SHINN-JUH LIN
Status Full-time
Name SHINN-JUH LIN
Email
Office Tel No. 81106
Job Title Associate Professor
Research Expertise Macroeconomics、Financial Time Series Analysis
Teaching Field 財務時間序列分析、資產定價實證研究
Unit Dept. of International Business
Year Paper Title
2023 林信助*, 2023.07, 'Volatility Targeting with Implied Volatility, '.(*為通訊作者), vol. 120097, Jul. 2023
2017 林信助*, 2017.12, 'Herding and Returns in Taiwan’s Stock Market, ' Journal of Applied Business and Economics, Vol.19, No.12, pp.24-39.(*為通訊作者), vol. 419483, Dec. 2017
2016 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), vol. 410605, Jun. 2016
2014 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), vol. 406919, Dec. 2014
2014 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), vol. 399346, 2014
2013 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), vol. 381664, Jan. 2013
2012 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), vol. 366110, May. 2012
2012 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), vol. 360716, Mar. 2012
2012 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), vol. 335583, Mar. 2012
2012 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), vol. 309773, Mar. 2012
2011 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), vol. 290629, Sep. 2011
2011 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), vol. 321655, Mar. 2011
2010 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), vol. 326972, Sep. 2010
2010 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), vol. 290632, Feb. 2010
2009 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), vol. 294075, Dec. 2009
2009 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), vol. 290631, Dec. 2009
2009 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), vol. 297207, Nov. 2009
2003 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), vol. 140678, Jan. 2003
2001 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), vol. 140680, Apr. 2001
Year Book Title
1999 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.., 140682, Jan. 1999
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 107 國際重要波動度指數之極端共移性與其系統重要性 LIN SHINN-JUH Principal Investigator 2018.08 ~ 2019.07 National Science and Technology Council
MOST Projects 106 波動率指數是否能夠預測下行風險？ LIN SHINN-JUH,LIN SHINN-JUH Principal Investigator 2017.08 ~ 2018.07 National Science and Technology Council
MOST Projects 105 台灣槓桿型及反向型交易所交易基金之績效研究 LIN SHINN-JUH Principal Investigator 2016.08 ~ 2017.07 National Science and Technology Council
MOST Projects 103 台灣證券市場上從眾行為與市場及橫斷面報酬率間關係之研究(2/2) LIN SHINN-JUH Principal Investigator 2015.08 ~ 2016.07 National Science and Technology Council
MOST Projects 103 台灣證券市場上從眾行為與市場及橫斷面報酬率間關係之研究(1/2) LIN SHINN-JUH Principal Investigator 2014.08 ~ 2015.07 National Science and Technology Council
MOST Projects 102 財務困境對台灣股市資產定價異常現象之影響 LIN SHINN-JUH Principal Investigator 2013.08 ~ 2014.07 National Science and Technology Council
MOST Projects 101 國際股市之殘差動能 LIN SHINN-JUH Principal Investigator 2012.08 ~ 2013.07 National Science and Technology Council
MOST Projects 100 探索市場波動度在技術分析中所提供的訊息 LIN SHINN-JUH Principal Investigator 2011.08 ~ 2012.07 National Science and Technology Council
Other Projects 100 新台幣實質匯率與產業升級及對外投資關係之研究 CHEN KUN-MING,KUO BIING-SHEN,LIN SHINN-JUH 2011.03 ~ 2011.12
MOST Projects 99 利用日內交易資料建構市場流動性指標 LIN SHINN-JUH,KUO BIING-SHEN Principal Investigator 2010.08 ~ 2011.07 National Science and Technology Council
Other Projects 98 開放期貨業赴大陸投資風險管理規範之研究 KANG JUNG-PAO,LIN PO-SHENG,LIN SHINN-JUH 2009.03 ~ 2009.04
MOST Projects 93 條件平均數誤設情況下自我相關異質性之穩健檢定：微波縮小法之應用 LIN SHINN-JUH Principal Investigator 2004.08 ~ 2005.07 National Science and Technology Council
MOST Projects 91 日內報酬率波動性之微波分析 LIN SHINN-JUH Principal Investigator 2002.08 ~ 2003.07 National Science and Technology Council
Country School Name Department Degree Duration
CANADA Western University Economics 博士 1992.09 ~ 1998.10
TAIWAN, REPUBLIC OF CHINA 國立中央大學 產業經濟學系 碩士 1989.09 ~ 1991.06
TAIWAN, REPUBLIC OF CHINA 國立中興大學 農業經濟學系 學士 1983.09 ~ 1987.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 副教授 2013.01 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 副教授 2010.02 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY Department of International Business 助理教授 2002.08 ~ 2010.02
