HAO-CHEN LIU Curriculum Vitae May 2019
Department of Economics and Finance School of Business College of Charleston Phone: (843) 953-1988 Fax: (843) 953-0754 [email protected]
EDUCATION Doctor of Philosophy, Finance, University of Alabama, December 2007 Master of Arts, Finance, University of Alabama, December 1995 Bachelor of Science, Finance, University of Alabama, May 1994
ACADEMIC EXPERIENCE Associate Professor, Department of Finance, College of Charleston, Charleston, South Carolina, August 2013 to present Visiting Professor, Department of Business Management, National Kaohsiung Normal University, Kaohsiung, Taiwan, February 2015 to May 2015 Assistant Professor, Department of Economics and Finance, College of Charleston, Charleston, South Carolina, August 2007 to July 2013 Lecturer, Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, Alabama, Summers of 2004, 2005, 2006, and 2007 Teaching Assistant, Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, Alabama, Spring 2004 to Fall 2007 Research Assistant, Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, Alabama, Spring 2007 Teaching Assistant, Finance Department, University of Michigan, Ann Arbor, Michigan, Spring 2003
OTHER PROFESSIONAL EXPERIENCE Assistant Vice President, Cosmos Foreign Exchange Co., Taipei, Taiwan, 1997-2002 Research Analyst, Sun Phoenix Investment Development Co., Taipei, Taiwan, 1996-1997 Management Trainee, The Equitable, New York, NY, 1996
1 PUBLICATIONS Liu, H.-C. and M.D. Witte, “Window-Dressing or Preferred Habitat: Evidence from Swaps market”, Review of Pacific Basin Financial Markets and Policies (forthcoming)
Liu, H.-C., 2017, “Price Clustering and Information Revelation in the Foreign Exchange Market: Evidence from Taiwan”, Advances in Investment Analysis and Portfolio Management 8, 125-136 (accepted in 2016)
Liu, H.-C. and M.D. Witte, 2013, “The Microstructure of Covered Interest Arbitrage in a Market with a Dominant Market Maker”, Journal of International Financial Markets, Institutions & Money 24, 25-41
Chou, C.-H and H.-C Liu, 2013, “The Effectiveness of Web-based Foreign Exchange Trading Simulation in International Finance Course”, Journal of Teaching in International Business 24, 4-20
Liu, H.-C. and M.D. Witte, 2013, “Price Clustering in the US Dollar/Taiwan Dollar Swap Market”, Financial Review 48, 77-96
Ligon, J.A. and H.-C. Liu, 2013, “The Relation of Trade Size and Price Contribution in the Foreign Exchange Brokered Market: Evidence from Taiwan”, Pacific-Basin Finance Journal 21, 1024-1045
Liu, H.-C. and H. Wang, 2013, “The effect of Euro debt crisis on ADR pricing”, Journal of International Business Research 12, 79-92
Ligon, J.A. and H.-C. Liu, 2011, “The Effect of the Trading System on IPO Underpricing: Evidence from the 1997 Order-Handling Rules”, Journal of Financial Research 34, 103- 130
Bryant, L.L. and H.-C. Liu, 2011, “Mutual Fund Industry Management Structure Risk and the Impacts to Shareholders”, Global Finance Journal 22, 101-115
Liu, H.-C., 2011, “Timing of price clustering and trader behavior in the foreign exchange market: Evidence from Taiwan”, Journal of Economics and Finance 35, 198-210
Bryant, L.L. and H.-C. Liu, 2010, “Management structure and the risk of mutual fund managers”, Journal of Finance and Accountancy 2, 125-140
WORKING PAPERS “Are price and trade size substitutable liquidity measures in the foreign exchange swaps market?”
