師資陣容

林信助

林信助

副教授

國際經營與貿易學系

  • 分機
    29393091 #81106
  • E-Mail
    shjlin@nccu.edu.tw
  • 研究專長
    財務時間序列分析、資產定價實證研究

學歷

  • 加拿大西安大略大學經濟學系博士
  • 國立中央大學產業經濟學系碩士
  • 國立中興大學農業經濟學系學士

個人著作

  • 柯冠成;蘇湘茹;林信助;朱香蕙*, 2016.06, '技術分析對台灣波動度及規模效果之影響, ' 管理學報, Vol.33, No.2, pp.281-309.(TSSCI)(*為通訊作者)
  • Kuang-Chung Hsu*;Shinn-Juh Lin;Yungho Weng, 2014.12, 'Do Labor Unions Hinder or Boost International Outsourcing? Evidence from U.S. Manufacturing, ' The International Trade Journal,.(CSA)(*為通訊作者)(本論著未刊登但已被接受)
  • Kuan-Cheng Ko*;Shinn-Juh Lin;Hsiang-Ju Su;Hsing-Hua Chang, 2014, 'Value Investing and Technical Analysis in Taiwan Stock Market, ' Pacific-Basin Finance Journal, Vol.26, No.0, pp.14–36.(SSCI)(*為通訊作者)
  • Kuan-Cheng Ko*;Shinn-Juh Lin;Hsiang-Hui Chu;Hsiao-Wei Ho, 2013.01, 'Credit Rating Anomaly in Taiwan Stock Market, ' Asia-Pacific Journal of Financial Studies, Vol.42, No.3, pp.403–441.(SSCI)(*為通訊作者)
  • 李享泰*;吳瑞益;柯冠成;林信助, 2012.05, '考量轉換下的銀行利率和匯率風險管理, ' 期貨與選擇權學刊, Vol.5, No.1, pp.1-36.(*為通訊作者)
  • 陳虹均;郭炳伸*;林信助, 2012.03, '能源價格衝擊與台灣總體經濟, ' 臺灣經濟預測與政策, Vol.42, No.2, pp.1-36.(TSSCI)(*為通訊作者)
  • 柯冠成;江惠君;林信助;張榮顯*, 2012.03, '資產成長與股票報酬之關係:台灣實證, ' 管理學報, Vol.29, No.5, pp.465-487.(TSSCI)(*為通訊作者)
  • 周賓凰*;柯冠成;郭思岑;林信助, 2012.03, 'Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan, ' Quantitative Finance, Vol.12, No.3, pp.369-382.(SSCI)(*為通訊作者)
  • 林祐民;林信助*;劉玉珍, 2011.09, '平盤以下不得放空限制對價格形成的影響, ' 證券市場發展季刊, Vol.23, No.3, pp.85-114.(TSSCI)(*為通訊作者)
  • 莊珮玲;林信助;郭炳伸*, 2011.03, '技術交易策略在外匯市場無往不利?, ' 臺灣經濟預測與政策, Vol.41, No.2, pp.95-126.(TSSCI)(*為通訊作者)
  • 林信助*, 2010.09, 'Robust Testing for GARCH by Wavelet Shrinkage, ' 風險管理學報, Vol.12, No.2, pp.235-256.(*為通訊作者)
  • 周賓凰*;柯冠成;林信助, 2010.02, 'Do relative leverage and relative distress really explain size and book-to-market anomalies?, ' Journal of Financial Markets, Vol.13, No.1.(SSCI)(*為通訊作者)
  • 林信助*, 2009.12, 'Volatility, Volume and the Uptick Rule: Evidence, ' 台灣金融財務季刊, Vol.10, No.4.(*為通訊作者)
  • 郭維裕*;李淯靖;林信助, 2009.12, '台灣上市產業指數之權益存續期間, ' 經濟論文, Vol.37, No.4, pp.457-493.(TSSCI)(*為通訊作者)
  • 郭維裕*;陳鴻隆;陳威光;林信助, 2009.11, '動態隱含波動度模型:以台指選擇權為例, ' 期貨與選擇權學刊, Vol.2, No.2, pp.47-89.(*為通訊作者)
  • 林信助;Jian Yang, 2003.01, 'Examining Intraday Returns with Buy/Sell Information, ' Applied Financial Economics, Vol.13, No.6, pp.447 - 461.(IDEAS)
  • 林信助;Max Stevenson, 2001.04, 'Wavelet Analysis of the Cost-of-Carry Model, ' Studies in Nonlinear Dynamics & Econometrics, Vol.5, No.1, pp.87-102.(SSCI)
  • Kuang-Chung Hsu;Shinn-Juh Lin*;Yungho Weng, 2015.01, 'Do Labor Unions Hinder or Boost International Outsourcing? Evidence from U.S. Manufacturing, ' 2015 WEAI Annual Conference, Western Economic Association International.(*為通訊作者)(本論著未刊登但已被接受)
  • Kuan-Cheng Ko;Hsiang-Ju Su;Shinn-Juh Lin*, 2014.04, 'The Impact of Technical Analysis on Volatility and Size Effects on Taiwan’s Stock Market, ' Wor1d Business and Socia1 Science Research Conference, World Business Institute, Australia.(*為通訊作者)(本論著未刊登但已被接受)
  • Kuan-Cheng Ko*;Shinn-Juh Lin;Hsiang-Ju Su;Hsing-Hua Chang, 2012.11, 'Value Investing and Technical Analysis in Taiwan Stock Market, ' 10th Biennial Pacific Rim Conference, Western Economic Association.(*為通訊作者)
  • Kuan-Cheng Ko*;Shinn-Juh Lin;Hsiang-Hui Chu;Hsiao-Wei Ho, 2012.09, 'Credit Rating Anomaly in Taiwan Stock Market, ' 2012 KFA-TFA Joint Conference in Finance, Korean Finance Association cohosted with Taiwan Finance Association.(*為通訊作者)
  • 莊珮玲*;林信助;郭炳伸, 2011.12, 'Does Market Volatility Improve Predictability of Technical Analysis?, ' 台灣經濟學會 台灣效率與生產力學會 台灣農業與資源經濟學會2011年聯合年會, 台灣經濟學會.(*為通訊作者)
