國立中央大學教師履歷平台

期刊著作

• 情緒指數與原油期貨價格
  期貨與選擇權學刊, 2025-05-26
  [ 投資人情緒,CBSI專業投資人情緒指數,原油期貨,聰明錢效應 ]

• Media Sentiment and IPO Pricing in Taiwan
  財務金融學刊 (原中國財務學刊), 31, 4, 2023-12-31
  [ IPO Pricing ]

• Price discovery and triangular arbitrage in currency markets
  Journal of International Money and Finance, 137, 2023-10-01
  [ Price discovery,Triangular arbitrage,Vehicle currency ]

• The information effect of order flows in foreign currency futures and spot markets
  Journal of Futures Markets, 42, 8, 1549-1572, 2022-08-01

• ‘Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
  International Review of Economics and Finance, 80, 384-401, 2022-07-01

• Forecasting the Bear Stock Market Using the Aligned Index of Financial and Macroeconomic Variables
  財務金融學刊 (原中國財務學刊), 30, 2, 1-40, 2022-06-30
  [ Bear markets,Stock returns,Markov regime-switching model,Partial least squares (PLS) ]

• Price discovery in fiat currency and cryptocurrency markets
  Finance Research Letters, 47, 2022-06-01

• Informativeness of trades around macroeconomic announcements in the foreign exchange market
  Journal of International Financial Markets, Institutions and Money, 78, 2022-05-01

• Liquidity spillover in foreign exchange markets
  Finance Research Letters, 44, 2022-01-01

• 程式交易對於日內價格效率的影響：以外匯市場為例
  財務金融學刊 (原中國財務學刊), 28, 2, 49-90, 2020-06-30
  [ 程式交易,價格效率,價格偏誤,外匯市場,向量自我迴歸模型（VAR） ]

• Macroeconomic announcements and price discovery in the foreign exchange market
  Journal of International Money and Finance, 79, 232-254, 2017-12-01
  [ Electronic Broking Services (EBS) , Foreign exchange market , Macroeconomic announcements , Price discovery , Realized variance ]

• Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements
  North American Journal of Economics and Finance, 42, 172-192, 2017-11-01
  [ Foreign exchange market , Liquidity commonality , Macroeconomic announcements , Quantitative easing policies ]

• Home bias in portfolio choices: social learning among partially informed agents
  Review of Quantitative Finance and Accounting, 48, 2, 527-556, 2017-02-01
  [ Home bias , International asset allocation , Observational learning , Prior beliefs , Social learning ]

• Trading activities and price discovery in foreign currency futures markets
  Review of Quantitative Finance and Accounting, 46, 4, 793-818, 2016-05-01
  [ Commitments of Traders (COT) , Currency futures , Hedging , Price discovery , Speculation ]

• Foreign exchange market intervention and price discovery
  Journal of the Japanese and International Economies, 38, 214-227, 2015-12-01
  [ Foreign exchange market intervention , Information share , Price discovery ]

• Order choices under information asymmetry in foreign exchange markets
  Journal of International Financial Markets, Institutions and Money, 30, 1, 106-118, 2014-05-01
  [ Aggressiveness , Information asymmetry , Order choice ]

• Asymmetric responses of ask and bid quotes to information in the foreign exchange market
  Journal of Banking and Finance, 38, 1, 194-204, 2014-01-01
  [ Bid-ask spread , Common factor weight , Information share , Order flow , Price discovery ]

• The effectiveness of position limits: Evidence from the foreign exchange futures markets
  Journal of Banking and Finance, 37, 11, 4501-4509, 2013-11-01
  [ Hedging , Information shares , Position limits , Price discovery , Speculation ]

• Issuer credit ratings and warrant-pricing errors
  Emerging Markets Finance and Trade, 49, SUPPL.3, 35-46, 2013-07-01
  [ covered warrants,credit ratings,pricing errors ]

• The predictability of excess returns in the emerging bond markets
  Applied Financial Economics, 22, 17, 1429-1451, 2012-09-01
  [ emerging market bonds , foreign capital flow , predictability ]

• International asset allocation for incompletely-informed investors
  Journal of Financial Markets, 13, 4, 422-447, 2010-11-01
  [ Asset allocation , Home bias , Incomplete information , Kalman-Bucy filter , Learning ]

• News announcements and price discovery in foreign exchange spot and futures markets
  Journal of Banking and Finance, 34, 7, 1628-1636, 2010-07-01
  [ Electronic Broking Services (EBS) , Macroeconomic announcements , Price discovery ]

• Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange
  Journal of Futures Markets, 29, 1, 74-93, 2009-01-01

• Expected risk and excess returns predictability in emerging bond markets
  Applied Economics, 39, 12, 1511-1529, 2007-07-01

