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Publications

by members of

Business
Rutgers University-Newark
Newark, New Jersey (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2024

  1. Amine C-L. Ouazad, 2024. "Equilibrium Multiplicity: A Systematic Approach using Homotopies, with an Application to Chicago," Papers 2401.10181, arXiv.org.
  2. Matthew E. Kahn & Amine Ouazad & Erkan Yönder, 2024. "Adaptation Using Financial Markets: Climate Risk Diversification through Securitization," NBER Working Papers 32244, National Bureau of Economic Research, Inc.

2023

  1. Amine Ouazad & Matthew E. Kahn, 2023. "Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply," Papers 2305.07179, arXiv.org.

2022

  1. Amine Ouazad, 2022. "Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires," Papers 2208.06930, arXiv.org.

2021

  1. Morris A. Davis & Andra C. Ghent & Jesse M. Gregory, 2021. "The Work-from-Home Technology Boon and its Consequences," NBER Working Papers 28461, National Bureau of Economic Research, Inc.
  2. Morris Davis & Jesse M. Gregory, 2021. "Place-Based Redistribution in Location Choice Models," NBER Working Papers 29045, National Bureau of Economic Research, Inc.
  3. Pattit, Jason M. & Pattit, Katherina G. & Spender, J C, 2021. "Edith T. Penrose: Economist of "The Ordinary Business of Life"," MPRA Paper 106375, University Library of Munich, Germany.

2020

  1. Amine Ouazad, 2020. "Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps," Papers 2006.02977, arXiv.org, revised Jun 2020.
  2. Amine Ouazad, 2020. "Resilient Urban Housing Markets: Shocks vs. Fundamentals," Papers 2010.00413, arXiv.org, revised Oct 2020.

2019

  1. Stephen D. Oliner & Morris A. Davis & Will Larson, 2019. "Mortgage risk since 1990," AEI Economics Working Papers 1001502, American Enterprise Institute.
  2. Morris A. Davis & William D. Larson & Stephen D. Oline & Jessica Shui, 2019. "The Price of Residential Land for Counties, ZIP codes, and Census Tracts inthe United States," FHFA Staff Working Papers 19-01, Federal Housing Finance Agency.
  3. Morris Davis & Daniel Hartley & Jesse Gregory, 2019. "The Long-Run Effects of Low-Income Housing on Neighborhood Composition," 2019 Meeting Papers 70, Society for Economic Dynamics.
  4. Morris A. Davis & Jesse Gregory & Daniel A. Hartley & Kegon T. K. Tan, 2019. "Neighborhood Effects and Housing Vouchers," Working Papers 2019-084, Human Capital and Economic Opportunity Working Group.
  5. Chen, Victor Zitian & Cantwell, John, 2019. "Resistant roots of institutional diversity across societies: An evolutionary framework," SocArXiv 3gaqj, Center for Open Science.
  6. Rancière, Romain & Ouazad, Amine, 2019. "Market Frictions, Arbitrage, and the Capitalization of Amenities," CEPR Discussion Papers 13689, C.E.P.R. Discussion Papers.
  7. Rancière, Romain & Ouazad, Amine & Heipertz, Jonas, 2019. "The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach," CEPR Discussion Papers 13855, C.E.P.R. Discussion Papers.
  8. Amine Ouazad & Matthew E. Kahn, 2019. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," NBER Working Papers 26322, National Bureau of Economic Research, Inc.

2018

  1. Edward J. Pinto & Stephen D. Oliner & Morris A. Davis & Tobias Peter, 2018. "The impact of federal housing policy on housing demand and homeownership: Evidence from a quasi-experiment," AEI Economics Working Papers 968223, American Enterprise Institute.
  2. Bennett, Patrick & Ouazad, Amine, 2018. "Job Displacement, Unemployment, and Crime: Evidence from Danish Microdata and Reforms," Discussion Paper Series in Economics 32/2018, Norwegian School of Economics, Department of Economics, revised 21 Dec 2018.

2017

  1. Morris A. Davis & Jess Gregory & Daniel Hartley & Kegon T. K. Tan, 2017. "Neighborhood Choices, Neighborhood Effects and Housing Vouchers," Working Paper Series WP-2017-2, Federal Reserve Bank of Chicago.
  2. Norman Loayza & Amine Ouazad & Romain Ranciere, 2017. "Financial Development, Growth, and Crisis: Is There a Trade-Off?," Working Papers 114, Peruvian Economic Association.
  3. Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers 12134, C.E.P.R. Discussion Papers.
  4. Amine Ouazad & Romain Rancière, 2017. "City Equilibrium with Borrowing Constraints: Structural Estimation and General Equilibrium Effects," NBER Working Papers 23994, National Bureau of Economic Research, Inc.

2016

  1. Edward J. Pinto & Stephen D. Oliner & Morris A. Davis & Sankar Bokka, 2016. "Residential land values in the Washington, DC metro area: New insights from big data," AEI Economics Working Papers 872547, American Enterprise Institute.
  2. John Cantwell & Anke Piepenbrink & Pallavi Shukla & Alexandra Vo, 2016. "The changing landscape of JIBS authorship," Post-Print hal-02007661, HAL.

2015

  1. Rancière, Romain & Ouazad, Amine, 2015. "Structural Demand Estimation with Borrowing Constraints," CEPR Discussion Papers 10866, C.E.P.R. Discussion Papers.

2014

  1. Morris A. Davis & Stijn Van Nieuwerburgh, 2014. "Housing, Finance and the Macroeconomy," NBER Working Papers 20287, National Bureau of Economic Research, Inc.
  2. Edward J. Pinto & Stephen D. Oliner & Morris A. Davis, 2014. "House prices and land prices under the microscope: a property-level analysis for the Washington, DC area," AEI Economics Working Papers 415524, American Enterprise Institute.
  3. Erwan Quintin & Morris Davis, 2014. "Default When House Prices are Uncertain," 2014 Meeting Papers 246, Society for Economic Dynamics.

2013

  1. Morris A. Davis & Jonas D. M. Fisher & Marcelo Veracierto, 2013. "Gross Migration, Housing and Urban Population Dynamics," Working Paper Series WP-2013-19, Federal Reserve Bank of Chicago.

2012

  1. S. Boragan Aruoba & Morris A. Davis & Randall Wright, 2012. "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes," NBER Working Papers 18276, National Bureau of Economic Research, Inc.
  2. Morris Davis & Jonas Fisher & David Wasshausen & Jennifer Bennett, 2012. "The Role of Infrastructure in U.S. Growth," 2012 Meeting Papers 220, Society for Economic Dynamics.
  3. Amine Ouazad & Lionel Page, 2012. "Students’ Perceptions of Teacher Biases: Experimental Economics in Schools," CEE Discussion Papers 0133, Centre for the Economics of Education, LSE.
  4. Amine Ouazad & Lionel Page, 2012. "Pupils' progress: how children's perceptions influence their efforts," CentrePiece - The magazine for economic performance 359, Centre for Economic Performance, LSE.

2011

  1. Randall D. Wright & Morris A. Davis & Boragan Aruoba, 2011. "Homework in Monetary Economics: Inflation and House Prices," 2011 Meeting Papers 355, Society for Economic Dynamics.
  2. Rancière, Romain & Ouazad, Amine, 2011. "Credit Standards and Segregation," CEPR Discussion Papers 8300, C.E.P.R. Discussion Papers.

2010

  1. Morris A. Davis & Jonas D. M. Fisher & Toni M. Whited, 2010. "Macroeconomic implications of agglomeration," Working Paper Series WP-2010-02, Federal Reserve Bank of Chicago.
  2. Morris A. Davis & Jonas D. M. Fisher & Marcelo Veracierto, 2010. "The role of housing in labor reallocation," Working Paper Series WP-2010-18, Federal Reserve Bank of Chicago.
  3. Grazia Santangelo & John Cantwell, 2010. "The Restructuring of Technological Capabilities through Corporate Expansion," DRUID Working Papers 10-18, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.

