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 (交大管理學報), 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.
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