u Financial Econometrics Analysis
u Financial Risk Management
u Application Software in Finance
u Seminar in Financial Engineering
1. Chung-Hua Shen, Yen Hsien Lee, Meng-Wen Wu* and Na Guo Dagong, Does housing boom lead to credit boom or is it the other way around?, International Review of Economics & Finance. (forthcoming)
2. Yen-Hsien Lee*, (2015) Does the US Fear Gauge Influence the Investor Fear Gauge in Emerging Markets?, Journal of Emerging Market Finance, 14, 197-209.
3. Tsang-Yao Chang, Hao Fang* and Yen-Hsien Lee, (2015) Nonlinear Adjustment to the Long-run Equilibrium between REITs and Stock Indices in Japan and Singapore, Romanian Journal of Economic Forecasting- XVIII (3), 27-38.
4. Yen-Hsien Lee*, (2014), What Jump Effects are Implicit in Nikkei 225 Returns and the Change in the Volatility Index Japan?, Investment Analysts Journal, 80, 71-78.
5. Yen-Hsien Lee*, (2014) Day-of-the-week and jump effects in international investment sentiment indices, Investment Management and Financial Innovations, 11(4), 60-68.
6. Yen-Hsien Lee, Alan L. Tucker*, David K. Wang and Hsin-Ting Pao, (2014) Global contagion of market sentiment during the US subprime crisis, Global Finance Journal, 25 (1), 17-26.
7. Yen-Hsien Lee, Hao Fang*, and Wei-Fan Su, (2014) The Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in an Emerging Eastern Europe, Finance A Uver-Czech Journal of Economics and Finance, 64 (4), 296-311.
8. Yen-Hsien Lee*, (2014) An International Analysis on REITs and Stock Portfolio Management based on the Dynamic Conditional Correlation Models, Financial Markets and Portfolio Management, 28 (2), 165-180. 2012-5-29.
9. Hao Fang, Yang-Cheng Lu, Hwey-Yun Yau, Yen-Hsien Lee*, (2013) Stock Characteristics Herded by Foreign Investors with Higher Abnormal Returns in the Taiwan Stock Market, Romanian Journal of Economic Forecasting, 16(4), 232-245.
10. Hao Fang and Yen-Hsien Lee*, (2013) Are the Global REIT Markets Efficient by A New Approach? Panoeconomicus, 60, Issue 6, Pages: 791-812.
11. Yen-Hsien Lee* (2013), Global and Regional Range-based Volatility Spillover Effects, Emerging Markets Review, 14, 1-10.
12. Yen-Hsien Lee*, Jui-Cheng Hung, Yi-Hsien Wang and Jin-Yan Huang (2012), A Study of Dynamics in Market Volatility Indices between US and Taiwan, Investment Management and Financial Innovations, 9(4), 95-101.
13. Yen-Hsien Lee, Chi Tai Lin and Shu-Mei Chiang, (2012) Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market, Asia-Pacific Journal of Financial Studies, 41, 590-609.
14. Yi-Hsien Wang, Jui-Cheng Hung, Yen-Hsien Lee and Chung-Chu Chuang (2012) "Computing Regression Quantiles to Analysis the Relationship between Market Behavior and Political Risk," Quality & Quantity: International Journal of Methodology, Vol. 46, No. 4, pp. 1047-1055.
15. Yen-Hsien Lee*, (2011) A Dynamic Correlation Analysis in International Investor Sentiments, International Journal of Finance, 23(4), 7018-7033.
16. Hao Fang and Yen-Hsien Lee* (2011) Impact of the sub-prime financial crisis on stock index returns for high- and low-risk countries via CDS indices, Investment Management and Financial Innovations, 8(4), 126-140.
17. Yen-Hsien Lee* and Chien-Liang Chiu (2011) Arbitrage Behavior in the Exchange Rates of Taiwan and Japan: Applying the Smooth Transition Vector Error Correction Model with GJR-GARCH and Spillover Volatility, Applied Economics, 43, 13-15, 1935-1943.
18. Yen-Hsien Lee and Jer-Shiou Chiou* (2011) Oil sensitivity and its asymmetric impact on the stock market, Energy, 36, 168-174.
19. Shu-Mei Chiang, Yen-Hsien Lee*, Shin-Mei Su and Yi-Pin Tzou (2010) Efficiency tests of foreign exchange markets for four Asian Countries, Research in International Business and Finance, 24, 284-294.
20. Cho-Min Lin*, Yen-Hsien Lee and Chien-Liang Chiu (2010) Friends or Enemies? Foreign Investors in Taiwan, Applied Economics Letter,17, 10, 977-982.
21. Yen-Hsien Lee* and Hung-Luen Ou (2010) The Day of the Week Effect and Value-at-Risk in Real Estate Investment Trusts, Journal of Real Estate Portfolio Management, 16, 1, 21-28.
