• 金融與統計學院

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    林姿瑩
    來源:管理員 創建于:2017-09-03 點擊數:

    名:林姿瑩

       稱:助理教授、碩士生導師

    辦公地點:湖南大學北校區紅樓224

    E-mail: linzy@hnu.edu.cn

    研究方向:金融工程、公司金融、行為金融

    個人簡介:

    臺灣中央大學財務金融學博士

    招生要求:

    有創造力、熱愛學習

    研究成果:

    論文發表:

    1. Chih-Chiang Wu and Zih-Ying Lin, (2014), An Economic Evaluation of Stock-Bond Return Comovement with Copula-Based GARCH Models, 14, 1283-1296, Quantitative Finance. (SSCI)

    2. Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh, (2016), Volatility Spreads and Innovation Grants Announcement Returns, Journal of Financial Studies, forthcoming. (TSSCI)

    進行中論文:

    1. Pei-Fang Hsieh and Zih-Ying Lin. Does Informed Options Trading Prior to Innovation Grants Announcements Reveal the Quality of Patents? (2016)

    2. Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang. The Impacts of Information Asymmetry and Short-Sales on the Illiquidity Risk Premium in the Stock Option Markets. (2015) (revised and resubmit at Journal of Banking and Finance)

    1. Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Implied Volatility Spreads and Future Options Returns around Information Events and Conditions (2015)

    2. Chuang-Chang Chang, Pei-Fang Hsieh, and Zih-Ying Lin. Impact of Net Buying Pressure on Trading Demand of Different Types of Traders. (2014)

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