其他補助

• 補助國內大專院校購置「S&P Capital IQ Research Insight 企業財務分析」資料庫專案
  1080201~1081231
  

• 補助國內大專院校購置「S&P Capital IQ Research Insight 企業財務分析」資料庫專案
  1070101~1071130
  

國科會計畫統計

• 補助國內大專校院購置「CompustatonS＆PCapitalIQ企業財務分析」資料庫專案
  1140101~1141231
  

• 以日內樣本估計資訊交易機率
  1130801~1140731
  

• 補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案
  1130101~1131231
  [ Captial IQ]

• 以日內樣本估計資訊交易機率
  1120801~1130731
  

• 補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案
  1120101~1121231
  [補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案 , 補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案]

• 補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案
  1110101~1111231
  [補助 , CapitalIQ]

• 補助國內大專校院購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案
  1100101~1101231
  [公司理財 , corporate finance]

• 補助國內大專院校購置「CompustatonS&PCapitalIQ企業財務分析」資料庫專案
  1090101~1091231
  

• 資訊交易與技術分析
  1070801~1080731
  [資訊交易,資訊交易機率,技術分析,資產訂價, , Informed trading, Probability of informed trading, technical analysis, asset pricing.]

• 資訊交易機率與資產訂價：新估計方法的應用
  1060801~1071031
  [資訊交易機率,資訊不對稱,資產訂價,流動性, , Probability of Informed Trading, Information Asymmetry, As-set Pricing, Liquidity,]

• 如何估計資訊交易機率模型？
  1050801~1060731
  [資訊交易機率,資訊不對稱,混合模型,最大期望演算法, , Probability of informed trading, Information asymmetry, mix- ture models, expectation-maximization algorithm,]

• 改善資訊交易機率的估計
  1040801~1050731
  [資訊交易機率,資訊不對稱, , Probabilityofinformedtrading,Informationasymmetry]

期刊著作

• Information asymmetry and the profitability of technical analysis
  Journal of Banking and Finance, 134, 2022-01-01

• 因子訂價模型有效性之比較：臺灣股市實證
  證券市場發展季刊, 2020-12-01
  [ 資產訂價,生產者理論,因子模型,股票報酬率,臺灣市場 ]

• Improvements in estimating the probability of informed trading models
  Quantitative Finance, 2020-01-01
  [ Market microstructure,Maximum likelihood method,Mixture distribution,Probability of informed trading ]

• Analyst valuation and corporate value discovery
  International Review of Economics and Finance, 35, 235-248, 2015-01-01
  [ Analyst forecast , Information shares , Residual income model , Valuation ]

• The price impact of options and futures volume in after-hours stock market trading
  Pacific Basin Finance Journal, 21, 1, 984-1007, 2013-01-01
  [ After-hours trading , Futures volume , Informed traders , Options volume , Price impact ]

• Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
  Journal of Banking and Finance, 33, 4, 757-764, 2009-04-01
  [ Emerging markets , Foreign investors , Option volume ]

• The market quality of dealer versus hybrid markets: The case of moderately liquid securities
  Journal of Business Finance and Accounting, 34, 1-2, 349-373, 2007-01-01
  [ Dealer , Hybrid market , Limit order , Liquidity , London Stock Exchange ]

• The intraday effect and the extension of trading hours for Taiwanese securities
  International Review of Financial Analysis, 15, 4-5, 328-347, 2006-09-06
  [ Intraday pattern , Microstructure , Trading hours ]