著作管理系統
發表年月： 從 年 到 年
匯出:Excel格式



期刊論文
  1. Yu-Lun Chen(陳佑倫) , “The crucial role of the five-year Treasury in the US yield curve” , 2023 , International Review of Financial Analysis , vol.90 , p.1-13. (SSCI期刊)
  2. Ke Xu; Yu-Lun Chen(陳佑倫) J Jimmy Yang , “Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market” , 2023 , International Review of Financial Analysis , vol.90 , p.1-10. (SSCI期刊)
  3. Zhen-Xing Wu; Yin-Feng Gau; Yu-Lun Chen (陳佑倫) , “Price discovery and triangular arbitrage in currency markets” , 2023 , Journal of International Money and Finance , vol.137 , p.1-17. (SSCI期刊)
  4. Yu-Lun Chen(陳佑倫); Wan-Shin Mo; Rong-Ling Qin; J Jimmy Yang , “Return spillover across China's financial markets” , 2023 , Pacific-Basin Finance Journal , vol.80 , p.1-20. (SSCI期刊)
  5. Yu-Lun Chen (陳佑倫); Wan-Shin Mo , “Determinants and dynamic interactions of trader positions in the gold futures market” , 2023 , Journal of Commodity Markets , vol.31 , p.1-14. (SSCI期刊)
  6. Yu-Lun Chen (陳佑倫); J. Jimmy Yang , “Time-varying price discovery in regular and microbitcoin futures ” , 2023 , Journal of Futures Markets , p.104-121. (SSCI期刊)
  7. Yu-Lun Chen(陳佑倫); Yung Ting Chang; J. Jimmy Yang , “Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures” , 2023 , Finance Research Letters , vol.55 , p.1-10. (SSCI期刊)
  8. Chia-Hung Liu; Yu-Lun Chen(陳佑倫); Min-Hsi Chung; Ya-Kai Chang , “Traders' Concentration, Hedging Pressure, and Risk Premium in Futures Markets” , 2023 , Management Review (管理評論) , vol.42 , p.115-138. (TSSCI期刊)
  9. Chen, Yi-Pei(陳宜珮); Yu-Lun Chen(陳佑倫); Shu-Hen Chian(姜樹翰); Wan-Shin Mo(牟萬馨) , “Determinants of connectedness in financial institutions: Evidence from Taiwan” , 2023 , Emerging Markets Review , vol.55 , p.1-22. (SSCI期刊)
  10. Wan-Shin Mo(牟萬馨); J. Jimmy Yang; Yu-Lun Chen(陳佑倫) , “Exchange rate spillover, carry trades, and the COVID-19 pandemic” , 2023 , Economic Modelling , vol.121 , p.1-14. (SSCI期刊)
  11. Wen-Ju Liao, Yin-Feng Gau, Yu-Lun Chen(陳佑倫) , “ FUTURES PRICE MOVEMENTS AND ORDER IMBALANCES AMONG VARIOUS CLASSES OF TRADERS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE” , 2022 , Advances in Financial Planning and Forecasting , vol.10 , p.197-210. (ACI期刊)
  12. Chen, Yu-Lun(陳佑倫); Wan-Shin Mo(牟萬馨); Ya-Kai Chang(張雅凱) , “Investor sentiment spillover effect and market quality in crude oil futures” , 2022 , International Review of Economics and Finance , vol.82 , p.177-193. (SSCI期刊)
  13. Yu-Lun Chen(陳佑倫); Yin-Feng Gau(高櫻芬) , “The information effect of order flows in foreign currency futures and spot markets” , 2022 , Journal of Futures Markets , vol.42 , p.1549-1572. (SSCI期刊)
  14. Yu-Lun Chen(陳佑倫); Ke Xu , “The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets” , 2021 , Journal of Banking and Finance , p.1-14. (SSCI期刊)
  15. Chen, Yu-Lun(陳佑倫); Yen-Hsien Lee; Robin K. Chou; Ya-Kai Chang , “Arbitrage Trading and Price Discovery of the Regular and Mini Taiwan Stock Index Futures” , 2021 , Journal of Futures Markets , p.1-23. (SSCI期刊)
  16. Chen, Yu-Lun(陳佑倫); J. J. Yang , “Trader positions in VIX futures” , 2021 , Journal of Empirical Finance , vol. 61 , p.1-17. (SSCI期刊)
