期刊論文

REFEREED PUBLICATIONS

1. Ho, K.C., L.H. Pan, S.C. Lee, 2024, “Information Disclosure, Product Market Competition and Payout Policy”, Pacific-Basin Finance Journal, 86, 102436. 【SSCI, IF: 4.8, MOST Ranking: A Tier-2】
2. Ho, K.C., H.P. Yen, C.Y. Lu, ;S.C. Lee, 2023, “Does information disclosure and transparency ranking system prevent the default risk of a firm?”, Economic Analysis and Policy, 78, 1059~1105.【SSCI, IF: 6.5, 31/381, Economics】
3. Ho, K.C., S.C. Lee, and J.L. Chen, 2022, “Book-to-market equity and asset correlations—An international study”, International Review of Economics and Finance, 79, 258~274.【SSCI, IF: 2.522, 125/376, Economics】
4. Ho, K.C., S.C. Lee, and P.W. Sun, 2022, “Disclosure quality, price efficiency, and expected returns”, North American Journal of Economics and Finance, 59, 104573.【SSCI, IF: 2.772, 106/376, Economics】
5. Chang, Kuo chung, Yu-Kai Gao, Shih-Cheng Lee, 2020, “The Effect of Data Theft on a Firm’s Short-Term and Long-Term Market Value”, Mathematics, 8,1~21. 【Leading Article, SCIE, IF: 2.592, 8.6%】

6. Lee, S.C. and T.Y. Lee, 2018, “Challenges for the future of global financial markets”, Deposit Insurance Information Quarterly, 31, 93~108.
7. Yeh, S.W. and S.C. Lee, 2018, “The Brave New World of Financial Technology Development and Supervision : A prospective Investigation of Financial Technology Development and Innovative Experimentation Act”, Journal of Business Law and Finance, 1, 119~139.
8. Ho, K.C., S.C. Lee, C.T. Lin, and M.T. Yu, 2017, “A Comparative Analysis of Accounting-based Valuation Models”, Journal of Accounting, Auditing and Finance, 32, 561~575.【MOST Ranking: A Tier-1, ABDC: A】

9. Ho, K.C., S.C. Lee and J.L, Chen, 2017, “Asset Correlations and Procyclical Impact" , Journal of Risk Model Validation, 11, 1~20.【Leading Article, SSCI】
10. Lee, S.C., C.T. Lin, and M.S. Tsai, 2015, “The Pricing of Deposit Insurance in the Presence of Systematic Risk”, Journal of Banking and Finance, 51, 1~11. 【Leading Article】【SSCI, MOST Ranking: A Tier-1, ABDC: A*】
11. Pan, L.H., C.T. Lin, S.C. Lee, and K.C. Ho, 2015, “Information Ratings and Capital Structure”, Journal of Corporate Finance, 31, 71~32.【SSCI, MOST Ranking: A Tier-1, ABDC: A*】
12. Fu, Y., S.C. Lee, L. Xu, and Z., Ralf, 2015, “The Effectiveness of Capital Regulation on Bank Behavior in China”, International Review of Finance, 15, 321~345. 【 SSCI, ABDC Ranking: A】 
13. Xu, L., S.C. Lee, and Y., Fu, 2015, “Impacts of Capital Regulation and Market Discipline on Capital Ratio Selection: Evidence from China”, International Journal of Managerial Finance 11, 3, 270~284. 【ABDC Ranking: B】

