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基本資料
姓名: 李瑞琳
系所: 朝陽科技大學 / 財務金融系 [數位教學紀錄]
研究領域: 財務,期貨
辦公(研究)室: L-705
研究室時間: 二,四 am10:00-12:00
自我介紹
我在朝陽科大教書已邁入第12個年頭了,非常喜愛這各校園每個角落,尤其是清晨陽光穿過厚厚的濃霧一景最是美麗
個人著作
期刊論文
1. Nicholas Lee , Fu-Min Chang , Yale Wang , Duong Thu La and Hsiang-Jane Su, "Impacts of macroeconomic news on Vietnamese SOEs' performance," Journal of Applied Finance and Banking, vol. 7, no. 1, 87-102, Jan, 2017.
2. Yih-Bey Lin, Ming-Chin Lin, Nicholas Ruei-lin Lee, Yi-Chun Chen, "Probability of informed trading and industry momentum profitability," International Journal of Economics and Financial Issues (IJEFI), (SCOPUS Journal) (online issue)(ISSN no:2164-4138), Jan, 2017.
3. 羅明敏、李瑞琳*、鍾孟穎、劉榮芳, "廣告投資和內部人股票設(解)質交易," 朝陽商管評論, 第十五卷,第二期,20-38, Dec, 2016.
4. 林益倍、李瑞琳*、張慧敏、李洪宇、朱雅筠, "無形資產價值對文創產業報酬持續性之影響:分量自我迴歸模型之應用," 朝陽商管評論, 2015/6/8接受; ISSN: 16842723, Aug, 2015.
5. 林益倍、朱雅筠、李瑞琳、張慧敏、李洪宇, "台灣文創業無形資產之影響因子研究," 朝陽科技大學跨域整合學產升格論壇暨2015第十六屆管理學域國際學術研討會, (Integration of Cross Disciplines in Science Fields, Exaltation for Industry and Academic Cooperation Seminar & 16th International Academic Conference on Management 2015) 主題G:財務金融相關議題,G12-26。(ISBN:978-986-5631-06-2), May, 2015.
6. Nicholas Ruei-Lin Lee, Ming-Min Lo, Hsiang-Hui Chu, Hsiang-Jane Su, "Does Price increases in Chinese Stock Index cause Brent Crude Oil Index? Applying Threshold Cointegration Regression," Journal of Applied Finance & Banking, 5 (4), 131-149. (EconLit)., Apr, 2015.
7. Jung Fang Liu, Nicholas Rueilin Lee*, Yih-Bey Lin, and Zang-Po Hong, "The capital investment increases and stock returns," forthcoming at Asian Economic and Financial Review [EconLit] (Online ISSN: 2222-6737; Print ISSN: 2305-2147 ), accepted at 2014/10/1; 2015, 5(1): 1-11, Jan, 2015.
8. Nicholas Ruei-Lin Lee, Hsiang-Hui Chu, Jung-Fang Liu, and Yih-Bey Lin, "Threshold cointegration and dynamics of crude oil futures volatility and financial speculation," Taiwan Journal of Applied Economics (應用經濟論叢)(TSSCI), be accepted on 2014/10/21, volume 96. pp.1-34 (ISSN/ISBN: 0546-9600), Dec, 2014.
9. Lee, Nicholas Rueilin , Liu, Jung-Fang, and Lin, Wei-Yu, "Default probability anomalies in the momentum strategies," Applied Economics Letters (SSCI), Volume 21, Issue 17, November 2014, pages 1206-1209, Nov, 2014.
10. Chang, Fu-Min, Wang, Yale, Lee, Nicholas Rueilin*, and Thu La, Duong,, "Capital structure decisions and firm performance of Vietnamese SOEs.," Asian Economic and Financial Review [EconLit], 4(11),1545-1563, Nov, 2014.
11. Lee, Nicholas Rueilin, Liu, Jung Fang, Lin, Yih-Bey, and Lin, Weiyu, "Momentum Profit Fluctuations in Seasonal Conditions due to Default Probability," The Empirical Economics Letters [EconLit], 13(6), 715-722, Jun, 2014.
12. 李瑞琳*和蔡佳玲, "購併行為和公司績效," 朝陽科技大學建校20周年卓越創業論壇暨2014第十五屆管理學域國際學術研討會論文集, 主題G:財務金融相關議題, G7-G17(ISBN: 978-986-7043-91-7), May, 2014.
