Yi-Hsien Wang, Shu-Lien Chang, Hsiu-Chuan Lee, Donald Lien (2025). Forecasting the Market Returns and Portfolio Enhancement with Frequency‐Decomposed Institutional Investor Sentiment: Evidence from the Taiwan Futures Market. Journal of Futures Markets (accepted) (SSCI)
Ming-Fang Lee., Kuang-Husn Shih., Yi-Hsien Wang, & Fu-Ming Lai (2025). Quantitative Analysis of ESG Information Value and Policy Uncertainty. Sustainability, 17(2), 496. (SSCI & SCI)
Ming-Fang Lee., Jian-Ting Li, Jian-Ting Li, & Yi-Hsien Wang (2025). Evaluation of Digital Asset Investment Platforms: A Case Study of Non-Fungible Tokens (NFTs). AppliedMath, 5(1), 3. (Scopus & ESCI)
Kuang-Husn Shih, Yi-Hsien Wang, Kao, I-Chen, & Fu-Ming Lai (2024). Forecasting ETF Performance: A Comparative Study of Deep Learning Models and the Fama-French Three-Factor Model. Mathematics, 12(19). (SCI)
Kuang-Husn Shih, Fu-Ju Yang, Yi-Hsien Wang and Yu-Ting Mai (2022) “Social Media, Internet Sentiment Tracking and Stock Market Volatility,” International Journal of Mobile Communications, 20 (3), 367-383 (SSCI)
Chun-Yueh Lin, Yi-Hsien Wang (2021). Evaluating the Optimal External Equity Financing Strategy and Critical Factors for the Startup of Lending Company in Taiwan: An Application of Expert Network Decision Mode. Mathematics, 9(18), 2239. (SCI)
Cong-Duc Tran, Minh-Tuan Phung, Fu-Ju Yang, Yi-Hsien Wang (2020). The Role of Gender Diversity in Downside Risk: Empirical Evidence from Vietnamese Listed Firms. Mathematics, 8(6), 933. (SCI)
Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh (2020) “Comparing Hedging Effectiveness of Portfolios in the Greater Chinese Stock Exchanges: Evidence from a modified Value-at-risk model,” Emerging Markets Finance and Trade, 56(3), 508–526. (SSCI)
Wan-Rung Lin, Yi-Hsien Wang, Yi-Min Hung (2020) “Analyzing the factors influencing adoption intention of internet banking: Applying DEMATEL-ANP-SEM approach” PLOS ONE, 15(2): e0227852 (SCI).
Hai-Yen Chang, Kuang-Hsun Shih, Yi-Hsien Wang, Li-Ju Chien (2020) “An Analysis on Market Reaction to Mobile Payment Adoption: Comparison between Financial and Non-financial Industry,” International Journal of Mobile Communications, 18 (1), 83-100 (SSCI)
Jui-Cheng Hung, Matthew Chang, Jung-Bin Su, Yi-Hsien Wang (2020) “The Impact of Liquidity on Portfolio Value-at-Risk Forecasts,” Applied Economics, 52(3), 242–259 (SSCI)
Shu-Shian Lin, Fu-Ju Yang, Fu-Ming Lai and Yi-Hsien Wang (2019) “Comparative Analysis of Preannouncement Effect of New Products and Market Reaction,” International Journal of Information and Management Sciences, 30 (1), 87-97. (EI, TSSCI & Scopus)
Yi-Hsien Wang, Kuang-Hsun Shih, Je-Wei Jang (2018) “Relationship among Weather Effects, Investors’ Moods and Stock Market Risk: An Analysis of Bull and Bear Markets in Taiwan, Japan and Hong Kong,” Panoeconomicus, 65(2), 239-253. (SSCI)
Yi-Hsien Wang, Hsin Hui Yeh and Kuang-Hsun Shih (2018) “Effect of New Service Modes were Introduced to Banking Industry: A Comparative Analysis of Internet and Mobile Banking,” International Journal of Mobile Communications, 16(3), 328-340 (SSCI)
Wan-Rung Lin, Yi-Hsien Wang, and Kuang-Hsun Shih (2017) “Understanding consumer adoption of mobile commerce and payment behavior: An empirical analysis,” International Journal of Mobile Communications, 15(6), 628-654. (SSCI)
Yi-Hsien Wang, Wan-Rung Lin, Shu-Shian Lin and Jui-Cheng Hung (2017) “How Does Patent Litigation Influence Dynamic Risk for Market Competitors?,” Technological and Economic Development of Economy, 23(5), 780-793. (SSCI)
Hai-Yen Chang, Fu-Ju Yang, Yi-Hsien Wang and Yi-Cheng Lien (2017) “Information Effect from Hostile Takeover?,” International Journal of Information and Management Sciences, 28(4), 353-365. (EI, TSSCI & Scopus)
