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  1. 林楚雄、高偉舜、張簡彰程、高子荃 (2023) ，會計穩健性與股價崩盤風險，管理與系統，接受刊登。(TSSCI)
  2. Lin, Chu-Hsiung, Tzu-Chuan Kao, Chang-Cheng Changchien and Chien-Hui Wu (2021), Corporate Social Responsibility and Credit Ratings: On the Moderating Role of Firm Capability, Bulletin of Applied Economics, 8(2), 17-24. ABDC C級期刊
  3. Wang, Li-Hsun, Chu-Hsiung Lin, Hung-Gay Fung, and Tzu-Chuan Kao (2019), Foreign Direct Investment and Downside Risk: Evidence from Taiwan, Pacific-Basin Finance Journal, 57, 101-114.(SSCI) 國科會財務領域ATier-2級期刊
  4. Kao, Wei-Shun, Li-Hsun Wang, Chu-Hsiung Lin, Chi-Hua Huang (2018), Does Idiosyncratic Risk Matter to Momentum Profits? Evidence from China, The Empirical Economics Letters, 17(10), 1259-126
  5. Lin, Chu-Hsiung (2018), Special Issue of the Chinese Economy Guest Editor’s Introduction—Real Sector and Financial Market, The Chinese Economy, 51, 11 (The Chinese Economy Guest Editor)
  6. Kao, Wei-Shun, Chu-Hsiung Lin, C.C. Chang-Cheng, and Chien-Hui Wu (2017), Return Distribution, Leverage Effect and Spot-Futures Spread on the Hedging Effectiveness, Finance Research Letters, 6(33), 1-5. (SSCI) 國科會財務領域B+級期刊，2019 JCR=7.87%
  7. 高子荃、高偉舜、林楚雄、蔡繡容、鍾沛璇 (2017) ，股票與不動產投資信託的蔓延效果及安全投資轉移：以歐洲主權債務危機為例，住宅學報，26(2)，75-90。(TSSCI)
  8. Wang, Li-Hsun, Chu-Hsiung Lin, Erin H. Kao, Hung-Gay Fung (2017), Good Deeds Earn Chits? Evidence from Philanthropic Family Controlled Firms,  Review of Quantitative Finance and Accounting, 49(3),765-783. 國科會財務領域A-級期刊
  9. Wang, Li-Hsun, Chu-Hsiung Lin, Jui-Heng Kang, Hung-Gay Fung (2016), Idiosyncratic Volatility and Excess Return: Evidence from the Greater China Region, Finance Research Letters, 4(11), 1-4. (SSCI) 國科會財務領域B+級期刊，2019 JCR=7.87%
  10. Kao, Erin H., Yung-Ming Shiu, Chu-Hsiung Lin (2016), Does engagement in corporate social responsibility reduce firm risk? Evidence from China, Journal of Management, 33(3), 501-529. (TSSCI)
  11. Chen, Hsien-Ming, Chu-Hsiung Lin, Tzu-Chuan Kao, Tsun-Jen Wei (2016), The Effects of Corporate Governance on Idiosyncratic Risk: Evidence from Financial Institutions in Taiwan, Journal of Finance and Bank Management, 4(2), 17-24.
  12. 高子荃、林楚雄、高偉舜 (2016) ，美國與國際股市之極值相依行為：極值連鎖理論的應用，應用經濟論叢，99期，83-136。(TSSCI)
  13. 高子荃、林楚雄、張簡彰程、韋尊仁 (2015)，基金流量波動性、獨特性風險與台灣共同基金績效: 考慮全球金融風暴的衝擊，台灣企業績效學刊，第8卷第2期，141-157。
  14. Wang, Li-Hsun, Chu-Hsiung Lin, Hung-Gay Fung, and Hsien-Ming Chen (2015), Governance Mechanisms and Downside Risk, Pacific-Basin Finance Journal, 35, 485-49 (SSCI) 國科會財務領域ATier-2級期刊
  15. Kao, Tzu-Chuan,Yun-Yi Wang, Chu-Hsiung Lin and Tsun-Jen Wei (2015), Reexamining the Likelihood of Extreme Returns in International Stock Markets, Investment Management and Financial Innovations, 12(4), 106-114. (EconLit)國科會財務領域B級期刊
  16. Chen, Hsien-Ming, Hung-Gay Fung, Chu-Hsiung Lin, and Li-Hsun Wang (2015), Return Skewness, Real Options, and Corporate Governance, Journal of Financial Studies, 23(4), 1-39. (TSSCI) NSC 100-2410-H-327 -009 -本文榮獲財務金融學刊最佳論文獎。
  17. Lin, Chu-Hsiung, C.C. Chang-Cheng, Tzu-Chuan Kao, and W. S. Kao (2014), High-Order Moments and Extreme Value Approach for Value-at-Risk, Journal of Empirical Finance, 29, 421-434. (SSCI) NSC-99-2410-H-327-009-國科會財務領域ATier-1級期刊
  18. Wang, Li-Hsun, Chu-Hsiung Lin, Hung-Gay Fung, and Hsien-Ming Chen (2013), An analysis of stock repurchase in Taiwan, International Review of Economics and Finance, 27, 497-51 (SSCI) 國科會財務領域B+級期刊，Ranking (14/88)
  19. Chang-Cheng, C.C., C.H. Lin, W. S. Kao (2012), Capturing Value-at-Risk in Futures Markets：A Revised Filtered Historical Simulation Approach, Journal of Risk Model Validation, 6(4), 67-93. (SSCI) 國科會財務領域B級期刊
  20. Lin, Chia-Hui, Chu-Hsuing Lin, and Yun-Yi Wang (2012), The Impacts of Firm Size on the Interactions between Investment, Financing and Hedging Decisions, Journal of Statistics and Management System, 15(6), 663-683. (EI)
  21. 張簡彰程、林楚雄與趙婉辛 (2012)，期貨最適比率之估計: Bias-corrected EWMA法，經濟研究，第48卷第2期，225-252。(TSSCI)
  22. Wang, Li-Hsun, Chu-Hsiung Lin, and Chia-Hui Lin (2012), Can Corporate Governance Activate R&D? YMC Management Review, 5(1), 49-63.
