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Weiyu George Kuo

Weiyu George Kuo
Distinguished Professor, Department of International Business
National Chengchi University, Taiwan
Ph.D., Financial Economics, University of Cambridge, UK
Tel: +886-2-29393091 ext. 81244


  • Ph.D. in Financial Economics Department of Economics, University of Cambridge, UK, 1994-1998
  • M.Phil. in Finance Department of Economics, University of Cambridge, UK, 1993-1994
  • Master of Business Administration, Major in Finance School of Management, National Taiwan University, 1988-1990
  • Bachelor in Civil Engineering, National Taiwan University, 1982-1986


  • Professor, Department of International Business, National Chengchi University, 2014-present
  • Associate Professor, Department of International Business, National Chengchi University, 2003-2014
  • Assistant Professor, Department of International Business, National Chengchi University,1998-2003
  • Researcher, Passive Fund Management Department, Headquarters in Zurich of Union Bank of Switzerland(UBS) ,1994
  • Research Assistant, Department of Finance, National Taiwan University,1991-1993
  • Assistant Manager, Marketing Department, Fidelity Investments (Taiwan),1990-1991


A. Journal Papers

  • Kuo, Wei-Yu, and Ching-Ting Lin, 2018, Trader Types and Fleeting Orders: Evidence from Taiwan Futures Exchange, Journal of Futures Markets, 38(12), 1443-1469.

  • Bhattacharya, Utpal, Wei-Yu Kuo, Tse-Chun Lin, and Jing Zhao, 2018, Do Superstitious Traders Lose Money?, Management Science, 64(8), 3772-3791. (Featured in The Economist on August 30th 2014)
  • Hsiao-Tzu Huang;Ko-Lun Kung*;Wei-Yu Kuo;Chenghsien Tsai, 2016.12, 'A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates, Vol.44, No.4, pp.537-578.(TSSCI)

  • Kuo, W., T.C. Lin, and J., Zhao, 2015, Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering, Review of Financial Studies 28(3), 838-875.

  • Kuo, W., and T.C. Lin, 2013, Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market, Journal of Banking and Finance 37, 3548-3561.

  • Kuo, W., 2013, Spillover Effects of International Implied Volatility Indices, Journal of Risk Management 15, 57-80. (in Chinese)

  • Kuo, W., H.L. Chen, and W.K. Chen,2013,Testing Options Market Efficiency with Applications to Implied Volatility Pair Trading Test, Journal of Management & Systems 20, 407-440.(in Chinese)

  • Kuo, W., and Y.C. Li, 2011, Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets, International Review of Finance 11, 417-444.

  • Chan, F., W. Kuo, and C. Tsai, 2010, An Application of the Residual Income Valuation Model to Track the Variation of Stock Prices of Insurance Companies, Journal of Risk Management 12, 33-51. (in Chinese)

  • Tsai, C., W. Kuo, and M. Chiang, 2009, The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, Journal of Risk and Insurance 76, 909-931.

  • Kuo, W., Y. Li, and S. Lin, 2009, Empirical Equity Duration and Structural Change of Industrial Indices in Taiwan, Academia Economics Papers 47, 457-493. (in Chinese)

  • Kuo, W., H.L. Chen, W.K. Chen, and S.J. Lin,2009,Dynamic Implied Volatility Functions in Taiwan Options Market,Journal of Futures and Options 2,47-89。(in Chinese)

  • Kuo, W., and K. Li, 2006, Application of the Mover-Stayer Model to Evaluating the Short-Run Performance Persistence of Mutual Funds in Taiwan, Academia Economics Papers, 34, No. 4, 469-504. (in Chinese)

  • Tsai, C., W. Kuo, and M. Li, 2003, Value at Risk of Life Insurance Policy Reserves, Journal of Financial Studies, Vol., 11, No. 1, 41-65.

  • Kuo, W., C. Tsai, and W. Chen, 2003, An Empirical Study on the Lapse Rate: The Cointegration Approach, Journal of Risk and Insurance, Vol.70, No. 3, 489-508.

  • Tsai, C., W. Kuo, and W. Chen, 2002, Early Surrender and the Distribution of Policy Reserves, Insurance: Mathematics and Economics, Vol. 31, 429-445.

  • Kuo, W., and K. Hu, 2003, An Empirical Study on Informed Trading on the Taiwan Stock Exchange, Review of Securities & Futures Markets, Vol. 14, No. 4, 39-74. (in Chinese)

  • Kuo, W., and S.E. Satchell, 2001, Global Equity Styles and Industry Effects: the Pre-eminence of Value Relative to Size, Journal of International Financial Markets, Institutions, and Money 11, 1-28.

  • Kuo, W., 1998, Some Exact Results for Moving Average Trading Rules with Applications to UK Indices, pp.81-102 in Advanced Trading Rules, edited by Acar, E., and S.E. Satchell, Butterworth-Heinemann Ltd.

  • Kuo, W., 1998, The Size Effect in the Japanese Stock Market: A Nonlinear Perspective, 1998 Annual Conference of the Royal Economics Society at University of Warwick, UK.