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匯出:
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期刊論文
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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.
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
Yen-Hsien Lee , “Global and Regional Range-based Volatility Spillover Effects” ,
2013
,
Emerging Markets Review
, vol.14 , p.1-10.
(SSCI期刊)
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)
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)
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)
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)
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)
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.
Yen-Hsien Lee; Jer-Shiou Chiou , “Oil sensitivity and its asymmetric impact on the stock market” ,
2011
,
Energy
, vol.36 , p.168-174.
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)
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.
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.
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)
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)
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)
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)
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)
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)
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.
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.
黃健銘、蘇欣玫、李彥賢 , “企業內部監督與信用風險之關聯性研究” ,
2009
,
企業管理學報
, vol.0
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.
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)
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.
Chiung Chiao Chang and Yen-Hsien Lee , “Asymmetric Causal Relationship between Spot and Futures in Taiwan” ,
2008
,
International Research Journal of Finance and Economics
, vol.14 , p.113-121.
廖仁傑;李彥賢 , “建構信用卡信用評分制度有效性之研究” ,
2008
,
萬能商學學報
, vol.0 , p.155-167.
張鼎煥;李彥賢;林卓民 , “台幣與日圓匯率的共同跳躍強度分析-CBP-GJR-GARCH-S模型之應用” ,
2008
,
輔仁管理評論
, vol.15 , p.23-40.
劉洪鈞;李彥賢;洪瑞成 , “厚尾分配之風險值估計:以股價指數為例” ,
2008
,
中原企管評論
, vol.1 , p.75-98.
Yen-Hsien Lee ;Chien-Han Hung , “Relationship between the United State and Taiwan Stock Market: A Reexamination” ,
2008
,
The Empirical Economics Letters
, vol.0 , p.481-492.
Chiu, Chien-Liang;Yen-Hsien Lee; Tung-Yueh Pai , “Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?” ,
2008
,
Economics Bulletin
, vol.3 , p.1-11.
Yen-Hsien Lee; Hung-Chun Liu; Chien-Liang Chiu , “Nonlinear Basis Dynamics for the Brent Crude Oil Markets and Behavioral Interpretation: A STAR-GARCH Approach” ,
2008
,
International Research Journal of Finance and Economics
, vol.0 , p.51-60.
Yen-Hsien Lee ; Chien-Liang Chiu , “Nonlinear Adjustment of Short-term Deviations Impacts on the US Real Estate Market” ,
2008
,
Applied Economic Letter
, vol.1 , p.1-7.
(SSCI期刊)
Jer-Shiou Chiou, Yen-Hsien Lee, Cho-Min Lin , “Existence of a Long-Run Equilibrium between the S&P 500 and Oil Prices” ,
2008
,
International Research Journal of Finance and Economics
, vol.0 , p.68-75.
黃健銘,蘇榮斌,李彥賢 , “股票報酬率、波動性和厚尾分配之週效應實證:以國際股票市場為例” ,
2008
,
管理研究學報
, vol.8 , p.31-53.
Yen-Hsien Lee , Chien-Liang Chiu , “Nonlinear Adjustment of Short-term Deviations Impacts on the US Real Estate Market” ,
2008
,
Applied Economics Letters
, vol.0 , p.1-7.
(SSCI期刊)
Chien-Liang Chiu ; Yen-Hsien Lee , “The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan” ,
2007
,
Economics Bulletin
, vol.3 , p.1-10.
Ming-Chih Lee, Chien-Liang Chiu and Yen-Hsien Lee , “Is twin's behavior of Nikkei 225 index futures the same? ” ,
2007
,
Volume 377
, vol.0 , p.199-210.
(SCI期刊)
蔡育霖;李彥賢;林惠娜 , “政治風險對外資之反應之研究” ,
2007
,
玄奘管理學報
, vol.4 , p.1-16.
黃立德;李彥賢;邱建良 , “跳躍訊息與不對稱訊息對股價報酬的衝擊” ,
2006
,
輔仁管理評論
, vol.13 , p.57-74.
李彥賢;陳君達;廖榮達 , “立委選舉對台灣股匯市之影響:跳躍-擴散模型應用” ,
2006
,
東海管理評論
, vol.8 , p.33-52.
李彥賢;姜淑美;邱建良 , “亞洲金融風暴對台灣股匯市波動性影響: 跳躍-擴散模型應用” ,
2006
,
朝陽商管評論
, vol.5 , p.1-22.
王怡文;李世昌;李彥賢 , “日經225股價指數與指數期貨報酬率之動態關係DCC-GARCH模型分析” ,
2006
,
元培學報
, vol.0 , p.21-34.
邱建良;李彥賢;鄒易凭 , “金融風暴對股市間波動性的連動性影響-ARJI模型” ,
2005
,
真理財經學報
, vol.0 , p.1-22.
李命志;李彥賢;張智超 , “原油價格風險值的估計-拔靴法的應用” ,
2005
,
金融風險管理季刊
, vol.1 , p.57-74.
研討會論文
Yen-Hsien Lee , “Range-based Volatility Spillover” ,
2010
,
The 7th BAI 2010 International Conference on Business and Information.
, 2010 /7 ~ 2010 /7 .
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 .
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 .
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 .