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國立臺北商業大學 財務金融系暨研究所
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首頁 > 師資陣容 > 專任教師 > 林岳祥 教授
林岳祥 教授
 財務金融系 - 林岳祥教授 

研究室:五育樓833

聯絡電話:(02) 2322-6469

傳真電話:(02) 2322-6378

信箱:mail  nelsonlin@ntub.edu.tw

 

 學歷
  • 國立台灣大學財務金融系商學博士 

 

 研究領域
  • Behavioral Finance、Corporate Finance、Investments 

 

 主授課程
  • 投資學、統計學、行為財務學、時間序列分析

 

 期刊論文
  • Hu, S., Y. Lin, and C. Lai, 2016. The effect of overvaluation on investment and accruals: The role of information, Journal of Empirical Finance 38, 181-201 (國科會財務領域國際期刊分級ATier-1, SSCI).
  • Chan, K., Y. Lin, and Y. Wang, 2015. The Information Content of R&D Reductions, Journal of Empirical Finance 34, 131-155 (國科會財務領域國際期刊分級ATier-1, SSCI)
  • Chang, S., S. Chen, Robin K. Chou, and Y. Lin, June. 2012, Local Sports Sentiment and Returns of Locally Headquartered Stocks: A Firm-Level Analysis. Journal of Empirical Finance 19, 309-318 (國科會財務領域國際期刊分級ATier-1, SSCI, NSC97-2410-H-147-004).
  • Wu, R., Y. Lin, and F. Hsu, Jan. 2011, Revisiting Value and Growth Stocks in the U.S.: Market Mispricing and Long-term Growth Opportunity. Review of Securities and Futures Markets 22(4), 79-122. (TSSCI).
  • Chang, S., S. Chen, Robin K. Chou, and Y. Lin, Mar. 2010, Local Sports Sentiment and the Returns and Trading Behavior of Locally Headquartered Stocks: A Firm-Level Analysis. Revise and Resubmit at the Journal of Empirical Finance (3rd round, 國科會財務領域國際期刊分級A, SSCI).
  • Wu, R., Y. Lin, and F. Hsu, 2010, Revisiting Value and Growth Stocks in the : Market Mispricing and Long-term Growth Opportunity . Review of Securities and Futures Markets, forthcoming (TSSCI).
  • Chang, S., S. Chen, Robin K. Chou, and Y. Lin, 2008, Weather and Intraday Patterns in Stock Returns and Trading Activity. Journal of Banking and Finance 32, 1754-1766 (國科會財務領域國際期刊分級A Tier-1, SSCI).
  • Lin, Y., S. Hu, and M. Chen, 2008. Testing pecking order prediction from the viewpoint of managerial optimism: Some empirical evidence from . Pacific Basin Finance Journal 16, 160~181. (國科會財務領域國際期刊分級A-, SSCI, Econlit).
  • Chen, M. and Y. Lin, 2007, Human wealth, financial wealth and risky asset investment: an empirical research employing Survey of Consumer Finance. Review of Securities and Futures Markets 19(1), 1~46. (TSSCI).
  • Lin, Y., S. Hu, and M. Chen, 2005. Managerial optimism and corporate investment: some empirical evidence from . Pacific Basin Finance Journal 13, 523~546. (國科會財務領域國際期刊分級A-, SSCI, Econlit).

 

 

 研討會論文
  • What Can Deter Catering: Information Environment or Governance? December 2012, NTU International Conference on Finance, Taipei, Taiwan.
  •  Local Sports Sentiment and the Returns and Trading Behavior of Locally Headquartered Stocks: A Firm-Level Analysis. June 2011, Financial Management Association European Conference (NSC97-2410-H-147-004).
  •  Local Sports Sentiment and the Returns and Trading Behavior of Locally Headquartered Stocks: A Firm-Level Analysis. April 2011, Financial Management Association Asian Conference (NSC97-2410-H-147-004).
  • How Do Investors React to R&D Reductions? December 2010, NTU International Conference on Finance, Taipei, (Best paper award).
  • How Do Investors React to R&D Reductions? June 2010, 2010 IEFA NTU Conference, Taipei . (Best paper award).
  • Monitoring Mechanism, Overvaluation, and Earnings Management. December 2010, NTU International Conference on Finance, Taipei, .
  • Local Sports Sentiment and the Returns and Trading Behavior of Locally Headquartered Stocks: A Firm-Level Analysis. October 2009, The annual meeting of the Financial Management Association.
  • Weather and Intraday Trading Activity. October 2007, The annual meeting of the Financial Management Association.
  • Market value and earnings manipulation. July 2006, International Conference in Finance,Xi’an, .
  • Testing pecking order prediction from the viewpoint of managerial optimism: Some empirical evidence from . 2006台灣財務金融學會年會暨財務金融保險不動產學術研討會
  • Testing pecking order prediction from the viewpoint of managerial optimism: Some empirical evidence from. The European Financial Management Symposium 2006 (on Behavioral Finance issues).

 

 研究計畫
  • 分析師與機構投資人扮演負面角色?來自新加入S&P 500指數產業的實證(MOST 105-2410-H-141-005)
  • 管理者特徵、迎合與擇時行為之關係(MOST 104-2410-H-141-003)
  • 加入S&P 500指數的競爭效果(NSC 102-2410-H-141-002-MY2)
  • 市場錯價、盈餘管理與現金增資之關係(NSC 100-2410-H-141-008-MY2)
  • 投資人情緒、公司特性、股價報酬率與投資人交易行為之關係(NSC98-2410-H-147 -007-MY2)
  • 投資人情緒、日內交易行為與市場效率性之研究:以美式足球比賽事件為例(NSC97- 2410-H-147-004)
  • 投資人情緒與日內交易行為之研究:以紐約市天氣為例 (NSC96-2416-H-147-012)
  • 經理人跟投資人同時過度樂觀下公司決策之研究(NSC95-2416-H-147-006).
  • 投資人是否錯誤地反應公司無形的資訊?研發投資與未來股價報酬關連性之再研究(NSC94-2416-H-147-008)

 

其他

(1) 專書及專書論文

  • Lin, Y. 2005. Managerial Optimism and Corporate Decisions. Doctoral Dissertation, National Taiwan University .