Publications:

1.  Pei-Fang Hsieh and Zih-Ying Lin*, (2024), The Information Content of Options Trading for the CEO-Employee Pay Ratio, Review of Quantitative Finance and Accounting, forthcoming. (NSC-ATier-2)

2.  Wei-Hsien Li, Jiahang Liang, and Zih-Ying Lin*, (2024), Option-implied Information and Quality of Patents, European Financial Management, 30, 164-186. (NSC-ATier-2, SSCI, IF: 2.295) 

3.   Zih-Ying Lin*, (2021), Investor Attention and Cryptocurrency Performance, Finance Research Letters, 40. (NSC-A-, SSCI, IF: 3.527)

4.  Ya-Wei Yang, Zih-Ying Lin*, and GuoYao Wu, (2021), A Quantile Regression Analysis of the O/S Ratio-Return Relation,  28, 1, 33-59, Journal of    Management and Systems. (TSSCI)

5.  Zih-Ying Lin and Pei-Fang Hsieh*, (2020), Impact of Net Buying Pressure on the Trading Demand of Different Types of Traders, 32:2, 119-146, Review of Securities and Futures Markets. (TSSCI)

6.  Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang*, (2018), The Impacts of Information Asymmetry and Short-Sales on the  Illiquidity Risk Premium in the Stock Option Markets, 94, 152-165, Journal of Banking and Finance. (NSC-ATier-1, SSCI, IF: 2.269)

7.  Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh, (2018), Volatility Spreads and Patent Announcement Returns,  Journal of Financial Studies, 26, 1-25. (TSSCI)  (Leading Paper)

8.  Chih-Chiang Wu* and Zih-Ying Lin, (2014), An Economic Evaluation of Stock-Bond Return Comovement with Copula-Based GARCH Models, 14, 1283-1296, Quantitative Finance. (NSC-ATier-2, SSCI, IF:1.491)

My Google Scholar Citation: Link