HONG-YI CHEN
Full-time
Name HONG-YI CHEN
Email fnhchen@nccu.edu.tw
Office Tel No. 81226
Research Expertise Investments、Asset Pricing、Corporate Finance
Teaching Field Investments、Asset Pricing、Corporate Finance
Job Title Associate Professor
Year Paper Title
2018 Hong-Yi Chen*;Pin-Huang Chou;Chia-Hsun Hsieh, 2018.11, 'Persistency of the momentum effect, ' European Financial Management, Vol.24, No.5, pp.856-892.(SSCI)(*為通訊作者), 414469
2016 Hong-Yi Chen*;Hsiao-Yin Chen, 2016.09, 'Inconsistent bond pricing in a rational market, ' Review of Pacific Basin Financial Markets and Policies, Vol.19, No.3, pp.1650017-1~17.(*為通訊作者), 409900
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016, 'Technical, fundamental, and combined information for separating winners from losers, ' Pacific-Basin Finance Journal, Vol.39, pp.224-242.(SSCI)(*為通訊作者), 410680
2016 Ivan E. Brick;Hong-Yi Chen*;Chai-Hsun Hsieh;Cheng-Few Lee, 2016, 'A comparison of alternative models for estimating firm’s growth rate, ' Review of Quantitative Finance and Accounting, Vol.47, pp.369-393.(*為通訊作者), 407186
2015 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015, 'Alternative errors-in-variables models and their applications in finance research, ' The Quarterly Review of Economics and Finance, Vol.58, pp.213-227.(*為通訊作者), 407185
2014 Hong-Yi Chen;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee*, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Journal of Banking & Finance, Vol.38, pp.166-185.(SSCI)(*為通訊作者), 404931
2013 Hong-Yi Chen;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee*, 2013, 'Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, ' Journal of Banking & Finance, Vol.37, pp.1205-1222.(SSCI)(*為通訊作者), 404930
2011 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2011, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Journal of Corporate Finance, Vol.17, pp.483-501.(SSCI)(*為通訊作者), 404929
Year Paper Title
2018 Yun-Ning Chang*;hong-Yi Chen;Jin Han, 2018.09, 'Strategic Mutual Fund Starts and Fund Performance., ' The 26th Annual Conference on PBFEAM, Rutgers University, PBFEAM.(*為通訊作者)
2018 Hong-Yi Chen*;Hsiao-Yin Chen;Fang-Chi Lin; Geng-Wei Wu, 2018.06, 'The effect of corporate growth on corporate payout policy., ' 2018 International Conference on Business, Economics, Finance and Management (BREFM), BREFM.(*為通訊作者)
2017 Hong-Yi Chen*;Hsiao-Yin Chen;Fang-Chi Lin; Geng-Wei Wu, 2017.12, 'The effect of corporate growth on corporate payout policy., ' The 11th NCTU International Finance Conference, NCTU, Department of Information Management and Finance, National Chiao Tung University.(*為通訊作者)
2017 Hong-Yi Chen*;Cheng-Few Lee;Tzu Tai, 2017.09, 'The joint determinants of capital structure and stock rate of return: A LISREL model approach., ' The 25th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2017 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2017.05, 'Internet search, fund flows, and fund performance., ' The 2017 FMA Asia Pacific Conference, Financial Management Association.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.12, 'Internet search, fund flows, and fund performance., ' The 10th NCTU International Finance Conference, Department of Information Management and Finance, NCTU.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.12, 'Internet search, fund flows, and fund performance., ' 24th SFM Conference 2016, SFM conference.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.10, 'Internet search, fund flows, and fund performance., ' The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.06, 'Internet search, fund flows, and fund performance., ' The 24th Annual Conference on PBFEAM, NCTU.(*為通訊作者)
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016.06, 'Technical, fundamental, and combined information for separating winner from losers., ' International Conference on Business and Management, nternational Conference on Business and Management.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.06, 'Internet search, fund flows, and fund performance., ' The 11th Biennial Conference of Asian Consumer and Family Economics Association, The Department of Economics and Finance,Shue Yan University.(*為通訊作者)
2016 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2016.05, 'Internet search, fund flows, and fund performance., ' 2016 International Conference of Taiwan Finance Association, Fubon Best Paper Award, NTPU, NTPU.(*為通訊作者)
