My Publications
2023
連俊銘、 陳達新與謝東澤,2023,結合動能與停損策略的投資有效性研究:台灣股市實證,數據分析(Journal of Data Analysis) ,第18卷第3期,頁15-50。
Chen, Dar-Hsin and Ying-Hsin Lee, 2023, "The Effectiveness of Central Bank Intervention: Evidence from Taiwan's Foreign Exchange Market", Singapore Economic Review 68, 99-118. (SSCI)
2019
Chou, Heng-Chih and Dar-Hsin Chen, 2019, "The Use of Technical Analysis in Sale-and-Purchase Transactions of Secondhand Ships", Maritime Economics and Logistics 21, 223-240. (SSCI)
2018
Bin, Leo, Dar-Hsin Chen, and Shali Hasanatunnisa, 2018, "The Earning-Return Association of Family and Non-Family Indonesian Firms: An Empirical Study", Economics, Management, and Financial Markets 13, 56-69.(Econlit)
4. Chen, Dar-Hsin and, Han-Lin Huang, 2018, "Panic, Slash, or Crash: Do Black Swans Flap in Stock Markets?", Physica A: Statistical Mechanics and its Applications 492, 1642-1663. (SCI)
2016
Chen, Dar-Hsin and Ying-Hsin Lee, "The Intraday Price Discovery of Taiwan Dual-Trading Foreign Exchange Market", Corporate Management Review 36, 1-29. (TSSCI)
2015
Bin, Leo, Dar-Hsin Chen, and Kun-Yan Chan, 2015, "Chinese Corporate Profitability Performance Following the Split-Share Structure Reform", Journal of Finance and Accountancy 19, 1-12.
2014
Chen, Dar-Hsin, Feng-Shun Bin, and Chun-Yi Tseng, 2014, "Hedging Effectiveness of Applying Constant and Time-Varying Hedge Ratios: Evidence from Taiwan Stock Index Spot and Futures", Journal of Risk and Control 1, 31-49.
Chen, Dar-Hsin, Leo Bin, Mark Puclik, Ying-Hsin Lee, and Guan-Yu Lin "2014, Stock Performance following Private Placement: Evidence from Listed Firms across the Taiwan Strait", International Research Journal of Applied Finance 5, 1286-1300. (Econlit)
Chen, Dar-Hsin and Chun-Da Chen, and Su-Chen Wu, 2014, "VaR and the Cross-section of Expected Stock Returns: An Emerging Market Evidence", Journal of Business Economics and Management 15, 441-459. (SSCI)
2013
Bin, Feng-Shun, Dar-Hsin Chen, and Wan-Ching Lien, 2013, Dividend Payout vs. Stock Repurchase in Japan, International Research Journal of Finance and Economics 116, 133-143. (Econlit)
11. Chen, Dar-Hsin, Chin-Lin Chuang, Jane-Raung Lin, and Chih-Lun Lan, “Market Timing and Stock Selection Ability of Mutual Fund Managers in Taiwan: Applying The Traditional and Conditional Approaches”, International Research Journal of Applied Finance 4, 75-98. (Econlit)
12. Chen, Dar-Hsin, Chun-Da Chen, Jianguo Chen, and Yu-Fang Huang, 2013, "Panel Data Analysis of the Pecking Order Theory and the Market Timing Theory of Capital Structure in Taiwan", International Review of Economics and Finance 27, 1-13. (SSCI)
2012
Bin, Feng-Shun, Dar-Hsin Chen, and Po-Chun Chiu, 2012, "Nonlinear Dynamic Spot-Futures Relationship Surrounding the Tick Size Reduction on the Taiwan Stock Exchange: A Threshold VECM Approach", Journal of Money, Investment and Banking 24, 27-38. (Econlit)
2011
Chen, Dar-Hsin, Feng-Shun Bin, Mark S. Puclik, and Ting-Jung Chen, 2011, "The Initial and Long-Run Performance of REIT IPOs: Empirical Evidence from Taiwan", Middle Eastern Finance and Economics 10, 6-16. (Econlit)
15. Lin, Chang-Yuan, Dar-Hsin Chen, and Chin-Yu Tsai, 2011, "The Limitation of Monotonicity Property of Option Prices: An Empirical Evidence", Applied Economics 43, 3103-3113. (SSCI)
16. Chen, Dar-Hsin, Heng-Chih Chou, David Wang, and Rim Zaabar, 2011, "The Predictive Performance of a Barrier Option Credit Risk Model in an Emerging Market", Physica A: Statistical Mechanics and its Applications 390, 1973-1981. (SCI)
2010
17. Chen, Dar-Hsin and Chien-Yuan Weng, 2010, "An Analysis on the Relationship Between Return and Exercised Probability of Options: An Empirical Investigation of the Black-Scholes Model in Taiwan", Journal of Business Management 2, 165-182.
