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期刊論文
  1. Tang C.H., Y.H. Lee, Y.L. Huang, W.T. Chang , “CEO cultural background and overinvestment decisions: The north-south divide in China” , 2023 , Plos one , vol.18 , p.1-20. (Scopus期刊)
  2. Tang ,C.H.; Lee Y.H.; Lu W.Z.; Li W. , “The Relationship between Analyst Coverage and Overinvestment, and the Mediating Role of Corporate Governance. Evidence From China” , 2023 , Journal of Behavioral Finance , vol.24 , p.495-510. (SSCI期刊)
  3. Tang C.H.; Lee, Y.H.; Liu, W.; Li W. , “Effect of the Universal Health Coverage Healthcare System on Stock Returns During COVID-19: Evidence From Global Stock Indices” , 2022 , Frontiers in Public Health , vol.10 , p.1-12. (SSCI期刊)
  4. H Fang, CP Chung, YC Lu, YH Lee, WH Wang , “The impacts of investors' sentiments on stock returns using fintech approaches” , 2021 , International Review of Financial Analysis , vol.77 , p.101858-101858. (SSCI期刊)
  5. H Fang, CP Chung, YH Lee, X Yang , “The Effect of COVID-19 on Herding Behavior in Eastern European Stock Markets” , 2021 , Frontiers in Public Health , vol.9 , p.695931-695931. (SSCI期刊)
  6. Hao Fang, Yang-Cheng Lu, Joseph CP Shieh, Yen-Hsien Lee , “The existence and motivations of irrational loan herding and its impact on bank performance when considering different market periods” , 2021 , International Review of Economics & Finance , vol.73 , p.420-443. (SSCI期刊)
  7. Lin, CI; Chiang, KY; Lee, MC; Lee, YH , “The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect” , 2021 , Advances in Management and Applied Economics , vol.11 , p.13-28. (Econlit期刊)
  8. CH Tang, CY Chin, YH Lee , “Coronavirus disease outbreak and supply chain disruption: Evidence from Taiwanese firms in China” , 2021 , Research in International Business and Finance , vol.56 , p.101355-101355. (SSCI期刊)
  9. Lee, YH; Hay, C; Liu, HC; Diaz, JF , “Further Evidence of Herding Behavior in Cryptocurrency Markets During the COVID-19 Pandemic” , 2021 , Journal of Accounting, Finance & Management Strategy , vol.16 , p.151-170. (Econlit期刊)
  10. Chia-Hsien Tang, Fang-Yi Liao, Yen-Hsien Lee , “The Signal Transmitted through a Convertible Bond's Capital Inflation Rate and Conversion Rate: Evidence from Taiwan” , 2020 , Journal of Accounting, Finance & Management Strategy , vol.15 , p.149-182. (Econlit期刊)
  11. Chung?Hua Shen, Yen?Hsien Lee, Hao Fang , “Predicting banking crises based on credit, housing and capital booms” , 2020 , International Finance , vol.23 , p.472-505. (SSCI期刊)
  12. H Fang, JS Lee, CP Chung, YH Lee, WH Wang , “Effect of CEO power and board strength on bank performance in China” , 2020 , Journal of Asian Economics , vol.69 , p.101215-101215. (SSCI期刊)
  13. Chin C.Y., Tang, C.H., and Lee Y.H. , “The Social Network Volume of COVID-19 and Stock Market Response” , 2020 , Journal of Applied Finance & Banking , vol.10 , p.77-97. (Econlit期刊)
  14. Tang, C.-H., Lee, Y.-H., Lee, M.-C., & Huang, Y.-L. , “CEO Characteristics Enhancing the Impact of CEO Overconfidence on Firm Value after Mergers and Acquisitions--A Case Study in China” , 2020 , Review of Pacific Basin Financial Markets and Policies , vol.23 , p.1-19. (Econlit期刊)
  15. Chia-Hsien Tang, Yun-Chun Huang, Shein-Yung Cheng, Yen-Hsien Lee , “Can Liquidity and Investor Sentiment Factors Help Momentum Profits?” , 2018 , Journal of Accounting, Finance & Management Strategy , vol.13 , p.117-140. (Econlit期刊)
  16. H Fang, YH Lee, WS Chang , “Nonlinear short-run adjustments between house and stock prices in emerging Asian regions” , 2018 , Panoeconomicus , vol.65 , p.37-63. (SSCI期刊)
