11.
Chen, Hsiao-Chi and Shi-Miin Liu
(2006), "
Dynamic Incentive Contracts in Multiple Penalty
Systems With
No-Commitment to
Tenure-Track
Auditing,"Journal of
Economics.
(Forthcoming)
SSCI, JEL, EconLit
B、研討會論文
1.
Chen, Hsiao-Chi (1994), "Learning and
Equilibria in Stochastic Games with Imperfect Knowledge of Transition
Function," Presented at the Southeastern Economy Theory Conference,
University of Virginia.
2.
Wu, Homing D., Robert L. Stevenson, Hsiao-Chi
Chen and Nuray Guner (May 1997), "Examining the Relationships among
Recession News, State of Economy, and People’s Perceptions: A Time Series
Analysis," Presented at the International Communication Association (ICA)convention,
Montreal, Canada.
3.
Chen, Hsiao-Chi and Yunshyong Chow (1998),
"Long-Run Equilibrium in the Evolution with Time-Varying Mutations,"
Presented at the Ninth Summer Festival for Game Theory at Stony Brook, New
York.
4. Chen,
Hsiao-Chi and Shi-Miin Liu (1998),
"Optimal
Pollution Control Policies of Energy Industries: A Model of
Mechanism-Design Approach," 於第三屆經濟發展學術研討會中發表,
國立中興大學經濟系, 台北.
5.
Chen, Hsiao-Chi (2000), "Optimal Dynamic
Incentive Contracts with no Commitment to Auditing," Presented at the
Eleventh Summer Festival for Game Theory at Stony Brook, New York.
6. Chen,
Hsiao-Chi (2000), "Cost and Benefit Analyses of Tradable Permit and
Emission Tax Systems," Presented at 2000 Taipei Conference on Policies
for Greenhouse Gases Reduction and Pollution Control in Asian-Pacific,
Academia Sinica, Taipei, Taiwan.
7. Chen,
Hsiao-Chi and Shi-Miin Liu (2001),
"Dynamic
Incentive Contracts Under No-Commitment and Periodic Auditing,"
於執法問題研討會中發表, 中央研究院經濟研究所,
台北.
8.
Chen, Hsiao-Chi and Yunshyong Chow (July 2004),
"Equilibrium
Selection in Coordination Games With Imperfect Monitoring," Presented at
the Second World Congress of the Game Theory Society, Marseille, France.
9.
Chen, Hsiao-Chi and Shi-Miin Liu (July 2004),
"Tradeable-Permit Pollution Control Systems With and Without Commitment to
Auditing," Presented in a Poster Session at the Second World Congress of
the Game Theory Society, Marseille, France.
C、專書及專書論文
1. Chen,
Hsiao-Chi (1995), "Learning and Equilibria in Stochastic Games With
Incomplete Information," Ph. D. dissertation, Department
of Economics, University of North Carolina at Chapel Hill.
2. 陳孝琪、劉曦敏
(1998),「能源產業之最適污染防治政策¾一個機制設計法則模型」,
國科會產業科技學術合作計畫成果報告,
計畫編號:
NSC 87-TPC -H-005A-002.
3. 陳孝琪、劉曦敏
(1999),「限價訂單的最適下單策略及其對市場流動性的影響」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 88-2415 -H-005A-007.
4. 劉曦敏、陳孝琪
(2000), 「一個競爭的現貨與期貨市場微觀結構模型」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 89-2415 -H-005A-002.
5. 柏雲昌、劉曦敏、陳孝琪、周鳳瑛、李弘
(2000),
「我國能源供需預測模型供給規劃系統之建立」,
88-89年度期末報告,
經濟部能源委員會編印.
6. 陳孝琪
(2001), 「無承諾、並具定期稽查的動態誘因契約」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 89-2415 -H-305-002.
7.
柏雲昌、劉曦敏、陳孝琪、周鳳瑛
(2001), 「我國能源供需預測模型供給規劃系統之建立」,
89-90年度期末報告,
經
濟部能源委員會編印.
8.
陳孝琪
(2002), 「可交易排放權與排放稅制度的成本效益分析」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 90-2415 -H-305-010.
9.
陳孝琪、劉曦敏
(2003), 「溯及既往及不溯及既往懲罰系統下的最適動態誘因契約」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 91-2415 -H-305-003.
10.
劉曦敏、陳孝琪
(2003), 「聯產品寡占廠商價與量的競爭」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 91-2415 -H-305-004.
11.
陳孝琪
(2004), 「不完全訊息調和賽局的均衡選擇」,
國科會專題研究計畫成果報告,
計畫編號:
NSC 92-2415 -H-305-001.
D、技術報告及其他
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