Ya-Wen Lai
Name Ya-Wen Lai
Current Position Associate Professor and Chairman
Education Background Ph.D., Institute of International Business, National Taiwan University (International Finance Group)
M.S., Institute of Finance, National Chiao Tung University
B.S., Department of Finance, National Taiwan University
Experience Assistant Professor, Department of Finance, National Formosa University
Postdoctoral Researcher, Academia Sinica
Credit Specialist, Central Trust of China
Experience Nonlinear econometric model
Empirical asset pricing
Information content of derivatives markets
Macroeconomic factors in financial assets
Cross-predictability of accounting data
Empirical Mode Decomposition
Courses Derivative Financial Products (Derivatives), Investments, Financial Management, Intermediate Accounting
Certificates Passed the Senior Civil Service Examination for Financial and Insurance Personnel (1995)
Securities Investment Analyst (2001),
Senior Securities Specialist (2001),
Futures Floor Trader/Broker (2000)
Office Tel No. 05-6315769
Email
Journal Paper (Google Scholar Link)

1

Ya-Wen Lai (2023). “Impact of futures’ trader types on stock market quality: evidence from Taiwan.” Journal of Economics and Finance 47 (2), 417–436 (Econlit)

2

Ngo Nu Dieu Khue and Ya-Wen Lai (2020). “Threshold Effects of Inflation on the Banking Sector Performance in the Asean-6 Countries.” Romanian Journal of Economic Forecasting 23 (1), 117-133 (SSCI)

3

Ya-Wen Lai, Chiou-Fa Lin, and Mei-Ling Tang (2017). "Mispricing and trader positions in the S&P 500 index futures market." North American Journal of Economics and Finance 42, 250¬–265 (SSCI).

4

Ya-Wen Lai (2017). "Macroeconomic factors and index option returns." International Review of Economics and Finance 48, 452–477 (SSCI).

5

Ya-Wen Lai and Atif Windawati (2017). "Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets." Research in International Business and Finance 42, 233–241. (Econlit)

6

Ya-Wen Lai (2017). "Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition." Economics Bulletin 37, 952–961. (Econlit)

7

Chiou-Fa Lin, Ya-Wen Lai, and Mei-Ling Tang (2016). "Is the incremental transparency necessary?" Investment Analysts Journal 45, 95–109. (SSCI)

8

Ya-Wen Lai (2011), “Testing for causality in the transmission of real economic activity and equity market expectations”, The Empirical Economic Letters 10 (Econlit), 205–213.

Conference Paper
1 Ya-Wen Lai, Chiou-Fa Lin, and Mei-Ling Tang (2017). "Arbitrage Basis and Hedging Demand". 2017中部財金學術聯盟國際研討會, 台中, 台灣
2 Ya-Wen Lai (2017), “Forecasting Inflation: An Application of the Empirical Mode Decomposition”. 2017總體經濟計量模型研討會, 台北, 台灣
3 Ngo Nu Dieu Khue and Ya-Wen Lai (2017). “通貨膨脹門檻值對東協六國銀行績效的影響”. 2017 財務金融與管理研討會, 嘉義, 台灣
4 Atif Windawati and Ya-Wen Lai (2016). “Stock Returns and Volatility during Ramadan: Evidence from Indonesia and Malaysian Stocks Markets”. 2016 財務金融與管理研討會, 嘉義, 台灣
Project
1 國科會研究計畫, 主持人, MOST 111-2410-H-150-007, "產業應計數對股票市場報酬率的預測能力",2022/08/01 ~ 2023/10/31
2 國科會研究計畫, 主持人, NSC 102-2410-H-150-001, "新凱因斯菲利普曲線的實證效果:以經驗模組分解法衡量產出缺口",2013/08/01 ~ 2014/07/31
Period