  17. JWS Hu, YH Lee, YC Chen , “Mutual fund herding behavior and investment strategies in Chinese stock market” , 2018 , Investment Management and Financial Innovations , vol.15 , p.87-95. (Econlit期刊)
  18. Tung-Yueh Pai, Yen-Hsien Lee , “Industry Herding, Spillover Index and Investment Strategy” , 2018 , Journal of Applied Finance and Banking , vol.8 , p.131-155. (Econlit期刊)
  19. Yang-Cheng Lu, Hao Fang* & Yen-Hsien Lee , “The Informational and Non-Informational Compositions of UK Fund Managers’Dynamic Herding in the Stock Market” , 2017 , Panoeconomicus , vol.64 , p.571-592. (SSCI期刊)
  20. Yen-Hsien Lee, Huang Ya-Ling and Chen Tsu-Hui , “Does Hot Money Impact Stock and Exchange Rate Markets on China?” , 2017 , Asian Academy of Management Journal of Accounting & Finance , vol.13 , p.95-108. (Econlit期刊)
  21. Yen-Hsien Lee and Yu-Lun Hu , “Herding, Investment Strategy and Corporate Governance, Advances in Investment Analysis and Portfolio Management” , 2017 , Advances in Investment Analysis and Portfolio Management , p.105-123. (Econlit期刊)
  22. Tung-Yueh Pai; Yen-Hsien Lee; Ya-Hui Lin , “The Impact of Different Investors' Net Buying Pressure on Implied Volatility” , 2017 , Journal of Accounting, Finance & Management Strategy , vol.12 , p.145-170. (Econlit期刊)
  23. Yen-Hsien Lee, Chi- Nan Ou and Qi-Ya Wu , “The Impact of Shanghai-Hong Kong Stock Connect on Positive feedback trading effect in the Hong Kong and Shanghai stock markets” , 2017 , Journal of Accounting, Finance & Management Strategy , vol.12 , p.25-34. (Econlit期刊)
  24. Hao Fang, CH Shen, Yen-Hsien Lee , “The Dynamic and Asymmetric Herding Behavior of US Equity Fund Managers in the Stock Market” , 2017 , International Review of Economics & Finance , vol.49 , p.353-369. (SSCI期刊)
  25. Fang, Hao; Lu, Yang-Cheng; Yau, Hwey-Yun; Lee, Yen-Hsien , “Causes and Impacts of Foreign and Domestic Institutional Investors' Herding in the Taiwan Stock Market” , 2017 , Emerging Markets Finance and Trade , vol.53 , p.727-745. (SSCI期刊)
  26. Hao Fang; Yen-Hsien Lee; Wei-Jui Chen , “The impact of macroeconomic factors on the real estate investment trust index return on Japan, Singapore and China” , 2016 , Investment Management and Financial Innovations , vol.13 , p.242-253. (Econlit期刊)
  27. Ming-Chih Lee; Yen-Hsien Lee; Mei Jean Lee; Peng, Ling , “Do the Corporate Performance and Default Risk Impact on Corporate Social Responsibility in China?” , 2016 , International Journal of Information and Management Sciences , vol.27 , p.363-378. (EI期刊)(TSSCI期刊)
  28. Yen-Hsien Lee; Jer-Shiou Chiou; Cheng-I Lee , “The Bivariate Component GARCH Approach to Investigating the Relation between VIX and VIX Futures” , 2016 , International Research Journal of Applied Finance , vol.7 , p.226-239. (Econlit期刊)
  29. Hao Fang; YC Lu; HY Yau; Yen-Hsien Lee , “Causes and Impacts of Foreign and Domestic Institutional Investors’ Herding in the Taiwan Stock Market” , 2016 , Emerging Markets Finance and Trade , p.727-745. (SSCI期刊)
  30. Yen-Hsien Lee ; David K. Wang , “Information Content of Investor Trading Behavior: Evidence from Taiwan Index Options Market” , 2016 , Pacific-Basin Finance Journal , vol.38 , p.149-160. (SSCI期刊)
  31. Yen-Hsien Lee; Wan-Shin Mo , “Analysis of price discovery and non-linear dynamics between volatility index and volatility index futures” , 2016 , Investment Analysts Journal , vol.45 , p.163-176. (SSCI期刊)
  32. Chung-Hua Shen; Yen Hsien Lee; Meng-Wen Wu; Na Guo Dagong , “Does housing boom lead to credit boom or is it the other way around? The case of China” , 2016 , International Review of Economics & Finance , vol.42 , p.349-367.
