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Hsiu‐Chuan Lee

Observed name: Hsiu-Chuan Lee
ORCID: 0000-0002-2974-2812
Observed ORCID: 0000-0002-2974-2812
OpenAlex ID: A5103253695
Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns
2013 · Hsiu-Chuan Lee, Shu-Lien Chang · The North American Journal of Economics and Finance · 33
Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs
2014 · Hsiu-Chuan Lee, Yung-Ching Tseng, et al. · Pacific-Basin Finance Journal · 21
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
2020 · Chih-Hsiang Hsu, Hsiu-Chuan Lee, et al. · International Review of Economics & Finance · 18
Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market
2015 · Chen Chen, Hsiu-Chuan Lee, et al. · The North American Journal of Economics and Finance · 17
Insider trading and information revelation with the introduction of futures markets
2014 · Chih-Hsiang Hsu, Hsiu-Chuan Lee · Economic Modelling · 13
Overnight returns of industry exchange‐traded funds, investor sentiment, and futures market returns
2022 · Yun‐Huan Lee, Tzu‐Hsiang Liao, et al. · Journal of Futures Markets · 12
Commonality in trading activity and futures‐cash basis: Evidence from the Taiwan futures and stock markets
2011 · Hsiu‐Chuan Lee, Cheng‐Yi Chien, et al. · Journal of Futures Markets · 12
The Impact of Short-Sales Constraints on Liquidity and the Liquidity–Return Relations
2010 · Wen-I Chuang, Hsiu-Chuan Lee · Pacific-Basin Finance Journal · 11
Hedging Performance and Stock Market Liquidity: Evidence from the Taiwan Futures Market
2010 · Hsiu‐Chuan Lee, Cheng‐Yi Chien · Asia-Pacific Journal of Financial Studies · 10
The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange
2009 · Hsiu-Chuan Lee, Cheng-Yi Chien, et al. · Review of Pacific Basin Financial Markets and Policies · 10
Foreign institutional ownership and the effectiveness of technical analysis
2021 · Chien-Ping Chung, Cheng-Yi Chien, et al. · The Quarterly Review of Economics and Finance · 9
Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs
2016 · Hsiu-Chuan Lee, Chih-Hsiang Hsu, et al. · The North American Journal of Economics and Finance · 9
The global latent factor and international index futures returns predictability
2021 · Shu‐Lien Chang, Hsiu‐Chuan Lee, et al. · Journal of Forecasting · 8
Historical high and stock index returns: Application of the regression kink model
2017 · Shu-Lien Chang, Cheng-Yi Chien, et al. · Journal of International Financial Markets Institutions and Money · 8
Spillovers of international interest rate swap markets and stock market volatility
2016 · Hsiu-Chuan Lee, Chih-Hsiang Hsu, et al. · Managerial Finance · 8
An extension analysis of Amihud's illiquidity premium: Evidence from the Taiwan stock market
2024 · Hsiu-Chuan Lee, Donald Lien, et al. · Pacific-Basin Finance Journal · 5
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
2020 · Chien-Ping Chung, Tzu-Hsiang Liao, et al. · Pacific-Basin Finance Journal · 5
States of psychological anchors and price behavior of Japanese yen futures
2018 · Hsiu-Chuan Lee, Yun-Huan Lee, et al. · The North American Journal of Economics and Finance · 5
Investors’ Heterogeneity in Beliefs, the VIX Futures Basis, and S&P 500 Index Futures Returns
2017 · Hsiu‐Chuan Lee, Tzu‐Hsiang Liao, et al. · Journal of Futures Markets · 5
The stock closing calland futures price behavior: Evidence from the Taiwan futures market
2007 · Hsiu‐Chuan Lee, Cheng‐Yi Chien, et al. · Journal of Futures Markets · 5
The information content of the thinner order book following tick size reduction: Evidence from the Taiwan Stock Exchange
2014 · Cheng-Yi Chien, Tzu-Hsiang Liao, et al. · Managerial Finance · 3
Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market
2014 · Ralph Yang-Cheng Lu, Hsiu‐Chuan Lee, et al. · RePEc: Research Papers in Economics · 3
Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange
2013 · Cheng-Yi Chien, Hsiu-Chuan Lee, et al. · Journal of Multinational Financial Management · 3
Why do investors trade more following high returns?
2025 · Wen-I Chuang, Yun-Huan Lee, et al. · International Review of Economics & Finance · 2
Tail comovements of implied volatility indices and global index futures returns predictability
2023 · Hsiu-Chuan Lee, Yun-Huan Lee, et al. · Pacific-Basin Finance Journal · 2
Works count: 37
Citation count: 246
H-index: 10
I10-index: 10
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