18. Chen, Dar-Hsin, Feng-Shun Bin, Mark S. Puclik, Ya-Lin Hsu, 2010, "R&D Increases, Capital Structure and Long-Term Stock Performance: Evidence from Taiwan", International Research Journal of Finance and Economics 59, 166-175. (Econlit)
19. Chen, Dar-Hsin, Leo Bin, Leonard Branson, Shin-Ling Huang, and Fang He, 2010, "Corporate Governance and Market Impact of the Financial Holding Company Act: Evidence from Taiwan", Journal of International Business and Economics 10, 38-52.
20. Blenman, Lloyd P., Chen, Dar-Hsin, and Chun-Da Chen, 2010, "Trading Behaviors Under Floating Exchange Rate System: An Analysis of South Korea's Financial Markets", International Journal of Banking and Finance 7 , 37-58.
21. Goo, Yeong-Jia, Dar-Hsin Chen, Sze-Hsun Sylcien Chang, and Chi-Feng Yeh, 2010, "A Study of the Disposition Effect for Individual Investors in the Taiwan Stock Market", Emerging Market Finance and Trade 46, 108-119. (SSCI)
連俊銘、 陳達新與謝東澤,2023,結合動能與停損策略的投資有效性研究:台灣股市實證,數據分析(Journal of Data Analysis) ,第18卷第3期,頁15-50。
Chen, Dar-Hsin and Ying-Hsin Lee, 2023, "The Effectiveness of Central Bank Intervention: Evidence from Taiwan's Foreign Exchange Market", Singapore Economic Review 68, 99-118. (SSCI)
2019
Chou, Heng-Chih and Dar-Hsin Chen, 2019, "The Use of Technical Analysis in Sale-and-Purchase Transactions of Secondhand Ships", Maritime Economics and Logistics 21, 223-240. (SSCI)
2018
Bin, Leo, Dar-Hsin Chen, and Shali Hasanatunnisa, 2018, "The Earning-Return Association of Family and Non-Family Indonesian Firms: An Empirical Study", Economics, Management, and Financial Markets 13, 56-69.(Econlit)
4. Chen, Dar-Hsin and, Han-Lin Huang, 2018, "Panic, Slash, or Crash: Do Black Swans Flap in Stock Markets?", Physica A: Statistical Mechanics and its Applications 492, 1642-1663. (SCI)
2016
Chen, Dar-Hsin and Ying-Hsin Lee, "The Intraday Price Discovery of Taiwan Dual-Trading Foreign Exchange Market", Corporate Management Review 36, 1-29. (TSSCI)
2015
Bin, Leo, Dar-Hsin Chen, and Kun-Yan Chan, 2015, "Chinese Corporate Profitability Performance Following the Split-Share Structure Reform", Journal of Finance and Accountancy 19, 1-12.
2014
Chen, Dar-Hsin, Feng-Shun Bin, and Chun-Yi Tseng, 2014, "Hedging Effectiveness of Applying Constant and Time-Varying Hedge Ratios: Evidence from Taiwan Stock Index Spot and Futures", Journal of Risk and Control 1, 31-49.
