烏龜豬首頁

李瑞琳
Nicholas Ruei-lin Lee

研究室：L-705

分機：04-23323000-4490; E-mail：rllee@cyut.edu.tw

一個人簡歷

中正大學財務金融學系博士

淡江大學國際企業學研究所

輔仁大學應用數學系

二學術專長

財務管理,投資組合,期貨市場

三研究成果

(1) 期刊

1. Lee, Nicholas. Energy futures volatility, trading activity, and regime switching, under submitted at Taiwan Journal of Applied Economics (應用經濟論叢). [TSSCI]

2. Hsueh, Paul, Liu, A. and Lee, Nicholas, 2008. Dynamics of volatility,futures trading, and investor sentiments under different market conditions. International Research Journal of Finance and Economics, 20, 151-163. [EconLit]

3. Lee, Rueilin Nicholas and Lin, Yusheng, 2008. Did options traders predict the crash from the volatility skewness? The evidence of Taiwan markets. Journal of Financial Review (財金論文叢刊), 9, 122-135.

4. Lee, Rueilin Nicholas and Du, Peinung, 2008. The dynamic relationship between futures trading and volatility: The hedging and speculating purposes. Journal of Financial Review (財金論文叢刊), 8, 122-141. (Peinung Du (杜沛穠)參加「證期會臺灣期貨交易所校園人才培訓計畫」獲96學年度碩士論文研究補助)

5. Hsueh, Paul, Chang, C. and Lee, Nicholas, 2006. The information content of initial firm rating announcements. Journal of Financial Studies, 15(4),19-36. [TSSCI]

6. Lee, Rueilin Nicholas and Hsueh, Paul, 2005. The effect of transaction tax on the efficiency of Taiwan futures market. Journal of Financial Review (財金論文叢刊), 2, 171-131.

7. Lee, Rueilin Nicholas and Hsueh, Paul, 2004. The effect of transaction cost on the spot volatility. Journal of Financial Review (財金論文叢刊), 1, 85-100.

(1) 會議論文

1. Lee, Nicholas R. and Haung, Dingshiang, 2009. “Is mean reversion embedded into implied volatility”, presented at 2009 CTFA Annual Conference (Financial Crisis and Risk Management) (2009中部財金學術聯盟研討會) held by National Chi Nan University, Chaoyang University of Technology, and Hsiuping Institute of Technology in Taichung, Taiwan, April 17, 2009, and also presented at Financial Engineering and Acturaial Science Conference (財務工程與精算科學研討會) held by Soochow University, Deparment of Financial Engineering and Acturaial Mathematics in Taipei, Taiwan, April 17, 18, 2009.

2.Lee, Nicholas R. and Liao, Yaling, 2009. “Credit rating and market overreaction”, presented at the Tenth Annual Conference on Empirical Economics (第十屆全國實證經濟學論文研討會) held by National Chung Cheng University in Chia-yi County, Taiwan, May 23, 2009.

3. Lee, Nicholas R., 2008. “Energy futures volatility, trading activity, and regime switching”, presented at Contemporary Issues on Finance - Academic Symposium (2008現代財務論壇學術研討會) held by National Chung Hsing University in Taichung, Taiwan, April 18, 2008.

4. Lee, Nicholas R. and Du, P. N., 2008. “The relation of futures trading and volatility: Hedging and speculating purposes”, presented at Contemporary Issues on Finance - Academic Symposium (2008現代財務論壇學術研討會) held by National Chung Hsing University in Taichung, Taiwan, April 18, 2008.

5. Hsueh, Paul L., Liu, Y. Angela, and Lee, Nicholas R., 2008. “Can futures participants switch between hedging and speculating motives? Evidence of the causality of futures trading and volatility”, presented at the GABER Annual Conference in Houston, U.S.A., March 18-21, 2008 (by co-author).

6. Hsueh, Paul L., Liu, Y. Angela, and Lee, Nicholas R., 2007. “The dynamic relation of volatility and futures trading under market conditions and changing sentiments”, presented at the Second International Conference on Asia-Pacific Financial Markets (CAFM) held by Korean Securities Association (KSA) in Seoul, Korea on December 8, 2007 (by co-author).

(2) 博士論文

Futures Trading Activity, Volatility and Daily Arrival of Information across U.S. and Hong Kong Markets

四開授課程

財務管理、投資學、投資策略管理、債券市場、國際財務管理、高等財務管理

大綱下載

財務管理上(1 2 3 4 5 6 7 8 9 10 11) 下(12 13 14 15 16 17 18 19 20 21)