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Hsiu-Chuan Lee
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Hsiu-Chuan Lee

  1. Wen-I Chuang*, Yun-Huan Lee, Hsiu-Chuan Lee, and Rauli Susmel. (2025). Why do investors trade more following high returns? International Review of Economics and Finance 103, 104423. (NSTC: A-, SSCI, *Correspondence author).

  2. Yi-Hsien Wang, Chien-Ping Chung, Chih-Hsiang Hsu*, and Hsiu-Chuan Lee. (2025). Return seasonalities in the Taiwan stock market: The role of overnight and daytime returns. Journal of Financial Studies, forthcoming.

  3. 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 46, 521-546. (NSTC: A Tier-2, SSCI, *Correspondence author)

  4. Hsiu-Chuan Lee*, Donald Lien, Her-Jiun Sheu, and Chung-Jen Yang. (2024). An Extension Analysis of Amihud’s Illiquidity Premium: Evidence from the Taiwan Stock Market. Pacific-Basin Finance Journal 87, 102483. (NSTC: A Tier-2, SSCI, *Correspondence author)

  5. Hsiu-Chuan Lee*,  Yun-Huan Lee, and Cuong Nguyen. (2023). Tail comovements of implied volatility indices and global index futures returns predictability. Pacific-Basin Finance Journal 80, 102092. (NSTC: A Tier-2, SSCI, *Correspondence author)

  6. Hsiu-Chuan Lee*, Donald Lien, and Her-Jiun Sheu. (2023). Hedging performance of volatility index futures: A partial cointegration approach. Review of Quantitative Finance and Accounting 61, 265-294 (NSTC: A Tier-2, *Correspondence author).

  7. Shu-Lien Chang*, Chien-Ping Chung, and Hsiu-Chuan Lee. (2023). Investor’s risk attitude and technical analysis predictability. Journal of Futures and Options 16:3, 85-123 (TSSCI, *Correspondence author).

  8. Yun-Huan Lee, Tzu-Hsiang Liao, and Hsiu-Chuan Lee*. (2022). Overnight returns of industry ETFs, investor sentiment, and futures market returns. Journal of Futures Markets 42, 1114-1134. (MOST: A Tier-2­, SSCI, *Correspondence author).

  9. Shu-Lien Chang, Hsiu-Chuan Lee*, and Donald Lien. (2022). The global latent factor and international index futures returns predictability. Journal of Forecasting 41, 514-538. (SSCI, *Correspondence author)

  10. Chien-Ping Chung, Cheng-Yi Chien*, Chia-Hsin Huang, and Hsiu-Chuan Lee. (2021). Foreign institutional ownership and the effectiveness of technical analysis. Quarterly Review of Economics and Finance 82, 86-96. (MOST: A­-, SSCI, *Correspondence author).

  11. Chien-Ping Chung, Tzu-Hsiang Liao, and Hsiu-Chuan Lee*. (2021). Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. Pacific-Basin Finance Journal 65, 101466 . (MOST: A Tier-2, SSCI, *Correspondence author)

  12. Chih-Hsiang Hsu*, Hsiu-Chuan Lee, and Donald Lien. (2020).  Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. International Review of Economics and Finance 70, 600-621. (MOST: A- , SSCI, *Correspondence author) 

  13. Hsiu-Chuan Lee, Yun-Huan Lee*, Chih-Chung Tai. (2020). Frequency connectedness of oil-sensitive stock volatility, information uncertainty, and oil futures returns. Journal of Futures and Options 13:3, 37-84. (TSSCI, *Correspondence author)

  14. Hsiu-Chuan Lee, Yun-Huan Lee*, Yang-Cheng Lu, Yu-Chun Wang. (2020). States of PsychologicalAnchors and Price Behavior of Japanese Yen Futures. North American Journal of Economics and Finance 51, 100868. (SSCI, *Correspondence author). 

  15. Pao-Ying Tung, Yun-Huan Lee, Hsiu-Chuan Lee*. (2018).  Risk Appetite, VIX futures basis, and S&P 500 index futures returns. Journal of Futures and Options 11:2, 41-88. (in Chinese, TSSCI, *Correspondence author)

  16. Shu-Lien Chang, Cheng-Yi Chien*, Hsiu-Chuan Lee, Ching Lin. (2018). Historical high and stock index returns: Application of the regression kink model. Journal of International Financial Markets, Institutions & Money 52, 48-63. (MOST: A­- , SSCI, *Correspondence author)

  17. Hsiu-Chuan Lee*, Tzu-Hsiang Liao, and Pao-Ying Tung. (2017). Investors’ heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns. Journal of Futures Markets 37,939-960. (MOST: A Tier-2, SSCI, *Correspondence author).

  18. Hsiu-Chuan Lee, Chih-Hsiang Hsu*, and Cheng-Yi Chien. (2016). Spillovers of international interest rate swap markets and stock market volatility. Managerial Finance 42, 943-962. (MOST: B+, *Correspondence author).

  19. Chih-Hsiang Hsu* and Hsiu-Chuan Lee. (2016). Understanding liquidity behavior of the currency futures markets. Journal of Futures and Options 9:2, 33-92. (TSSCI, *Correspondence author).

  20. Hsiu-Chuan Lee*, Chih-Hsiang Hsu, and Yun-Huan Lee. (2016). Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs. North American Journal of Economics and Finance 37, 279-296. (SSCI, *Correspondence author).