• Intraday exchange rate volatility: ARCH, news and seasonality effects
  Quarterly Review of Economics and Finance, 47, 1, 135-158, 2007-03-01
  [ GARCH , Intraday volatility , Public news arrivals , Trading volume ]

• Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
  Pacific Basin Finance Journal, 14, 2, 193-208, 2006-04-01
  [ Central bank intervention , Inventory control , News arrivals , Periodic volatility ]

• Intraday volatility in the Taipei FX market
  Pacific Basin Finance Journal, 13, 4, 471-487, 2005-09-01
  [ Intraday volatility , Macroeconomic announcements , Periodic GARCH ]

• Public information, private information, inventory contril, and volatility of intraday NTD/USD exchange rates
  Applied Economics Letters, 11, 4, 263-266, 2004-03-15

研討會著作

• High-Frequency Trading and Liquidity in the Foreign Exchange Market
  2025-06-26
  [ High Frequency trading, Foreign exchange, liquidity commonality ]

• The High-Frequency Response of Exchange Rates to FOMC Announcement Surprises
  2025-06-20
  [ Monetary policy surprises,Exchange rate changes ,Quantitative Easing (QE),Monetary policy uncertainty ]

• Intraday Momentum in the Foreign Exchange Market
  2025-06-06
  [ Intraday momentum, Foreign exchange, liquidity, macroeconomic announcements ]

• FX Liquidity during COVID-19 Pandemic
  2025-06-06
  [ Liquidity, Foreign Exchange, COVID- 19 ]

• Economic Policy Uncertainty and Price Discovery in the Foreign Exchange Market
  2024-07-01
  [ EPU; price discovery; foreign exchange market ]

• Economic Policy Uncertainty and Price Discovery in the Foreign Exchange Market
  2024-06-07
  [ EPU; price discovery; foreign exchange market ]

• 石油期貨價格與情緒指數
  2024-06-07
  [ 投資人情緒；石油期貨 ]

• Risk-Return Trade-off in the Bitcoin Market: Downside Risk and Sentiment
  2023-08-01
  [ Downside-Risk,Return,Bitcoin,Sentiment,Covid19 ]

• 期貨市場之快速交易與價格之極端變化：台灣期貨交易所之實證研究
  2023-06-16
  [ Algorithmic Trading, Futures Markets ]

• Market Uncertainty and Liquidity Connectedness in Foreign Exchange Markets
  2022-06-30
  [ Vector Autoregression (VAR),Connectedness index,Economic Policy Uncertainty (EPU) ]

• Market Uncertainty and Liquidity Connectedness in Foreign Exchange Markets
  2022-06-24
  [ Vector Autoregression (VAR),Connectedness index,Economic Policy Uncertainty (EPU) ]

• Median Sentiment and Initial Public Offerings in Taiwan
  2022-06-17
  [ Initial public offerings,Underpricing,Media sentiment,Hot issue market ]

• High Frequency Trading and Price Discovery in the Foreign Exchange Market
  2022-01-07
  [ Price discovery,High-frequency trading ]

• 加密貨幣的定價與金融壓力及經濟政策不確定性之關聯
  2021-12-11
  [ 加密貨幣,因子模型,金融壓力指數,經濟政策不確定性 ]

• Vehicle Currency and Price Discovery
  2021-09-25
  [ Vehicle currency,price discovery,triangular arbitrage,U.S. dollar index ]

• The Impact of Economic Policy Uncertainty on the Price Discovery: Evidence from the Foreign Exchange Market
  2020-12-11
  [ Economic policy uncertainty,Price discovery,Foreign exchange market,EBS ]

• Information Shocks and Order Aggressiveness in the Foreign Exchange Market
  2020-10-14
  [ Price discovery,Foreign exchange market ]

• Liquidity Spillover in the Foreign Exchange Market
  2020-01-03
  [ Liquidity spillover,Financial crisis ]

• American Economic Association 2020 Annual Meeting, San Diego, USA
  30, 2020-01-03
  [ Market risk,European debt crisis,Global financial crisis,Liquidity spillovers ]

• High Frequency Trading and Price Discovery in the Foreign Exchange Market
  2019-12-06
  [ High-frequency trading,Price discovery,Foreign exchange market ]

• Price Discovery in Chinese Stock and Bond Markets around Macroeconomic Announcements
  2019-03-21
  [ Price discovery,Macroeconomic announcements ]

• Herding, Market Stress and Information Risk: Evidence from the Taiwan Futures Market
  2018-12-07
  [ Herding,Informed trading ]

• The Effect of Algorithmic Trading on Intraday Price Efficiency: Evidence from the Foreign Exchange Market
  2018-05-26
  [ Price discovery,Foreign exchange market ]