林君瀌
教授
最高學歷
中央大學 財務金融博士
研究領域與專長
衍生性商品定價、投資學
聯絡方式
研究室/分機:B422-1/33121
jblin@nkust.edu.tw
研究著作
1. Y. L. Chen, M. C. Wang, J. B. Lin* and M. C. Huang (2022) “How financial crises affect the relationship between idiosyncratic volatility and stock returns”, International Review of Economics and Finance, Vol. 80, 96-113. (國科會財務領域A-級國際期刊)
2. S. F. Hsieh, J. B. Lin* and C. W. Lee (2021) “The Effect of Derivatives Trading on Investor Herding Behavior”, Journal of Futures and Options, Vol. 14, 93-127 (TSSCI；期貨與選擇權學刊/110年度最佳論文獎)
3. E. S. Hsieh, J. B. Lin*, L. J. Chiu and C. I Ho (2019) “Ownership Structure, Market Liquidity and Firm Performance: Evidence from Chinese Listed Companies”, Advances in Quantitative Analysis of Finance and Accounting, 217-258 (FLI) (國科會財務領域B級國際期刊)
4. S. F. Hsieh, Y. S. Yang , J. B. Lin* and C. M. Chen (2018) “The Impact of Short Sale Ban on Options Trading during the Financial Crisis”, Journal of Futures and Options, Vol. 11, 57-87 (TSSCI；期貨與選擇權學刊)
5. C. C. Chang, M. H. Tsay, and J. B. Lin* (2018) “A Generalized Brennan-Rubinstein Approach for Valuing Options with Stochastic Interest Rates”, The Quarterly Review of Economics and Finance, Vol. 67, 92-99 (國科會財務領域A-級國際期刊)
6. J. B. Lin* and P. Y. Su (2017), “Idiosyncratic volatility and liquidity risk: How they have explanatory power in stock returns”, Journal of Applied Finance and Banking, Vol. 7(1), 41-61 (Econlit)
7. S. F. Hsieh, J. B. Lin* and Y. F. Wang (2017), “Effects of Listed Stock Options on Short Selling and Price Efficiency”, Review of Securities and Futures Markets, Vol.29(1), 149-182 (TSSCI；證券市場發展季刊)
8. C. H. Chen, X. Q. Su and J. B. Lin* (2016) “The Role of Information Uncertainty in Moving-Average Technical Analysis: A Study of Individual Stock-Option Issuance in Taiwan”, Finance Research Letters (SSCI) Vol. 18, 263-272 (國科會財務領域B+級國際期刊)
9. C. C. Chang, J. B. Lin* and C. C. Yang (2015) “The Effect of Stochastic Interest Rates on a Firm's Capital Structure under a Generalized Model”, Review of Quantitative Finance and Accounting, Vol. 45(4), 695-719 (FLI) (國科會財務領域A-級國際期刊)
10. C. M. Chen and J. B. Lin* (2014) “The Analysis and Valuation of Surrender Option for Life Insurance Policy with Installment Premium”, Journal of Management & Systems, Vol. 21(3), 517-532 (TSSCI；管理與系統)
11. W. M. Szu, J. B. Lin*, K. Y. Ji and J. Y. Jao (2013), “An Improved Least-Square Monte-Carlo Approach for Pricing American Options”, Journal of Financial Studies, Vol. 21(2), 61-90 (TSSCI ；財務金融學刊)
12. C. C. Chang, J. B. Lin*, W. C. Tsai and Y. H. Wang* (2012) “Comprehensive Studies on Using the Richardson Extrapolation Techniques for Pricing American Options under Alternative Stochastic Processes”, Review of Quantitative Finance and Accounting, Vol. 39(3), 383-406 (FLI) (國科會財務領域A-級國際期刊)
13. C. C. Chang and J. B. Lin* (2010), “The Valuation of Contingent Claims Using Alternative Numerical Methods”, Journal of International Financial Markets, Institutions & Money, Vol. 20, 490-508 (FLI) (國科會財務領域A-級國際期刊)
14. C. C. Chang and J. B. Lin* (2010), “The Valuation of Multivariate Contingent Claims under Transformed Trinomial Approaches”, Review of Quantitative Finance and Accounting, Vol. 34, 23-36 (FLI) (國科會財務領域A-級國際期刊)