2009

  1. Kraaijenbrink, Jeroen & Spender, JC & Groen, Aard, 2009. "The resource-based view: A review and assessment of its critiques," MPRA Paper 21442, University Library of Munich, Germany.
  2. Francis Kramarz & Stephen Machin & Amine Ouazad, 2009. "What Makes a Test Score? The Respective Contributions of Pupils, Schools and Peers in Achievement in English Primary Education," CEE Discussion Papers 0102, Centre for the Economics of Education, LSE.
  3. Amine Ouazad, 2009. "In Brief: Assessed by a teacher like me," CentrePiece - The magazine for economic performance 282, Centre for Economic Performance, LSE.

2008

  1. Morris A. Davis & Robert F. Martin, 2008. "Housing, home production, and the equity and value premium puzzles," International Finance Discussion Papers 931, Board of Governors of the Federal Reserve System (U.S.).
  2. Amine Ouazad, 2008. "Assessed by a Teacher Like Me: Race, Gender and Subjective Evaluations," CEE Discussion Papers 0098, Centre for the Economics of Education, LSE.
  3. Azali, M. & Royfaizal, R.C. & Lee, C., 2008. "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper 11891, University Library of Munich, Germany, revised 2008.

2007

  1. Morris A. Davis & François Ortalo-Magné, 2007. "Household Expenditures, Wages, Rents," CESifo Working Paper Series 2156, CESifo.
  2. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  3. M., Azali & Wong, K. S. Kelly & Lee, C. & Shafinaz, Ahmad Nazar, 2007. "The Asean-5 Future Currency: Maastricht Criteria," MPRA Paper 10272, University Library of Munich, Germany.
  4. Royfaizal, R. C & Lee, C & Mohamed, Azali, 2007. "Asean-5+3 And Us Stock Markets Interdependence Before, During And After Asian Financial Crisis," MPRA Paper 10263, University Library of Munich, Germany.

2006

  1. Sean D. Campbell & Morris A. Davis & Joshua H. Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series 2006-29, Board of Governors of the Federal Reserve System (U.S.).
  2. Morris A. Davis & Michael G. Palumbo, 2006. "The price of residential land in large U.S. cities," Finance and Economics Discussion Series 2006-25, Board of Governors of the Federal Reserve System (U.S.).
  3. Morris A. Davis, 2006. "Tax Policy, the Distribution of Income, and the Value of Land and Leisure," 2006 Meeting Papers 225, Society for Economic Dynamics.

2005

  1. Morris Davis & Robert F. Martin, 2005. "Housing, House Prices, and the Equity Premium Revisited," 2005 Meeting Papers 753, Society for Economic Dynamics.
  2. Morris A. Davis & Robert F. Martin, 2005. "Housing, house prices, and the equity premium puzzle," Finance and Economics Discussion Series 2005-13, Board of Governors of the Federal Reserve System (U.S.).
  3. Morris A. Davis & Andreas Lehnert & Robert F. Martin, 2005. "The Rent-Price Ratio for the Aggregate Stock of Owner-Occupied Housing," Urban/Regional 0509019, University Library of Munich, Germany.
  4. Suma Athreye & John Cantwell, 2005. "Creating Competition? Globalisation and the emergence of new technology producers," Open Discussion Papers in Economics 52, The Open University, Faculty of Social Sciences, Department of Economics.
  5. Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research.
  6. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005. "Hedging with Foreign-listed Single Stock Futures," MPRA Paper 52372, University Library of Munich, Germany.

2004

  1. Jonathan Heathcote & Morris Davis, 2004. "The Price and Quantity of Residential Land in the United States," 2004 Meeting Papers 32, Society for Economic Dynamics.
  2. Yangru Wu, 2004. "Momentum Trading, Mean Reveral and Overration in Chinese Stock Market," Working Papers 232004, Hong Kong Institute for Monetary Research.

2003

  1. John A. Cantwell & Lucia Piscitello, 2003. "The Recent Location of Foreign R&D Activities by Large MNCs in the European Regions. The Role of Different Sources of Spillovers," ERSA conference papers ersa03p322, European Regional Science Association.
  2. Andy C.C. Kwan & Yangru Wu, 2003. "A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series," Departmental Working Papers _157, Chinese University of Hong Kong, Department of Economics.
  3. Hedrick, J. K. & Sengupta, R. & Xu, Q. & Kang, Y. & Lee, C., 2003. "Enhanced AHS Safety Through the Integration of Vehicle Control and Communication," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt0b9833wb, Institute of Transportation Studies, UC Berkeley.

2002

  1. Andy C.C. Kwan & Yangru Wu, 2002. "On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example," Departmental Working Papers _144, Chinese University of Hong Kong, Department of Economics.
  2. Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu, 2002. "On the size and power of portmanteau tests for randomness of a time series," Departmental Working Papers _143, Chinese University of Hong Kong, Department of Economics.
  3. Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu, 2002. "On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation," Departmental Working Papers _142, Chinese University of Hong Kong, Department of Economics.
  4. Ronald J. Balvers & Yangru Wu, 2002. "Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study," Working Papers 112002, Hong Kong Institute for Monetary Research.
  5. Susan Feinberg & Gordon Phillips, 2002. "Firm-Specific Resources, Financial-Market Development and the Growth of U.S. Multinationals," NBER Working Papers 9252, National Bureau of Economic Research, Inc.

2001

  1. Davis, Morris & Heathcote, Jonathan, 2001. "Housing and the Business Cycle," Working Papers 01-09, Duke University, Department of Economics.
  2. Morris A. Davis & Michael G. Palumbo, 2001. "A primer on the economics and time series econometrics of wealth effects," Finance and Economics Discussion Series 2001-09, Board of Governors of the Federal Reserve System (U.S.).
  3. John Cantwell & Elena Kosmopoulou, 2001. "Determinants of Internationalisation of Corporate Technology," DRUID Working Papers 01-08, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  4. John Cantwell & Simona Iammarino, 2001. "The technological relationships between indigenous firms and foreign-owned MNCs in the European regions," ERSA conference papers ersa01p269, European Regional Science Association.
  5. Frank A. Wolak & Robert H. Patrick, 2001. "The Impact of Market Rules and Market Structure on the Price Determination Process in the England and Wales Electricity Market," NBER Working Papers 8248, National Bureau of Economic Research, Inc.
  6. Robert H. Patrick & Frank A. Wolak, 2001. "Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices," NBER Working Papers 8213, National Bureau of Economic Research, Inc.

2000

  1. Cantwell, John A. & Piscitello, Lucia, 2000. "The Location Of Mnc'S Technological Activities In Europe: Agglomerative Tendencies And Other Territorial Externalities," ERSA conference papers ersa00p343, European Regional Science Association.
  2. Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu, 2000. "On the Empirical Size of Normalized Autocorrelation Coefficients," Departmental Working Papers _125, Chinese University of Hong Kong, Department of Economics.
  3. Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu, 2000. "Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness," Departmental Working Papers _123, Chinese University of Hong Kong, Department of Economics.

1999

  1. Morris A. Davis & E. Michael Foster, 1999. "Intra-household allocation and the mental health of children: structural estimation analysis," Finance and Economics Discussion Series 1999-30, Board of Governors of the Federal Reserve System (U.S.).
  2. De Vany, A. & Lee, C., 1999. "Information Cascades in Multi-Agent Models," Papers 99-00-05, California Irvine - School of Social Sciences.

