HONG-YI CHEN
Name HONG-YI CHEN
Email
Office Tel No. 81226
Research Expertise Investments、Asset Pricing、Corporate Finance
Teaching Field Investments、Asset Pricing、Corporate Finance
Job Title Professor and Chairman
Year Paper Title
2023 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai;Pei-Ling Yang, 2023.05, 'Investor attention, fee structure, and newly issued funds., ' Review of Pacific Basin Financial Markets and Policies, Vol.26, No.2, pp.2350011-1-23.(*為通訊作者), vol. 109217, May. 2023
2023 Hong-Yi Chen*;Chia-Hsun Hsieh;Cheng-Few Lee, 2023.04, 'Revisiting the momentum effect in Taiwan: The role of persistency., ' Pacific-Basin Finance Journal, Vol.78, pp.101943-1-24.(SSCI)(*為通訊作者), vol. 109212, Apr. 2023
2022 Bai-Sian Chen;Hong-Yi Chen;Hsiao-Yin Chen;Fang-Chi Lin*, 2022.08, 'Corporate growth and strategic payout policy, ' Review of Quantitative Finance and Accounting, Vol.59, pp.641-669.(*為通訊作者), vol. 435238, Aug. 2022
2022 Hong-Yi Chen*;Chun-Huei Hsu;Sharon S. Yang, 2022.03, 'ESG Momentum Strategies: A comparison between Taiwanese and Japanese Markets., ' Advances in Pacific Basin Business, Economics and Finance, Vol.10, pp.91-110.(*為通訊作者), vol. 109443, Mar. 2022
2021 Chaonan Lin;Hong-Yi Chen;Kuan-Cheng Ko;Nien-Tzu Yang*, 2021.12, 'Time-dependent lottery preference and the cross-section of stock returns, ' Journal of Empirical Finance, Vol.64, pp.272-294.(SSCI)(*為通訊作者), vol. 433976, Dec. 2021
2021 Hong-Yi Chen*;Hsuan-Chi Chen;Christine W. Lai, 2021.08, 'Internet search, fund flows, and fund performance, ' Journal of Banking and Finance, Vol.129, pp.106166.(SSCI)(*為通訊作者), vol. 430927, Aug. 2021
2020 Hong-Yi Chen;Sharon S. Yang*, 2020.10, 'Do investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market?, ' Pacific-Basin Finance Journal, Vol.63, pp.101407-1-13.(SSCI)(*為通訊作者), vol. 428514, Oct. 2020
2019 Hong-Yi Chen*;Cheng Few Lee;Tzu Tai, 2019.06, 'The joint determinants of capital structure and stock rate of return: A LISREL model approach, ' Review of Pacific Basin Financial Markets and Policies, Vol.22, No.2, pp.1950013-1-51.(EI)(*為通訊作者), vol. 428513, Jun. 2019
2019 Hong-Yi Chen;Te-Chien Lo*, 2019.03, 'Online search activities and investor attention on financial markets, ' Asia Pacific Management Review, Vol.24, No.1, pp.21-26.(TSSCI)(*為通訊作者), vol. 428493, Mar. 2019
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), vol. 414469, Nov. 2018
2016 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2016.09, '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), vol. 410680, Sep. 2016
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.(EI)(*為通訊作者), vol. 409900, Sep. 2016
2016 Ivan E. Brick;Hong-Yi Chen*;Chai-Hsun Hsieh;Cheng-Few Lee, 2016.08, 'A comparison of alternative models for estimating firm’s growth rate, ' Review of Quantitative Finance and Accounting, Vol.47, pp.369-393.(EI)(*為通訊作者), vol. 407186, Aug. 2016
2015 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2015.11, 'Alternative errors-in-variables models and their applications in finance research, ' The Quarterly Review of Economics and Finance, Vol.58, pp.213-227.(EI)(*為通訊作者), vol. 407185, Nov. 2015
2014 Hong-Yi Chen;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee*, 2014.01, 'Does revenue momentum drive or ride earnings or price momentum?, ' Journal of Banking and Finance, Vol.38, pp.166-185.(SSCI)(*為通訊作者), vol. 404931, Jan. 2014
2013 Hong-Yi Chen;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee*, 2013.04, 'Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, ' Journal of Banking and Finance, Vol.37, pp.1205-1222.(SSCI)(*為通訊作者), vol. 404930, Apr. 2013
2011 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2011.06, '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), vol. 404929, Jun. 2011
Year Paper Title
2023 Chun-Yen Chen;Hong-Yi Chen*, 2023.06, 'Fund flows and fund performance on lottery funds., ' Asia Finance Conference 2023, AsianFA.(*為通訊作者), Jun. 2023
2023 Chun-Yen Chen;Hong-Yi Chen*, 2023.06, 'Fund flows and fund performance on lottery funds., ' The 31st Annual Conference on PBFEAM, Rutgers University、NYCU.(*為通訊作者), Jun. 2023
2023 Chun-Yen Chen;Hong-Yi Chen*, 2023.06, 'Fund flows and fund performance on lottery funds., ' 2023 International Conference of Taiwan Finance Association, TFA.(*為通訊作者), Jun. 2023
2023 Bai-Sian Chen;Hong-Yi Chen*;Robin K. Chou, 2023.04, 'Historical low and long-term reversals, ' 2023 KFA-TFA Joint Conference, KFA、TFA.(*為通訊作者), Apr. 2023