  17. Yu-Lun Chen(陳佑倫);Yi-Wei Chuang(莊逸偉);Hong-Gia Huang(黃泓嘉);Jhuan-Yu Shih(石顓毓) , “The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry” , 2020 , The North American Journal of Economics and Finance , vol. 54 , p.1-14. (SSCI期刊)
  18. Yu-Lun Chen 陳佑倫 , “News announcements and price discovery in the RMB–USD market” , 2020 , Review of Quantitative Finance and Accounting , vol. 54 , p.1487-1508. (Econlit期刊)
  19. Yu-Lun Chen; Wei-Che Tsai , “Determinants of price discovery in the VIX futures market” , 2017 , Journal of Empirical Finance , vol.43 , p.59-73. (SSCI期刊)
  20. Chen, Yu-Lun; Yin-Feng Gau; Wen-Ju Liao , “Trading Activities and Price Discovery in Foreign Currency Futures Markets” , 2016 , Review of Quantitative Finance and Accounting , vol.46 , p.793-818. (EconLit期刊)
  21. Yu-Lun Chen(陳佑倫); Yin-Feng Gau(高櫻芬) , “Foreign Exchange Market Intervention and Price Discovery” , 2015 , Journal of The Japanese and International Economies , vol.38 , p.214-227. (SSCI期刊)
  22. Yu-Lun Chen(陳佑倫); Ya-Kai Chang(張雅凱) , “Investor structure and the informational efficiency of commodity futures prices” , 2015 , International Review of Financial Analysis , vol.42 , p.358-367. (SSCI期刊)
  23. Ya-Kai Chang(張雅凱);Yu-Lun Chen(陳佑倫);Robin K. Chou(周冠男);Tai-Hsin Huang(黃台心) , “Corporate Governance, Product Market Competition, and Dynamic Capital Structure” , 2015 , International Review of Economics and Finance , vol.38 , p.44-55. (SSCI期刊)
  24. Yu-Lun Chen(陳佑倫); Yin-Feng Gau(高櫻芬) , “Information Shares in Foreign Currency Futures and Spot Markets” , 2015 , Advances in Financial Planning and Forecasting , vol.6 , p.95-114. (FLI期刊)
  25. Chen, Yu-Lun; Yin-Feng Gau , “Asymmetric Responses of Ask and Bid Quotes to Information in the Foreign Exchange Market.” , 2014 , Journal of Banking and Finance , vol.38 , p.194-204. (SSCI期刊)
  26. Chang, Ya-Kai, Yu-Lun Chen, Robin K. Chou, and Yin-Feng Gau , “The Effectiveness of Position Limits: Evidence from the Foreign Exchange Futures Markets” , 2013 , Journal of Banking and Finance , vol.37 , p.4501-4509. (SSCI期刊)
  27. Chen, Yu-Lun;Yin-Feng Gau; Ching-Yu Wang , “Macroeconomic Announcements and Information Asymmetry in the Foreign Exchange Market” , 2013 , Journal of Financial Studies , vol.21 , p.1-28. (EI期刊)(TSSCI期刊)
  28. Yu-Lun Chen;Ya-Kai Chang;Tai-Hsin Huang, , “Speculation and Hedging in the Crude Oil Futures Markets” , 2013 , The Journal of American Business Review, Cambridge , vol.1 , p.76-82. (Proquest ABI/INFORM期刊)(ULRICH期刊)(CABELL期刊)
  29. Chen, Yu-Lun; Yin-Feng Gau , “News announcements and price discovery in foreign exchange spot and futures markets” , 2010 , Journal of Banking and Finance , vol.34 , p.1628-1636. (SSCI期刊)
  30. Chen, Yu-Lun; Yin-Feng Gau , “Tick Size and Relative Rates of Price Discovery in Stock, Futures, and Options Markets: Evidence from the Taiwan Stock Exchange” , 2009 , Journal of Futures Markets , vol.29 , p.74-93. (SSCI期刊)
研討會論文
  1. Yu-Lun Chen , “News Announcements and Price Discovery in the RMB-USD Market” , 2019 , WEAI 15th International Conference , 2019 /3 /21 ~ 2019 /3 /24 , Japan .