  • Ko, Kuan-Cheng*;Shinn-Juh Lin;Ju-Fang Yen, 2011.06, 'Levered Returns: Factors or Characteristics?, ' 20th European Financial Management Association Conference, European Financial Management Association.(*為通訊作者)
  • 林信助, 2010.12, 'Understanding Liquidity of Financial Markets, ' 第六屆亞洲金融市場國際研討會/The 6th International Conference on Asian Financial Markets, 日本長崎大學.
  • 郭炳伸*;林信助, 2010.11, 'Time-Deformed Realized Volatility with Intraday Trading Activities, ' 2010總體經濟計量模型研討會, 中央研究院經濟研究所與行政院主計處.(*為通訊作者)
  • 林建秀*;林信助, 2010.10, 'The dynamic relationship among NTD/WON exchange rates and the stock prices of Taiwan and Korea, ' 2010 年臺灣經濟計量學會年會暨劉大中先生逝世 35 週年紀念會, 臺灣經濟計量學會.(*為通訊作者)
  • 郭炳伸*;林信助, 2010.06, 'Asset Allocation, Volatility and Trading Intensity, ' 危機過後之計量與金融研究, 中央研究院經濟研究所.(*為通訊作者)
  • 陳虹均;郭炳伸;林信助*, 2010.05, '能源價格衝擊與台灣總體經濟, ' 第十一屆全國實證經濟研討會, 台灣經濟學會; 國科會社會科學研究中心; 輔仁大學經濟學系.(*為通訊作者)
  • 周賓凰*;柯冠成;郭思岑;林信助, 2010.04, 'Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan, ' Finance and Corporate Governance Conference, Graduate School of Management, La Trobe University, Australia.(*為通訊作者)
  • 郭維裕;李淯靖;林信助*, 2010.04, 'Empirical Equity Duration and Structural Change, ' Finance and Corporate Governance Conference, Graduate School of Management, La Trobe University, Australia.(*為通訊作者)
  • 莊珮玲;林信助;郭炳伸*, 2009.11, '技術交易策略在外匯市場的獲利性研究, ' 2009 總體經濟計量模型研討會, 中央研究院經濟研究所與行政院主計處.(*為通訊作者)
  • 林信助*, 2009.05, 'Robust testing for ARCH by wavelet shrinkage, ' 第十屆全國實證經濟學論文研討會, 台灣經濟學會;國科會社會科學研究中心; 國立中正大學經濟學系.(TSSCI)(*為通訊作者)
  • 郭維裕*;李淯靖;林信助, 2008.12, '台灣上市產業指數之權益存續期間及其結構性變化, ' 台灣經濟學會2008年年會, 台灣經濟學會.(TSSCI)(*為通訊作者)
  • 周賓凰*;柯冠成;林信助, 2008.02, 'Do Relative Leverage and Relative Distress Really Explain Size and BM Anomalies?, ' 2008 Midwest Finance Association Meeting, Midwest Finance Association.(*為通訊作者)
  • 林信助, 2002.07, 'Wavelet analysis of intraday periodicity in financial returns volatility, ' The 2002 Taipei International Statistical Symposium and Bernoulli Society EAPR Conference, Institute of Statistical Science, Academia Sinica.
  • 林信助;Ming-Tui Huang, 2001.12, 'Estimating Jump-Diffusion Models using the Markov Chain Monte Carlo Simulation, ' The 10th Conference on the Theories and Practices of Securities and Financial Markets, 國立中山大學.
  • 林信助;Jian Yang, 2000.08, 'Testing Shift in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach, ' The Seattle 2000 - World Congress of the Econometric Society, Econometric Society.
  • 林信助*, 2009.07, 'Volatility, Volume and the Uptick Rule: Evidence from Taiwan''s Stock Market, ' 無.(*為通訊作者)
  • 郭維裕;林信助*, 2009, 'Trading Mechanism and Market Quality: Call Markets versus Continuous Auction Markets, ' 無.(*為通訊作者)
  • 郭維裕;李淯靖;林信助*, 2009, 'Empirical Equity Duration and Structural Change, ' 無.(*為通訊作者)
  • 郭維裕*;陳鴻隆;林信助, 2009, '選擇權市場效率性檢定: 隱含波動度成對交易檢定法, ' 無.(*為通訊作者)
  • 林祐民;林信助*;劉玉珍, 2008, '平盤以下不得放空限制對價格形成的影響, ' 無.(*為通訊作者)
  • 周賓凰*;柯冠成;林信助, 2007, 'Factors, Characteristics and Endogenous Structural Breaks: The Case of Size Effect, ' 無.(*為通訊作者)
  • 林信助, 2003.07, '日內報酬率波動性之微波分析, ' 行政院國科會.
  • 林信助;黃明堆, 2002.07, '利用馬可夫-蒙地卡羅模擬法來估計跳動:擴散模型, ' 行政院國科會.
  • 林信助;John Knight;Stephen Satche, 1999.01, 'Modelling Intraday Equity Prices and Volatility Using Information Arrivals - A Comparative Study of Different Choices of Informational Proxies, ' The Financial Markets: Tick by Tick, edited by Pierre Lequeux, John Wiley & Sons, Ltd..

研究計畫

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