| 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 |
| Journal Paper (Google Scholar Link) | |
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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) |
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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) |
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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). |
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4 |
Ya-Wen Lai (2017). "Macroeconomic factors and index option returns." International Review of Economics and Finance 48, 452–477 (SSCI). |
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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) |
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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) |
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7 |
Chiou-Fa Lin, Ya-Wen Lai, and Mei-Ling Tang (2016). "Is the incremental transparency necessary?" Investment Analysts Journal 45, 95–109. (SSCI) |
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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. |
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Conference Paper
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| 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 |
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Project
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| 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 |
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