C# - Dynamically Added ListBox's EventHandler Is Not Firing?

The scenerio is I have a UserControl. This user control will create dynamically ListBoxes if the given List's count > 0. The controls are adding dynamically, there is no problem with adding them, but the event handler is not adding. If I select an item in first listBox, the secondListBox will be added dynamically, and items will add dynamically too. First listBox appears, but the selectedIndexChanged event handler doesn't work. What can be the problem with my code?

EDIT: I tried to add

li.Attributes.Add("onselectedindexchanged","selectedIndexChanged");

or

li.AutoPostBack = true;

but still not firing...

private List<string> myList = new List<string>() { "Serkan", "Kadir" };
private List<string> mySecondList = new List<string>() { "Istanbul", "Ankara" };
protected void Page_Load(object sender, EventArgs e)
{

[Code]....