Publications From 2002 To 2011



  • “An analysis of Foreign Exchange Market Microstructure in Taiwan,” SinoPac Financial Journal 41, 1-35, 2008. (Leading Article)
  • “The Impacts of US and Taiwan Macroeconomic Information on the Asymmetric Volatility Transmission in Taiwan Stock and Futures Markets”, Tunghai Management Review 9(1), 65-90, 2007.
  • “Monetary Policy, Firm Size and Stock Return in Taiwan”, Journal of Risk Management 8(2), 177-199, 2006.
  • “Legislative Election Impact on Volatility of Taiwan Stock and Foreign Exchange Markets:  An Application of Jump-Diffusion Model”, Tunghai Management Review 8(1), 33-52, 2006.
  • The Relationships among the Asian Stock Markets:  Evidence from the Lowest Index of Japan’s Stock Market”, Journal of Business Administration 67, 1-30, 2005. (Leading Article)
  • “Re-investigation on Monetary Policy, Exchange Rate and Stock Price: An Application of GARCH-IRF Model”, Chaoyang Business and Management Review 4(2), 73-92, 2005.
  • "Re-examining the Predictability of Stock Index Return:  Evidence from Time Series Models”, Tunghai Management Review 7(1), 167-192, 2005.
  • “The Impacts of Monetary Policies on Bull and Bear Stock Market:  Evidence from Taiwan”, Taiwan Money Market Journal 9(1), 1-20, 2005. (Leading Article)
  • "The Influence of Foreign Capital’s Attitude toward Political Risk on the Taiwanese Stock Market:  The Election of Mr. Chen Shui-Bian as the 10th R.O.C. President”, Taiwan Money Market Journal 8(4), 21-34, 2004.
  • “The Relationship between Stock Index Returns and Index Option Trading Volumes in Taiwan”, Taiwan Money Market Journal 8(1), 17-36, 2004.
  • “A Study on the Stock Market Dynamic Asymmetries in the Asian-Pacific Region”, Chung Yuan Management Review 1(2), 147-174, 2003.
  • “A Capitalization and Industrial Study of Announcement Effects of Stock Repurchases on Taiwan TSE Market”, Hwa-Kang Economic Review 3(1), 69-92, 2003.
  • “The Hedging Performance of Stock Index Futures Markets in Taiwan”, Journal of Business Administration 58, 85-104, 2003.
  • “The Relationships of Index Return among Taiwan, U.S., and Japan Stock Markets”, Quarterly Journal of Bank of Taiwan 53(4), 67-88, 2002.







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