14. Lee, S.C., J.L, Chen, S., Lu, and L., Xu, 2014, “Rethinking the Lintnerian linear accounting valuation model”,Australasian Accounting Business and Finance Journal, 8, 3, 69-84.【ERA Ranking: B】
15. Lee, S.C., J.L, Chen, and M.S., Tsai, 2014, “An empirical investigation of the Ohlson model–A panel cointegration approach”,Australasian Accounting Business and Finance Journal, 8, 2, 35-51. 【ERA Ranking: B】
16. Tsai, M.S., S.C. Lee, J.L. Chen, and S. Wu, 2014, “A new method to evaluate equity-linked life insurance”,Contemporary Management Research, 10, 1, 23-32. 【ABDC Ranking: B】
17. Huang, P.H., S.C. Lee, C.T. Lin, 2014, “Implementing countercyclical capital buffer scheme for Australian banks”. Jassa-The Finsia Journal of Applied Finance, 3, 33-44【EconLit, ABDC: B】
18. Huang, P.H., S.C. Lee, S.L. Liao, 2014, “Illiquidity, systemic risk, and macroprudential regulation: The case of Taiwan”s capital market”. Journal of Applied Finance & Banking, 4, 3, 71-88 【ABI & EconLit】
19. Lee, S.C., C.T. Lin, J.L., Chen and B.H. Chiu, 2014, “Basel risk weights, asset correlations and book-to-market equity: Evidence from Asian Countries”. Jassa-The Finsia Journal of Applied Finance 3, 6-11. 【EconLit, ABDC: B】
20. Lee, S.C., C.T. Lin, and M.T. Yu, 2013, “Book-to-market equity, asset correlations, and the Basel capital requirement”, Journal of Business, Finance, and Accounting, 40, 991-1008.【SSCI, MOST Ranking: A, Tier-2, ABDC: A】
21. Lee, S.C., C.T. Lin, and M.T. Yu, 2013, “A fractional cointegration approach to testing the Ohlson accounting-based valuation model”, Review of Quantitative Finance and Accounting, 41, 535-547. 【FLI, MOST Ranking: A-, ABDC: B】
22. Lee, S.C., 2013, “Cost of Deposit Insurance Under Capital Forbearance: Basel I vs. II”, Journal of Applied Finance and Banking, 3, 39-48. 【EconLit】
23. Lee, S.C. and C.T. Lin, 2012, “Book-to-market equity, operating risk, and asset correlations: Implications for Basel capital requirement”, Journal of International Financial Markets, Institutions, and Money, 22, 973-989 【SSCI, MOST Ranking: A-, ABDC: A】
24. Lee, S.C., Jiun-Lin Chen, I-Ming Jiang and Cheng-Yi Hsu, 2012, “Accounting Conservatism and Bankruptcy”, Journal of Accounting, Finance and Management Strategy, 7, 41~54. 【ABI】
25. Lee, S.C., C.H. Lai, 2012, “An Empirical Investigation of the Accounting Valuation Models”, Journal of Accounting, Finance & Management Strategy, 7, 41-65. 【ABI】
26. Lee, S.C., I.M. Jiang, B.H. Chiou and H.C. Cheng, 2012, “Asset Correlation and Evidence from UK Firms”, International Research Journal of Applied Finance, 3, 50-64. 【EconLit】
27. Pan, C.H., I.M. Jiang, S.C. Lee and Y.C. Huang, 2011, “Asset Correlation: The Empirical Analysis of Commercial Real Estate in Taiwan Market”, Journal of Accounting, Finance & Management Strategy, 6, 1-22. 【Leading Article】,【ABI】
28. Liu Y.H., I.M. Jiang, Y.T. Cheng, S.C. Lee, 2011, “The Valuation of Reset Options When Underlying Assets Are Autocorrelated”, International Journal of Business and Finance Research, 5, 95~104. 【EconLit】
29. Lee, S.C., C.T. Lin and C.K. Yang,, 2011, “The asymmetric behavior and procyclical impact of asset correlations”, Journal of Banking and Finance, 35, 2559-2568.【SSCI, MOST Ranking: A, Tier-1, ABDC: A*】
30. Lee, S.C., C.T. Lin and P.T. Chang, 2011, “On the Market Valuation of Corporate Governance: Evidence from Taiwan” Pacific-Basin Finance Journal, 19, 420-434. 【SSCI, MOST Ranking: A, Tier-2, ABDC: A】
31. Lee, S.C., C.T. Lin, 2010, “An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan”, Journal of Contemporary Accounting and Economics, 6, 47-60. 【Leading Article】,【SSCI, MOST Ranking: A-, ABDC: A】
32. Lee, S.C., I-Ming Jiang, Y.H. Liu, 2010, “Testing the Ohlson Model-Fractional Cointegration Approach”, International Research Journal of Finance and Economics, 55, 36~44. 【EconLit】
33. Lee, S.C., H.L. Chuang, M.T. Yu, and Y.C. Chen, 2009, “Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan”, Quantitative Finance, 9, 1-8. 【Leading Article】, 【SSCI, FLI, MOST Ranking: A-, ABDC: A】
34. Lee, S.C., 2007, “Empirical Investigation of the Ohlson Model- The Case of Taiwan”, Journal of Management, 24, 435-446. 2007.【TSSCI】
35. Chuang H.L., S.C. Lee, M.C. Wu, 2006, “Estimating Fair Capital Holdings with Stochastic Interest Rates for Banks in Taiwan,” Journal of the Chinese Statistical Association, 44, 145–170. 【EconLit】
36. Lee, S.C., J.P. Lee and M.T. Yu, 2005, “Bank Capital Forbearance and Valuation of Deposit Insurance,” Canadian Journal of Administrative Science, 22, 220–229.【SSCI, ABDC: B】
37. Lai T.C., S.C. Lee, 2004, “Market Risk Capital Allocation for Financial Holding Companies in Taiwan- A Conditional Value-at-Risk Approach”, Review of Securities and Futures Markets, 16, 145-174. 【TSSCI】
38. Lee J.P., S.C. Lee and M.T. Yu, 2003, “Valuation of Pension Insurance Guarantees and Termination Conditions,” Research in Finance, 20, 159~180. 【FLI, EconLit】