1998

  1. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics.
  2. C. Lee, 1998. "Life Cycle Savings in the United States, 1900-1990," CPE working papers 0014, University of Chicago - Centre for Population Economics.

1997

  1. Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute.

1996

  1. Andy C.C., Kwan & Yangru, Wu & Fassil, Nebebe, 1996. "On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models," Departmental Working Papers _069, Chinese University of Hong Kong, Department of Economics.
  2. Andy C.C., Kwan & Yangru, Wu, 1996. "Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model," Departmental Working Papers _075, Chinese University of Hong Kong, Department of Economics.

1995

  1. Bellak, Christian & Cantwell, John, 1995. "Measuring the Importance of International Production: The Re-estimation of Foreign Direct Investment at Current Values," Department of Economics Working Paper Series 30, WU Vienna University of Economics and Business.
  2. Andy C.C., Kwan & Yangru, Wu, 1995. "On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model," Departmental Working Papers _062, Chinese University of Hong Kong, Department of Economics.

1994

  1. C. Lee, 1994. "Hedonic Index of Wartime Mortality and Older Age Mortality (July)," CPE working papers 0015, University of Chicago - Centre for Population Economics.

1993

  1. Yangru, Wu, 1993. "Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests," Departmental Working Papers _027, Chinese University of Hong Kong, Department of Economics.
  2. Chin-Wen, Hsin & Jerry, Kuo & Cheng-Few, Lee, 1993. "A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures Vs Options," Departmental Working Papers _028, Chinese University of Hong Kong, Department of Economics.

1991

  1. Gifford, Sharon & Wilson, Charles, 1991. "A Model of Project Evaluation with Limited Resources," Working Papers 91-64, C.V. Starr Center for Applied Economics, New York University.

1990

  1. Gifford, Sharon & Wilson, Charles, 1990. "A Model Of Inspection And Repair With And Endogenous Number Of Projects," Working Papers 90-06, C.V. Starr Center for Applied Economics, New York University.
  2. Anthony Chan & Carl R. Chen & Cheng-Few Lee & Shafiqur Rahman, 1990. "A cross-sectional analysis of mutual funds' market timing and security selection skill," Research Paper 9014, Federal Reserve Bank of New York.

1987

  1. Gary D. Koppenhaver & Cheng-Few Lee, 1987. "Alternative instruments for hedging inflation risk in the banking industry," Staff Memoranda 87-5, Federal Reserve Bank of Chicago.

1986

  1. Elijah Brewer & Cheng-Few Lee, 1986. "The impact of market, industry, and interest rate risks on bank stock returns," Staff Memoranda 86-4, Federal Reserve Bank of Chicago.

1985

  1. Elijah Brewer & Cheng-Few Lee, 1985. "The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach," Proceedings 72, Federal Reserve Bank of Chicago.

Undated

  1. Morris A. Davis, "undated". "Medicare, Medicaid, Medigap, and the Life Expectancy of the Elderly," Computing in Economics and Finance 1997 86, Society for Computational Economics.
  2. C. Lee, "undated". "Labor Market Status of Older Males in Early Twentieth Century America," CPE working papers 0012, University of Chicago - Centre for Population Economics.
  3. C. Lee, "undated". "Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940," CPE working papers 0011, University of Chicago - Centre for Population Economics.
  4. C. Lee, "undated". "The Expected Length of Retirement in the United States, 1850-1990," CPE working papers 0013, University of Chicago - Centre for Population Economics.

Journal articles

Undated material is listed at the end

2022

  1. Victor Zitian Chen & John Cantwell, 2022. "An evolutionary view of institutional complexity," Journal of Evolutionary Economics, Springer, vol. 32(3), pages 1071-1090, July.
  2. Hui-Ju Tsai & Yangru Wu, 2022. "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, vol. 178(3), pages 735-755, July.
  3. Gurdip Bakshi & Xiaohui Gao & Zhaodong Zhong, 2022. "Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods," Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 391-413, November.
  4. Difang Huang & Yubin Li & Xinjie Wang & Zhaodong (Ken) Zhong, 2022. "Does the Federal Open Market Committee cycle affect credit risk?," Financial Management, Financial Management Association International, vol. 51(1), pages 143-167, March.
  5. Zhao, Chen & Li, Yubin & Govindaraj, Suresh & Zhong, Zhaodong (Ken), 2022. "CDS trading and analyst optimism," The British Accounting Review, Elsevier, vol. 54(4).
  6. Wang, Xinjie & Zhong, Zhaodong (Ken), 2022. "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, vol. 57(C).
  7. Wang, Xinjie & (Ken) Zhong, Zhaodong, 2022. "Post-crisis regulations, market making, and liquidity in over-the-counter markets," Journal of Banking & Finance, Elsevier, vol. 134(C).
  8. Amine Ouazad & Matthew E Kahn, 2022. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3617-3665.

2021

  1. Davis, Morris A. & Larson, William D. & Oliner, Stephen D. & Shui, Jessica, 2021. "The price of residential land for counties, ZIP codes, and census tracts in the United States," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 413-431.
  2. Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021. "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, vol. 139(2), pages 545-560.
  3. Ming Gu & Minxing Sun & Yangru Wu & Weike Xu, 2021. "Economic policy uncertainty and momentum," Financial Management, Financial Management Association International, vol. 50(1), pages 237-259, March.
  4. Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken), 2021. "Corporate social responsibility and the term structure of CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  5. Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021. "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, vol. 133(C).
  6. Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021. "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 1-28, July.
  7. Lee, Cheng-Few & Sung, Hao-Chang, 2021. "Product market competition and real activities manipulation: Theory and implications," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 192-205.
  8. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
  9. James Juichia Lin & Cheng-Few Lee, 2021. "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 453-478, February.
  10. Cheng Few Lee & Alice C. Lee, 2021. "Investment, Financing, Dividend, and Production Policies: Review and Integration," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-48, September.
  11. Kin-Wai Lee & Cheng-Few Lee & Gillian Hian-Heng Yeo, 2021. "Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-26, March.
  12. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.
  13. Cheng-Few Lee & Woan-Lih Liang, 2021. "Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(04), pages 1-18, December.

2020

  1. Davis, Morris A. & Oliner, Stephen D. & Peter, Tobias J. & Pinto, Edward J., 2020. "The Impact of Federal Housing Policy on Housing Demand and Homeownership: Evidence from a Quasi-Experiment," Journal of Housing Economics, Elsevier, vol. 48(C).
  2. Maximilian Buchholz & Harald Bathelt & John A. Cantwell, 2020. "Income divergence and global connectivity of U.S. urban regions," Journal of International Business Policy, Palgrave Macmillan, vol. 3(3), pages 229-248, September.
  3. Ilya R. P. Cuypers & Gokhan Ertug & John Cantwell & Akbar Zaheer & Martin Kilduff, 2020. "Making connections: Social networks in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(5), pages 714-736, July.
  4. Sarianna Lundan & John Cantwell, 2020. "The local co-evolution of firms and governments in the Information Age," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(9), pages 1516-1528, December.
  5. Borochin, Paul & Chang, Hao & Wu, Yangru, 2020. "The information content of the term structure of risk-neutral skewness," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 247-274.
  6. Ming Gu & Yangru Wu, 2020. "Accruals And Momentum," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(1), pages 63-93, March.
  7. Xinjie Wang & Yangru Wu & Zhaodong (Ken) Zhong, 2020. "The Comovements Of Stock, Bond, And Cds Illiquidity Before, During, And After The Global Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(4), pages 965-998, December.
  8. Byoung Uk Kang & Jin-Mo Kim & Oded Palmon & Zhaodong Zhong, 2020. "Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1247-1278, May.
  9. Patrick Bennett & Amine Ouazad, 2020. "Job Displacement, Unemployment, and Crime: Evidence from Danish Microdata and Reforms [The Link between Human Capital, Mass Layoffs, and Firm Deaths]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2182-2220.
  10. Cheng Few Lee & Kose John & Anthony Lynch & Joshua Ronen & Paul Zarowin, 2020. "Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1155-1162, October.
  11. Cheng-Few Lee & Ming-Jen Lin, 2020. "Recap of the 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-19, March.
  12. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
  13. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

