Research interests
Research interests
International Finance, Financial Econometrics, Macro-Finance, Empirical Asset Pricing
“Profitability of Technical Trading Rules in the Chinese Yuan-based Foreign Exchange Market,” with Shenyi Song and O-Chia Chuang, 2025, Pacific-Basin Finance Journal, 102804.
“Time-Varying Betas in Foreign Exchange Returns: An IPCA Approach,” with Jui-Chung Yang, and Shu-Fu Lee, 2025, Review of Quantitative Finance and Accounting, 1–29.
“Fund Performance Evaluation with Explainable Artificial Intelligence,” with V.R.R. Kovvuri, Xiuyi Fan, and Monika Seisenberger, 2023, Finance Research Letters, 58, Part B, 104419.
“Presidential cycles in international equity flows and returns,” with Stéphane Chrétien, 2022, Finance Research Letters, 53, 103616.
“International currency markets and the COVID-19 pandemic,” with Jui-Chung Yang, 2022, Pacific Economic Journal, 27 (4), 400—422.
“Multiple Testing of the Forward Rate Unbiasedness Hypothesis across Currencies,” with Richard Luger, 2022, Journal of Empirical Finance, 68, 232—245.
"Exact single- and multi-currency tests of forward rate unbiasedness using Fama regressions,” with Richard Luger
Presentation: 19th International Joint Conference CFE-CMStatistics, Birbeck University of London 2025†
“Presidential Cycles and Exchange Rates,” with Pasquale Della Corte
Presentation: Finance Forum 2025 at the public University of Navarre†, Concordia University 2025, Paris December 2024 Meeting, Bank of Canada, Northern Finance Association 2024 Annual Conference, WEFB 2024 in Singapore, National Taiwan University Seminar 2022, Northern Finance Association 2022 Annual Conference; 2022 Applied Finance Conference at St. John’s University, New York; 2021 FMA Conference on Derivatives & Volatility at CBOE, European Economic Association 2021 Annual Meeting; American Finance Association 2021 Annual Meeting; National Chengchi University 2020, Frontiers of Factor Investing at Lancaster University 2020 (cancelled due to the COVID-19 confinement), National Chengchi University 2019, TRIA 2019 Annual Meeting, the 36th AFFI Annual Meeting 2019, IB & Finance Paper Development Workshop at King’s College London 2018
Media coverage: Bloomberg, March 2024 (Link)
[SSRN]
"Risk Premia and Monetary Policy Coordination in a Two-country World."
Presentation: FMA 2020 Annual Conference in New York; Université Laval 2019; National Chengchi University 2018; National Taiwan University 2018; Global PhD Colloquium at the University of Sydney 2018; Trans-Atlantic Doctoral Conference at London Business School 2018; AFA 2018 Annual Meeting*; 25th Finance Forum at the Universitat Pompeu Fabra 2017; Frontier of Finance Conference at Warwick Business School 2017*; PFMC 2016; SFI Workshop at the University of Zurich 2016; FMA 2016 Annual Conference in Las Vegas; Banking & Finance Conference at the University of Portsmouth 2016; MMF 2016 Annual Conference; Imperial Graduate School Summer Research Symposium 2016*; 3rd Young Finance Scholars Conference at the University of Sussex 2016; PFMC 2015
“To Hedge or not to Hedge? Evidences via Almost Stochastic Dominance,” with Yu-Chin Hsu, Rachel J. Huang and Larry Y. Tzeng
Presentation: FMA 2021; the 2021 American Risk and Insurance Association (ARIA) Annual Meeting; TRIA 2019; World Risk and Insurance Economic Congress at LMU Munich 2015; RES 2014 Annual Meeting; Taiwan Risk and Insurance Association (TRIA) 2014 Annual Meeting
“Institutional Ownership and the Cross-Border Spillovers of US Monetary Policy,” with Taeuk Seo
“Relative Valuation Analysis Using Synthetic Comparable Firms,” with Yi-Ting Chen and Kendro Vincent