1、Lin, Bing-Huei, Dean A. Paxson, Jr-Yan Wang, and Mei-Mei Guo (2017), “Deriving Implied Betas and Firm-Specific Risks from Option Prices”, Journal of Derivatives, under revision.
2、Chen, Pei-Ying, Thomas C. Chiang, and Bing-Huei Lin (2017), “Evaluating the Performance of Sustainability”, Forthcoming in Advances in Financial Planning and Forecasting.
3、林丙輝、張森林、葉仕國 (2017),「台灣衍生性金融商品市場實證與運用研究文獻回顧與展望」,台大管理論叢,Vol. 27,No. 2,pp. 211-258。(TSSCI)
4、林丙輝、張森林、葉仕國 (2016),「台灣衍生性金融商品定價、避險與套利文獻回顧與展望」,台大管理論叢,Vol. 27,No. 1,pp. 255-304。(TSSCI)
5、Ching-Chih Wu, Bing-Huei Lin, and Tung-Hsiao Yang (2016), “How do Agency Problems Affect the Implied Cost of Capital?”, Journal of Reviews on Global Economics, Vol. 5, pp. 210-226. (Econlit)
6、Huang, Teng-Ching, Ching-Chih Wu, Bing-Huei Lin (2016), “Institutional Herding and Relationship between Stock Return and Implied Volatility”, Journal of Business Research, Vol. 69, No. 6, pp. 2073-2080. (SSCI)
7、Huang, Teng-Ching, Bing-Huei Lin, and Tung-Hsiao Yang (2015), “Herd behavior and Idiosyncratic Volatility”, Journal of Business Research, Vol. 68, No. 4, pp. 763-770. (SSCI)
8、葉仕國、陳仁遶、葉宗穎、林丙輝 (2014),「臺灣股票上市櫃公司資產流動性折扣之研究」,證券市場發展季刊,Vol. 27,No. 1,pp. 1-32。(TSSCI)
9、Lee, Yung-Hsin, Lily Shui-Lien Chen, I Fei Chen, and Bing-Huei Lin (2014), “Incremental performance of an eChannel addition: Long-term and volatility consideration perspectives
”, Internet Research, Vol. 24, No. 1, pp. 46-62. (SSCI)
10、Chan, Chia-Chung, Bing-Huei Lin, Yung-Ho Chang, and Wei-Chen Liao (2013), “Does Bank Relationship Matter for Corporate Risk-Taking? Evidence from Listed Firms in Taiwan”, North American Journal of Economics and Finance, Vol. 26, pp. 323-338. (SSCI)
11、Lin, Bing-Huei, Mao-Wei Hung, Jr-Yan Wang, and Ping-Da Wu (2013), “A Lattice Model for Option Pricing Under GARCH-Jump Processes
”, Review of Derivatives Research, Vol. 16, No. 3, pp. 295-329. (SSCI)
12、詹家昌、陳佳珊、林丙輝 (2013),「市場情緒因素、公司融資特性、與資本結構調整之研究」,證券市場發展季刊,Vol. 25,No. 2,pp. 97-128。(TSSCI)
13、Chuang, Wen-I, Teng-Ching Haung, and Bing-Huei Lin (2013), “Predicting Volatility Using Markov Switching Multifractal Model: Evidence from S&P 100 Index and Equity Options”, North American Journal of Economics and Finance, Vol. 25, pp. 168-187. (SSCI)
14、涂登才、劉祥熹、林丙輝 (2012),「跳躍-發散與隨機波動模型之衍生性商品最適避險策略-快速傅立葉轉換技術之應用」,證券市場發展季刊,Vol. 24,No. 4,pp. 187-224。(TSSCI)
15、Lin, Bing-Huei, Yueh-Neng Lin, and Yin-Jung Chen (2012), “Volatility risk premium decomposition of LIFFE equity options”, International Review of Economics and Finance, Vol. 24, pp. 315-326. (SSCI)
16、Kuo, Mei-Mei, Shih-Wen Tai, and Bing-Huei Lin (2012), “Forecasting Term Structure of HIBOR Swap Rates”, International Journal of Business and Finance Research, Vol. 6, No. 4, pp. 87-100. (Econlit)
17、Lin, Bing-Huei, Jr-Yan Wang, and Shih-Wen Tai (2011), “Structure of Spot Rates and Duration Hedging”, Asian-Pacific Journal of Financial Studies, Vol. 40, pp. 550-576. (SSCI)
18、Moh, Feng-Yuan and Bing-Huei Lin (2011), Risk Issues on Bank Industry in Taiwan and Mainland China, Lambert Academic Publishing.