  33. YH Lee; TY Pai; YL Huang; YS Lin , “Foreign ownership, return volatility, and investment opportunities” , 2015 , Investment Management and Financial Innovations , vol.12 , p. 61-69. (Econlit期刊)
  34. YH Lee , “Does the US Fear Gauge Impact on the Investor Fear Gauge in Emerging Markets?” , 2015 , Journal of Emerging Market Finance , vol.14 , p.197-209. (Econlit期刊)
  35. TY Chang; H Fang; YH Lee , “Nonlinear Adjustment to the Long-run Equilibrium between the REIT and the Stock Markets in Japan and Singapore” , 2015 , Romanian Journal of Economic Forecasting , vol.18 , p.27-38. (SSCI期刊)
  36. YH Lee; TH Liao; YL Huang; TL Huang , “Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillovers Index” , 2015 , International Journal of Financial Research , vol.6 , p.178-189. (Econlit期刊)
  37. YH Lee; TH Liao; CM Hsu , “The Impact of Macroeconomic Factors on the Herding Behaviour of Investors” , 2015 , Asian Economic and Financial Review , vol.5 , p.295-304. (Econlit期刊)
  38. Yen-Hsien Lee , “Day-of-the-week and jump effects in international investment sentiment indices” , 2014 , Investment Management and Financial Innovations , vol.11 , p.60-68. (Econlit期刊)
  39. Yen-Hsien Lee; JYa-Ling Huang; Chun-Yu Wu , “Portfolio construction between stock price of G7 and crude oil” , 2014 , International Journal of Energy Economics and Policy , vol.4 , p.327-336. (Econlit期刊)
  40. Yen-Hsien Lee; Alan L. Tucker; David K. Wang; Hsin-Ting Pao , “Global contagion of market sentiment during the US subprime crisis” , 2014 , Global Finance Journal , vol.25 , p.17-26. (Econlit期刊)
  41. Yen-Hsien Lee; Hao Fang; Wei-Fan Su , “Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in an Emerging Eastern European and Russian Markets” , 2014 , Finance A Uver-Czech Journal of Economics and Finance , vol.64 , p.296-311. (SSCI期刊)
  42. Yen-Hsien Lee , “An International Analysis on REITs and Stock Portfolio Management based on the Dynamic Conditional Correlation Models” , 2014 , Financial Markets and Portfolio Management , vol.28 , p.165-180. (Econlit期刊)
  43. Yen-Hsien Lee , “What Jump Effects are Implicit in Nikkei 225 Returns and the Change in the Volatility Index Japan?” , 2014 , Investment Analysts Journal , vol.80 , p.71-78. (SSCI期刊)
  44. Hao Fang; Yen-Hsien Lee , “Are the Global REIT Markets Efficient by A New Approach? ” , 2013 , Panoeconomicus , vol.60 , p.791-812. (SSCI期刊)
  45. Hao Fang; Yang-Cheng Lu; Hwey-Yun Yau; Yen-Hsien Lee* , “Stock Characteristics Herded by Foreign Investors with Higher Abnormal Returns in the Taiwan Stock Market” , 2013 , Romanian Journal of Economic Forecasting , vol.16 , p.232-245. (SSCI期刊)
  46. Yen-Hsien Lee; Ya-Ling Huang; Chun-Yu Wu , “Conditional Jump Dynamics in the Stock Prices of Alternative Energy Companies” , 2013 , International Journal of Energy Economics and Policy , vol.3 , p.288-296. (Econlit期刊)