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CONFERENCES AND INVITED SEMINARS

1. Lee, Shih-Cheng, 2024, “Credit default swaps and risk-shifting behavior”, International Conference on Innovation in Global Business, Marketing, Social Sciences & Economics, . (Section Chair)
2. Chen, Jiun-Lin., Shih-Cheng Lee; Chien-Teng Lin; Ping-Wen Sun, 2021, “Investment Horizons, Systematic Risk, and Managerial Skills of Institutional Investors”, 34th Annual Meeting of the Academy of Finance, Virtual conference. (Best Paper Award)
3. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2021, “Information Disclosure, product market competition and payout policy”, 2021 AAA annual meeting.
4. Chen, Jiun-Lin., Shih-Cheng Lee; Kung-Cheng Ho, 2021, “Book-to-Market Equity and Asset Correlations—An International Study”, Southwestern Finance Association 2021 Annual Meeting, Virtual conference.
5. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2020, “Does Information Disclosures Matter in Competitive Industries?”, 2020 FMA Annual Meeting, Virtual conference.
6. Chen, Jiun-Lin., Shih-Cheng Lee; Ping-Wen Sun, 2019, “Heterogeneity of Institutional Ownership and Stock Price Delay”, Southwestern Finance Association 2019 Annual Meeting, Houston, Texas.
7. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2018, “Does Information Disclosures Matter in Competitive Industries?”, 2018 FMA Annual Meeting, San Diego, California.
8. Huang, Po-Hsiang., Shih-Cheng Lee, Chien-Ting Lin, 2017, “Countercylcical CoCos”, 2017 ANU-FIRN Banking and Financial Stability Meeting, Astralia.
9. Sun, P.W., S.C. Lee, K.C. Ho, 2017,” Disclosure quality, price efficiency, and expected returns”, IFABS Asia 2017 Conference, Ningbo.
10. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2016, “Does Information Disclosures Matter in Competitive Industries?”, 21st EBES ( Eurasia Business and Economics) CONFERENCE, Budapest, Hungary. (Best Paper Award)
11. Ho, K.C., Po-Hsiang Huang, Shih-Cheng Lee, 2016, “Credit Risk Management of Investment-Loan Linkage: Based on the Perspective of the New Capital Accord”, 5^th Finance Postdoctoral Fellow Conference,, Nankai University, Tianjin.
12. Ho, K.C., Po-Hsiang Huang, Shih-Cheng Lee, 2016, “The Financial Risk Management under One Belt One Road”, 3th China Financial Management Conference, shandong institute of business and technology, Shandong.
13. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2016, “Information asymmetry and firm value under different levels of product market competition”, 2016 Annual conference on management and social science, Hawaii, USA.
14. Ho, K.C., Po-Hsiang Huang, Shih-Cheng Lee, 2016, “Credit Risk Management of Investment-Loan Linkage: Based on the Perspective of the New Capital Accord”, FSERM2016, Harbin, China.
15. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2016, “Does Information Disclosures Matter in Competitive Industries?”, The 2016  Vietnam Symposium in Banking and Finance , Hanoi.
16. Ho, K.C., Po-Hsiang Huang, Shih-Cheng Lee, 2016, “Credit Risk Management of Investment-Loan Linkage: Based on the Perspective of the New Capital Accord”, China Financial Research Conference, China.
17. Ho, K.C., Shih-Cheng Lee, Lee-Hsien Pan, Chien-Ting Lin, 2016, “Information disclosure, product market competition, and firm value”, 2016 Asian Finance Association Annual Conference, Thailand.
18. Lee, S.C., Yi-Hsien Wang, Wan-Rung Lin, Cheng-Shian Lin, Ya-Feng Chang, 2016, “Comparative Analysis of Information Value of Strategic Alliances and Mergers and Acquisition: Competitive Dynamics Perspective”, 28th European Conference on Operational Research, Poland.
19. Chen, Jiun-Lin., Shih-Cheng Lee; Ping-Wen Sun, 2015, “Heterogeneity of Institutional Ownership and Stock Price Delay”, AUCKLAND FINANCE MEETING, New Zealand.
20. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2015, “Information disclosure, product market competition, and firm value”, The 11th IEFA Conference, Taipei.
21. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2015, “Information disclosure and firm value”., International Journal of Arts & Sciences” (IJAS) International Conference, Austria.
22. Huang, P.S., S.C. Lee, C.T. Lee, S.L. Liao, 2015, “Countercyclical Capital Buffer Options”, 7^th International IFBAS Conference, China.
23. Lee, S.C., Chien-Ting Lin, Kung-Cheng Ho, 2014, “Another look at audit quality and firm performance”, China Foreign Economic and Trade Academic Accounting Association 2014 Annual Meeting, China.
24. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Information disclosure, product market competition, and firm value”, The 8th NCTU International Finance Conference, Taiwan.
25. Chen, J., S.C. Lee, Chien-Ting Lin, P., Sun, 2014,” Do short-term institutional investors hold riskier stock portfolios?”, 2014 FMA Annual Meeting, Tennessee, U.S.A.
26. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Information Ratings and Capital Structure”, 2014 Europe Financial Management Association, Zayed University, Rome,
27. Pan, Lee-Hsien.,C. Lee, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Is Information Rating an Important Determinant of Capital Structure Decisions?“, 2014 American Accounting Association, the University of Utah, ATLANTA, GA, U.S.A.
28. Ho, K.C.,C. Lee, Lee-Hsien Pan, Chien-Ting Lin, 2014, “Information disclosure, product market competition, and firm value: Evidence from Taiwan”, the 89th Annual Conference in Western Economic Association International, Princeton University, Denver, Colorado, U.S.A.
29. Ho, K.C., C. Lee, 2014, “The Empirical Relationship between Asset Correlations and Book-to-Market Equity in New Basel Accord”, Tenth International Conference on Multinational Enterprises, Chinese Culture University, Taipei, Taiwan.
30. Lee, S.C., Lee-Hsien Pan, Chien-Ting Lin, Kung-Cheng Ho, 2014, “Information Ratings and Capital Structure”, 2014 Financial Management Association-Asian Annual Meeting, Hitotsubashi University, Tokyo, Japan.
31. Lee, S.C., Chien-Ting Lin, Kung-Cheng Ho, 2014, “Another look at audit quality and firm performance”, China Foreign Economic and Trade Academic Accounting Association 2014 Annual Meeting, Guangdong Foreign Economic and Trade University, Guangdong,
32. Chen, J., S.C. Lee, Lin, C. & Sun, P. “Do short-term institutional investors hold riskier stock portfolios?” 2014 Financial Management Association Annual Meeting.
33. Lee, S.C., Kung-Cheng Ho, Po-Hsiang Huang., 2014, “Book-to-Market Equity and Asset Correlations”., International Journal of Arts & Sciences” (IJAS) International Conference, Vienna.
34. Lee, S.C., Chien-Ting Lin, 2013, “Comparative Analysis of Accounting Based Valuation Models”, The 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
35. Lin, Chien-Ting., Shih-Cheng Lee; Ming-Shann Tsai, 2013, “The Pricing of Deposit Insurance in the Presence of Systematic Risk”, 3rd International Conference of the Financial Engineering and Banking Society.
36. Fu, Yishu., Shih-Cheng Lee; Lei Xu, 2013, “Impacts of Capital Regulation and Market Discipline in China”, The 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
37. Ho, K.C., Lee, S.C., M. Jiang, B.H. Chiu, 2012, “The asset correlation and Pro-cyclical asymmetry - An Empirical Analysis of listed companies in Taiwan”, New Paradigms of Management. The 11^thAnnual Academic Conference, National Taiwan University of Science and Technology, Taipei, Taiwan.
38. Fu, Y., S.C. Lee, L. Xu, & R. Zurbruegg, 2012, “An Examination of Inflated Bank Capital and Credit Risks in China”, the World Business and Economics Research (WBER) Conference.
39. Fu Y.S., S.C. Lee, L. Xu and R. Zurbrugg,, 2012, “Effectiveness of CBRC Capital Regulation and Bank Behaviour”, 19th International Business Research Conference.