2022 Hong-Yi Chen*;Jing Han;Cheng-Few Lee, 2022.10, 'Strategic mutual fund starts and the spillover effect, ' The Financial Management Association Annual Meeting, FMA.(*為通訊作者), Oct. 2022
2022 李瓊莉(Chyungly Lee);陳鴻毅*, 2022.10, 'Investor sentiment and the prospect theory effect, '.(*為通訊作者), Oct. 2022
2022 Hong-Yi Chen*;Jing Han;Meng-Lan Yueh, 2022.10, 'Investor sentiment and the prospect theory effect., ' The Financial Management Association Annual Meeting, FMA.(*為通訊作者), Oct. 2022
2022 Hong-Yi Chen*;Jing Han;Meng-Lan Yueh, 2022.05, 'Investor sentiment and the prospect theory effect, ' The 30th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, PBFEAM.(*為通訊作者), May. 2022
2022 Hong-Yi Chen*;Jing Han;Meng-Lan Yueh, 2022.03, 'Investor sentiment and the prospect theory effect, ' 2022 Taiwan Finance Symposium on Asset Pricing, TFA.(*為通訊作者), Mar. 2022
2021 Bai-Sian Chen;Hong-Yi Chen*;Robin K. Chou, 2021.09, 'Historical low and long-term reversal, ' 2021 International Conference of Taiwan Finance Association, TFA.(*為通訊作者), Sep. 2021
2021 Bai-Sian Chen;Hong-Yi Chen*;Robin K. Chou, 2021.01, 'Historical low and long-term reversal, ' The 28th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者), Jan. 2021
2020 Hong-Yi Chen*;Zhanhui Chen;Roman Weiru Hua;Weiyu Kuo, 2020.09, 'Liquidity and Mispricing: Decomposing Disagreement., ' 2020 International Conference of Taiwan Finance Association, TFA.(*為通訊作者), Sep. 2020
2020 Hong-Yi Chen*;Zhanhui Chen;Roman Weiru Hua;Weiyu Kuo, 2020.01, 'Liquidity and Mispricing: Decomposing Disagreement., ' The 13th NCTU International Finance Conference, NCTU.(*為通訊作者), Jan. 2020
2019 Hong-Yi Chen*;Zhanhui Chen;Roman Weiru Hua;Weiyu Kuo, 2019.10, 'Liquidity and Mispricing: Decomposing Disagreement., ' The Financial Management Association Annual Meeting, FMA.(*為通訊作者), Oct. 2019
2019 Hong-Yi Chen*;Hsiao-Yin Chen;Fang-Chi Lin;Geng-Wei Wu, 2019.09, 'The effect of corporate growth on corporate payout policy., ' International Conference on Economic Cooperation and Integration 2019, VNU University of Economics and Business.(*為通訊作者), Sep. 2019
2019 Hong-Yi Chen*;Jing Han;Cheng-Few Lee, 2019.06, 'Strategic mutual fund starts and fund performance., ' The 27th Annual Conference on PBFEAM, PBFEAM.(*為通訊作者), Jun. 2019
2019 Hong-Yi Chen*;Sharon S. Yang, 2019.05, 'Do investors exaggerate corporate ESG information? Evidence from ESG-momentum effect in Taiwanese market., ' FeAT 2019 Annual Conference, FeAT.(*為通訊作者), May. 2019
2019 Hong-Yi Chen*;Jing Han;Cheng-Few Lee, 2019.05, 'Strategic mutual fund starts and fund performance., ' 2019 International Conference of Taiwan Finance Association, Taiwan Finance Association (TFA), Department of Finance of National Taiwan University.(*為通訊作者), May. 2019
2019 Hong-Yi Chen*;Jing Han, 2019.01, 'Strategic mutual fund starts and fund performance., ' The 12th NCTU International Finance Conference, Department of Information Management and Finance, National Chiao Tung University, Taiwan.(*為通訊作者), Jan. 2019
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), Sep. 2018
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), Jun. 2018
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), Dec. 2017
2017 Hong-Yi Chen*;Cheng-Few Lee;Tzu Tai, 2017.11, '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), Nov. 2017
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), May. 2017
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), Dec. 2016
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), Dec. 2016
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), Oct. 2016
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), Jun. 2016
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), Jun. 2016
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), Jun. 2016
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), May. 2016
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), Jan. 2016
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), Jul. 2015
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), Jan. 2015
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), Oct. 2014
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), Sep. 2014
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), Jan. 2014
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), Jan. 2014
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), Jan. 2014
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), Jul. 2013
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), Jan. 2013
