國科會計畫
[1] 投資人情緒與市場投資人結構對臺灣股市流動性風險之影響. 2021-2022. (110-2410-H-390-015- 計畫主持人)
[2] 應用機器學習演算法建構基金最適投資組合. 2021-2023. (110-2410-H-005-023-MY2 共同主持人)
[3] 選擇權隱含風險中立機率密度函數之估算與應用.2019-2021. (108-2410-H-005 -015 -MY2 共同主持人)
[4] The Transmission of Liquidity Risks in Taiwan Financial Market. 2018-2019. (107-2410-H-390-004- 計畫主持人)
[5] The Short-Lived Smart Money Effect - Good Luck and Bullish Sentiment ? 2015-2016. (104-2410-H-390-008- 計畫主持人)
[6] Is Smart Money Really Smart? The relationship between Skill of Mutual Fund Investor and Trading Behavior of Mutual Fund Manager. 2013-2014. (102-2410-H-390-009- 計畫主持人)
[7] The Influence of U.S. Stock Market and Investor Expectation in Dynamic Herding of Asian Markets. 2012-2013. (101-2410-H-390-005- 計畫主持人)
[8] Multidimensional Uncertainty, Herd Behavior and the Information Role of Market Price. 2010-201. (99-2410-H-390-020- 計畫主持人)
[9] The Cost of Information and Herd Behavior in Bank Runs. 2007-2009. (96-2415-H-390-005-MY2 計畫主持人)
Working Paper
[1] Do Taiwan ESG stocks really exhibit excellent returns? (2023)
[2] Dynamic responses of stock returns and investor sentiment to geopolitical risks (2025)