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Faculty

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Introduction of the chairman

 
Yung-Hsi, Liao

Department of Finance- Director  of the Department

 561_1a542832.jpg

【Education】
PH. D in Business Administration( Major in Finance),
National Yunlin University of Science and Technology, Taiwan

 【Specialty】
Time Series Analysis, Investment, Corporate Finance, Risk Management
【Phone】
 
05-2721001 ext. 56232
【Office】
學慧樓 H232
【Mail
ysliau@nhu.edu.tw

Displine:Time Series Analysis, Investment, Corporate Finance, Risk Management
Research Expertise:Time Series Analysis, Investment, Corporate Finance, Risk Management


Journal paper summary
Entry Year Publication Author
102 2014,Are REITs Defensive in Asian Markets?,Empirical Economics Letters,13,2,pp211-218第二作者 Liau, Yung-Shi
102 2013,The transitory and permanent components of return volatility in Asian stock markets, Investment Management and Financial Innovations,10,4,pp181-188第一作者 Liau, Yung-Shi
102 2013,Herding Behavior during the Subprime Mortgage Crisis: Evidence from Six Asia-Pacific Stock Markets, International Journal of Economics and Finance,pp71-84第二作者 Liau, Yung-Shi
101 2012,What Property-Type REITs Are Inflation Hedges? Evidence from the U.S.,Empirical Economics Letters,11,12,pp1259-1266第二作者 Liau, Yung-Shi
101 2012,Transaction Tax and Market Volatility: Evidence from the Taiwan Futures Market,Journal of Applied Finance and Banking,2,2,pp45-58第一作者 Liau, Yung-Shi
101 2012,Which of the property-type REITs is defensive? Evidence from the U.S.,Empirical Economics Letters,11,1,pp43-50第二作者 Liau, Yung-Shi
100 2011,股利率、雙訊號與交易策略之台灣市場實證,財金論文叢刊,14,第二作者 Liau, Yung-Shi
99 2010,Are REITs Defensive in Emerging Markets? Evidence from Taiwan,Empirical Economics Letters,9,11,第二作者 Liau, Yung-Shi
99 2010,Are REITs Defensive? – Evidence from U.S.,African Journal of Business Management,4,7,第二作者 Liau, Yung-Shi
99 2010,Are REITs Defensive? - Evidence from U.S.,African Journal of Business Management, Liau, Yung-Shi
99 2010,The Effect on Stock Return Volatility of a Temporary Cut in the Land Value Increment Tax-Evidence from Taiwan,International Journal of Economics,4,2,第二作者 Liau, Yung-Shi
99 2010,Evidence on Hedge Ratios Changes around the Subprime Mortgage Crisis,Global Journal of Business Research,4,3,第二作者 Liau, Yung-Shi
99 2010,Does Microstructure Disparity Influence the Speed of Information Flows? -A Study of Taiwan and Singapore Stock Index Futures Markets,Journal of Statistics and Management Systems,13,1,第二作者 Liau, Yung-Shi
99 The Effect on Stock Return Volatility of a Temporary Cut in the Land Value Increment Tax-Evidence from Taiwan,International Journal of Economics, Liau, Yung-Shi
99 Does Microstructure Disparity Influence the Speed of Information Flows? -A Study of Taiwan and Singapore Stock Index Futures Markets?,Journal of Statistics and Management Systems, Liau, Yung-Shi
98 2009,Has the Behavior of Transitory and Permanent Volatility of REITs Been Altered Since the 1986 Tax Reform,Empirical Economics Letters,8,10,第二作者 Liau, Yung-Shi
98 2009,Evaluating Hedge Ratios in the Subprime Mortgage Crisis,Investment Management and Financial Innovations,6,4,第二作者 Liau, Yung-Shi