  21. Chen Chen, Hsiu-Chuan Lee*, and Tzu-Hsiang Liao. (2016). Risk-neutral skewness and index futures returns: The role of institutional investor sentiment in the futures market. North American Journal of Economics and Finance 35, 203-225. (SSCI,  *Correspondence author).

  22. Yang-Cheng Lu, Hsiu-Chuan Lee*, and Peter Chiu. (2014). Institutional investor sentiment and market returns: Evidence from the Taiwan futures market. Romanian Journal of Economic Forecasting 17 (4), 140-167. (SSCI, *Correspondence author).

  23. Chih-Hsiang Hsu* and Hsiu-Chuan Lee. (2014). Insider trading and information revelation with the introduction of futures markets. Economic Modelling 43, 173-182. (SSCI, *Correspondence author).

  24. Hsiu-Chuan Lee*, Yung-Ching Tseng, and Chung-Jen Yang. (2014). Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs. Pacific-Basin Finance Journal 29,35-58. (MOST: A Tier-2, SSCI, *Correspondence author).

  25. Hsiu-Chuan Lee, Cheng-Yi Chien, and Tzu-Hsiang Liao*. (2014). Spillovers of institutional trading activity: Evidence from the spot and futures markets. Journal of Futures and Options 7(1), 37-72. (TSSCI, *Correspondence author).

  26. Cheng-Yi Chien*, Tzu-Hsiang Liao, and Hsiu-Chuan Lee. (2014). The information content of the thinner order book following tick size reduction: Evidence from the Taiwan Stock Exchange. Managerial Finance 40, 218-233. (MOST: B+, *Correspondence author).

  27. Cheng-Yi Chien*, Hsiu-Chuan Lee, Shih-Wen Tai, and Tzu-Hsiang Liao. (2013). Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange. Journal of Multinational Financial Management 23, 394-414. (MOST: B+, *Correspondence author)

  28. Hsiu-Chuan Lee* and Shu-Lien Chang. (2013).Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. North American Journal of Economics and Finance 26, 197-216. (SSCI, *Correspondence author)

  29. Yang-Chen Lu, Yu-Chun Wang, and Hsiu-Chuan Lee*. (2013). Determinants of new Taiwan dollar interest rate swap spreads. Journal of Financial Studies 21(2), 91-120. (TSSCI, *Correspondence author)

  30. Hsiu-Chuan Lee*, Cheng-Yi Chien, and Tzu-Hsiang Liao. (2012). Commonality in trading activity and futures-cash basis: Evidence from the Taiwan futures and stock markets. Journal of Futures Markets 32, 964-994. (MOST: A Tier-2, SSCI, *Correspondence author)

  31. Wen-I Chuang and Hsiu-Chuan Lee* (2010). The impact of short-sales constraints on liquidity and the liquidity-return relations. Pacific-Basin Finance Journal 18, 521-535. (MOST: A Tier-2, SSCI, *Correspondence author)

  32. Hsiu-Chuan Lee* and Cheng-Yi Chien. (2010). Hedging performance and stock market liquidity: Evidence from the Taiwan futures market. Asia-Pacific Journal of Financial Studies 39,396-415. (MOST: B+, SSCI, *Correspondence author)

  33. Hsiu-Chuan Lee, Cheng-Yi Chien*, Hsiang-Lan Chen, and Yen-Sheng Huang. (2009). The extended opening session of the futures market and stock price behavior: Evidence from the Taiwan stock exchange. Review of Pacific Basin Financial Markets and Policies 12, 403-416. (MOST: B, FLI and EconLit, *Correspondence author)

  34. Hsiu-Chuan Lee*, Cheng-Yi Chien, and Tzu-Hsiang Liao. (2009). Determination of stock closing prices and hedging performance with stock indices futures. Accounting and Finance 49, 827-847. (MOST: B+, SSCI, *Correspondence author)

  35. Hsiang-Lan Chen*, Hsiu-Chuan Lee, Cheng-Yi Chien, and Yen-Sheng Huang. (2009).R&D investment,assets in place, employee stock bonus and firm performance. International Research Journal of Finance and Economics 31,41-54. (EconLit, *Correspondence author)

  36. Hsiu-Chuan Lee, Cheng-Yi Chien*, Yi-Fen Hsieh, and Yen-Sheng Huang. (2009). Auction designs and futures price behavior: Evidence from the Taiwan futures market. Review of Futures Markets 17, 301-322. (MOST: B+, FLI and EconLit, *Correspondence author)

  37. Hsiu-Chuan Lee*, Cheng-Yi Chien, and Yen-Sheng Huang (2007). The stock closing call and futures price behavior:Evidence from the Taiwan futures market. Journal of Futures Markets 27, 1003-1019. (MOST: A Tier-2, SSCI, *Correspondence author)

  38. Cheng-Yi Chien*, Hsiu-Chuan Lee, and Yen-Sheng Huang. (2007). Transparency and price discovery: Evidence from the Taiwan stock exchange. Journal of Statistics & Management Systems 10, 885-903. (EI, *Correspondence author)

  39. Hsiu-Chuan Lee* and Shyan-Rong Chou (2003). The contemporaneous relationship between price and volume in the Taiwan futures markets. Taiwan Banking & Finance Quarterly 4:4, 109-122. (*Correspondence author) 

 

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