►Professor, Department of Finance, National Kaohsiung University of Science and Technology, First Campus, Taiwan

  Luke Lin is a professor at the National Kaohsiung University of Science and Technology (NKUST, Taiwan). He is an expert in econometrics and has a doctoral degree in financial management from the National Sun Yat-Sen University (NSYSU, Taiwan). Regarding academia, Professor Lin's primary research interests are foreign exchange rates and asset pricing. He has published about 18 peer-reviewed papers in international journals, including the Review of Quantitative Finance and Accounting, the International Journal of Finance and Economics, the World Economy, and the Journal of Forecasting. In practice, Professor Lin has conducted extensive research on arbitrage strategies and often lectures on them to industry professionals. In addition, Professor Lin is also very specialized in corporate financial counseling and has become a financial advisor to several companies.

►Education

1. Ph.D. in Finance, National Sun Yat-Sen University, Taiwan, 2007
2. M.B.A. in Finance, National Sun Yat-Sen University, Taiwan, 2001

►Academic Experience

1. National Kaohsiung University of Science and Technology, Department of Finance, Professor (2023/08~Present)
2. National University of Singapore, Institute of Real Estate and Urban Studies, Visiting Scholar (2019/03-2020/02)
3. National Kaohsiung University of Science and Technology, Department of Finance, Associate Professor (2011/8~2023/07)
4. National Kaohsiung University of Science and Technology, Department of Finance, Assistant Professor (2007/08~2011/07)

►Research Interests

International Money, Arbitrage Strategy, Asset Pricing

1. Influence of factor on price-volume relation of Taiwan industry: Quantile regression analysis, 2018, Annual Conference of Chinese Association of Business and Management Technology, Outstanding Research Paper Award, Chinese Association of Business and Management Technology, Taiwan.
2. The relationship between changes in exchange rate regime and trade export: An empirical study of Asia, 2013, Global Management and Practice Conference, Outstanding Research Paper Award, National Changhua University of Education, Taiwan.
3. The effect of the exchange rate exposure in hedge strategy: Compare the model exposure with the empirical exposure, 2010, Conference on Sustainable Development for Management, Outstanding Research Paper Award, National Pingtung University of Science and Technology, Taiwan.
4. The impact factors for Taiwan multinational corporations from the degree of exposure, 2008, Annual Conference of the Chinese Association of Business and Management Technology, Outstanding Research Paper Award, Chinese Association of Business and Management Technology, Taiwan.
5. Theoretical and empirical analysis of the exchange rate exposure, 2007, Outstanding Doctoral Dissertation Award, National Sun Yat-sen University, Taiwan.

1. Quarterly Review of Economics and Finance × 1 (SSCI, 2017/07)
2. The World Economy × 2 (SSCI, 2016/11, 2015/11)
3. International Journal of Finance and Economics × 1 (SSCI, 2015/11)
4. Economic Modelling × 5 (SSCI, 2018/10, 2017/10, 2017/07, 2016/10, 2014/09)
5. Emerging Markets Finance and Trade × 2 (SSCI, 2014/09, 2014/07)
6. Pan-Pacific Management Review × 1 (2010/09)
7. Taiwan Academy of Management Journal × 2 (2008/12)

