| 姓名 | 賴雅雯 Ya-Wen Lai |
|---|---|
| 現任 | 國立虎尾科技大學財務金融系專任副教授兼系主任 |
| 學歷 | 臺灣大學國際企業研究所 國際財務金融組博士 交通大學財務金融研究所 碩士 臺灣大學財務金融系 學士 |
| 經歷 |
國立虎尾科技大學財務金融系 助理教授 中央研究院 博士後研究 中央信託局 授信專員 |
| 專長 | Nonlinear econometric model Empirical asset pricing Information content of derivatives markets Macroeconomic factors in financial assets Cross-predictability of accounting data Empirical Mode Decomposition |
| 教學課程 | 衍生性金融商品、投資學、財務管理、中級會計學 |
| 證照 | 公務人員高等考試金融保險人員及格 (1995) 證券投資分析人員 (2001) 證券高級營業員 (2001) 期貨營業員(2000) |
| 聯絡電話 | 05-6315769 |
| 電子郵件 |
| 期刊論文 (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. |
|
研討會論文
|
|
| 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 |
|
執行計畫
|
|
| 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 |
| 計畫期間 |
|---|