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期刊論文
  1. 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)
  2. 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)
  3. 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)
  4. 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)
  5. 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)
  6. 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)
  7. 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)
  8. 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)
  9. 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)
  10. 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)
  11. 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)
  12. 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)
  13. 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)
  14. 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)
  15. 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)
  16. 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)
  17. 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)
  18. 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)
  19. 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)
  20. 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)
  21. 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)
  22. 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)
  23. 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)
  24. 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.
  25. 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)
  26. 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)
  27. 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)
  28. 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)
  29. 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)
  30. 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)
  31. 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)
  32. 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)
  33. 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)
  34. 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)
  35. 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)
  36. 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)
  37. 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)
  38. 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)
  39. 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)
  40. 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)
  41. Yen-Hsien Lee , “Global and Regional Range-based Volatility Spillover Effects” , 2013 , Emerging Markets Review , vol.14 , p.1-10. (SSCI期刊)
  42. 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)
  43. 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)
  44. 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)
  45. 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)
  46. 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)
  47. 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.
  48. Yen-Hsien Lee; Jer-Shiou Chiou , “Oil sensitivity and its asymmetric impact on the stock market” , 2011 , Energy , vol.36 , p.168-174.
  49. 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)
  50. 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.
  51. 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.
  52. 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)
  53. 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)
  54. 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)
  55. 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)
  56. 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)
  57. 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)
  58. 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.
  59. 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.
  60. 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
  61. 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.
  62. 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)
  63. 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.
  64. 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.
  65. 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.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. 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)
  72. 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.
  73. 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.
  74. 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)
  75. 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.
  76. 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)
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. 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.
  82. 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.
  83. 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
  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 .