13. Lee, Nicholas Rueilin, "Firm ratings, momentum strategies, and crises: Evidence from the U.S. and Taiwanese stock markets," Financial Markets and Portfolio Management [EconLit], 26:4,449-468, Dec, 2012.
14. Lee, Nicholas R., "Taiwan index options, implied volatility and nonlinear panel unit root test," Banking & Finance Quarterly(台灣金融財務季刊), 13:3, 93-111, Sep, 2012.
15. Lee, Nicholas Rueilin, "Energy futures volatility, trading activity, and regime switching," Taiwan Journal of Applied Economics (應用經濟論叢), 88, 29-58.(TSSCI), Dec, 2010.
16. Lee, Nicholas R.,, "Quantile speculative and hedging behaviors in petroleum futures markets," forthcoming at International Research Journal of Finance and Economics, 53, 84-99. [EconLit], Oct, 2010.
17. Lee, Rueilin Nicholas and Lin, Yusheng, "Did options traders predict the crash from the volatility skewness? The evidence of Taiwan markets," Journal of Financial Review (財金論文叢刊), 9, 122-135., Dec, 2008.
18. Hsueh, Paul, Liu, A. and Lee, Nicholas, "Dynamics of volatility, futures trading, and investor sentiments under different market conditions," International Research Journal of Finance and Economics, 20, 151-163. [EconLit], Oct, 2008.
19. Lee, Rueilin Nicholas and Du, Peinung, "The dynamic relationship between futures trading and volatility: The hedging and speculating purposes," Journal of Financial Review (財金論文叢刊), 8, 122-141, Jun, 2008.
20. Hsueh, Paul, Chang, C. and Lee, Nicholas, "The information content of initial firm rating announcements," Journal of Financial Studies, 15(4),19-36. [TSSCI], Sep, 2006.
21. Lee, Rueilin Nicholas and Hsueh, Paul, "The effect of transaction tax on the efficiency of Taiwan futures market," Journal of Financial Review (財金論文叢刊), 2, 171-131, Jun, 2005.
22. Lee, Rueilin Nicholas and Hsueh, Paul, "The effect of transaction cost on the spot volatility," Journal of Financial Review (財金論文叢刊), 1, 85-100., Jun, 2004.
國際性會議論文
1. Yih-Bey Lin, Ming-Chin Lin, Nicholas Ruei-lin Lee, Yi-Chun Chen, "Probability of informed trading and industry momentum profitability," International Conference on Business and Economic Development (ICBED 2017), 2017/7/28-28, , which be held in London, England (IPN Conferences 2017), Jul, 2017.
2. Nicholas Ruei-Lin Lee, Fu-Min Chang, Kun-Teng Lee, Hsiang-Jane Su, "Is the corporate default probability factor systematic and priced in Taiwan’s stock market?," The 3rd International Congress on Economics, Social Sciences and Information Management 2017 (ICESSIM 2017), , which be held in The Magani Hotel & Spa Legian, Bali - Indonesia, from 01 - 02 April 2017., Apr, 2017.
3. Ming-Chin Lin; Yih-Bey Lin; Nicholas Ruei-Lin Lee; Minh-Giang Hoang, "Directional herding behaviour and momentum profitability," presented at the 4 th International Conference on Business, Science and Technology (ICBST 2017) at Ho Chi Minh, Vietnam on 28th-29th April 2017, Apr, 2017.
4. Ruei-Lin Lee, Ya-Yun Zhu and Fu-min Chang, "R&D intensity, momentum profitability, and (non-) high-tech industries," Osaka 14th International Conference on “ Business, Economics, Social Science & Humanities- BESSH-2017” March 30-31, 2017 , Osaka Japan, Mar, 2017.
5. Lee, Nicholas Ruei-Lin, Lin, Ming-Chin, and Hoang, Minh-Giang, "The Impact of Directional Herding on Momentum Profitability in Vietnamese Stock Market," 6th Asia-Pacific Business Research Conference, presented at Seoul, South Korea on 19–20 May, 2014, (by co-author),, May, 2014.
6. Lee, Nicholas Ruei-Lin and You, Ching-Yu, "Momentum profitability, trading cost, and warrant stocks," 6th Asia Pacific Business Research Conference, The World Business Institute of Australia and American Research and Publication of USA, presented at Seoul, Korea, 2014, 5, 19-20.(by co-author), May, 2014.