  2. Yu-Lun Chen , “News Announcements and Price Discovery in the RMB-USD Market” , 2019 , The 12th NCTU International Finance Conference , 2019 /1 /11 ~ 2019 /1 /11 , 中華民國 台灣 .
  3. Yu-Lun Chen , “Investor Sentiment, Traders' Behavior and Price Efficiency in Crude Oil Futures Markets.” , 2018 , The 2018 International Conference on Green Energy and Environment Engineering , 2018 /8 /27 ~ 2018 /8 /29 , Japan .
  4. Yu-Lun Chen , “ Information Transmission in the Onshore and Offshore RMB Markets.” , 2018 , IASTEM - 411th International Conference on Economics and Business Management (ICEBM) , 2018 /7 /7 ~ 2018 /7 /8 , Japan .
  5. Yu-Lun Chen , “Price Discovery in the Onshore and Offshore RMB Markets.” , 2018 , The 6th Annual Symposium on Management and Social Sciences , 2018 /7 /10 ~ 2018 /7 /12 , Japan .
  6. Yu-Lun Chen , “Information Transmission in the Onshore and Offshore RMB Markets.” , 2018 , International Conference on Innovation & Management , 2018 /1 /30 ~ 2018 /2 /2 , Japan .
  7. Yu-Lun Chen,Wei-Che Tsai , “Intraday Price Discovery in the VIX and VIX Futures Markets” , 2015 , The 23th Conference on the Theories and Practices of Securities and Financial Markets , 2015 /12 /11 ~ 2015 /12 /12 , 中華民國 台灣 .
  8. Chen, Yu-Lun; Ya-Kai Chang , “The Impact of Different Trader Type on Price Efficiency in Commodity Futures” , 2014 , The 2014 International Conference on Business and Information , 2014 /7 /3 ~ 2014 /7 /5 , Japan .
  9. Chen, Yu-Lun; Yin-Feng Gau , “Central Bank Intervention and Price Discovery in Foreign Exchange Markets” , 2014 , The 2014 Asian Finance Association International Conference , 2014 /6 /24 ~ 2014 /6 /27 , Republic of Indonesia .
  10. Chen, Yu-Lun; Yin-Feng Gau , “The Informational Role of Order Flow in Foreign Currency Futures and Spot Markets” , 2014 , The 7th NCTU International Finance Conference , 2014 /1 /10 ~ 2014 /1 /10 , 中華民國 台灣 .
  11. Chang, Ya-Kai; Yu-Lun Chen; Robin K. Chou , “The Nonlinear Impact of Hedgers and Speculators on Price Discovery in the Foreign Exchange Futures Markets” , 2011 , The 19th Conference on the Theories and Practices of the Security and Financial Markets , 2011 /12 /9 ~ 2011 /12 /10 .
  12. Chang, Ya-Kai; Yu-Lun Chen; Robin K. Chou , “The Nonlinear Impact of Hedgers and Speculators on Price Discovery in the Foreign Exchange Futures Markets.” , 2011 , The 24th Australasian Finance and Banking Conference , 2011 /12 /14 ~ 2011 /12 /16 .
  13. Chen, Yu-Lun;Yin-Feng Gau , “Government Intervention and Price Discovery in the Foreign Exchange Market” , 2011 , The 19th Conference on the Theories and Practices of the Security and Financial Markets , 2011 /12 /9 ~ 2011 /12 /10 .
