2022

• Journal   潘璟靜, Yung-Ming Shiu*, Tu-Cheng Wu, Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?, Journal of Financial Markets, 57, 0, 1-15

2019

• Symposium   The Information Content of Risk-neutral Moments for TAIEX’s Volatility Forecasting, 期貨學術與實務交流研討會, 臺北市, 中華民國, 394-417
• Journal   Yung-Ming Shiu*, Tu-Cheng Wu, Is trading in the shortest-term index options profitable?, Review of Derivatives Research, 1-33

2018

• Journal   Yung-Ming Shiu*, Tu-Cheng Wu, Analysis of the Clientele Effect and the Information Content of Short-term Index Option Returns in Taiwan, The Journal of Futures Markets, 38, 6, 715-730
• Journal   *, , Intraday TAIEX Option Returns and Investor Sentiment, 證券市場發展季, 30, 1, 49-80

2016

• Journal   臺指選擇權市場資訊反應之探討, 中國統計學報, 54, 3

2015

• Symposium   一券在手、希望無窮, 2015南臺灣財金學術聯盟暨海峽兩岸學術論文研討會, 高雄, 中華民國
• Journal   Investor Beliefs and the Demand Pressure on Index Options in Taiwan, Journal of Futures Markets, 35, 12

2014

• Symposium   *, Reaction to information in the TAIEX Options Market, 2014 南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會, 高雄市, 中華民國
• Journal   Yung-Ming Shiu*, Tu-Cheng Wu, The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations, Journal of Derivatives, 22, 1, 90-102

2013

• Symposium   Tu-Cheng Wu, Yung-Ming Shiu, Investor Beliefs and the Demand Pressure of Options, 21st Conference on the Theories and Practices of Securities and Financial Markets, 高雄市, 中華民國
• Journal   *, A STUDY ON TAIEX’S SMILE BY ARBITRAGE STRATEGIES, 中國統計學報, 51, 530-562

2012

• Symposium   , *, The Information Content of Trading Volume and Skewness in Taiwan Index Option, 2012南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會, 高雄市, 中華民國

2011

• Symposium   *, 臺指選擇權隱含波動度之資訊內涵, 2011商學與資訊國際學術研討會, 高雄市, 中華民國

2010

• Symposium   *, A Study of Alternative Extreme-Value Volatility Estimators on TAIEX, 2010全球商業經營管理學術研討會, 高雄市, 中華民國
• Symposium   *, , Subprime Crisis and Volatility Risk Premiums of TAIEX Index, 2010台灣財務金融學會年會暨中部財金學術聯盟研討會, 南投縣, 中華民國
• Journal   Yung-Ming Shiu*, Shu-Hui Lin, Tu-Cheng Wu, Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime Crisis, Journal of Derivatives, 17, 4, 54-66
• Journal   Frank Fabozzi, Ren-Raw Chen, Shing-yang Hu, Tests of the Performance of Structural Models in Bankruptcy Prediction, Journal of Credit Risk, 6, 2

2008

• Journal   潘璟靜*, Tu-Cheng Wu, Pricing Vulnerable Options, Journal of Financial Studies , 台灣財務金融學會, 16, 1, 113-140

2006

• Symposium   Ren-Raw Chen*, Frank J. Fabozzi, 潘璟靜, Ronald Sverdlove, Testing Nested Structural Models, 2006 Annual Meeting of Financial Management Association, Salt Lake City, 中華民國, 1-27
• Journal   Ren-Raw Chen*, Frank J. Fabozzi, 潘璟靜, Ronald Severdlove, Sources of Credit Risk: Evidence from Credit Default Swaps, Journal of Fixed Income, Institutional Investor, 16, 3, 1-15
• Journal   3. Yi-Tsung Lee*, 潘璟靜, The Tendency of Firm Managers to Avoid Small Losses, Advances in Quantitative Analysis of Finance and Accounting, Cheng-Few Lee , Rutgers University at New Brunswick, NJ, USA, 14 , 195-218