林姿莹

  名:林姿莹

    称:助理教授、硕士生导师

办公地点:湖南大学北校区红楼224

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研究方向:金融工程、公司金融、行为金融

个人简介:

台湾中央大学财务金融学博士

招生要求:

有创造力、热爱学习

研究成果:

论文发表:

  1. Chih-Chiang Wu and Zih-Ying Lin, (2014), An Economic Evaluation of Stock-Bond Return Comovement with Copula-Based GARCH Models, 14, 1283-1296, Quantitative Finance. (SSCI)
  2. Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh, (2016), Volatility Spreads and Innovation Grants Announcement Returns, Journal of Financial

Studies, forthcoming. (TSSCI)

 

进行中论文:

  1. Pei-Fang Hsieh and Zih-Ying Lin. Does Informed Options Trading Prior to Innovation Grants Announcements Reveal the Quality of Patents? (2016)
  2. Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang. The Impacts of

Information Asymmetry and Short-Sales on the Illiquidity Risk Premium in the

Stock Option Markets. (2015) (revised and resubmit at Journal of Banking and Finance)

  1. Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Implied Volatility Spreads and Future Options Returns around Information Events and Conditions (2015)
  2. Chuang-Chang Chang, Pei-Fang Hsieh, and Zih-Ying Lin. Impact of Net Buying

Pressure on Trading Demand of Different Types of Traders. (2014)