2019

  1. Zhang, Feng & Jiang, Guohua & Cantwell, John A., 2019. "Geographically Dispersed Technological Capability Building and MNC Innovative Performance: The Role of Intra-firm Flows of Newly Absorbed Knowledge," Journal of International Management, Elsevier, vol. 25(3), pages 1-1.
  2. Thakur-Wernz, Pooja & Cantwell, John & Samant, Shantala, 2019. "Impact of international entry choices on the nature and type of innovation: Evidence from emerging economy firms from the Indian bio-pharmaceutical industry," International Business Review, Elsevier, vol. 28(6), pages 1-1.
  3. Li, Guangzhong & Li, Jie & Wu, Yangru, 2019. "Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect," Journal of Comparative Economics, Elsevier, vol. 47(2), pages 441-457.
  4. Hong Qian & Santhosh Ramalingegowda & Zhaodong (Ken) Zhong, 2019. "The Roles Of Institutional Investors In The Failure Of Newly Public Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(4), pages 757-788, December.
  5. Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019. "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 50-64.
  6. Xinjie Wang & Weike Xu & Zhaodong (Ken) Zhong, 2019. "Economic policy uncertainty, CDS spreads, and CDS liquidity provision," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 461-480, April.
  7. Amine Ouazad & Romain Rancière, 2019. "City Equilibrium With Borrowing Constraints: Structural Estimation And General Equilibrium Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 721-749, May.
  8. Nan-Ting Kuo & Cheng-Few Lee, 2019. "Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 54(01), pages 1-34, March.
  9. Cheng-Few Lee & Bharat Sarath, 2019. "Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-17, June.
  10. Gans Narayanamoorthy & Ted Fee & Cheng-Few Lee, 2019. "Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1191-1201, May.
  11. M. Faizal & L. S. Chuah & C. Lee & A. Hameed & J. Lee & M. Shankar, 2019. "Review Of Hydrogen Fuel For Internal Combustion Engines," Journal of Mechanical Engineering Research & Developments (JMERD), Zibeline International Publishing, vol. 42(3), pages 35-46, April.
  12. Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2019. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-51, June.

2018

  1. Ranfeng Qiu & John Cantwell, 2018. "The international geography of general purpose technologies (GPTs) and internationalisation of corporate technological innovation," Industry and Innovation, Taylor & Francis Journals, vol. 25(1), pages 1-24, January.
  2. Qiu, Ranfeng & Cantwell, John, 2018. "General Purpose Technologies and local knowledge accumulation — A study on MNC subunits and local innovation centers," International Business Review, Elsevier, vol. 27(4), pages 826-837.
  3. Harald Bathelt & John A Cantwell & Ram Mudambi, 2018. "Overcoming frictions in transnational knowledge flows: challenges of connecting, sense-making and integrating," Journal of Economic Geography, Oxford University Press, vol. 18(5), pages 1001-1022.
  4. Shukla, Pallavi & Cantwell, John, 2018. "Migrants and multinational firms: The role of institutional affinity and connectedness in FDI," Journal of World Business, Elsevier, vol. 53(6), pages 835-849.
  5. Hong Qian & Zhaodong (Ken) Zhong, 2018. "Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 8(1), pages 117-152.
  6. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018. "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1517-1529, September.
  7. Cheng-Few Lee, 2018. "Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 933-942, April.
  8. Cheng-Few Lee & Khee Giap Tan, 2018. "Recap of the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-9, June.
  9. Yibing Chen & Cheng-Few Lee & John Lee & Jow-Ran Chang, 2018. "Alternative Methods to Estimate Implied Variance: Review and Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-28, December.
  10. Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.

2017

  1. Morris A. Davis & Erwan Quintin, 2017. "On the Nature of Self-Assessed House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(3), pages 628-649, July.
  2. Davis, Morris A. & Oliner, Stephen D. & Pinto, Edward J. & Bokka, Sankar, 2017. "Residential land values in the Washington, DC metro area: New insights from big data," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 224-246.
  3. John Cantwell, 2017. "Innovation and international business," Industry and Innovation, Taylor & Francis Journals, vol. 24(1), pages 41-60, January.
  4. John Cantwell & Alain Verbeke, 2017. "The JIBS 2016 Decade Award: A quarter century of Culture’s Consequences: a review of empirical research incorporating Hofstede’s cultural values framework," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(1), pages 10-11, January.
  5. JC Spender, 2017. "The Golden Passport. Harvard Business School , the Limits of Capitalism , and the Moral Failure of the MBA Elite de Duff McDonald Harper Collins, New York, 2017, 672 pages," Revue française de gestion, Lavoisier, vol. 0(4), pages 135-148.
  6. Dilip Patro & Louis R. Piccotti & Yangru Wu, 2017. "Exploiting Closed-End Fund Discounts: A Systematic Examination Of Alphas," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(2), pages 223-248, June.
  7. Cheng-Few Lee & Tian-Shyr Dai, 2017. "Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-14, March.
  8. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
  9. Chiao, Chaoshin & Lin, Tung-Ying & Lee, Cheng-Few, 2017. "The reactions to on-air stock reports: Prices, volume, and order submission behavior," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 27-46.

2016

  1. Boragan Aruoba & Morris Davis & Randall Wright, 2016. "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 105-124, July.
  2. John Cantwell, 2016. "The JIBS 2015 Decade Award: Probing theoretically into Central and Eastern Europe: Transactions, resources, and institutions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(1), pages 1-2, January.
  3. Marcelo Cano-Kollmann & John Cantwell & Thomas J Hannigan & Ram Mudambi & Jaeyong Song, 2016. "Knowledge connectivity: An agenda for innovation research in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(3), pages 255-262, April.
  4. Juan Alcácer & John Cantwell & Lucia Piscitello, 2016. "Internationalization in the information age: A new era for places, firms, and international business networks?," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(5), pages 499-512, June.
  5. John Cantwell & Anke Piepenbrink & Pallavi Shukla & Alexandra Vo, 2016. "The changing landscape of JIBS authorship," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(7), pages 749-777, September.
  6. John Cantwell & Mary Yoko Brannen, 2016. "The changing nature of the international business field, and the progress of JIBS," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 47(9), pages 1023-1031, December.
  7. J.-C. Spender, 2016. "Some thoughts on “business leadership”," Revue française de gestion, Lavoisier, vol. 0(3), pages 57-69.
  8. Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016. "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 99-112.
  9. Loon, Yee Cheng & Zhong, Zhaodong (Ken), 2016. "Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports," Journal of Financial Economics, Elsevier, vol. 119(3), pages 645-672.
  10. Yubin Li & Chen Zhao & Zhaodong Zhong, 2016. "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, vol. 19(2), pages 113-146, July.
  11. Amine Ouazad & Romain Rancière, 2016. "Credit Standards and Segregation," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 880-896, December.
  12. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
  13. Chen, Hong-Yi & Lee, Cheng-Few & Shih, Wei K., 2016. "Technical, fundamental, and combined information for separating winners from losers," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 224-242.
  14. Cheng-Few Lee & Cao Hao Thi, 2016. "Recap of the 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-21, March.
  15. Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee, 2016. "A comparison of alternative models for estimating firm’s growth rate," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 369-393, August.
  16. Chin-Chen Chien & Cheng-Few Lee & She Chih Chiu, 2016. "Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-22, March.
  17. Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
  18. Cheng-Few Lee & Bharat Sarath, 2016. "Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 885-895, October.
  19. Nan-Ting Kuo & Cheng-Few Lee, 2016. "A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees," Review of Accounting Studies, Springer, vol. 21(4), pages 1287-1326, December.
  20. Cremers, Martijn & Pareek, Ankur, 2016. "Patient capital outperformance: The investment skill of high active share managers who trade infrequently," Journal of Financial Economics, Elsevier, vol. 122(2), pages 288-306.

