Cheng, Tsung-Chi and Hung-Neng Lai (forthcoming), “Improvements in the Estimation for the Probability of Informed Trading Models,” Quantitative Finance.
Pei-Fang Hsieh, Chuang-Chang Chang, Hung-Neng Lai, Wei-Sen Hsu (2017)，The Relative Trading Activity in Options and Stock: Evidences from the Taiwan Stock Exchange, Journal of Futures and Options，Vol. 10, no 1，1-39.
Yih‑Wenn Laih, Hung‑Neng Lai, Chun‑An Li (2015), Analyst Valuation and Value Discovery, International Review of Economics and Finance, Vol.35, 235-248.
Yih-Wenn Laih, Hung Neng Lai (2014), Limits to Arbitrage、Liquidity and Price Discovery: Evidence from Taiwan and Hong Kong Cross-listed ETFs,Journal of Futures and Options, Vol. 7 no.2 , 1-33.
Chuang‑Chang Chang, Pei‑Fang Hsieh, Hung‑Neng Laia (2013), The Price Impact of Options and Futures Volume in After‑hours Stock Market Trading, Pacific‑Basin Finance Journal, Vol. 21, Is. 1, 984-1007.
Chang, Chuang‑Chang, Pei‑Fang Hsieh and Hung‑Neng Lai (2009), Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange, Journal of Banking and Finance, Vol. 33, Is. 4, 757-764.
Yang, Chi‑Yih, Hung‑Neng Lai and Boon Leing Tan (2008), “Managerial Ownership Structure and Earnings Management” , Journal of Financial Reporting and Accounting, Vol. 6, No. 1, 35‑53.
Lai, Hung‑Neng (2007), “Is There a Link Between Quote Competition and Order Flows?”, International Journal of Business, Vol. 12, No. 4, 413‑428.
Lai, Hung‑Neng (2007), “The Market Quality of Dealer versus Hybrid Markets: The Case of Moderately Liquid Securities”, Journal of Business Finance and Accounting, Vol. 34, Is. 1&2, 349‑373.
Lai, Cheng, Tsung‑Chi, Hung‑Neng Lai, and Pei‑Fen Tsai (2006), “On the Two‑Stage Estimation of the Fama‑French Three Factor Model: Evidence from Taiwan”, Chiao Da Management Review (Chiao Da Mangement Review), Vol. 26, No. 2, 21‑48.
Fan, Yu‑Ju and Hung‑Neng Lai (2006 ), “The Intra‑day Effect of the Extension of Trading Hours for Taiwanese Securities”, International Review of Financial Analysis, Vol. 15, No. 4‑5, 328‑347.
Cheng, Tsung‑Chi, Hung‑Neng Lai, and Chien‑Ju Lu ( 2005), “Industrial Effects and the CAPM: From the Views of Robustness and Longitudinal Data Analysis”, Journal of Data Science , Vol.3, No. 4, 381‑401.
Lai, Hung-Neng and Wei-Hsien Li (2016), “Information Measures and Merger Announcements”, the 24th Conference of the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.
Lai, Hung-Neng and Hong-Ming Luo (2010), The Anatomy of Option Trading Profitability: Evidence from Transaction Data,Asian Finance Association Annual Conference, Hong Kong, China, July 2010 .
Lai, Hung Neng (2004), “The Market Quality of Moderately Liquid Securities in a Hybrid Market: the Evidence”, presented at 2004 European Finance Association Annual Meeting, Maastricht, the Netherland.
Lai, Hung Neng (2003), “Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange”, presented at 2003 European Financial Management Association Annual Meeting, Helsinki, Finland,.
Lai, Hung Neng (2001), “Quote Competition, Preferenced Orders, and Market Shares in Multiple Dealership Markets”, presented at 2001 European Finance Management Association Annual Meeting, Lugano, Switzerland.