  23. Chang-Cheng, C.C., C.H. Lin and H.C. Peter Yang (2012), Improving Hull and White’s Method of Estimating Portfolio Value-at-Risk, Journal of Forecasting, 31, 706-720. (SSCI, Impact Factor: 0.769 for 2012, Ranking in Economics: 170/333) NSC 95-2416-H-327-009-
  24. Tu, Hsin-Nan, Li-Hsun Wang, Chu-Hsiung Lin (2012), The Application of Real Options Model on Evaluating Land Readjustment Project, Journal of Statistics and Management Systems, 15(1), 49-59. (EI)
  25. Chang-Cheng, C.C., C.H. Lin (2011), Value-at-Risk Based on Generalized Error Distribution Using a Quantile Approach, Journal of Statistics and Management Systems, 14(5), 965-974. (EI)
  26. Lin, C.H., L.H. Wang and H.N. Tu (2011), The Performance Persistence of Open-end Mutual Funds: Reward-to-VaR Approach, Journal of Statistics and Management Systems, 14(4), 775-788. (EI)
  27. 林楚雄、陳賢名與王立勳 (2010)，公司治理機制對獨特性風險之影響，管理學報，第27卷第5期，頁409-435。(TSSCI) NSC-98-2410-H-327-046
  28. Wang, Richard L, C. H. Lin and H. M. Chen (2010), CEO Turnover in Reverse Splits, Review of Pacific Basin Financial Markets and Policies, 13(3), 403-416.（FLI , EconLit）國科會財務領域B級期刊
  29. Kao, Tzu-Chuan, Chu-hsiung Lin (2010), Setting Margin Levels in Futures Markets： An-Extreme Value Method, Nonlinear Analysis: Real World Applications, 11, 1704-1713, (SCI, Impact Factor: 2.138, Ranking in mathematics: 11/236 in 2010) NSC96-2416-H-327-013-MY2
  30. Kao, Tzu-Chuan, Chang-Cheng Changchien, Chu-hsiung Lin, Hsien-Ming Chen (2009), A Two-Stage Approach to Allowing Time-varying Volatility and Heavy-Tailed Distribution for Value-at-Risk Estimation, Journal of Statistics and Management Systems, 12(4), 707-720. (EI)
  31. 林楚雄、張簡彰程與曾正杰 (2008)，風險矩陣波動修正之風險值估計，輔仁管理評論，第15卷第2期，頁61-82。
  32. Lin, C.H. and Tzu-Chuan Kao (2008), Multiple Structural Changes in the Tail Behavior: Evidence from Stock Index Futures Returns, Nonlinear Analysis: Real World Applications, 9, 1702-1713. (SCI), Impact Factor: 1.778, Ranking: 11/251, NSC96-2416-H-327-013-MY2
  33. 林楚雄與王韻怡 (2008)，異質變異資產之成份風險值評價投資組合風險值：極值方法之應用，管理與系統，第15卷第1期，頁1-22。(TSSCI) NSC93-2416-H-327-017
  34. 林楚雄與張簡彰程 (2007)，波動與時改變的歷史模擬法風險值模式，財務金融學刊，第15卷第4期，頁81-102。(TSSCI)NSC95-2416-H-327-009
  35. 林楚雄、沈姍姍、高子荃與林秀璘(2007)，極端市場下國際投資組合之風險分散效果，金融風險管理季刊，第3卷第4期，頁25-45。
  36. 林楚雄、王韻怡、王雅玲、王立勳、陳賢名(2007)，外匯極值行為之研究，金融風險管理季刊，第3卷第2期，頁31-58。
  37. 高子荃、方世杰與林楚雄 (2006)，技術取得模式與經營績效之實證研究：考慮廠商的決策影響，科技管理學刊，第11卷第4期，頁121-156。
  38. 林楚雄與王韻怡 (2006)，考慮GARCH效果下的尾部指數與風險值應用，風險管理學報，第8卷第1期，頁49至70。
  39. Lin, C.H., S. S. Shen (2006), Can the Student-t Distribution Give Accurate Value-at-Risk?, The Journal of Risk Finance, 7(3), 292-300.
