Academic Engagement (Representative)
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Publications |
[1]Yiwen Chen, Chubin Lin, Anthony H.Tu. Regime-switching Processes and Mean-reverting Volatility Models in Value-at-risk Estimation: Evidence from the Taiwan Stock Index. Emerging Markets Finance&Trade. 2020, 56: 2693-2710. [2]Yiwen Chen, Joseph T. Halford, Hung-Chia Scott Hsu, Chubin Lin. Personal Bankruptcy Laws and Corporate Policies. Journal of Financial and Quantitative Analysis, 2020, 55(7): 2397-2428. [3]Chubin Lin, Chou R K, Wang G H K. Information Shares Investor Sentiment Lead-lag Relation Limits to Arbitrage Price Discoveryinvestor Sentiment and Price Discovery: Evidence from the Pricing Dynamics Between the Futures and Spot Markets. Journal of Banking&Finance, 2018, 90: 17-31. [4]Chubin Lin, Chou R K, Wang G H K. Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics Between the Futures and Spot Markets. Journal of Banking&Finance, 2018, 67: 19-34. [5]Miaoling Chen, Chubin Lin, Liang-Ann Tai. Effects of Advertising, Customer Satisfaction, and Research and Development on a Firm's Systematic and Unsystematic Risks. National Taiwan University Management Review, 2011, 21(2): 55-80. |
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Projects |
[1]Institutional Construction, Participants' Behavior and Asset Pricing Efficiency: Based on the Analysis of IPO on the Science and Technology Innovation Board. National Natural Science Foundation of China. January 2021-December 2024. Investigator. [2]Research on the Impact of Urban Interconnection and Investor Preference on Local Stock Listing and Trading Based on Big Data. National Natural Science Foundation of China Major Research Program (Project No.: 2018G01014). January 2018-December 2020. Investigator. [3]Liquidity Depletion and Stock Price Collapse Risk--An Analysis Based on China's Securities Market. National Natural Science Foundation of China. January 2018-December 2021. Investigator. [4]Management and Decision-Making Research Major Research Plan: Research on the Impact of Big Data-Based Urban Interconnection and Investor Preferences on Local Stock Listings and Transactions. National Natural Science Foundation of China of Major Program. January 2018-December 2020. Investigator. [5]Research on Customer Behavior and Service Strategy in Big Data Environment. Sichuan Provincial Science and Technology Department Project. March 2017-December 2019. Investigator. |
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Books |
[1]Market Efficiency and Investor Sentiment: Evidence from the Pricing Dynamic between Futures and Spot Markets. National Chengchi University, 2015. [2]The Effects of Advertising, Research and Development, and Customer Satisfaction on Unsystematic Risk of Stock Price. National Sun Yat-Sen University, 2008. |
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