7. Wang, Yale, Chang, Fu-Min,Lee, Nicholas Rueilin, and Thu La, Duong, "Capital structure, firm performance, and Vietnamese SOEs," 2014 The Joint Annual Meeting of CTFA(Central Taiwan Finance Association) /FeAT(Financial Engineering Association of Taiwan) (2014中部財金學術聯盟研討會暨台灣財務工程學會年會研討會) in Taichung city, on May 16, 2014 (by co-author), May, 2014.
8. Lee, Nicholas Ruei-Lin, Lo, Ming-Min, Chu, Hsiang-Hui , and Su, Hsiang-Jane, "Threshold cointegration of price increases between Brent crude oil and Chinese stocks markets," China After 35 Years of Economic Transition conference, held by London Metropolitan University through its Centre for International Capital Markets at London in UK, May 8-9, 2014 (by co-author), May, 2014.
9. Lee, Nicholas R., Chu, Hsiang-Hui, and Su, Hsiang-Jane, "Electricity consumption and bank deposits for pollution prevented policy: A Threshold co-integration approach," 2013 Annual Conference of Taiwan Economy Society in Taipei city, Taiwan, November 2, 2013, (by co-author), Nov, 2013.
10. Lee, Nicholas R., Chu, Hsiang-Hui, and Su, Hsiang-Jane, "Testing for two-regime threshold cointegration of Brent crude oil price increases and Chinese stock market," 2013 The 39th Eastern Economic Association Annual Meetings in New York, U.S.A., May 9-11, 2013, (by co-author), May, 2013.
11. Lee, Nicholas R., Chu, Hsiang-Hui, and Su, Hsiang-Jane, "Brent crude oil price increases and Chinesestock market apply two-regime thresholdcointegration," 2013 The 14th International Academic Conference on Management 2013 held by Chaoyang University of Technology in Taichung city, Taiwan, May 7, 2013, (by co-author), May, 2013.
12. Lee, Nicholas R. and Chu, Hsiang-Hui, "Threshold cointegration and dynamics of crude oil futures volatility and financial speculation," 2012 Annual Conference of Taiwan Economy Society in Taipei city, Taiwan, October 27, 2012 (by co-author), Oct, 2012.
13. Lee, Ruei-Lin and Lin, Wei-Yu, "Momentum and Default Risk," 7th Annual London Business Research Conference Imperial College, South Kensington, London, UK, July 9-10, 2012 (by co-author), Jul, 2012.
14. Lee, Ruei-Lin and Chen, Yi-chun, "Probability of Informed Trading and Momentum," 7th Annual London Business Research Conference, Imperial College, South Kensington, London, UK, July 9-10, 2012 (by co-author), Jul, 2012.
15. Lee, Nicholas R., "Firm ratings momentum and market crisis," The Asian Business & Management Conference 2011, held by The International Academic Forum in Osaka city, Japan, November 11-13, 2011, Nov, 2011.
16. Hsueh, Paul L., Liu, Y. Angela, and Lee, Nicholas R., "Can futures participants switch between hedging and speculating motives? Evidence of the causality of futures trading and volatility," GABER Annual Conference in Houston, U.S.A., March 18-21, 2008 (by co-author), Mar, 2008.
17. Hsueh, Paul L., Liu, Y. Angela, and Lee, Nicholas R, "The dynamic relation of volatility and futures trading under market conditions and changing sentiments," the Second International Conference on Asia-Pacific Financial Markets (CAFM), held by Korean Securities Association (KSA) in Seoul, Korea on December 8, 2007 (by co-author)., Dec, 2007.
國內會議論文
1. 李瑞琳、林典蔚, "權證、波動、乖離率、和外資交易," 2016北商大學學術論壇-國際企業經營管理研討會, May, 2016.
2. 李瑞琳、彭聖晏, "動量策略、資訊交易、和機構法人," 2016全球商業經營管理學術研討會, Apr, 2016.
3. Lee, Nicholas R. and Liao, Yaling, "Credit rating and market overreaction," the Tenth Annual Conference on Empirical Economics (第十屆全國實證經濟學論文研討會), May, 2009.
4. Lee, Nicholas R. and Haung, Dingshiang, "Is mean reversion embedded into implied volatility," 2009 CTFA Annual Conference andFinancial Engineering and Acturaial Science Conference, Apr, 2009.