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016.01, 'Technical, fundamental, and combined information for separating winner from losers., ' The 9th NCTU International Finance Conference, Department of Information Management and Finance, National Chiao Tung.(*為通訊作者)
2015 Hong-Yi Chen*;Chia-Hsun Hsieh, 2015.07, 'Persistency of momentum effect: The role of consistent winners and losers., ' The 23rd Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2015 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015.01, 'Alternative errors-in-variables models and their applications in finance research., ' The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
2014 Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.10, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
2014 Hong-Yi Chen*;Chia-Hsun Hsieh, 2014.09, 'Profitability of momentum strategies: The role of consistent winners and losers., ' The 22nd Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2014 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2014.01, 'Alternative errors-in-variables models and their applications in finance research, ' The 8th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2014 Cheng-Few Lee*;Hong-Yi Chen;Alice C. Lee;Tzu Tai, 2014.01, 'Current vs. permanent earnings for estimating alternative dividend payment behavioral model: Theory, method and applications., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2014 Hong-Yi Chen*;Chai-Hsun Hsieh, 2014.01, 'Consistent winners and losers., ' The 7th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2013 Cheng-Few Lee*;Hong-Yi Chen, 2013.07, 'Alternative errors-in-variables models and their applications in finance research., ' The 21st Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2013 Manak C. Gupta*;Hong-Yi Chen;Alice C. Lee, 2013.01, 'An integrated model for the cost-minimizing funding of corporate activities over time., ' The 6th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2012 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2012.10, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' 2012 Taiwan Econometric Society Annual Conference, TES.(*為通訊作者)
2012 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2012.10, 'Does revenue momentum drive or ride earnings or price momentum?, ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*為通訊作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.10, 'Technical, fundamental, and combined information for separating winner from losers., ' The Financial Management Association Annual Meeting, Top Ten Session, FMA.(*為通訊作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.09, 'Technical, fundamental, and combined information for separating winner from losers., ' The 20th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2012 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2012.01, 'Technical, fundamental, and combined information for separating winner from losers., ' The 5th Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2011 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2011.10, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
2011 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2011.10, 'Price, earnings, and revenue momentum strategies., ' - The Financial Management Association Annual Meeting, Financial Management Association.(*為通訊作者)
2011 Hong-Yi Chen*;Cheng-Few Lee, 2011.07, 'Alternative errors-in-variables estimation methods in testing CAPM., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2011 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.07, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 19th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2011 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2011.01, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - CEANA Annual Conference, CEANA.(*為通訊作者)
2010 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.07, 'Price, earnings, and revenue momentum strategies., ' - The 18th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者)
2010 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.06, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - The 8th NTU International Conference on Economics, Finance, and Accounting, NTU International Conference on Economics, Finance, and Accounting.(*為通訊作者)