19、Moh, Feng-Yuan, Hsi-Peng Lu, and Bing-Huei Lin (2011), “Contributions to financial crisis research: An assessment of the literature in Social Science Citation Index journals from 1990 to 2008”, Applied Economics, Vol. 44, No. 36, pp. 4689-4700. (SSCI)
20、Hung, Mao-Wei, Bing-Huei Lin, Yu-Chuan Huang, and Jian-Hsin Chou (2011), “Determinants of Futures Contract Success: Empirical Examinations for the Asian Futures Markets”, International Review of Economics and Finance, Vol. 20, pp. 452-458. (SSCI)
21、葉仕國、林丙輝、陳嘉蘭 (2011),「臺灣公債期貨實物交割與現金交割在避險績效之比較研究」,證券市場發展季刊,Vol. 23,No. 4,pp. 143-182。(TSSCI)
22、Chang, Ing-Jye and Bing-Huei Lin (2010), “Determinants of the Implied Volatility Skew in LIFFE Equity Options”, International Research Journal of Finance and Economics, Vol. 46, pp. 16-31. (Scopus, Econlit)
23、Lin, Bing-Huei and Yin-Jung Chen (2009), “Negative Market Volatility Risk Premium: Evidence from the LIFFE Equity Index Options”, Asian-Pacific Journal of Financial Studies, Vol. 38, No. 5, pp. 773-800. (SSCI)
24、Lin, Bing-Huei and Yueh-Neng Lin (2009), “Synthetic Currency Cross-Hedge Using Gold Futures vs. Currency Forwards under a DCC-GARCH Model”, Review of Futures Markets, Vol. 17, No. 4, pp. 357-382. (Econlit, FLI)
25、Lin, Bing-Huei, Ing-Jye Chang, and Dean A. Paxson (2008), “Smiling Less at LIFFE”, Journal of Futures Markets, Vol. 28, No. 1, pp. 57-81. (SSCI)
26、葉仕國、林丙輝、葉煥文 (2007),「臺灣公債期貨及隱含品質選擇權之評價」,證券市場發展季刊,Vol. 19,No. 3,pp. 117-162。(TSSCI)
27、林盈課、林佳興、林丙輝 (2005),「外資於危機事件期間之交易策略與投資績效」,財務金融學刊,Vol. 13, No. 1, pp. 61-98。(TSSCI)
28、Lin, Bing-Huei and Jerry M.C. Wang (2005), ”Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market”, Advances in Quantitative Analysis of Finance and Accounting, Vol. 2, pp. 153-170. (FLI)
29、Lin, B.H. and M.C. Wang (2003), “Systematic Skewness in Asset Pricing: An Empirical Examination of the Taiwan Stock Market”, Applied Economics, Vol. 35, No. 17, pp. 1877-1887. (SSCI, Econlit)
30、Yeh, S.K. and B.H. Lin (2003), “Term Structure Fitting Models and Information Content: An Empirical Examination in Taiwanese Government Bond Market”, Review of Pacific Basin Financial Markets and Policies, Vol. 6, No. 3, pp. 305-348. (Scopus, Econlit)
31、葉仕國、林丙輝 (2002) ,「以主成份分析方法計算台灣利率期限結構的風險值」,台灣管理學刊,第一卷,第二期,pp. 275-288。
32、Yeh, S.K. and B.H. Lin (2002), “Two-Factor Jump-Diffusion Interest Rate Process: An Empirical Examination in Taiwan Money Market”, Advances in Investment Analysis and Portfolio Management, Vol. 8, pp. 255-282. (FLI)
