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Faculty

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Introduction of the chairman

 
Yung-Hsi, Liao

Department of Finance- Director  of the Department

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【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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