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.