賴雅雯<br>Ya-Wen Lai
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