1. Lin, L., Wang, M., Su, M., 2025, “Comprehensively analysis of the Taiwan volatility index's dependent pattern," Journal of Futures and Options (TSSCI), 18, 1-36.
2. Lin, L., Liu, Y., Peng, C., 2023, “Luxury tax and price changes: Evidence from the Taiwan housing market," Journal of Housing and the Built Environment (SSCI, Economic; Q1), 38, 1431-1455. (MOST 108-2918-I-992 -001)
3. Lin, L., Lin, W., 2021, “Stock return autocorrelations: Evidence from the Asia-Pacific stock markets," Asia-Pacific Journal of Financial Studies (SSCI, B+, Finance; ABDC List, B), 50, 441-465.
4. Lin, L., Lee, C., Lin, W., 2019, “Stock return autocorrelations: Some further evidence," Advances in Investment Analysis and Portfolio Management (FLI, B, Finance), 9, 15-33.
5. Lin, L., Lin, W., 2017, “Does the major market influence transfer? Alternative effect on Asian stock markets”, Review of Quantitative Finance and Accounting (FLI: A_Tier-2, ABDC: B), 50, 1-32. (MOST 103-2410-H-327-015)
6. Lin, L., Lin, W., 2017, “Determinants of foreign exchange risk: Some further evidence,” Journal of Risk (SSCI, B+, Finance; ABDC List, B), 20, 1-25. (NSC 101-2410-H-327-023)
7. Lin, L., Lee, C., 2017, “Unmasking the relationships between exchange rate exposure and its determinants: A more complete picture from quantile regressions,” Review of Pacific Basin Financial Markets and Policy (FLI, B, Finance; ABDC List, B), 20, 1-28.
8. Lin, L., Lee, C., 2016, “Central bank intervention ​on exchange rate regime and the purchasing power parity,” The World Economy (SSCI, B+, Economic; ABDC List, A), 39, 1256-1274.
9. Lan, L., Lin, L., Lin, W., Chuang, S., 2013, “Theoretical and empirical evidence for the impact of cross-border production sharing on exchange rate pass-through,” Emerging Markets Finance and Trade (SSCI; ABDC List, B), 49, 280-300.
10. Lin, L., Lin, W., 2013, “Exchange rate reversion under regimes other than free float,” International Journal of Finance and Economics (SSCI, B+, Finance; ABDC List, B), 18, 293-306. (NSC 100-2410-H-327-023)
11. Lin, L., Lan, L., Chuang, S., 2013, “An option-based approach to risk arbitrage in emerging markets: Evidence from Taiwan takeover attempts,” Journal of Forecasting (SSCI, B+, Economic; ABDC List, A), 32, 512-521.
12. Lin, L., 2010, “Resolving the exposure puzzle: Evidence from Taiwanese corporations,” Journal of Financial Studies (TSSCI), 18, 31-62。
13. Hsieh, C., Shyu, D., Lin, L., Lee, J., 2009, “The impact of defined contribution rate on labor’s optimal asset allocation,” Sun Yat-Sen Management Review (TSSCI), 17, 883-926。
14. Lin, L., Kuo, C., Shyu, D., Hsieh, C., 2009, “Diversification, currency manipulation, and exchange exposure,” Journal of Financial Studies (TSSCI), 17, 31-59。
15. Lin, L., Kuo, C., 2008, “The relation between exchange rate volatility and firm valuation: polynomial distributed lag model,” Journal of Economics and Management (EconLit), 4, 145-162。
16. Lan, L., Liao, Y., Lin, L., 2007, “Currency risk facing Taiwan’s financial institutions,” Taiwan Economic Forecast and Policy (TSSCI), 38, 127-151。
17. Lin, L., Lan, L., Kuo, C., 2008, “The wealth effects of repurchases between stockholders and bondholders,” Taiwan Academy of Management Journal (published by National Chung Hsing University), 8, 95-120。
18. Lin, L., Kuo, C., 2007, “Stock recommendations and analyst conflicts of interest: Evidence from the Taiwan stock market,” Web Journal of Chinese Management Review (published by Open University of Hong Kong), 10, 1-24。

1. Teaching Breakthroughs in Required Large-Class Courses: Enterprise Visiting and Competition Orientation, PBM1137114, 2024, Ministry of Education.
2. A study of instruction for writing-oriented learning in the research program, PBM1122663, 2023, Ministry of Education.
3. The impact of regulatory policy on housing prices index autocorrelations, MOST 108-2918-I-992-001, 2019, Ministry of Science and Technology.
4. The effect of China and the U.S. on Asian equity markets by time-varying regressions, MOST 103-2410-H-327-015, 2014, Ministry of Science and Technology.
5. The determinants of foreign exchange risk: Application of quantile regression model, NSC 101-2410-H-327-023, 2012, National Science Council.
6. Exchange rate system and the mean reversion: A quantile autoregression analysis, NSC 100-2410-H-327-023, 2011, National Science Council.
7. What else can firms do for their exposure under different exchange rate regimes? NSC 99-2410-H-327-012, 2010, National Science Council.