2015

  1. John Cantwell, 2015. "The JIBS 2014 Decade Award: Innovation, organizational capabilities, and the born-global firm," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 46(1), pages 1-2, January.
  2. Zhang, Feng & Jiang, Guohua & Cantwell, John A., 2015. "Subsidiary exploration and the innovative performance of large multinational corporations," International Business Review, Elsevier, vol. 24(2), pages 224-234.
  3. John Cantwell & Lucia Piscitello, 2015. "New Competence Creation in Multinational Company Subunits: The Role of International Knowledge," The World Economy, Wiley Blackwell, vol. 38(2), pages 231-254, February.
  4. Tsai, Hui-Ju & Wu, Yangru, 2015. "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 1-15.
  5. Hui-Ju Tsai & Yangru Wu, 2015. "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 215-249, July.
  6. Hui-Ju Tsai & Yangru Wu, 2015. "Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities," The Financial Review, Eastern Finance Association, vol. 50(4), pages 517-545, November.
  7. Francis Kramarz & Stephen Machin & Amine Ouazad, 2015. "Using Compulsory Mobility to Identify School Quality and Peer Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 566-587, August.
  8. Ouazad, Amine, 2015. "Blockbusting: Brokers and the dynamics of segregation," Journal of Economic Theory, Elsevier, vol. 157(C), pages 811-841.
  9. Deng-Yuan Ji & Cheng-Few Lee & Hsiao-Yin Chen, 2015. "Forecast Performance of the Taiwan Weighted Stock Index," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-16.
  10. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
  11. Cheng-Few Lee & Jeffery Abarbanell & Adam Reed, 2015. "Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 573-580, April.
  12. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.
  13. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.
  14. Cheng-Few Lee & Siva Nathan & Vikas Agarwal, 2015. "Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 455-461, August.
  15. Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.
  16. Martijn Cremers & Ankur Pareek, 2015. "Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share Issuance," Review of Finance, European Finance Association, vol. 19(4), pages 1649-1701.

2014

  1. Morris A. Davis & Jonas D. M. Fisher & Toni M. Whited, 2014. "Macroeconomic Implications of Agglomeration," Econometrica, Econometric Society, vol. 82(2), pages 731-764, March.
  2. John Cantwell, 2014. "Revisiting international business theory: A capabilities-based theory of the MNE," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 45(1), pages 1-7, January.
  3. John Cantwell, 2014. "In memoriam: Alan Rugman," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 45(7), pages 785-786, September.
  4. John Cantwell & Anke Piepenbrink & Pallavi Shukla, 2014. "Assessing the impact of JIBS as an interdisciplinary journal: A network approach," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 45(7), pages 787-799, September.
  5. John Cantwell, 2014. "A commentary on Grazia Ietto-Gillies' paper: 'The Theory of the Transnational Corporation at 50+'," Economic Thought, World Economics Association, vol. 3(2), pages 1-58, September.
  6. John Cantwell & Lucia Piscitello, 2014. "Historical changes in the determinants of the composition of innovative activity in MNC subunits," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 23(3), pages 633-660.
  7. J.-C. Spender, 2014. "A rumination on managerial judgment," Revue française de gestion, Lavoisier, vol. 0(1), pages 19-27.
  8. Paul Bierly & Scott Gallagher & J.-C. Spender, 2014. "Innovation decision making in high-risk organizations: A comparison of the US and Soviet attack submarine programs," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 23(3), pages 759-795.
  9. Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014. "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 79-94.
  10. Darius Palia & Yaxuan Qi & Yangru Wu, 2014. "Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1687-1720, December.
  11. Tsai, Hui-Ju & Wu, Yangru, 2014. "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, vol. 11(4), pages 429-436.
  12. Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014. "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, vol. 112(1), pages 91-115.
  13. Amine Ouazad, 2014. "Assessed by a Teacher Like Me: Race and Teacher Assessments," Education Finance and Policy, MIT Press, vol. 9(3), pages 334-372, July.
  14. Lee, Cheng-Few & Kuo, Nan-Ting, 2014. "Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 409-425.
  15. Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014. "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 166-185.
  16. Cheng-Few Lee & Michael Chng & Ed Lin, 2014. "Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-12.
  17. Kin-Wai Lee & Cheng-Few Lee & Robert Faff, 2014. "Are Multiple Directorships Beneficial in East Asia?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 999-1032, September.
  18. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.
  19. B. J. O'Roak & H. A. Stessman & E. A. Boyle & K. T. Witherspoon & B. Martin & C. Lee & L. Vives & C. Baker & J. B. Hiatt & D. A. Nickerson & R. Bernier & J. Shendure & E. E. Eichler, 2014. "Recurrent de novo mutations implicate novel genes underlying simplex autism risk," Nature Communications, Nature, vol. 5(1), pages 1-6, December.

2013

  1. Feng Zhang & John A. Cantwell, 2013. "Regional and Global Technological Knowledge Search Strategies and the Innovative Performance of Large Multinational Corporations," Industry and Innovation, Taylor & Francis Journals, vol. 20(7), pages 637-660, October.
  2. John A. Cantwell & Feng Zhang, 2013. "Do Foreign-owned Subsidiaries in China Follow a Distinctive Pattern of Technological Knowledge Sourcing? 外资企业是否在中国遵循特殊的科技能力发展道路?," Management and Organization Review, The International Association for Chinese Management Research, vol. 9(3), pages 489-512, November.
  3. Cantwell, John A. & Zhang, Feng, 2013. "Do Foreign-owned Subsidiaries in China Follow a Distinctive Pattern of Technological Knowledge Sourcing?," Management and Organization Review, Cambridge University Press, vol. 9(3), pages 489-512, November.
  4. Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013. "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, vol. 16(1), pages 33-60.
  5. Jing-zhi Huang & Zhaodong Zhong, 2013. "Time Variation in Diversification Benefits of Commodity, REITs, and TIPS," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 152-192, January.
  6. Ouazad, Amine & Page, Lionel, 2013. "Students' perceptions of teacher biases: Experimental economics in schools," Journal of Public Economics, Elsevier, vol. 105(C), pages 116-130.
  7. Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.
  8. Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.
  9. Cheng-Few Lee & Chiung-Min Tsai & Alice C. Lee, 2013. "Asset pricing with disequilibrium price adjustment: theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 227-239, January.
  10. Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.
  11. Cheng-Few Lee & Yasushi Hamao & Randolph Beatty, 2013. "Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 171-178, July.
  12. Kuo, Nan-Ting & Lee, Cheng-Few, 2013. "Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 157-180.
  13. Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013. "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 408-423.