Honor Category Year Award Name Awarding Unit
Inside School 110 資深優良教師(20年) 國立政治大學
Outside School 108 第九屆聯電經營管理論文獎優等獎 (論文名稱：技術分析對台灣波動度及規模效果之影響） 中華民國管理科學學會
Outside School 106 106年度管理學報論文獎─年度最佳實用價值論文（論文名稱：技術分析對台灣波動度及規模效果之影響，刊登於《管理學報》第33卷第2期） 中華民國管理科學學會
Outside School 104 第五屆聯電經營管理論文獎優等獎（論文題目：資產成長與股票報酬之關係：台灣實證） 中華民國管理科學學會
Outside School 102 102年度管理學報論文獎（論文題目：資產成長與股票報酬之關係：台灣實證） 中華民國管理科學學會
Outside School 100 100 年度證 券市場發展季刊優秀論文 （論文題目：平盤以下不得放空限制對價格形成的影響） 證券暨期貨市場發展基金會
Inside School 95 商學院教學特優 政大商學院
Year Paper Title
2023 林信助*, 2023.07, 'Volatility Targeting with Implied Volatility, ' WEAI’s 98th Annual Conference, Western Economic Association International.(*為通訊作者), Jul. 2023
2023 林信助*, 2023.07, 'Volatility Targeting with Implied Volatility, '.(*為通訊作者), Jul. 2023
2021 林信助*, 2021.06, 'Comparing the Hedging Performance of Inverse and Volatility ETFs - A Dynamic Copula Approach, ' Western Economic Association International Virtual 96th Annual Conference, Western Economic Association International.(*為通訊作者), Jun. 2021
2019 Shinn-Juh Lin*, 2019.07, 'Can Volatility Indices Predict downside Risk?, ' WEAI's 94th Annual Conference, WEAI.(*為通訊作者), Jul. 2019
2018 林信助*, 2018.06, 'Examining the Performance of Leveraged and Inverse Exchange-Traded Funds in Taiwan, ' WEAI 93rd Annual Conference, Western Economic Association International.(*為通訊作者), Jun. 2018
2017 林信助*, 2017.06, 'Herding and Returns on Taiwan's Stock Market, ' WEAI 92nd Annual Conference, Western Economic Association International.(*為通訊作者), Jun. 2017
2017 林信助*, 2017.06, 'Country heterogeneity, happiness and income inequality, ' 1st International Conference on Econometrics and Statistics, CMStatistics, CFENetwork and Hong Kong University of Science and Technology (HKUST) Business School.(*為通訊作者), Jun. 2017
2016 柯冠成;林信助*;彭建偉, 2016.07, 'Analyzing Profitability of Momentum Strategies in Taiwan's Stock Market, ' WEAI 91st Annual Conference, Western Economic Association International.(*為通訊作者), Jul. 2016
2015 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), Jan. 2015
2014 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), Apr. 2014
2012 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), Nov. 2012
2012 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), Sep. 2012
2011 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), Dec. 2011
2011 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), Jun. 2011
2010 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., Dec. 2010
2010 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), Nov. 2010
2010 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), Oct. 2010
2010 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), Jun. 2010
2010 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), May. 2010
2010 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), Apr. 2010
2010 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), Apr. 2010
2009 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), Nov. 2009
2009 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), May. 2009
2008 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), Dec. 2008
2008 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), Feb. 2008
2002 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., Jul. 2002
2001 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., Dec. 2001
2000 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., Aug. 2000
Year Research Title Publish Date Authors
2009 林信助*, 2009.07, 'Volatility, Volume and the Uptick Rule: Evidence from Taiwan''s Stock Market, ' 無.(*為通訊作者) 2009-07-01
2009 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)
2009 郭維裕;李淯靖;林信助*, 2009, 'Empirical Equity Duration and Structural Change, ' 無.(*為通訊作者)
2009 郭維裕;林信助*, 2009, 'Trading Mechanism and Market Quality: Call Markets versus Continuous Auction Markets, ' 無.(*為通訊作者)
2008 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)
2007 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)
2003 林信助, 2003.07, '日內報酬率波動性之微波分析, ' 行政院國科會. 2003-07-01
2002 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. 2002-07-01