98 2009,The Expectations Hypothesis of Term Structure of Interest Rates in Taiwan’s Money Market,International Research Journal of Finance and Economics,27,14,第一作者 Liau, Yung-Shi
98 The Expectations Hypothesis of Term Structure of Interest Rates in Taiwan's Money Market, International Research Journal of Finance and Economics, Liau, Yung-Shi
98 Has the Behavior of Transitory and Permanent Volatility of REITs Been Altered Since the 1986 Tax Reform,Empirical Economics Letters, Liau, Yung-Shi
98 Evaluating Hedge Ratios in the Subprime Mortgage Crisis,Investment Management and Financial Innovations, Liau, Yung-Shi
97 The Mean/Volatility Asymmetry in Asian Stock Markets,Applied Financial Economics, Liau, Yung-Shi
97 The Pricing of Foreign Exchange Risk in Asian Pacific Stock Markets,Corporate Ownership and Control, Liau, Yung-Shi
97 The Volume-Return Volatility Components Relationship in Taiwan Stock Market,Empirical Economics Letters, Liau, Yung-Shi
97 Information Spillovers in the Spot and ETF Indices in Taiwan,Global Journal of Business Research, Liau, Yung-Shi
91 貨幣乘數之預測-向量誤差修正模型之應用,臺灣銀行季刊, Liau, Yung-Shi
Seminar paper summary
Entry Year Conference period Publication Author
104 2015-06-20
2015-06-22
Contagion Effects of 2011 Japan Earthquake - The Case of REITs Markets,i FAIRS Conference,第二作者 Liau, Yung-Shi
102 2014-04-25
2014-04-25
隨時間變動之股價指數期貨避險比率之探討:全球市場之驗證,2014南台灣財金學術聯盟年會暨財金學術論文研討會,第二作者 Liau, Yung-Shi
102 2013-06-28
2013-07-01
Are REITs Defensive in Asian Markets?,The 18th Asian Real Estate Society(AsRES) Annual Meeting and International Conference,第二作者 Liau, Yung-Shi
101 2013-05-17
2013-05-17
價值型、成長型、大公司、小公司之隨時間變動系統風險:全球股市之驗證,2013年管理思維與實務」暨「管理資訊計算,第一作者 Liau, Yung-Shi
101 2013-03-16
2013-03-16
亞洲股市之動能報酬及隨時間變化的系統性風險,2013財務金融與管理研討會,第一作者 Liau, Yung-Shi
101 2012-07-07
2012-07-10
What Property-Type REITs Are Inflation Hedges?,The 17th Asian Real Estate Society(AsRES) Annual Meeting and International Conference,第二作者 Liau, Yung-Shi
101 2011-07-11
2011-07-14
Which of the property type REITs have Defensive?, The 16th Asian Real Estate Society(AsRES) and Urban Economics Association Joint International Conference,第二作者 Liau, Yung-Shi
100 2011-07-07
2011-07-29
Volatility and beta asymmetry: The global evidence,2011 ICOI the International Conference on Organizational Innovation,第一作者 Liau, Yung-Shi
99 2011-04-28
2011-04-28
可分散風險與股票報酬:亞洲市場的證據,2011公司理財學術研討會,第一作者 Liau, Yung-Shi
99 2011-04-23
2011-04-23
為何高股利率等於高報酬率-以大中華市場為例,2011 財務金融與管理研討會,第三作者 Liau, Yung-Shi
99 2011-04-23
2011-04-23
反向操作策略獲利性因素探討—以台灣上市公司為例,第一作者 Liau, Yung-Shi
99 2010-07-09
2010-07-12
Which of the T-REITs have defensiveness?, The 15th Asian Real Estate Society (AsRES) International Conference,第二作者 Liau, Yung-Shi
99 2009-08-20
2009-08-22
The Effect on Stock Return Volatility of a Temporary Cut in the Land Value Increment Tax-Evidence from Taiwan, Global Chinese Real Estate Congress,第二作者 Liau, Yung-Shi
98 2010-01-09
2010-01-09
系統風險不對稱:國際股市證據,2010行為財務學暨新興市場理論與實證研討會,第一作者 Liau, Yung-Shi
93   Asymmetric Volatility and Firm’s Risk Exposures: An Empirical Study on Taiwan Stock Market,現代財務論壇學術研討會, Liau, Yung-Shi
93   台灣共同基金市場報酬與流量之關係-基因演算法市場模擬之研究,現代財務論壇學術研討會, Liau, Yung-Shi
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