40. Lee, S.C., 2012, “The Empirical Relationship between Asset Correlations and Book-to-Market Equity: Implications for Basel Capital Requirement”, 2012 Taiwan Risk and Insurance Association Annual Meeting.
41. Lee, S.C., C.T. Lin, C.Y. Chiang; I.M. Jiang, 2011, “An Empirical Examination of Accounting Based Valuation Models”, 2010 American Accounting Association Annual Meeting.
42. Jiang, I.M., S.C. Lee, P.Y. Chen; Y.H. Liu, 2011, “A Simple Formula for European Option under Time-Changed Lévy Processes with Imprecise Market Information”, 9th Annual International Conference on Finance.
43. Tsai, M.S., C.T. Lin, S.C. Lee, C.C. Tsai, 2011, “A Cash-Flow-at-Risk Approach to Evaluating Investment Risk: Evidence from Asia-Pacific Emerging Markets”, 2011(Spring) International Conference on Asia Pacific Business Innovation and Technology Management.
44. Fu, Y., S.C. Lee, L. Xu, & R. Zurbruegg, 2011, “Market Force or Government Regulation: Which Drives Banking Capital Movements in China?”, World Business and Economics Research (WBER) Conference.
45. Jiang, I.M., Shih-Cheng Lee; Po-Yuan Chen; Yu-Hong Liu, 2011, “A Simple Formula for European Option under Time-Changed Lévy Processes with Imprecise Market Information”, 9th Annual International Conference on Finance.
46. Lee, S.C., Chien-Ting Lin; Chia-Yu Chiang; I-Ming Jiang, 2011, “An Empirical Examination of Accounting Based Valuation Models”, 2010 American Accounting Association Annual Meeting.
47. Lee, S.C., and Chien-Ting Lin, 2010, “An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan” , Joint Symposium Journal of Contemporary Accounting and Economics; and Seoul National University.
48. Lee, S.C., and Chien-Ting Lin, 2010, “On the market valuation of Corporate Governance: Evidence from Taiwan”, Asian Finance Association International Conference 2010.
49. Lee, S.C., Chien-Ting Lin and Chia-Yu Ching, 2010, “An Empirical Examination of Accounting Based Valuation Models”, 2010 Annual Meeting of the American Accounting Association.
50. Lee, S.C., C.T. Lin,, 2010, “An Accounting Based Valuation Approach to Valuing Corporate Governance in Taiwan”, Joint Symposium Journal of Contemporary Accounting and Economics; and Seoul National University.
51. Lee, S.C., and Ly-inn Chung, 2009, “The Application of Markov Chain Monte Carlo Simulations to Estimate Asset Return Correlation in Basel II”, 58nd annual meeting of the Midwest Finance Association.
52. Lee, S.C., and I-L Lin, 2009, “Measuring Insolvency Risk and Capital Adequacy for Insurers”, The 10th International Conference on Cross Strait Economy and Trade Management.
53. Lee, S.C.,, Chuan Liao, Lei Xu, and Chien-Ting Lin,, 2009, “Firm Characteristics And Information Risk”, 2009 AFAANZ Conference Technical Program.
54. Lee, S.C., and Min-Teh Yu, 2008, “Panel Cointegration Test of Ohlson Model”, 57nd annual meeting of the Midwest Finance Association.
55. Lee, S.C., and Chia-Yu Chiang, 2008, “An Empirical Investigation of the RIV and OJ Valuation Models”, 17th Conference on the Theories and Practices of Security and Financial Markets.
56. Chuang, Hwei-Lin., Shih-Cheng Lee, Mei-Chi Wu, 2006, “Estimating Fair Capital Holdings with Stochastic Interest Rates for Banks in Taiwan,” The Joint 14th Annual PBFEA and 2006 Annual FeAT Conference.
57. Lee, S.C., and Min-Teh Yu, 2004, “Deposit Insurance and Capital Requirements: Basle I vs. Value-at-Risk”, 53nd annual meeting of the Midwest Finance Association.
58. Lee, S.C., and Min-Teh Yu, 2003, “Value-at-Risk and Pricing Deposit Insurance in a Multiperiod Framework”, Financial Management Association Annual Meeting.
59. Lee, S.C., and Min-Teh Yu, 2002, “Deposit Insurance under Forbearance and Moral Hazard”, APFA/PACAP/FMA Finance Conference.

專書

• 細說Black-Scholes微分方程式（吳文峰、李詩政譯，石村貞夫、石村園子著），鼎茂出版社，2004。
• 基礎金融工程─隨機微積分（吳文峰、李詩政譯，藤田岳彥著），鼎茂出版社，2004。
• 細說Black-Scholes模型（吳文峰、李詩政譯，蓑谷千鳳彥著），鼎茂出版社，2005。