  47. Yen-Hsien Lee, Ya-Ling Huang, Shiuh-Sheng Hsu and Chien-Han Hung , “Measuring the Efficiency and the Effect of Corporate Governance on the Biotechnology and Medical Equipment Industries in Taiwan” , 2013 , International Journal of Economics and Financial Issues , vol.3 , p.662-672. (Econlit期刊)
  48. Yen-Hsien Lee; Alper ?z?n , “Informational dependency between spot and futures markets: Evidence from Turkish foreign exchange markets” , 2013 , Journal of Derivatives & Hedge Funds , vol.19 , p.99-108. (Econlit期刊)
  49. Yen-Hsien Lee , “Global and Regional Range-based Volatility Spillover Effects” , 2013 , Emerging Markets Review , vol.14 , p.1-10. (SSCI期刊)
  50. Yen-Hsien Lee, Chi Tai Lin and Shu-Mei Chiang , “Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market” , 2012 , Asia-Pacific Journal of Financial Studies , vol.41 , p.590-609. (SSCI期刊)
  51. Yi-Hsien Wang; Jui-Cheng Hung;Yen-Hsien Lee; Chung-Chu Chuang , “Computing Regression Quantiles to Analysis the Relationship between Market Behavior and Political Risk” , 2012 , Quality & Quantity: International Journal of Methodology , vol.46 , p.1047-1055. (SSCI期刊)
  52. Yen-Hsien Lee , “An Empirical Analysis of Nonlinear Dynamics Relationship between the United States and Taiwan Stock Markets” , 2012 , Zagreb International Review of Economics & Business , vol.15 , p.89-101. (Econlit期刊)
  53. Yen-Hsien Lee; Ya-Ling Huang; Hao-Jang Yang , “The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures” , 2012 , Global Journal of Business Research , vol.6 , p.9-16. (Econlit期刊)
  54. Yen-Hsien Lee; Hao Fang , “Oil and S&P 500 Markets Evidence from the Nonlinear Model” , 2012 , International Journal of Economics and Financial Issues , vol.2 , p.272-280. (Econlit期刊)
  55. Ya-Ling Huang ; Yen-Hsien Lee , “Accurately Forecasting Model for the Stochastic Volatility Data in Tourism Demand” , 2011 , Modern Economy , vol.2 , p.823-829.
  56. Yen-Hsien Lee; Jer-Shiou Chiou , “Oil sensitivity and its asymmetric impact on the stock market” , 2011 , Energy , vol.36 , p.168-174.
  57. Yen-Hsien Lee; Chien-Liang Chiu , “Arbitrage Behavior in the Exchange Rates of Taiwan and Japan: Applying the Smooth Transition Vector Error Correction Model with GJR-GARCH and Spillover Volatility” , 2011 , Applied Economics , vol.43 , p.1935-1943. (SSCI期刊)
  58. Ya-Ling Huang;Yen-Hsien Lee;In-Fun Lee , “Financial Criteria Approach to Evaluation of Casino” , 2011 , The Empirical Economics Letters , vol.10 , p.1001-1008.
  59. Hao Fang ; Yen-Hsien Lee , “Impact of the sub-prime financial crisis on stock index returns for high- and low-risk countries via CDS indices” , 2011 , Investment Management and Financial Innovations , vol.8 , p. 126-140.