2012

  1. Peerally, Jahan Ara & Cantwell, John A, 2012. "Changes in Trade Policies and the Heterogeneity of Domestic and Multinational Firms’ Strategic Response: The Effects on Firm-Level Capabilities," World Development, Elsevier, vol. 40(3), pages 469-485.
  2. Rakesh Khurana & J. C. Spender, 2012. "Herbert A. Simon on What Ails Business Schools: More than ‘A Problem in Organizational Design’," Journal of Management Studies, Wiley Blackwell, vol. 49(3), pages 619-639, May.
  3. Hong Qian & Ke Zhong & Zhaodong (Ken) Zhong, 2012. "Seasoned Equity Issuers’ R&D Investments: Signaling Or Overoptimism," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 35(4), pages 553-580, December.
  4. Lie-Jane Kao & Cheng-Few Lee, 2012. "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1215-1235.
  5. Cheng-Few Lee & Jung-Bin Su, 2012. "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 309-331, October.
  6. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i," Ecological Modelling, Elsevier, vol. 227(C), pages 18-28.
  7. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "Reprint: Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i," Ecological Modelling, Elsevier, vol. 241(C), pages 54-64.
  8. Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012. "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 115-129.
  9. Cheng-Few Lee & Daniel Weaver, 2012. "Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-17.
  10. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.
  11. C Lee & K Lee & S Park, 2012. "Robust vehicle routing problem with deadlines and travel time/demand uncertainty," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(9), pages 1294-1306, September.
  12. Cheng-Few Lee & Kehluh Wang, 2012. "Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-31.
  13. Cheng-Few Lee & Teri Yohn & Charles Trzcinka, 2012. "Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 407-412, October.

2011

  1. Morris A. Davis & Francois Ortalo-Magne, 2011. "Household Expenditures, Wages, Rents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 248-261, April.
  2. John Cantwell & Mary Yoko Brannen, 2011. "Positioning JIBS as an interdisciplinary journal," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 42(1), pages 1-9, January.
  3. Isabel Álvarez & John Cantwell, 2011. "International Integration and Mandates of Innovative Subsidiaries in Spain," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 3(3), pages 415-444, October.
  4. John Cantwell & Feng Zhang, 2011. "Technological complexity and the evolving structure of MNC subsidiary knowledge accumulation," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2011(4), pages 5-33.
  5. Jahan Ara Peerally & John Cantwell, 2011. "The Impact Of Trade Policy Regimes On Firms' Learning For Innovation From Suppliers," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 29-68.
  6. Wang, Jun & Wu, Yangru, 2011. "Risk adjustment and momentum sources," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1427-1435, June.
  7. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  8. Yangru Wu, 2011. "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 301-323, October.
  9. Hutch, D.J. & Bouye, K.E. & Skillen, E. & Lee, C. & Whitehead, L. & Rashid, J.R., 2011. "Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities," American Journal of Public Health, American Public Health Association, vol. 101(4), pages 587-595.
  10. Nweke, O.C. & Lee, C., 2011. "Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 6-8.
  11. Cheng-Few Lee & Rojanasak Chomvilailuk, 2011. "Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 601-616.
  12. Cheng-Few Lee, 2011. "Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 531-540, November.
  13. Nweke, O.C. & Payne-Sturges, D. & Garcia, L. & Lee, C. & Zenick, H. & Grevatt, P. & Sanders III, W.H. & Case, H. & Dankwa-Mullan, I., 2011. "Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 19-26.
  14. Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang, 2011. "Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 153-169.
  15. Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.
  16. Shin-Yun Wang & Cheng-Few Lee, 2011. "Fuzzy multi-criteria decision-making for evaluating mutual fund strategies," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3405-3414.
  17. K. Mathan Kumar & A. John Peter & C. Lee, 2011. "Optical absorption and refraction index change of a confined exciton in a spherical quantum dot nanostructure," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 84(3), pages 431-438, December.
  18. Cheng-Few Lee & Yong Shi & Jianping Li, 2011. "Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 751-779.
  19. Po-Young Chu & Cheng-Few Lee & Yuet-Sheung Yuen, 2011. "Innovative Business Models In Semiconductor Foundry Industry: From Silicon Intellectual Property Perspectives," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 411-433.

2010

  1. John Cantwell & John H Dunning & Sarianna M Lundan, 2010. "An evolutionary approach to understanding international business activity: The co-evolution of MNEs and the institutional environment," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 41(4), pages 567-586, May.
  2. Huiping Li & John Cantwell, 2010. "Autonomy and technological capability in joint ventures in China," International Journal of Technological Learning, Innovation and Development, Inderscience Enterprises Ltd, vol. 3(2), pages 187-204.
  3. Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
  4. Cao, Charles & Yu, Fan & Zhong, Zhaodong, 2010. "The information content of option-implied volatility for credit default swap valuation," Journal of Financial Markets, Elsevier, vol. 13(3), pages 321-343, August.
  5. Bikki Jaggi & James P. Winder & Cheng-Few Lee, 2010. "Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 469-493.
  6. Yang, Chau-Chen & Lee, Cheng-few & Gu, Yan-Xiang & Lee, Yen-Wen, 2010. "Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 222-233, May.
  7. Shin-Yun Wang & Cheng-Few Lee, 2010. "A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 9(05), pages 695-713.
  8. Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2010. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 203-213.
  9. Cheng-Few Lee, 2010. "Second decade review of the annual conference on financial economics and accounting," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 335-370, October.
  10. Chiou, Wan-Jiun Paul & Lee, Alice C. & Lee, Cheng-Few, 2010. "Stock return, risk, and legal environment around the world," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 95-105, January.

2009

  1. Davis, Morris A., 2009. "The price and quantity of land by legal form of organization in the United States," Regional Science and Urban Economics, Elsevier, vol. 39(3), pages 350-359, May.
  2. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
  3. Davis, Morris A. & Martin, Robert F., 2009. "Housing, home production, and the equity- and value-premium puzzles," Journal of Housing Economics, Elsevier, vol. 18(2), pages 81-91, June.
  4. John Cantwell, 2009. "Location and the multinational enterprise," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 40(1), pages 35-41, January.
  5. Bi-Huei Tsai & Cheng-Few Lee & Lili Sun, 2009. "The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 417-454.
  6. Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2009. "The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 309-359.
  7. Ruey‐Ching Hwang & K. F. Cheng & Cheng‐Few Lee, 2009. "On multiple‐class prediction of issuer credit ratings," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(5), pages 535-550, September.
  8. Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009. "Empirical Studies Of Structural Credit Risk Models And The Application In Default Prediction: Review And New Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 629-675.
  9. R C Royfaizal & C Lee & M Azali, 2009. "The Linkages of Asian and the US Stock Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 74-90, June.
  10. Lee, Cheng-Few & YiLin, Wu, 2009. "Two-stage models for the analysis of information content of equity-selling mechanisms choices," Journal of Business Research, Elsevier, vol. 62(1), pages 123-133, January.
  11. Ahmed Hachicha & Cheng-Few Lee, 2009. "Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 509-527.
  12. Cheng-Few Lee, 2009. "Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008," Review of Quantitative Finance and Accounting, Springer, vol. 33(1), pages 83-90, July.
  13. Kin-Wai Lee & Cheng-Few Lee, 2009. "Cash Holdings, Corporate Governance Structure and Firm Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 475-508.
  14. Chenoweth, D. & Estes, C. & Lee, C., 2009. "The economic cost of environmental factors among North Carolina children living in substandard housing," American Journal of Public Health, American Public Health Association, vol. 99(S3), pages 666-674.
  15. Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 177-217.
  16. Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009. "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 811-828, August.
  17. Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee, 2009. "Variation in Stock Return Risks: An International Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 245-266.
  18. M Azali & R C Royfaizal & C Lee, 2009. "Japanese Yen as an Alternative Vehicle Currency in Asian Countries," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 6-16, May.
  19. Lee, Cheng-Few & Lee, Kin-Wai & Yeo, Gillian Hian-Heng, 2009. "Investor protection and convertible debt design," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 985-995, June.
  20. Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009. "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 63-85.
  21. Han, S. & Chang, E. & Dillon, T. & Hwang, M. & Lee, C., 2009. "Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization," Chaos, Solitons & Fractals, Elsevier, vol. 40(5), pages 2569-2575.
  22. Cheng-Few Lee & Tim Robinson & Mark Christensen, 2009. "Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 361-375.
  23. Cheng-Few Lee & Kehluh Wang & Yan Long Chen, 2009. "Hedging and Optimal Hedge Ratios for International Index Futures Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 593-610.