2010 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2010.04, 'Dynamic model of optimal growth rate and payout ratio: A joint optimization approach., ' - Triple Crown Conference, Rutgers.(*為通訊作者)
2010 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice Lee, 2010.01, 'Optimal payout ratio under uncertainty and flexibility hypothesis: Theory and empirical evidence., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2010 Hong-Yi Chen*;Sheng-Syan Chen;Cin-Wen Hsin;Cheng-Few Lee, 2010.01, 'Price, earnings, and revenue momentum strategies., ' - The 3rd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
2009 Hong-Yi Chen*;Cheng-Few Lee;Wei-Kang Shih, 2009.01, 'Derivation and application of greek letters., ' - The 2nd Annual Financial Engineering and Risk Management Conference, NCTU.(*為通訊作者)
Year Book Title
2019 陳鴻毅*, 2019, 'The joint determinants of capital structure and stock rate of return: A LISREL model approach, '.(*為通訊作者), 424068, 2019/01
2014 Cheng-Few Lee;Kuo C. John Wei;Hong-Yi Chen*, 2014, 'Multi-factor, multi-indicator approach to asset pricing: Method and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1003-1023.(*為通訊作者), 414468, 2014/01
2014 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2014, 'Does revenue momentum drive or ride earnings or price momentum?, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2217-2262.(*為通訊作者), 404935, 2014/01
2014 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2014, 'Alternative methods for estimating firm’s growth rate, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1293-1310.(*為通訊作者), 404940, 2014/01
2014 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2014, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2135-2176.(*為通訊作者), 404933, 2014/01
2014 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2014, 'Alternative equity valuation models, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2401-2444.(*為通訊作者), 404934, 2014/01
2013 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2013, 'Alternative methods for estimating firm’s growth rate, ' Encyclopedia of Finance 2nd ed., Springer, pp.755-764.(*為通訊作者), 404936, 2013/01
2010 Cheng-Few Lee;Hong-Yi Chen;Jessica Shin-Ying Mai*, 2010, 'Performance-measure approaches for selecting optimum portfolios, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.125-136.(*為通訊作者), 404938, 2010/01
2010 Cheng-Few Lee;Joseph Finnery;Hong-Yi Chen*, 2010, 'Risk-aversion, capital asset allocation, and Markowitz portfolio-selection model, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.69-92.(*為通訊作者), 404939, 2010/01
2010 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2010, 'Derivation and application of greek letters: Review and integration, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.491-504.(*為通訊作者), 404937, 2010/01
Project Category Year Project Title Participartor Job Title Period Unit
MOST Projects 107 投資者關注程度與明星基金外溢效果之探討(2/2) CHEN HONG-YI Principal Investigator 2019.08 ~ 2020.07 Ministry of Science and Technology
MOST Projects 107 投資者關注程度與明星基金外溢效果之探討(1/2) CHEN HONG-YI Principal Investigator 2018.08 ~ 2020.07 Ministry of Science and Technology
MOST Projects 106 公司員工退休帳戶持股與員工過度自信之研究(2/2) CHEN HONG-YI Principal Investigator 2018.08 ~ 2019.07 Ministry of Science and Technology
MOST Projects 106 公司員工退休帳戶持股與員工過度自信之研究(1/2) CHEN HONG-YI Principal Investigator 2017.08 ~ 2019.07 Ministry of Science and Technology
MOST Projects 105 公司股利政策及公司發行新股之探討 CHEN HONG-YI Principal Investigator 2016.08 ~ 2017.07 Ministry of Science and Technology
MOST Projects 103 資訊不確定及市場對非預期銷貨和費用延遲反應之研究(2/2) CHEN HONG-YI Principal Investigator 2015.08 ~ 2016.08 Ministry of Science and Technology
MOST Projects 103 資訊不確定及市場對非預期銷貨和費用延遲反應之研究(1/2) CHEN HONG-YI Principal Investigator 2014.08 ~ 2015.07 Ministry of Science and Technology
MOST Projects 102 公司現金持有對公司發行新股影響之研究 CHEN HONG-YI Principal Investigator 2013.08 ~ 2014.09 Ministry of Science and Technology
MOST Projects 101 多重資訊下不對稱之保守偏誤及確定性效果之研究 陳鴻毅 計畫主持人 2012.08 ~ 2013.07 行政院國家科學委員會
MOST Projects 100 不確定性下公司股利政策之訊號理論假說,自由現金流量假說及彈性假說之研究 陳鴻毅 計畫主持人 2011.11 ~ 2012.10 行政院國家科學委員會
School Name Department Degree Duration
The State University of New Jersey Finance Ph.D. 2007.09 ~ 2011.05
Experience Category Job Title
Current 副教授
Current 助理教授