  14. Chen, Yu-Lun ; Yin-Feng Gau , “Government Intervention and Price Discovery in the Foreign Exchange Market” , 2011 , The 4th NCTU International Finance Conference , 2011 /1 /7 ~ 2011 /1 /7 .
  15. Chen, Yu-Lun; Yin-Feng Gau , “Asymmetry in Ask and Bid Quotes’ Responses to Information in the Foreign Exchange Market” , 2010 , The 18th Conference on the Theories and Practices of the Security and Financial Markets , 2010 /12 /17 ~ 2011 /12 /18 .
  16. Chen, Yu-Lun; Yin-Feng Gau , “Asymmetry in Ask and Bid Quotes' Responses to Information in the Foreign Exchange Market” , 2010 , The 8th NTU International Conference on Economics, Finance and Accounting , 2011 /6 /21 ~ 2011 /6 /23 .
  17. Chen, Yu-Lun; Yin-Feng Gau , “Asymmetry in Ask and Bid Quotes’ Responses to Information in the Foreign Exchange Market” , 2010 , International Symposium on Financial Engineering and Risk Management , 2010 /6 /10 ~ 2010 /6 /12 .
  18. Chen, Yu-Lun;Yin-Feng Gau; Ching-Yu Wang , “Macroeconomic Announcements and Information Asymmetry in the Foreign Exchange Market” , 2010 , International Conference of Taiwan Finance Association , 2010 /5 /28 ~ 2010 /5 /29 .
  19. Chen, Yu-Lun; Yin-Feng Gau , “Impacts of News Announcements to Order Flow and Price Discovery in the Foreign Exchange Market” , 2009 , The 2009 Annual Meeting of the Taiwan Finance Association , 2009 ~ 2008 .
  20. Chen, Yu-Lun; Yin-Feng Gau , “Impacts of News Announcements to Order Flow and Price Discovery in the Foreign Exchange Market” , 2009 , The 17th Conference on the Theories and Practices of the Security and Financial Markets , 2009 /12 /11 ~ 2009 /12 /12 .
  21. Chen, Yu-Lun ;Yin-Feng Gau, 2008 , “News announcements and price discovery in foreign exchange spot and futures markets” , 2008 , The 16th Conference on the Theories and Practices of the Security and Financial Markets , 2008 /12 /5 ~ 2008 /12 /6 .
  22. Chen, Yu-Lun; Yin-Feng Gau , “Price Discovery in the Foreign Exchange Futures and EBS Spot Markets” , 2008 , Far Eastern and South Asian Meeting of the Econometric Society , 2008 /7 /16 ~ 2008 /7 /18 .
  23. Chen, Yu-Lun; Yin-Feng Gau , “Price Discovery in the Foreign Exchange Futures and EBS Spot Markets” , 2007 , The 15th Conference on the Theories and Practices of the Security and Financial Markets , 2007 /12 /14 ~ 2007 /12 /15 .
  24. Chen, Yu-Lun;Yin-Feng Gau , “Tick Sizes and Relative Rates of Price Discovery in Stock, Futures, and Options Markets: Evidence from the Taiwan Stock Exchange” , 2007 , Far Eastern Econometric Society Meeting , 2007 /7 /11 ~ 2007 /7 /13 .
  25. Chen, Yu-Lun;Yin-Feng Gau , “Tick Sizes and Relative Rates of Price Discovery in Stock, Futures, and Options Markets: Evidence from the Taiwan Stock Exchange” , 2007 , Far Eastern Econometric Society Meeting , 2007 /7 /11 ~ 2007 /7 /13 .
  26. 金鐵英;陳佑倫 , “台灣50指數ETF上市對台股期貨定價效率之影響” , 2006 , 2006現代財務論壇學術研討會 , 2006 ~ 2006 .
  27. Chen, Yu-Lun;Yin-Feng Gau , “Tick Sizes and Relative Rates of Price Discovery in Stock, Futures, and Options Markets: Evidence from the Taiwan Stock Exchange” , 2006 , The 14th Conference on the Theories and Practices of the Security and Financial Markets , 2006 /12 ~ 2006 /12 .