2008

  1. Morris A. Davis & Andreas Lehnert & Robert F. Martin, 2008. "The Rent‐Price Ratio For The Aggregate Stock Of Owner‐Occupied Housing," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 54(2), pages 279-284, June.
  2. Davis, Morris A. & Palumbo, Michael G., 2008. "The price of residential land in large US cities," Journal of Urban Economics, Elsevier, vol. 63(1), pages 352-384, January.
  3. Lucia Piscitello & John Cantwell, 2008. "How the trend towards competence-creating MNE subsidiary innovation co-evolves with its environments," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2008(1), pages 145-154.
  4. Chua, Choong Tze & Lai, Sandy & Wu, Yangru, 2008. "Effective fair pricing of international mutual funds," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2307-2324, November.
  5. Cheng-few Lee & Cao Hao Thi, 2008. "Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 123-150.
  6. C. Lee & M. Huang, 2008. "The Rubik’s cube problem revisited: a statistical thermodynamic approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(2), pages 257-261, July.
  7. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
  8. Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu, 2008. "China-Concept Factor and Stock Returns in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-122.
  9. Weihua Shi & Cheng-Few Lee, 2008. "Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 511-530.
  10. Weihua Shi & Cheng-Few Lee, 2008. "Does quality of alternatives matter for internet banking?," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 162-179.
  11. Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng, 2008. "Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 493-509.
  12. Gili Yen & Cheng-few Lee, 2008. "Efficient Market Hypothesis (EMH): Past, Present and Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 305-329.
  13. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2008. "Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 153-174, February.
  14. Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2008. "Evaluation Of Small- And Medium-Sized Display Market Forecasts," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 517-528.

2007

  1. Morris A. Davis & François Ortalo-Magné & Peter Rupert, 2007. "What’s really going on in housing markets?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jul.
  2. Davis, Morris A. & Heathcote, Jonathan, 2007. "The price and quantity of residential land in the United States," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2595-2620, November.
  3. Athreye, Suma & Cantwell, John, 2007. "Creating competition?: Globalisation and the emergence of new technology producers," Research Policy, Elsevier, vol. 36(2), pages 209-226, March.
  4. John Cantwell & Lucia Piscitello, 2007. "Attraction and deterrence in the location of foreign-owned R&D activities: the role of positive and negative spillovers," International Journal of Technological Learning, Innovation and Development, Inderscience Enterprises Ltd, vol. 1(1), pages 83-111.
  5. Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July.
  6. Sheng-Syan Chen & Tsai-Yen Chung & Kim Wai Ho & Cheng-Few Lee, 2007. "Intra-Industry Effects of Delayed New Product Introductions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 415-443.
  7. Cheng-few Lee & Keshab Shrestha & Robert Welch, 2007. "Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 163-185, February.
  8. Cheng-Few Lee, 2007. "Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 127-155.
  9. Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu, 2007. "The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 265-288.
  10. Cheng-Few Lee, 2007. "Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech)," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 111-128, July.
  11. Cheng-Few Lee, 2007. "Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005," Review of Quantitative Finance and Accounting, Springer, vol. 28(4), pages 441-449, May.

2006

  1. Helena Barnard & John Cantwell, 2006. "Knowledge in the Theory of the Firm and MNC: Asset or Action? A Commentary on Foss N. “Knowledge and Organisation in the Theory of the MNC”," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 10(1), pages 21-27, March.
  2. Cantwell, John & Santangelo, Grazia D., 2006. "The boundaries of firms in the new economy: M&As as a strategic tool toward corporate technological diversification," Structural Change and Economic Dynamics, Elsevier, vol. 17(2), pages 174-199, June.
  3. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.
  4. Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.
  5. Cheng-Few Lee, 2006. "Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 337-358.
  6. Cheng-Few Lee, 2006. "Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 149-179.
  7. Cheng-Few Lee & Kehluh Wang & Ya-Hui Peng, 2006. "Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 385-403.
  8. Cheng-Few Lee, 2006. "Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 181-212.
  9. Lee, L.H. & Lee, C. & Bao, J., 2006. "Inventory control in the presence of an electronic marketplace," European Journal of Operational Research, Elsevier, vol. 174(2), pages 797-815, October.

2005

  1. Gifford Sharon, 2005. "Limited Attention as the Bound on Rationality," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 5(1), pages 1-42, December.
  2. Morris A. Davis & Jonathan Heathcote, 2005. "Housing And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 751-784, August.
  3. Morris A. Davis & E. Michael Foster, 2005. "A Stochastic Dynamic Model Of The Mental Health Of Children," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 837-866, August.
  4. John Cantwell & Lucia Piscitello, 2005. "Recent Location of Foreign-owned Research and Development Activities by Large Multinational Corporations in the European Regions: The Role of Spillovers and Externalities," Regional Studies, Taylor & Francis Journals, vol. 39(1), pages 1-16.
  5. John Cantwell & Siraona Iammarino, 2005. "The technological innovation of multinational corporations in the French regions," Revue d'Économie Industrielle, Programme National Persée, vol. 109(1), pages 9-28.
  6. John Cantwell & Ram Mudambi, 2005. "MNE competence‐creating subsidiary mandates," Strategic Management Journal, Wiley Blackwell, vol. 26(12), pages 1109-1128, December.
  7. Andy Kwan & Yangru Wu, 2005. "On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 133-139.
  8. Kwan, Andy C.C. & Sim, Ah-Boon & Wu, Yangru, 2005. "A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 391-413, February.
  9. Cheng-Few Lee, 2005. "15th Annual Conference on Financial Economics and Accounting," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 73-83, August.
  10. Cheng-Few Lee, 2005. "Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 733-745.

2004

  1. Gifford Sharon, 2004. "To Make or Buy: An Allocation of Attention," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 4(1), pages 1-26, May.
  2. Cantwell, John & Vertova, Giovanna, 2004. "Historical evolution of technological diversification," Research Policy, Elsevier, vol. 33(3), pages 511-529, April.
  3. Cantwell, John A. & Dunning, John H. & Janne, Odile E. M., 2004. "Towards a technology-seeking explanation of U.S. direct investment in the United Kingdom," Journal of International Management, Elsevier, vol. 10(1), pages 5-20.
  4. Bellak, Christian & Cantwell, John, 2004. "Revaluing the capital stock of international production," International Business Review, Elsevier, vol. 13(1), pages 1-18, February.
  5. Patro, Dilip K. & Wu, Yangru, 2004. "Predictability of short-horizon returns in international equity markets," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 553-584, September.
  6. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Keshab Shrestha, 2004. "Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions," Review of Quantitative Finance and Accounting, Springer, vol. 22(2), pages 141-169, March.
  7. Shiu-Wan Hung & Chyan Yang & Cheng-Few Lee, 2004. "The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 547-569.
  8. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2004. "An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 359-386, April.
  9. Cheng-Few Lee & Jack C. Lee & H.F. Ni & C.C. Wu, 2004. "On a Simple Econometric Approach for Utility-Based Asset Pricing Model," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 331-344, June.
  10. Chau-Chen Yang & Cheng-Few Lee & Chung-Jiun Lin & Ya-Ting Chung, 2004. "The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 213-231.
  11. Cheng-Few Lee, 2004. "Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 345-355, June.