“Asymmetric information and foreign exchange swap returns”, with Mark Witte
CONFERENCE PRESENTATIONS “Are price and trade size substitutable liquidity measures in the foreign exchange swaps market?”, 2018 IASTEM International Conference, New York City, USA (Best paper award)
2 “Window-Dressing or Preferred Habitat: Evidence from Swaps market”, 2017 International Conference on Trade, Business, Economics, and Law, Oxford University, United Kingdom
“Are price and trade size substitutable liquidity measures in the foreign exchange swaps market?”, 2016, the 14th International Conference of Global Business and Economic Development (SGBED), Montclair State University, Montclair, NJ
“Price clustering and information revelation in the foreign exchange market: evidence from Taiwan”, 2015 Quantitative Economics Conference, Beijing, China
“Price clustering and information revelation in the foreign exchange market: evidence from Taiwan”, 2015 Finance and Management Conference, Chiayi, Taiwan
“Price Clustering in the US Dollar/Taiwan Dollar Swap Market”, 2012 Eastern Finance Association Annual Meeting, Boston, MA
“A Web-based Foreign Exchange Trading Simulation for International Finance Course”, 2012 Academy of Economics and Finance Annual Meeting, Charleston, SC
“The Microstructure of Covered Interest Arbitrage”, 2011 Eastern Finance Association Annual Meeting, Savannah, GA
“The Microstructure of Covered Interest Arbitrage”, 2010 70th International Atlantic Economic Conference, Charleston, SC
“Management structure and the risk of mutual fund managers”, 2010 NTU International Economics, Finance, and Accounting Conference, Taipei, Taiwan
“Timing of price clustering and trader behavior in the foreign exchange market: Evidence from Taiwan”, 2009 Academy of Economics and Finance Annual Meeting, Pensacola Beach, FL
“Trading Behavior in the Foreign Exchange Brokered Market”, 2007 Financial Management Association Conference, Orlando, FL
“Trading Behavior in the Foreign Exchange Brokered Market”, 2006 Southern Finance Association Conference, Destin, FL
ACADEMIC SERVICE International Business Committee, College of Charleston, Fall 2018 to present Master of Business Administration Committee, College of Charleston, Fall 2017 to present Global Scholar Mentor, Global Scholars Program, College of Charleston, September 2009 to present Academic advisor, College of Charleston, Fall 2008 to present Faculty Development Committee, College of Charleston, Fall 2017 to Spring 2018 Faculty Advisor, Student Finance and Investment Club, School of Business, College of Charleston, Fall 2010 to Fall 2017
3 Graduate Council Committee, College of Charleston, Spring 2011 to 2015 International Business Curriculum Committee, College of Charleston, Fall 2008 to 2013 Faculty Advisor, Team Investment Portfolio, Student Finance and Investment Club, School of Business, College of Charleston, 2010 to 2012 Bachelor’s essay advisor, College of Charleston, Bachelor’s essay committee, College of Charleston International Business Program Committee, College of Charleston, Fall 2007 to Spring 2008 Ad Hoc Real Estate Internship Recruitment Committee, Fall 2007
BOOK REVIEWS “International Financial Management” by Cheol S. Eun and Bruce G. Resnick, 8/e, McGraw- Hill, 2018
“International Financial Management” by Cheol S. Eun and Bruce G. Resnick, 5/e, McGraw- Hill, 2009
“International Financial Management” by Geert Bekaert and Robert J. Hodrick, 2/e, Pearson, 2010
HONORS AND AWARDS
Best Paper Award, 2018 IASTEM International Conference, New York City, USA Distinguished Teaching Award, National Kaohsiung Normal University, Kaohsiung, Taiwan, 2015 School of Business Research Grant, School of Business, College of Charleston, Summer 2011 International Studies and Foreign Language: Global Scholars Travel Funds, College of Charleston, Summer 2010 School of Business Research Grant, School of Business, College of Charleston, Summer 2010 Global Scholar, College of Charleston, 2009 to present Global Trade Initiative Research Grant, School of Business and Economics, College of Charleston, Summer 2009 Global Trade Initiative Research Grant, School of Business and Economics, College of Charleston, Summer 2008 First Place Award, International Financial Market Program, Taiwan Academy of Banking and Finance, Taipei, Taiwan, 1997 Leadership Award, North America Chinese Student Association, Tuscaloosa, AL, 1994 Golden Key National Honor Society, Tuscaloosa, AL, 1993
PROFESSIONAL AFFILIATIONS Charted Market Technician Association Certified Global Business Professional (CGBP), NASBITE International
4 Registered Senior Money Broker, Central Bank of China, Taipei, Taiwan National Association of Security Dealers (NASD) Series 6,63, New York, NY, passed in 1996 New York State Life and Health Insurance Licenses, New York, NY, passed in 1996
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