Lai V. Vo, Huong T.T. Le, Danh V. Le, Tuan M. Phung, Yi-Hsien Wang and Fu-Ju Yang (2017) “Customer Satisfaction and Corporate Investment Policies,” Journal of Business Economics and Management, 18(2), 202-223. (SSCI)
Wan-Rung Lin, Fu-Ju Yang, Yi-Hsien Wang and Elsa Peraro (2016) “Key Factors to Affect the Adoption of Mobile Banking in the Philippines,” International Journal of Information and Management Sciences, 27(4), 339-362. (EI, TSSCI & Scopus)
Wan-Rung Lin, Yi-Hsien Wang, and Kuang-Hsun Shih (2015) “A Multi-criteria Decision Making for Innovation Services Attributes: An Empirical Study of Mobile Banking System,” Journal of Testing and Evaluation, 43(4), 938-947. (SCI)
Matthew C. Chang, Yi-Hsien Wang, and Jui-Cheng Hung, Chen Sun (2015) “R&D, Patents, and Profits: Evidence from the Electronic Industry in Taiwan,” Periodica Polytechnica Social and Management Sciences, 23(1), 25-40. (EI)
Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2015) “Hedging Effectiveness of the Hedged Portfolio: The Expected Utility Maximization Subject to the Value-at-Risk Approach,” Applied Economics, 47(20), 2040-2052. (SSCI)
Chung-Chu Chuang, Yi-Hsien Wang, Tsai-Jung Yeh and Shuo-Li Chuang (2014) “Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios,” Economic Modelling, 42, 15-19. (SSCI)
Jun-De Lee, Yi-Hsien Wang, Ching-Wen Lin and Hsin-Ham Lin (2013) “Information Value of Patent Litigation and Industry Competition in Taiwan,” Technological and Economic Development of Economy, 19(4), 593-605 (SSCI)
Yi-Hsien Wang, Fu-Ju Yang and Li-Je Chen (2013), “An investor’s perspective on infectious diseases and their influence on market behavior,” Journal of Business Economics and Management, 14(Supplement 1), S112-S127. (SSCI)
Jui-Cheng Hung, Tien-Wei Lou, Yi-Hsien Wang and Jun-De Lee (2013) “Evaluating and Improving GARCH-based Volatility Forecasts with Range-based Estimators,” Applied Economics, 45(28), 4041-4049 (SSCI)
Yi-Hsien Wang, Kuang-Hsun Shih and Ya-Chi Huang (2012) “Measurement of Switching Cost on the Customer Retention in the Banking Industry,” Journal of Testing and Evaluation, 40(6), 1-8. (SCI)
Yen-Hsien Lee, Jui-Cheng Hung, Yi-Hsien Wang and Jin-Yan Huang (2012), A Study of Dynamics in Market Volatility Indices between US and Taiwan, Investment Management and Financial Innovations, Vol. 9, No. 4, 95-101 (EconLit).
Yi-Hsien Wang, and Jun-De Lee (2012) “Estimating the import demand function for China,” Economic Modelling, 29(6), 2591-2596. (SSCI)
Yi-Hsien Wang, Jui-Cheng Hung, Yen-Hsien Lee and Chung-Chu Chuang (2012) “Computing Regression Quantiles to Analysis the Relationship between Market Behavior and Political Risk,” Quality & Quantity, 46(4), 1047-1055. (SSCI & SCI)
Ting-Huan Chang, Jun-De Lee, Yi-Hsien Wang (2012) “The Determinants of South Korea’s Trade Balance: A Cointegrating Regression Approach,” Journal of Korea Trade, 16(3), 43-66. (SSCI)
Yi-Hsien Wang, Chin-Tsai Lin and Jung-Dan Lin (2012) “Does Weather Impact the Stock Market: Empirical Evidence in Taiwan,” Quality & Quantity, 46(2), 695-703. (SSCI & SCI)
Jui-Cheng Hung, Yi-Hsien Wang, Matthew C. Chang, Kuang-Hsun Shih and Hsiu-Hsueh Kao (2011) “Minimum variance hedging with bivariate regime-switching model for WTI crude oil,” Energy, 36(5), 3050-3057. (SCI)
Kuang-Hsun Shih, Ching-Chan Cheng and Yi-Hsien Wang (2011) “Financial Information Fraud Risk Warning for Manufacturing Industry – Using Logistic Regression and Neural Network,” Romanian Journal of Economic Forecasting, 14(1),54-71. (SSCI)
Yi-Hsien Wang, Jui-Cheng Hung and Hsiu-Hsueh Kao and Kuang-Hsun Shih (2011) “Long-term Relationship between Political Behavior and Stock Market Return: New Evidence from Quantile Regression,” Quality & Quantity, 45(6), 1361-1367. (SCI & SSCI)
Fu-Ju Yang, Yi-Hsien Wang, and Li-Je Chen (2010), “The Information value of the infectious diseases outbreak on biotechnology,” Journal of Medicinal Plants Research, 4(20), 2103-2107 (SCI).
