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： 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A_Tier-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A_Tier-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 (3^rd 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 .