Lai, Hung Neng (1999), “Posting Quotes in Multiple Dealership Markets: Evidence from the London Stock Exchange”, presented at the European Finance Management Association Annual Meeting, Paris, France.
Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai ( 2008), “The Information Contents from Option Investors: Evidence from TAIEX”, the 2nd Emerging Markets Finance Conference, London, U.K..
Chen, Chung-Yi and Hung-Neng Lai ( 2006), “An Investigation of Intraday Effects in Taiwanese Stock Market”, the 14th Conference of the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan.
Books and other
Chang, Chuang-Chang, Pei-Fang Hsieh and Hung-Neng Lai (2010), A Real Option Approach to the Comprehensive Analysis of Bank Consolidation Values Handbook of Quantitative Finance and Risk Management
Lai, Hung-Neng May (1999), “The Microstructure of a Dealership Market: An Empirical Investigation of the London Stock Exchange” Ph.D. Dissertation, The London School of Economics and Political Science, University of London
Informed Trading and Technical Analysis，(MOST 107-2410-H-008-028 -)，2018.8.1 -2019.7.31，Principal Investigator.
The Probability of Informed Trading and Asset Pricing with New Estimation Strategy，(MOST 106-2410-H-008-030 -)，2017.8.1 至 2018.7.31，Principal Investigator.
How to Estimate the Probability of Informed Trading? (MOST 105-2410-H-008-017 )，2016.8.1-2017.7.31，Principal Investigator.
Improving Estimation of the Probability of Informed Trading, (MOST 104-2410-H-008-021)，2015.8.1- 2016.7.31，Principal Investigator.
Information Asymmetric Measures in Informational and Non-Informational Events， (102-2410-H-008 -017 -MY2)，2013.8.1 - 2015.7.31，Principal Investigator.
Compiling Health Services Cost Index for the National Health Insurance， Ministry of Health and Welfare，2012.1-2014.11，Co-principal Investigator.
What Do Measures of Information Aysmmetry Measure? National Science Council (100-2410-H-008 -020 -MY2 )，2011.8.1 - 2013.7.31，Principal Investigator.
Psychological Barriers Effects and Unexpected Shocks on Ultra-high Frequency Transactions in TAIFEX Futures Market，National Science Council (100-2410-H-327 -007 )，2011.8.1 - 2012.7.31，Co-principal Investigator.
Study on the Behavior Finance of Financial Market in the New Economic Era，NCU，2011.4.1- 2012.4.30，Co-principal Investigator.
The Price Discovery of Cross-Listed ETFs，National Science Council (99-2410-H-275-003-)，2010.8.1 - 2011.7.31，Co-principal Investigator.
TAIEX Arbitrage，(NSC 97-2410-H-008 -016 -MY2 )，National Science Council
Study on the Order-Submission Behavior of Institutional Investors in the Taiwanese Stock Market，NCU.
Exploring institutional investors' trading strategy on the Taiwanese Stock Market，(96-2416-H-008-025- )，National Science Council.
Study on the Release of Material Information by Listed Companies，Taiwan Stock Exchange
The Market Quality of SETSmm，(95-2416-H-008-016- )，National Science Council.
The Relationship between Investors’ Order-Submission Behavior and Default Risk in the Taiwanese Futures and Options Markets，Taiwan Stock Exchange.
Study on the Relationship between Investor Order Submission Behavior and Profits in the Taiwanese Stock Market，NCU.
Delearship Market versus Hybrid Market: A Comparison of the Liquidity，(91-2416-H-008-022- )，National Science Council.
Herd Behavior and Asset Returns，(91-2415-H-030-001- )，National Science Council.
Measuring Transaction Costs in a Hybrid Market， (90-2416-H-008-027- )，National Science Council.
Analysis of the Interactions Among Financial Variables， (89-2415-H-007-011- )，National Science Council.
Quote Competition, Preferenced Orders, and Market Shares in Multiple Dealership Markets，(89-2416-H-007-002- )，National Science Council.