Yi-Hsien Wang, Chin-Tsai Lin and Wei-Ling Chen (2010) “Information Effect of M&A and Strategic Alliances: Testing Hybrid Grey-Market Model,” The Journal of Grey System, 22(1), 43-52. (SCI)
Chung-Chu Chuang and Yi-Hsien Wang (2009), “Developed Stock Market Reaction to Political Change: A Panel Data Analysis,” Quality & Quantity, 43(6), 941-949. (SCI & SSCI)
Yi-Hsien Wang, Chung-Chu Chuang, Chung-Ming Tsai and Ya-Hui Chuang (2009) “Abnormal Stock Returns and Journalism’s Recommendations: Reexamining of Hybrid Grey-Market Model,” The Journal of Grey System, 21(3), 309-318 (SCI)
Yi-Hsien Wang and Chung-Chu Chuang (2009), “Selecting the Portfolio Investment Strategy under Political Structure Change in United States,” Quality & Quantity, 43(5), 845-854. (SCI & SSCI)
Yi-Hsien Wang and Chung-Chu Chuang, (2010) “Electoral Information in Developed Stock Market: Testing Conditional Heteroscedasticity in the Market Model,” Applied Economics, 42(9), 1125 – 1131. (SSCI)
Yi-Hsien Wang (2009), “Using Neural Network to Forecast Stock Index Option Price: A New Hybrid GARCH Approach,” Quality & Quantity, 43(5), 833-843. (SCI & SSCI)
Yi-Hsien Wang (2009), “Nonlinear Neural Network Forecasting Model for Stock Index Option Price: Hybrid GJR-GARCH Approach,” Expert Systems With Applications, 36(1), 564-570. (SCI)
Yi-Hsien Wang and Chin-Tsai Lin (2009), “The Political Uncertainty and Stock Market Behavior in Emerging Democracy: The Case of Taiwan,” Quality & Quantity: International Journal of Methodology, 43(2), 237-248, (SCI & SSCI)
Yi-Hsien Wang and Chin-Tsai Lin (2008), “Forecasting Volatility for the Stock Market: A New Hybrid Model,” International Journal of Computer Mathematics, 85(11), 1697-1707. (SCI)
Yi-Hsien Wang and Chin-Tsai Lin (2008), “Empirical Analysis of Political Uncertainty on TAIEX Stock Market,” Applied Economics Letters, 15(7), 545-550. (SSCI)
Chin-Tsai Lin, Yi-Hsien Wang and Wan-Rung Lin (2008), “Information effect of top executive turnover: Testing hybrid grey-market model,” The Journal of Grey System, 20(1), 53-64. (SCI)
Chih-Hsiung Tseng, Sheng-Tzong Cheng, Yi-Hsien Wang and Jin-Tang Peng (2008), “Artificial Neural Network Model of the Hybrid EGARCH Volatility of the Taiwan Stock Index Option Prices,” Physica A: Statistical Mechanics and its Applications, 387(13), 3192-3200. (SCI)
Yi-Hsien Wang and Chin-Tsai Lin (2007), “The Effect of Congressional Sessions on the Stock Market in Emerging Democracy: The Case of Taiwan,” Hitotsubashi Journal of Economics, 48(2), 199-212. (SSCI)
Chin-Tsai Lin and Yi-Hsien Wang (2007), “The Impact of Party Alternative on the Stock Market: the Case of Japan,” Applied Economics, 39(1), 79-85 (SSCI).