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姓  名 余歆儀 Hsin-Yi Yu
學  歷 英國愛丁堡大學財務博士 
專  長 資產評價、共同基金
開設課程 資產評價、統計學、計量經濟學
聯絡方式 (07) 5919709 研究室 M01-604



1.            Li-Wen Chen & Hsin-Yi Yu & Wen-Kai Wang ,2017,Evolution of historical prices in momentum investing,Journal of Financial Markets,(財務學門A Tier1)

2.            Chen, Li-Wen and Hsin-Yi Yu, 2017, Corporate Governance, Political Involvement, and Internationalization: An Empirical Investigation in Japan and Taiwan, Research in International Business and Finance, 39, 640-655. (JEL, FLI, EconLit, 科技部B期刊).

3.            Chen, Li-Wen and Hsin-Yi Yu, 2017, Ambiguous Customer Identity Disclosure and the Cost of Equity Capital, Review of Pacific Basin Financial Markets and Policies, forthcoming. (JEL, FLI, EconLit, 科技部B期刊).

4.            陳立文、余歆儀、紀怡禎,2016,公司本益比和產業平均本益比之間的偏離程度與橫斷面股票報酬: 風險或行為?,「證券市場發展季刊」,28:11-38(TSSCI)

5.            Chen, Li-Wen, Hsin-Yi Yu, and Hsu-Huei Huang, 2015, Revisiting the earnings–price effect: The importance of future earnings, Finance Research Letters 13, 90-96. (科技部B+期刊).

6.            Yu, Hsin-Yi, 2012, Where Are the Smart Investors? New Evidence of the Smart Money Effect, Journal of Empirical Finance, 19, 51-64. (SSCI, 科技部ATier-1期刊).

7.            Yu, Hsin-Yi and Brian Main, 2012, Political Intervention, Corporate Governance and Firm Performance: An Empirical Investigation in Japan and Taiwan, Accounting and Finance Research, 1, 134-151.

8.            Yu, Hsin-Yi, 2010, Politically Connected Boards and the Structure of CEO Compensation Packages in Taiwanese Firms, Asia-Pacific Journal of Financial Studies, 39, 578–606. (SSCI, 科技部B+級期刊)

9.            Yu, Hsin-Yi and Shu-Fan Hsieh, 2010, The Effect of Attention on Buying Behavior during a Financial Crisis: Evidence from the Taiwan Stock Exchange, International Review of Financial Analysis, 19, 270–280. (SSCI, 科技部B+級期刊)






1.           The Relative Weighting of Recent and Distant Past Price Changes in Momentum Investing, MOST 105-2410-H-390-009 -, 2016-2017, Ministry of Science and Technology.

2.            The Implementability of Anomalies in Different Listing Exchanges, MOST 104-2410-H-390-010 -, 2015-2016, Ministry of Science and Technology.

3.            The Cross-section of Stock Returns and the Feasibility of Anomalies in Taiwan: A Comprehensive Test, MOST 103-2410-H-390 -009 -, 2014-2015, Ministry of Science and Technology.

4.            Two Sides to One Coin: Accruals, Cash Flow, Profitability, and the Cross-Section of Stock Returns, MOST 103-2410-H-194 -055 -, 2014-2015, (co-author), Ministry of Science and Technology.

5.            Free Cash Flow, Profitability, and the Cross Section of Stock Returns, MOST 102-2410-H-194 -031 -, 2013-2014 (co-author), Ministry of Science and Technology.

6.            Dissecting Distress Risk with Dividend Discounted Model and Volatility Risk, NSC 102-2410-H-390 -014 -, 2013-2014, National Science Council.

7.            Behavioral or Rational? The Asset Growth Effect in Procyclical and Counter-Procyclical Stocks, NSC 101-2410-H-390 -018-, 2012-2013, National Science Council.

8.            Predictable Returns of Trade-Linked Firms: Evidence from Competition between Stakeholders, NSC 101-2410-H-194 -036 -, 2012-2013 (co-author), National Science Council.

9.            Market Inefficiency Reflected by the Buy and Sell Strategy, NSC 100-2410-H-390-012-, 2011-2012, National Science Council.

10.         Why money is smart? Smart money effect in small mutual funds, NSC 98-2410-H-390-006-, 2009-2010, National Science Council.

11.         The persistence of timing ability, investment restrictions, and corporate governance in mutual funds, NSC 97-2410-H-390-006-, 2008-2009, National Science Council.

12.         CEO compensation and governance: The roles of internationalisation and board structure NSC 96-2416-H-390 -018 -, 2007-2008, National Science Council. 

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