• Hsin-Yu Chiu, Kendro Vincent, Zong-Wei Yeh, and Wei-Che Tsai* (2027). Empirical research on the Taiwan stock market: Review and outlook. NTU Management Review, forthcoming.

• Chao-Jung Chen*, Hsin-Yu Chiu, and Ya-Ching Chu (2027). Cybersecurity incidents, stock price synchronicity, and the roles of ESG. Taiwan Accounting Review, forthcoming.

• Ting-Fu Chen, Hsin-Yu Chiu*, and Chieh Shen (2026). Modeling EUA price dynamics: A multistage PDE framework with Market Stability Reserve mechanisms. International Review of Economics and Finance, 110, September 2026, 105626, SSCI (A-, impact factor: 7.6, JIF rank: 9/243, JCI rank: 10/243).

• Wei-Che Tsai, Li-Jung Lin, and Hsin-Yu Chiu* (2024). The disposition effect on partially informed short sellers. Pacific-Basin Finance Journal, 87, October 2024, 102479, SSCI (ATier2, impact factor: 4.6, JIF rank: 23/111, JCI rank: 32/230). Click to view presentation 

• Mi-Hsiu Chiang, Hsin-Yu Chiu*, and Yu-Chin Hsu (2024). Retrieving almost stochastic dominance momentum in Taiwan stock market. Pacific-Basin Finance Journal, 83, February 2024, 102268, SSCI (ATier2, impact factor: 4.6, JIF rank: 23/111, JCI rank: 32/230). 

• Jen-Yin Yeh, Hsin-Yu Chiu*, and Jhih-Huei Huang (2024). Predicting failure of P2P lending platforms through machine learning: The case in China. Finance Research Letters, 59, January 2024, 104784, SSCI (A-, impact factor: 10.4, JIF rank: 1/111, JCI rank: 2/230). Click to view presentation 

• Mi-Hsiu Chiang, Hsin-Yu Chiu*, and Wei-Yu Kuo (2021). Predictive ability of similarity-based futures trading strategies. Pacific-Basin Finance Journal, 68, September 2021, 101616, SSCI (ATier2, impact factor: 3.239, JIF rank: 42/111, JCI rank: 41/221). Click to view presentation 

• Mi-Hsiu Chiang, Hsin-Yu Chiu, and Robin K. Chou* (2021). Relevance of the disposition effect on the options market: New evidence. Financial Management, 50 (1), 75-106, SSCI (ATier1, impact factor: 3.391, JIF rank: 40/111, JCI rank: 51/221). Click to view presentation 

• Hsin-Yu Chiu and Ting-Fu Chen* (2020). Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence. North American Journal of Economics and Finance, 52, April 2020, 101112, SSCI (impact factor: 3.136, JIF rank 41/111, JCI rank: 42/221).

• Hsin-Yu Chiu, Shu-An Huang, and Mi-Hsiu Chiang* (2018). A liquidity-based Betting-against-beta strategy. Review of Securities and Futures Markets, 30 (3), 41-74, TSSCI.

• Meng-Lan Yueh*, Hsin-Yu Chiu, and Shou-Hsun Tsai (2016). Valuations of mortality-linked structured products. Journal of Derivatives, 24 (2), 66-87, SSCI (ATier2, impact factor: 0.647, JIF rank: 105/111, JCI rank: 191/221).

• Mi-Hsiu Chiang*, Hsin-Yu Chiu, and Ying-Hsin Wang (2014). On the characterization and information contents of dynamic default correlation under the Doubly Stochastic assumption: The case of iTraxx CDO tranches. NTU Management Review, 24 (S1), 97-132, TSSCI.

Working Papers

• Kai-Xiang Chang and Hsin-Yu Chiu* (2026). A two-stage hybrid machine learning model based on multi-factor architecture and high-dimensional sequence analysis.

• Zi-Wei Xie and Hsin-Yu Chiu* (2026). SeqTAG: Validated conditional-Granger equity networks for return forecasting in Taiwan.

• Hsin-Yu Chiu and Ting-Fu Chen* (2026). Aggregating pairwise stochastic dominance.

• Hsin-Yu Chiu and Ting-Fu Chen* (2026). Buy the strong longs, short the weak shorts: Direction-preserving allocation across anomalies.

• Hsin-Yu Chiu, Ju-Shen Huang, and Ting-Fu Chen* (2026). Style transmission networks: Directed predictability across investment styles.

• Hsin-Yu Chiu (2024). Leveraging extended context windows in LLMs for time-series and cross-sectional analysis of financial reports.