en

Adjunct Faculty

Lee, Ahyee

Adjunct Professor

  • Room SL322, Loyola Building
  • +886-2-29053990
  • 035868@mail.fju.edu.tw

■ Education

  • Ph.D. in Economics, Rutgers University, USA
  • M.A. in Economics, National Taiwan University, Taiwan
  • B.A. in Economics, Fu Jen Catholic University, Taiwan

■ Fields of Interest

Finance, Asset Pricing

■ Publications

  1. Lee, Ahyee (2015), "Efficiency of the Sovereign Credit Default Swap Market: The Case of European Countries," Journal of Financial Studies, 2(3): 1-27.
  2. Chang, Chen-Ling, Chang, Hwa-Ping, and Lee, Ahyee (2015), "The Governance of Taiwan's REITs: Reflection on the Real Estate Securitization Law Ten Years after its Inception," Journal of Housing Studies, 24(1): 117-132. (in Chinese)
  3. Lee, Ahyee (2014), "Internal Liquidity and REIT Excess Returns ," Review of Securities and Futures Markets, 26(4): 113-154.
  4. Lee, Ah-Yee (2002), "The Evolution of Securitization from the Perspective of Special Purpose Instruments and the Similarities and Differences between the United States and Taiwan," Taiwan Banking & Finance Quarterly, 3(4): 15-28. (in Chinese)
  5. Lee, Ahyee, Ronald Moy , Chen F. Lee (1996), "A multivariate test of the covariance-co-skewness restriction for the three moment CAPM ," Journal of Economics and Business, 515-523.
  6. Lee, Ahyee, Ronald Moy, Cheng F. Lee (1995), "Bulls, bears and value lines rankings," International Review of Economics and Finance, 179-187.
  7. Mei, Jianping, Ahyee Lee (1994), "Is there a real estate factor premium? ," Journal of Real Estate Finance and Economics, 113-126.
  8. Lee, Ahyee, Rona Moy (1992), "Dynamic Capacity Adjustment of Property-Casualty Insurers: An Empirical Investigation," Journal of Insurance Issues, 33-48.