  60. Yen-Hsien Lee; Hao Fang , “The impact of foreign institutional herding on lowturnover stocks in the Taiwan stock market” , 2011 , African Journal of Business Management , vol.5 (SSCI期刊)
  61. Yen-Hsien Lee; Chien-Liang Chiu , “Nonlinear Adjustment of Short-term Deviations Impacts on the US Real Estate Market” , 2010 , Applied Economics Letter , vol.17 (SSCI期刊)
  62. Cho-Min Lin; Yen-Hsien Lee; Chien-Liang Chiu , “Friends or Enemies? Foreign Investors in Taiwan” , 2010 , Applied Economics Letters , vol.17 (SSCI期刊)
  63. Chi-Tai Lin;Yen-Hsien Lee , “The Jump-Diffusion Process for the VIX and the S&P 500 Index” , 2010 , African Journal of Business Management , vol.4 (SSCI期刊)
  64. Yen-Hsien Lee;Tung-Yueh Pai , “REIT Volatility Prediction for Skew-GED Distribution of the GARCH Model” , 2010 , Expert Systems with Applications , vol.37 (SSCI期刊)
  65. Yen-Hsien Lee; Hsu-Ning Hu; Jer-Shiou Chiou , “Jump Dynamic with Structural Breaks for Crude Oil Price” , 2010 , Energy Economics , vol.32 (SSCI期刊)
  66. Jui-Cheng Hung, Yen-Hsien Lee; Tung-Yueh Pai , “Examining Market Efficiency for Large- and Small-capitalization of TOPIX and FTSE Stock Indices” , 2009 , Applied Financial Economics , vol.0 , p.735-744.
  67. Hung-Chun Liu; Yen-Hsien Lee; Ming-Chih Lee , “Forecasting China Stock Markets Volatility via GARCH Models under Skewed-GED Distribution, Journal of Money” , 2009 , Investment and Banking , vol.0 , p.1-11.
  68. Cho-Min Lin; Yen-Hsien Lee; Chien-Liang Chiu , “Structural Changes in Foreign Investors' Trading Behavior and the Corresponding Impact on Taiwan's Stock Market” , 2009 , Research in International Business and Finance , vol.23 , p.78-89.
  69. Chiou, Jer-Shiou; Yen-Hsien Lee , “Jump Dynamics and Volatility: Oil and the Stock Markets” , 2009 , Energy , vol.0 , p.788-798. (SCI期刊)
  70. Chien-Ming Huang; Yen-Hsien Lee , “The Relationship between Oil Price Growth and REIT Returns” , 2009 , International Research Journal of Finance and Economics , vol.0 , p.120-133.
研討會論文
  1. Yen-Hsien Lee , “Range-based Volatility Spillover” , 2010 , The 7th BAI 2010 International Conference on Business and Information. , 2010 /7 ~ 2010 /7 .
  2. Chien-Liang Chiu, Yen-Hsien Lee and Chien-Han Hung , “Measuring Performance and Corporate Governance of Taiwan Biotechnological Industry application of DEA and TOBIT regression” , 2010 , International Conference on Asia Pacific Business Innovation and Technology Management , 2010 /1 /24 ~ 2010 /1 /26 .
  3. Yen-Hsien Lee, Tung-Yueh Pai and Ping-Chen Lin , “Different Investors’Time-Related Anomalies in Taiwan Stock Index Future Market” , 2010 , International Conference on Asia Pacific Business Innovation and Technology Management , 2010 /1 /23 ~ 2010 /1 /25 .
  4. Yen-Hsien Lee and Ya-Ling Huang , “Applying GARCH Model with Monthly Effect on Tourism Demand Forecasting in China.” , 2009 , The 3th ICIGTI 2009 The International Conference on Industrial globalization and Technology Innovation. , 2009 /8 ~ 2009 /8 .