價格動力學

• 股價的定錨效應

Anchoring effect on first passage process in Taiwan financial market

H Liu, CY Liao, JY Ko, JS Lih

Physica A: Statistical Mechanics and its Applications 477, 114-127

• 閉市期間資訊對於股票市場的衝擊效應

The overnight effect on the Taiwan stock market

KT Tsai, JS Lih, JY Ko

Physica A: Statistical Mechanics and its Applications 391 (24), 6497-6505