Shu-Lien Chang, Cheng-Yi Chien, Ching Lin*, and Hsiu-Chuan Lee. Historical High and Stock Index Returns: Application of the Regression Kink Model. (2017 International Conference of Taiwan Finance Association). May 19-20, 2017. Hualien.
Chih-Hsiang Hsu* and Hsiu-Chuan Lee. Understanding currency futures liquidity (2015). International Conference of Taiwan Finance Association). June 6, 2015. Taichung.
Chen Chen, Hsiu-Chuan Lee*, and Tzu-Hsiang Liao (2014). Risk-neutral skewness and index futures returns: The role of institutional investor sentiment in the futures market. (2014 Business Finance and Regional Economic Development). December 10, 2014. Taipei.
Shu-Lien Chang, Cheng-Yi Chien, Hsiu-Chuan Lee (2013). Spillovers of institutional trading activity and market regimes: evidence from the spot and futures markets. (8th Asian Business Research Conference). April 1, 2013. Thailand.
Cheng-Yi Chien, Tzu-Hsiang Liao, and Hsiu-Chuan Lee, (2012). Tick size reduction and the information content of order book. (2nd International Conference on Financial Management and Economics). July 24, 2012. Singapore.
Cheng-Yi Chien, Hsiu-Chuan Lee, and Shih-Wen Tai, (2011). The effectiveness of stock closing call before and after the increase of pre-close transparency: Taiwan evidence. (The 6th Annual London Business Research Conference). 11 July, 2011. United Kingdom.
Cheng-Yi Chien, Hsiu-Chuan Lee, and Shih-Wen Tai, (2010). Price efficiency around stock market close before and after transparency increases: evidence from the Taiwan stock exchange (The 18th annual conference on pacific basin finance, economics, accounting, and management). July 24, 2010. China.