Chen, Dar-Hsin, Leo Bin, Mark Puclik, Ying-Hsin Lee, and Guan-Yu Lin "2014, Stock Performance following Private Placement: Evidence from Listed Firms across the Taiwan Strait", International Research Journal of Applied Finance 5, 1286-1300. (Econlit)
Chen, Dar-Hsin and Chun-Da Chen, and Su-Chen Wu, 2014, "VaR and the Cross-section of Expected Stock Returns: An Emerging Market Evidence", Journal of Business Economics and Management 15, 441-459. (SSCI)
2013
Bin, Feng-Shun, Dar-Hsin Chen, and Wan-Ching Lien, 2013, Dividend Payout vs. Stock Repurchase in Japan, International Research Journal of Finance and Economics 116, 133-143. (Econlit)
11. Chen, Dar-Hsin, Chin-Lin Chuang, Jane-Raung Lin, and Chih-Lun Lan, “Market Timing and Stock Selection Ability of Mutual Fund Managers in Taiwan: Applying The Traditional and Conditional Approaches”, International Research Journal of Applied Finance 4, 75-98. (Econlit)
12. Chen, Dar-Hsin, Chun-Da Chen, Jianguo Chen, and Yu-Fang Huang, 2013, "Panel Data Analysis of the Pecking Order Theory and the Market Timing Theory of Capital Structure in Taiwan", International Review of Economics and Finance 27, 1-13. (SSCI)
2012
Bin, Feng-Shun, Dar-Hsin Chen, and Po-Chun Chiu, 2012, "Nonlinear Dynamic Spot-Futures Relationship Surrounding the Tick Size Reduction on the Taiwan Stock Exchange: A Threshold VECM Approach", Journal of Money, Investment and Banking 24, 27-38. (Econlit)
2011
Chen, Dar-Hsin, Feng-Shun Bin, Mark S. Puclik, and Ting-Jung Chen, 2011, "The Initial and Long-Run Performance of REIT IPOs: Empirical Evidence from Taiwan", Middle Eastern Finance and Economics 10, 6-16. (Econlit)
15. Lin, Chang-Yuan, Dar-Hsin Chen, and Chin-Yu Tsai, 2011, "The Limitation of Monotonicity Property of Option Prices: An Empirical Evidence", Applied Economics 43, 3103-3113. (SSCI)
16. Chen, Dar-Hsin, Heng-Chih Chou, David Wang, and Rim Zaabar, 2011, "The Predictive Performance of a Barrier Option Credit Risk Model in an Emerging Market", Physica A: Statistical Mechanics and its Applications 390, 1973-1981. (SCI)
2010
17. Chen, Dar-Hsin and Chien-Yuan Weng, 2010, "An Analysis on the Relationship Between Return and Exercised Probability of Options: An Empirical Investigation of the Black-Scholes Model in Taiwan", Journal of Business Management 2, 165-182.
18. Chen, Dar-Hsin, Feng-Shun Bin, Mark S. Puclik, Ya-Lin Hsu, 2010, "R&D Increases, Capital Structure and Long-Term Stock Performance: Evidence from Taiwan", International Research Journal of Finance and Economics 59, 166-175. (Econlit)
19. Chen, Dar-Hsin, Leo Bin, Leonard Branson, Shin-Ling Huang, and Fang He, 2010, "Corporate Governance and Market Impact of the Financial Holding Company Act: Evidence from Taiwan", Journal of International Business and Economics 10, 38-52.
20. Blenman, Lloyd P., Chen, Dar-Hsin, and Chun-Da Chen, 2010, "Trading Behaviors Under Floating Exchange Rate System: An Analysis of South Korea's Financial Markets", International Journal of Banking and Finance 7 , 37-58.
21. Goo, Yeong-Jia, Dar-Hsin Chen, Sze-Hsun Sylcien Chang, and Chi-Feng Yeh, 2010, "A Study of the Disposition Effect for Individual Investors in the Taiwan Stock Market", Emerging Market Finance and Trade 46, 108-119. (SSCI)