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專任老師
賴弘能 副教授
學歷: 英國倫敦政治經濟學院博士
專長: 市場微結構、投資學、財務管理
辦公室: 管二館829
分機: 66264
聯絡信箱 : hnlai@cc.ncu.edu.tw
個人網頁 : http://fm.mgt.ncu.edu.tw/teacher/Hung-Neng Lai.htm

期刊論文

  1. Yih-Wenn Laih, Hung-Neng Lai, Chun-An Li (2015), Analyst Valuation and Value Discovery, International Review of Economics and Finance.
  2. 賴藝文,賴弘能 (2014), 有限套利、流動性與價格發現-以台灣與香港跨境掛牌指數股票型 基金為例, 期貨與選擇權學刊.
  3. Chuang-Chang Chang, Pei-Fang Hsieh, Hung-Neng Laia (2013), The Price Impact of Options and Futures Volume in After-hours Stock Market Trading, Pacific-Basin Finance Journal.
  4. Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai (2009), Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange, Journal of Banking and Finance.
  5. Yang, Chi-Yih, Hung-Neng Lai and Boon Leing Tan (2008), “Managerial Ownership Structure and Earnings Management” , Journal of Financial Reporting and Accounting, Vol. 6, No. 1, 35-53.
  6. Lai, Hung-Neng (2007), “Is There a Link Between Quote Competition and Order Flows?”, International Journal of Business, Vol. 12, No. 4, 413-428.
  7. Lai, Hung-Neng (2007), “The Market Quality of Dealer versus Hybrid Markets: The Case of Moderately Liquid Securities”, Journal of Business Finance and Accounting , Vol. 34, Is. 1&2, 349-373.
  8. 朱盈臻‧賴弘能 (2006年), “臺灣股市系統性風險的估計與檢定”, 《財務金融學刊》, 第十四卷第四期,29-57.
  9. Lai, Cheng, Tsung-Chi, Hung-Neng Lai, and Pei-Fen Tsai (2006), “On the Two-Stage Estimation of the Fama-French Three Factor Model: Evidence from Taiwan”, Chiao Da Management Review (交大管理學報), Vol. 26, No. 2, 21-48.
  10. Fan, Yu-Ju and Hung-Neng Lai (2006 ), “The Intra-day Effect of the Extension of Trading Hours for Taiwanese Securities”, International Review of Financial Analysis, Vol. 15, No. 4-5, 328-347.
  11. Cheng, Tsung-Chi, Hung-Neng Lai, and Chien-Ju Lu ( 2005), “Industrial Effects and the CAPM: From the Views of Robustness and Longitudinal Data Analysis”, Journal of Data Science , Vol.3, No. 4, 381-401.
  12. Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai (), “Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange”, forthcoming, Journal of Banking and Finance.

研討會

  1. Lai, Hung-Neng and Hong-Ming Luo (2010), The Anatomy of Option Trading Profitability: Evidence from Transaction Data, .
  2. Lai, Hung Neng (2004), “The Market Quality of Moderately Liquid Securities in a Hybrid Market: the Evidence”, presented at 2004 European Finance Association Annual Meeting, Maastricht, the Netherland.
  3. Lai, Hung Neng (2003), “Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange”, presented at 2003 European Financial Management Association Annual Meeting, Helsinki, Finland,.
  4. Lai, Hung Neng (2001), “Quote Competition, Preferenced Orders, and Market Shares in Multiple Dealership Markets”, presented at 2001 European Finance Management Association Annual Meeting, Lugano, Switzerland.
  5. Lai, Hung Neng (1999), “Posting Quotes in Multiple Dealership Markets: Evidence from the London Stock Exchange”, presented at the European Finance Management Association Annual Meeting, Paris, France.
  6. Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai ( 2008), “The Information Contents from Option Investors: Evidence from TAIEX”, the 2nd Emerging Markets Finance Conference, London, U.K..
  7. Chen, Chung-Yi and Hung-Neng Lai ( 2006), “An Investigation of Intraday Effects in Taiwanese Stock Market”, the 14th Conference of the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.

著作

  1. Lai, Hung-Neng May 1999 “The Microstructure of a Dealership Market: An Empirical Investigation of the London Stock Exchange” Ph.D. Dissertation, The London School of Economics and Political Science, University of London
  2. Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai -2010 A Real Option Approach to the Comprehensive Analysis of Bank Consolidation Values Handbook of Quantitative Finance and Risk Management

專利

研究計畫


年度 研究計畫名稱 研究計畫經費 補助單位
台股指數套利,(NSC 97-2410-H-008 -016 -MY2 ) 行政院國家科學委員會
臺灣金融市場行為財務學之研究--分項計畫四--台灣股票市場機構投資人下單行為之研究 國立中央大學
探索法人於台灣股市的下單策略,(96-2416-H-008-025- ) 行政院國家科學委員會
上市公司重大訊息處理之研究 台灣證券交易所股份有限公司
SETSmm的市場品質,(95-2416-H-008-016- ) 行政院國家科學委員會
臺灣期貨市場期貨交易人下單行為與違約風險相關性 台灣期貨交易所股份有限公司
臺灣證券市場投資人下單行為與結算違約風險相關性之研究--分項計畫一--臺灣股票市場不同型態交易者下單行為與損益相關性分析 國立中央大學
店頭市場與混合市場的流動性的比較,(91-2416-H-008-022- ) 行政院國家科學委員會
群體行為與資產報酬,(91-2415-H-030-001- ) 行政院國家科學委員會
混合市場內交易成本的比較, (90-2416-H-008-027- ) 行政院國家科學委員會
財務變數間互動關係之分析, (89-2415-H-007-011- ) 行政院國家科學委員會
店頭市場之競爭報價,優先訂單與市場佔有率,(89-2416-H-007-002- ) 行政院國家科學委員會