  40. Lin, C.H., C.C. Chang-Cheng, and S.W. Chen (2006), Incorporating the Time-varying Tail-fatness into the Historical Simulation Method for Portfolio Value-at-Risk, Review of Pacific Basin Financial Markets and Policies, 9(2), 257-274. (NSC92-2416-H-327-018)（FLI , EconLit）國科會財務領域B級期刊
  41. Lin, C.H., C.C. Chang-Cheng, and S.W. Chen (2005), A General Revised Historical Simulation Method for Portfolio Value-at-Risk, The Journal of Alternative Investments, 8(2), 87-103. 國科會財務領域B級期刊
  42. Lin, C.H., S.W. Chen, and Y.Y. Wang (2005), Estimating Portfolio Value-at-Risk: the Two-Stage Approach of Component VaR and Extreme Value, Risk Letters, 1(1), 18-24. (NSC 93-2416-H-327-017)
  43. 林楚雄 (2005)，「個股波動不對稱性之實證研究：以台灣股票市場為例」，中山管理評論，第13卷第3期，頁811-836。(TSSCI)(NSC90-2416-H-327-019)
  44. 林楚雄、張簡彰程與謝景成 (2005)，三種修正歷史模擬法估計風險值模型之比較，風險管理學報，第7卷第2期，頁183至201。
  45. 林楚雄與洪秋萍 (2005)，「從獨特性風險之觀點探討我國開放型共同基金之風險分散程度、績效與風險調整行為」，管理學報，第22卷第1期，頁109至131。(TSSCI)
  46. 林楚雄、高子荃與邱瓊儀 (2005)，「結合GARCH模型與極值理論的風險值模型」，管理學報，第22卷第1期，頁133至154。(TSSCI)
  47. Huang, Y.C., C.H. Lin, C.C. Chang-Cheng, and B. J. Lin (2004), “The Tail Fatness and Value-at-Risk Analysis of TAIFEX and SGX-DT Taiwan Stock Index Futures,” Asia Pacific Management Review, 9(4), 729-750. (TSSCI)
  48. 林楚雄與張簡彰程 (2002)，「增進歷史模擬法估計風險值準確性之研究」，中山管理評論，第10卷第3期，頁497至520。(TSSCI)
  49. 林楚雄與陳宜玫 (2002)，「台灣股票市場風險值估測模型之實證研究」，管理學報，第19卷第4期，頁737至758。(TSSCI) (NSC89-2416-H-214-020)
  50. 林楚雄與陳宜玫 (2001)，「台灣股票店頭市場風險值之估計與財務風險管理效能之分析: VaR-x法之應用」，亞太經濟管理評論，第4卷第2期，頁65至76。
  51. 林楚雄、劉維琪與吳欽杉 (2000)，「台灣股票店頭市場股價報酬與波動之分析」，亞太管理評論，第5卷第4期，頁435至449。(TSSCI)
  52. 林楚雄與張簡彰程 (2000)，「蒙地卡羅模擬法結合GARCH模型於風險值之估計－以我國電子類股為例」，義守大學學報，第7期，頁337至351。
  53. 林楚雄 (2000)，「亞洲金融危機對我國股市條件波動結構之影響」，亞太管理評論，第5卷第3期，頁315-330。(TSSCI)
  54. 林楚雄、劉維琪與吳欽杉 (1999)，「不對稱GARCH模型的研究」，管理學報，第16卷第3期，頁479至515。(TSSCI) (NSC89-2416-H-214-001)(管理學報年度論文獎)
  55. 林楚雄、劉維琪與吳欽杉 (1999)，「台灣股票店頭市場股價報酬波動行為的研究」，企業管理學報，第44期，頁165至192。
  56. Lin, C.H., V.W. Liu, and C.S. Wu (1997), “The Relationship between the Expected Return and the Conditional Volatility in Taiwan Stock Market,” 交大管科學報，第17卷第3期，頁104至124。(TSSCI)
  57. 林楚雄 (1997)，「資訊到達對台灣股票市場條件波動不對稱性與反轉的影響：波動轉換ARCH模型的應用」，和春學報，第4期，頁213至226。