【Journal Paper】

1. Zih-Ying Lin*, (2025), The Effect of Culture on Global NFT Investor Attention, Pacific-Basin Finance Journal, 90, 102696. (NSC-ATier-2, SSCI)

2. Zih-Ying Lin* and Jia-Wen Lu, (2024), The Impact of COVID-19 on Global Investor Attention, Pacific-Basin Finance Journal, 88, 102522. (NSC-ATier-2, SSCI)  

3. 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. (NSC-ATier-2)

4. 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) 

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

6. 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)

7. 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)

8. 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)

9. 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)

10. 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)

【Conference Paper】

1.Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Implied Volatility Spreads and Future Options Returns around Information Events and Conditions, Taiwan Finance and Management Associations Meetings (2019), May, held in National Taiwan University. (富邦論文獎); European Finance and Management Associations Meeting (2019), Island of S. Miguel, Portugal.

2.Pei-Fang Hsieh and Zih-Ying Lin*. Does Informed Options Trading Prior to Innovation Grants Announcements Reveal the Quality of Patents, European Finance and Management Associations Meeting (2018), Milan, Italy.

3.Zih-Ying Lin*, Guan-Ying Huang, and Pei-Fang Hsieh. Volatility Spreads and Innovation Grants Announcement Returns, Taiwan Finance and Management Associations Meetings (2016), June, held in National Taipei University. (最佳論文獎);Asian Finance Associations Meeting (2016), Bangkok, Thailand.

4.Zih-Ying Lin, Chuang-Chang Chang, and Yaw-Huei Wang. The Impacts of Information Asymmetry and Short-Sales on the Illiquidity Risk Premium in the Stock Option Markets, Taiwan Finance and Management Associations Meetings (2015), June, held in Asia University. (富邦論文獎); European Finance and Management Associations Meeting (2015), Amsterdam, Holland.

5.Chuang-Chang Chang, Zih-Ying Lin*, and Yaw-Huei Wang. Does the Volatility Spread Convey Information Prior to Earnings Announcements for Option Returns? Proceeding of the 23th Conference on the Theories and Practices of the Financial Markets (2015), December, held in National Sun Yat-San University.

6.Zih-Ying Lin, Pei-Fang Hsieh, and Chuang-Chang Chang. Impact of net buying pressure on trading demand of different types of traders, European Finance and Management Associations Meeting (2014), Rome, Italy.