This study intends to examine whether the Huawei CFO Meng Wanzhou's arrest will result in significant stock abnormal rates of return of Huawei's Taiwan supply chains by event study methods. Our empirical results show that negative abnormal returns were not found significantly on any day of the whole event period except the third day after the event day. The findings reveal that the stock performance of Huawei's Taiwan supply chains tends to be insensitive and then slowly reacts under the event impact, showing an extraordinary sub-weak form of securities markets. The phenomenon highlights that active investors could take advantage of this promising opportunity to go for short selling and reap handsome profit in such an international economic and trade conflict event.