| 學歷 | 國立中央大學財務金融系博士 元智大學財務金融系碩士 東吳大學商用數學系學士 |
研究室 | 羅耀拉大樓SL250-3 |
| 經歷 | 湖南大學金融與統計學院專任助理教授 | 連絡方式 | (02)2905-2059 |
| 任教科目 | 國際金融、財務報表分析、財務報表分析-英、金融科技II：互聯網金融、計量經濟學、微積分、專題研究(一)(二) | ||
| 研究領域 | 期貨與選擇權、固定收益證券、公司治理、行為財務、金融創新、衍生性金融商品實證分析 | ||
| 個人網址 | https://sites.google.com/view/zih-ying-lins-website/about-me | ||
【期刊論文】
1.Zih-Ying Lin*, (2020), Investor Attention and Cryptocurrency Performance, Finance Research Letters, forthcoming. (NSC-B+, SSCI)
2.Ya-Wei Yang, Zih-Ying Lin*, and GuoYao Wu, (2020), A Quantile Regression Analysis of the O/S Ratio-Return Relation, Journal of Management and Systems, forthcoming. (TSSCI)
3.Zih-Ying Lin and Pei-Fang Hsieh, (2020), Impact of Net Buying Pressure on the Trading Demand of Different Types of Traders, 32:2, 119-146, Review of Securities and Futures Markets. (TSSCI)
4.Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang, (2018), The Impacts of Information Asymmetry and Short-Sales on the Illiquidity Risk Premium in the Stock Option Markets, 94, 152-165, Journal of Banking and Finance. (NSC-ATier-1, SSCI)
5.Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh, (2018), Volatility Spreads and Innovation Grants Announcement Returns, Journal of Financial Studies, 26(3), September. (TSSCI) (Leading Paper )
6.Chih-Chiang Wu and Zih-Ying Lin, (2014), An Economic Evaluation of Stock-Bond Return Comovement with Copula-Based GARCH Models, 14, 1283-1296, Quantitative Finance. (NSC-A-, SSCI)
【研討會論文】
1.Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Implied Volatility Spreads and Future Options Returns around Information Events and Conditions, Taiwan Finance and Management Associations Meetings (2019), May, held in National Taiwan University. (富邦論文獎); European Finance and Management Associations Meeting (2019), Island of S. Miguel, Portugal.
2.Pei-Fang Hsieh and Zih-Ying Lin*. Does Informed Options Trading Prior to Innovation Grants Announcements Reveal the Quality of Patents, European Finance and Management Associations Meeting (2018), Milan, Italy.
3.Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh. Volatility Spreads and Innovation Grants Announcement Returns, Taiwan Finance and Management Associations Meetings (2016), June, held in National Taipei University. (最佳論文獎);Asian Finance Associations Meeting (2016), Bangkok, Thailand.
4.Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang. The Impacts of Information Asymmetry and Short-Sales on the Illiquidity Risk Premium in the Stock Option Markets, Taiwan Finance and Management Associations Meetings (2015), June, held in Asia University. (富邦論文獎); European Finance and Management Associations Meeting (2015), Amsterdam, Holland.
5.Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Does the Volatility Spread Convey Information Prior to Earnings Announcements for Option Returns? Proceeding of the 23th Conference on the Theories and Practices of the Financial Markets (2015), December, held in National Sun Yat-San University.
6.Zih-Ying Lin, Pei-Fang Hsieh, and Chuang-Chang Chang. Impact of net buying pressure on trading demand of different types of traders, European Finance and Management Associations Meeting (2014), Rome, Italy.