33、Lin, Bing-Huei (2002), “Fitting Term-Structure of Interest Rates Using B-Splines: The Case of the Taiwanese Government Bond”, Applied Financial Economics, Vol. 12, pp. 57-75. (Scopus, Econlit)
34、林丙輝、王明傳 (2001),「台灣證券市場股票認購權證評價與避險之實證研究」,證券市場發展季刊,第十三卷,第一期,pp. 1-30。(TSSCI)
35、Lin, B.H. and S.K. Yeh (2001), “Estimation for Factor Models of Term Structure of Interest Rates With Jumps: The Case of the Taiwanese Government Bond Market”, Journal of International Financial Markets, Institutions & Money, Vol. 11, pp. 167-197. (SSCI)
36、Lin, B.H. and H.H. Liu (2000), “A Study of Economies of Scale and Economies of Scope in Taiwan International Tourist Hotel”, Asia Pacific Journal of Tourism Research, Vol. 5, No. 2, pp. 21-28. (SSCI)
37、Lin, B.H. and S.K. Yeh (2000), “On the Distribution and Conditional Heteroskedasticity in Taiwan Stock Prices”, Journal of Multinational Financial Management, Vol. 10, pp. 367-395. (Scopus, Econlit)
38、林丙輝、葉仕國 (1999),「台灣股票價格非連續跳耀變動與條件異質變異之研究」,證券市場發展季刊。第十一卷,第一期,pp. 61-92。(TSSCI)
39、Lin, B.H. (1999), “Fitting the Term Structure of Interest Rates for Taiwanese Government Bonds”, Journal of Multinational Financial Management, Vol. 9, pp. 331-352. (Scopus, Econlit)
40、Lin, B.H. and S.K. Yeh (1999), “Jump-Diffusion Interest Rate Process: An Empirical Examination”, Journal of Business Finance and Accounting, Vol. 26, Nos. 7 & 8, pp. 967-995. (SSCI)
41、林丙輝、葉仕國 (1999),「台灣金融市場跳躍-擴散利率模型之實證研究」,財務金融學刊,第六卷,第一期,pp. 77-106。(TSSCI)
42、Lin, B.H., R.R. Chen, and J.H. Chou (1999), “Pricing and Quality Option in Japanese Government Bond Futures”, Applied Financial Economics, Vol. 9, pp. 51-65. (Scopus, Econlit)
43、葉仕國、林丙輝 (1998),「台灣地區利率期限結構模型之實證探索狀態空間模型估計法」,證券市場發展季刊,第十卷,第四期,pp. 55-88。(TSSCI)
44、Lin, B.H. and J.H. Chou (1998), “Pricing and Hedging of Cash-Settled Bond Futures”, Journal of Financial Studies, Vol. 5, No. 3, pp. 1-32. (TSSCI)
45、林丙輝 (1998),「不完美市場下之選擇權定價:評論」,財務金融學刊,,第五卷,第三期,pp. 55-60。(TSSCI)
46、林丙輝、王明傳 (1997),「代理基礎之資本資產評價模式實證研究」,證券市場發展季刊,第九卷,第一期,pp. 115-134。(TSSCI)
47、Lin, Bing-Huei and Dean Paxson (1995), "Term Structure Volatility and Bund Futures Embedded Options", Journal of Business Finance and Accounting, Vol. 22, No. 1, pp. 101-127. (SSCI)
48、Lin, Bing-Huei and Dean Paxson (1993), "Valuing the New-Issue Quality Option in Bund Futures", Review of Futures Markets, Vol. 12, No. 2, pp. 349-388. (Econlit, FLI)
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