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), Oct. 2012
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), Oct. 2012
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), Oct. 2012
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), Sep. 2012
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), Jan. 2012
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), Oct. 2011
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), Oct. 2011
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), Jul. 2011
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), Jul. 2011
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), Jan. 2011
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), Jul. 2010
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), Jun. 2010
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), Apr. 2010
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), Jan. 2010
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), Jan. 2010
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), Jan. 2009
Year Book Title
2022 Hong-Yi Chen*;Alice C.Lee;Cheng-Few Lee, 2022.08, 'Alternative errors-in-variables models and their applications in finance research, ' Encyclopedia of Finance 3rd, Springer Nature, pp.2369-2408.(*為通訊作者), 109251, Aug. 2022
2022 Cheng-Few Lee;Manak C. Gupta;Hong-Yi Chen*;Alice C. Lee, 2022.08, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Encyclopedia of Finance 3rd, Springer Nature, pp.2409-2455.(*為通訊作者), 109151, Aug. 2022
2021 Hong-Yi Chen*;Cheng-Few Lee;Tzu Tai, 2021.01, 'The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach, ' Handbook of Investment Analysis, Portfolio Management, and Financial Derivative, World Scientific, pp.1-1.(*為通訊作者), 109370, Jan. 2021
2021 Hong-Yi Chen*;Cheng-Few Lee;Wei-Kang Shih, 2021.01, 'Technical, Fundamental, and Combined Information for Separating Winners from Losers, ' Handbook of Investment Analysis, Portfolio Management, and Financial Derivative, World Scientific, pp.1-1.(*為通訊作者), 109365, Jan. 2021
2021 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2021.01, 'Does revenue momentum drive or ride earnings or price momentum?, ' Handbook of Investment Analysis, Portfolio Management, and Financial Derivative, World Scientific, pp.1-1.(*為通訊作者), 109364, Jan. 2021
2021 Cheng-Few Lee;Hong-Yi Chen*;Alice Lee;Yuhsin Tai, 2021.01, 'Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods and Applications, ' Handbook of Investment Analysis, Portfolio Management, and Financial Derivative, World Scientific, pp.1-1.(*為通訊作者), 109363, Jan. 2021
2020 Hong-Yi Chen*;Manak C. Gupta;Alice C. Lee;Cheng-Few Lee, 2020.09, 'Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.3413-3464.(*為通訊作者), 429783, Sep. 2020
2020 Cheng-Few Lee;Manak C. Gupta;Hong-Yi Chen*;Alice C. Lee, 2020.09, 'Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.3367-3412.(*為通訊作者), 429781, Sep. 2020
2020 Hong-Yi Chen*;Cheng-Few Lee;Tzu Tai, 2020.09, 'The joint determinants of capital structure and stock rate of return: A LISREL model approach, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.1345-1397.(*為通訊作者), 424068, Sep. 2020
2020 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2020.09, 'Technical, fundamental, and combined information for separating winners from losers., ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.3319-3365.(*為通訊作者), 429780, Sep. 2020
2020 Hong-Yi Chen*;Alice C. Lee;Cheng-Few Lee, 2020.09, 'Alternative Methods to Deal with Measurement Error, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.1439-1484.(*為通訊作者), 429778, Sep. 2020
2020 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2020.09, 'Does revenue momentum drive or ride earnings or price momentum?, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.3263-3318.(*為通訊作者), 429779, Sep. 2020
2020 Tzu Tai;Cheng-Few Lee;Tian-Shyr Dai;Keh Luh Wang;Hong-Yi Chen*, 2020.09, 'Pricing fair deposit insurance: Structural model approach, ' Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, World Scientific, pp.583-602.(*為通訊作者), 429776, Sep. 2020
2019 Cheng-Few Lee;Hong-Yi Chen*;John Lee, 2019.06, 'Financial Econometrics, Mathematics and Statistics: Theory, Method and Application, ' Springer.(*為通訊作者), 428529, Jun. 2019
2014 Cheng-Few Lee;Kuo C. John Wei;Hong-Yi Chen*, 2014.04, '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, Apr. 2014
2014 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2014.04, 'Alternative methods for estimating firm’s growth rate, ' Handbook of Financial Econometrics and Statistics, Springer, pp.1293-1310.(*為通訊作者), 404940, Apr. 2014