22. Yen-Hsien Lee* and Chien-Liang Chiu, (2010) Nonlinear Adjustment of Short-term Deviations Impacts on the US Real Estate Market, Applied Economics Letter, 17, 6, 597 - 603. .
23. Yen-Hsien Lee*, Hsu-Ning Hu and Jer-Shiou Chiou, (2010) Jump Dynamic with Structural Breaks for Crude Oil Price, Energy Economics, 32, 343-350, 32(2), 343-350.
24. Jui-Cheng Hung, Yen-Hsien Lee* and Tung-Yueh Pai, (2009) Examining Market Efficiency for Large- and Small-capitalization of TOPIX and FTSE Stock Indices, Applied Financial Economics, 19, 735-744.
25. Chiou, Jer-Shiou and Yen-Hsien Lee (2009), Jump Dynamics and Volatility: Oil and the Stock Markets, Energy, 34, 788-798.
26. Cho-Min Lin, Yen-Hsien Lee* and Chien-Liang Chiu (2009) Structural Changes in Foreign Investors' Trading Behavior and the Corresponding Impact on Taiwan's Stock Market, Research in International Business and Finance, vol. 23, issue 1, 78-89.
1. Yen-Hsien Lee (Feb., 2012) The Correlation Analysis on International Volatility Indices during Financial Crisis, The 12th Annual International Business Research Conference (IBR). Jacksonville, Florida, United States. [NSC 99-2811-H-033-004]
2. Yen-Hsien Lee and Jin-Yan Huang (Jun, 2011), Does the U.S. Investor Sentiment Influence on Taiwan Investor? 2011 International Conference on International Symposium on Finance and Accounting. Bangkok, Thailand. (7/4-6, 2011) [NSC 99-2410-H-033 -023 -MY2]
3. Yen-Hsien Lee and Chia-Hong Chiang (Jan., 2011), Threshold Co-Integration Relationship between Social Responsibility and Stock Index, CIBMP��s annual conference on Innovations in Business and Management, London, United Kingdom. (1/26-27, 2010) [NSC 99-2410-H-033 -023 -MY2]
4. Yen-Hsien Lee, Tung-Yueh Pai and Ping-Chen Lin (Jan., 2011), Different Investors�� Time-Related Anomalies in Taiwan Stock Index Future Market, International Conference on Asia Pacific Business Innovation and Technology Management, Bali, Indonesia. (1/23-25, 2010) [NSC 99-2410-H-033 -023 -MY2]
5. Chien-Liang Chiu, Yen-Hsien Lee and Ya-Hui Lin (Jan., 2011), The Information Content of Net Buying Pressure in Taiwan Option Market, International Conference on Asia Pacific Business Innovation and Technology Management, Bali, Indonesia. (1/23-25, 2010) [NSC 99-2410-H-033 -023 -MY2]
6. Yen-Hsien Lee (Jul., 2010). Range-based Volatility Spillover. The 7th BAI 2010 International Conference on Business and Information. Japan: Kitakyushu.
7. Ya-Ling Huang and Yen-Hsien Lee (Jul., 2010). Forecasting Medical Tourism Demand in Asian Country with the Adaptive Alpha in Grey Model. The 7th BAI 2010 International Conference on Business and Information. Japan: Kitakyushu.
8. Chien-Liang Chiu, Yen-Hsien Lee and Chien-Han Hung (Jan., 2010), Measuring Performance and Corporate Governance of Taiwan Biotechnological Industry application of DEA and TOBIT regression, International Conference on Asia Pacific Business Innovation and Technology Management, Cebu: Philippines.(1/24-26,2010)
9. Chien-Liang Chiu, Yen-Hsien Lee and Yi-Ping Chien (Jan., 2010) The Impact of Presidential Election on the Trading Durations of Trader on Taiwan Futures Market, International Conference on Asia Pacific Business Innovation and Technology Management, Cebu: Philippines. (1/24-26,2010)
10. Yen-Hsien Lee and Ya-Ling Huang (Aug., 2009). Applying GARCH Model with Monthly Effect on Tourism Demand Forecasting in China. The 3th ICIGTI 2009 The International Conference on Industrial globalization and Technology Innovation. Xian: China.
11. Yen-Hsien Lee, Chien-Ming Huang and Hsin-Mei Su (Jul., 2009). The Effectiveness of Monetary Policy on Real Estate Investment Trusts Market. The 6th BAI 2009 International Conference on Business and Information. Malaysia: Kuala Lumpur.
12. Chien-Liang Chiu, Yen-Hsien Lee and Hung-Luen Ou (Jul., 2009). The Day of the Week Effect in Real Estate Investment Trusts �V Based GARCH, GARCH-LEVEL and CARR Models. The 6th BAI 2009 International Conference on Business and Information. Malaysia: Kuala Lumpur.
13. Tung-Yueh Pai and Yen-Hsien Lee (Jul., 2009). REITs Volatility Prediction for Skew-GED Distribution of the GARCH Model. 2009 International Conference on International Symposium on Finance and Accounting. Malaysia: Kuala Lumpur.