2014 Hong-Yi Chen*;Sheng-Syan Chen;Chin-Wen Hsin;Cheng-Few Lee, 2014.04, '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, Apr. 2014
2014 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2014.04, 'Alternative equity valuation models, ' Handbook of Financial Econometrics and Statistics, Springer, pp.2401-2444.(*為通訊作者), 404934, Apr. 2014
2014 Cheng-Few Lee*;Manak C. Gupta;Hong-Yi Chen;Alice C. Lee, 2014.04, '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, Apr. 2014
2013 Ivan C. Brick*;Hong-Yi Chen;Cheng-Few Lee, 2013.02, 'Alternative methods for estimating firm’s growth rate, ' Encyclopedia of Finance 2nd ed., Springer, pp.755-764.(*為通訊作者), 404936, Feb. 2013
2010 Cheng-Few Lee;Joseph Finnery;Hong-Yi Chen*, 2010.05, '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, May. 2010
2010 Cheng-Few Lee;Hong-Yi Chen;Jessica Shin-Ying Mai*, 2010.05, 'Performance-measure approaches for selecting optimum portfolios, ' Handbook of Quantitative Finance and Risk Management, Springer, pp.125-136.(*為通訊作者), 404938, May. 2010
2010 Hong-Yi Chen*;Cheng-Few Lee;Wei K. Shih, 2010.05, '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, May. 2010
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 111 經濟連結公司間之營收動能策略、ESG外溢效果及共同基金持股(3/3) CHEN HONG-YI Principal Investigator 2024.08 ~ 2025.07 National Science and Technology Council
Other Projects 112 台股ETF對成分股與市場的影響與國外證券市場相關規管之研究 LEE JIE-HAUN,CHEN HONG-YI,CHENG TSUNG-CHI 2023.12 ~ 2024.12
MOST Projects 111 經濟連結公司間之營收動能策略、ESG外溢效果及共同基金持股(2/3) CHEN HONG-YI Principal Investigator 2023.08 ~ 2025.07 National Science and Technology Council
MOST Projects 111 經濟連結公司間之營收動能策略、ESG外溢效果及共同基金持股(1/3) CHEN HONG-YI Principal Investigator 2022.08 ~ 2025.07 National Science and Technology Council
MOST Projects 109 公司理財整合型研究-子計畫五:同儕競爭效應對基金經理人撤換、基金購併決策與基金經理人管理防禦行為之探討(3/3) CHEN HONG-YI Principal Investigator 2022.08 ~ 2023.07 National Science and Technology Council
Other Projects 111 2022台灣地區房地產年鑑編審業務 CHEN HONG-YI Principal Investigator 2022.03 ~ 2022.07
MOST Projects 109 公司理財整合型研究-子計畫五:同儕競爭效應對基金經理人撤換、基金購併決策與基金經理人管理防禦行為之探討(2/3) CHEN HONG-YI Principal Investigator 2021.08 ~ 2023.07 National Science and Technology Council
Other Projects 110 2021台灣地區房地產年鑑編審業務 CHEN HONG-YI Principal Investigator 2021.03 ~ 2021.06
MOST Projects 109 公司理財整合型研究-子計畫五:同儕競爭效應對基金經理人撤換、基金購併決策與基金經理人管理防禦行為之探討(1/3) CHEN HONG-YI Principal Investigator 2020.08 ~ 2023.07 National Science and Technology Council
Other Projects 109 2020台灣地區房地產年鑑編審業務 CHEN HONG-YI Principal Investigator 2020.03 ~ 2020.06
Other Projects 109 永續金融產學專案 YANG SHARON S.,LIN SHIH-KUEI,CHIANG MI-HSIU,HUANG HONG-CHIH,CHEN HONG-YI 2020.02 ~ 2020.11
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 National Science and Technology Council
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 National Science and Technology Council
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 National Science and Technology Council
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,CHEN HONG-YI Principal Investigator 2017.08 ~ 2019.07 National Science and Technology Council
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 National Science and Technology Council
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 National Science and Technology Council
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 National Science and Technology Council
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 National Science and Technology Council
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 Principal Investigator 2012.08 ~ 2013.07 國立中央大學
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 Principal Investigator 2011.11 ~ 2012.10 國立中央大學
Country School Name Department Degree Duration
U.S.A. 美國新澤西州立羅格斯大學 Finance 博士 2007.09 ~ 2011.05
Experience Category Organization Title Department Job Title Duration
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Finance 系主任 2024.08 ~ 2025.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Finance 系主任 2023.08 ~ 2024.07
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 教授 2022.08 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 副教授 2018.02 ~ 2022.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Finance 助理教授 2014.08 ~ 2018.02
Honor Category Year Award Name Awarding Unit
Inside School 112 國科會研究獎勵 科技部(國科會)
Inside School 111 國科會研究獎勵 科技部(國科會)
Inside School 110 資深優良教師(10年) 國立政治大學
Inside School 110 國科會研究獎勵 科技部(國科會)