2003

  1. Chaudhuri, Kausik & Wu, Yangru, 2003. "Random walk versus breaking trend in stock prices: Evidence from emerging markets," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 575-592, April.
  2. Qi, Min & Wu, Yangru, 2003. "Nonlinear prediction of exchange rates with monetary fundamentals," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 623-640, December.
  3. Yangru Wu & Junxi Zhang, 2003. "Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 177-191, May.
  4. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2003. "Futures hedge ratios: a review," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 433-465.
  5. Chang-Wen Duan & William T. Lin & Cheng Few Lee, 2003. "Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 87-112.
  6. Chang, Jow-ran & Hung, Mao-wei & Lee, Cheng-few, 2003. "An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance," Review of Quantitative Finance and Accounting, Springer, vol. 20(4), pages 415-433, June.

2002

  1. John Cantwell & Grazia D. Santangelo, 2002. "special issue: The new geography of corporate research in Information and Communications Technology (ICT)," Journal of Evolutionary Economics, Springer, vol. 12(1), pages 163-197.
  2. Cantwell, John & Piscitello, Lucia, 2002. "The location of technological activities of MNCs in European regions: The role of spillovers and local competencies," Journal of International Management, Elsevier, vol. 8(1), pages 69-96.
  3. John Cantwell & Grazia D. Santangelo, 2002. "M&As AND THE GLOBAL STRATEGIES OF TNCs," The Developing Economies, Institute of Developing Economies, vol. 40(4), pages 400-434, December.
  4. John Cantwell & John Dunning & Odile Janne, 2002. "Evolution of Multinational Corporate Technological Systems in the UK and US," Journal of Interdisciplinary Economics, , vol. 13(1-3), pages 135-163, January.
  5. Chermak, Janie M. & Patrick, Robert H., 2002. "Comparing tests of the theory of exhaustible resources," Resource and Energy Economics, Elsevier, vol. 24(4), pages 301-325, November.
  6. Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2002. "Explaining exchange rate risk in world stock markets: A panel approach," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 1951-1972, October.
  7. Dilip K. Patro & John K. Wald & Yangru Wu, 2002. "The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns," European Financial Management, European Financial Management Association, vol. 8(4), pages 421-447, December.
  8. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Gillian H. H. Yeo, 2002. "Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 417-438.
  9. Sheng‐Syan Chen & Kim Wai Ho & Cheng‐few Lee & Gillian H.H. Yeo, 2002. "Wealth Effects of Private Equity Placements: Evidence from Singapore," The Financial Review, Eastern Finance Association, vol. 37(2), pages 165-183, May.
  10. Chien, Chin-Chen & Lee, Cheng-few & Wang, Andrew M. L., 2002. "A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 155-162.
  11. Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping, 2002. "Intraday Return Volatility Process: Evidence from NASDAQ Stocks," Review of Quantitative Finance and Accounting, Springer, vol. 19(2), pages 155-180, September.
  12. Keshab Shrestha & Sheng‐Syan Chen & Cheng‐few Lee, 2002. "Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(3), pages 305-320, September.
  13. Sheng-Syan Chen & Kim Wai Ho & Kueh Hwa Ik & Cheng-few Lee, 2002. "How Does Strategic Competition Affect Firm Values?," Financial Management, Financial Management Association, vol. 31(2), Summer.
  14. C. Lee, 2002. "Telecommunications Reforms In Malaysia," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 73(4), pages 521-540, December.

2001

  1. Cantwell, John & Iammarino, Simona, 2001. "EU Regions and Multinational Corporations: Change, Stability and Strengthening of Technological Comparative Advantages," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 10(4), pages 1007-1037, December.
  2. John Cantwell & Rajneesh Narula, 2001. "The Eclectic Paradigm in the Global Economy," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 8(2), pages 155-172.
  3. John Cantwell, 2001. "Centres of excellence, and information and communication technologies in multinational corporations: new research directions and evidence," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2001(109).
  4. Chermak, Janie M. & Patrick, Robert H., 2001. "A Microeconometric Test of the Theory of Exhaustible Resources," Journal of Environmental Economics and Management, Elsevier, vol. 42(1), pages 82-103, July.
  5. Wu, Yangru & Zhang, Junxi, 2001. "The Effects of Inflation on the Number of Firms and Firm Size," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 251-271, May.
  6. Susan E. Feinberg & Michael P. Keane, 2001. "U.S.-Canada Trade Liberalization And Mnc Production Location," The Review of Economics and Statistics, MIT Press, vol. 83(1), pages 118-132, February.
  7. Nieh, Chien-Chung & Lee, Cheng-Few, 2001. "Dynamic relationship between stock prices and exchange rates for G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 477-490.
  8. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2001. "On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 581-598, June.

2000

  1. Cantwell, John & Piscitello, Lucia, 2000. "Accumulating Technological Competence: Its Changing Impact on Corporate Diversification and Internationalization," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 9(1), pages 21-51, March.
  2. John Cantwell & Grazia D. Santangelo, 2000. "Capitalism, profits and innovation in the new techno-economic paradigm," Journal of Evolutionary Economics, Springer, vol. 10(1), pages 131-157.
  3. John Cantwell & Simona Iammarino, 2000. "Multinational Corporations and the Location of Technological Innovation in the UK Regions," Regional Studies, Taylor & Francis Journals, vol. 34(4), pages 317-332.
  4. Cantwell, John, 2000. "Technological lock-in of large firms since the interwar period," European Review of Economic History, Cambridge University Press, vol. 4(2), pages 147-174, August.
  5. John Cantwell & Massimo Colombo, 2000. "Technological and Output Complementarities, and Inter-Firm Cooperation in Information Technology Ventures," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 4(1), pages 117-147, March.
  6. Wu, Yangru & Zhang, Junxi, 2000. "Monopolistic competition, increasing returns to scale, and the welfare costs of inflation," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 417-440, October.
  7. Wu, Yangru & Zhang, Junxi, 2000. "Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries," Journal of Public Economics, Elsevier, vol. 77(3), pages 383-406, September.
  8. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies," Journal of Finance, American Finance Association, vol. 55(2), pages 745-772, April.
  9. Christer, A. H. & Lee, C., 2000. "Refining the delay-time-based PM inspection model with non-negligible system downtime estimates of the expected number of failures," International Journal of Production Economics, Elsevier, vol. 67(1), pages 77-85, August.
  10. Chen, Sheng-Syan & Ho, Kim Wai & Lee, Cheng-few & Yeo, Gillian H. H., 2000. "Investment opportunities, free cash flow and market reaction to international joint ventures," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1747-1765, November.
  11. Christer, A. H. & Lee, C. & Wang, W., 2000. "A data deficiency based parameter estimating problem and case study in delay time PM modeling," International Journal of Production Economics, Elsevier, vol. 67(1), pages 63-76, August.
  12. Chang-Tseh Hsieh & Binshan Lin & Cheng-Few Lee, 2000. "A DSS Approach to Managing the Risks of Online Trading," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 413-427.

1999

  1. Gifford, Sharon, 1999. "Limited Attention and the Optimal Incompleteness of Contracts," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 15(2), pages 468-486, July.
  2. Gifford, Sharon, 1999. "Efficient moral hazard," Journal of Economic Behavior & Organization, Elsevier, vol. 40(4), pages 427-442, December.
  3. John Cantwell & Felicia Fai, 1999. "Firms as the source of innovation and growth: the evolution of technological competence," Journal of Evolutionary Economics, Springer, vol. 9(3), pages 331-366.
  4. Cantwell, John & Santangelo, Grazia D., 1999. "The frontier of international technology networks: sourcing abroad the most highly tacit capabilities," Information Economics and Policy, Elsevier, vol. 11(1), pages 101-123, March.
  5. Cantwell, John & Janne, Odile, 1999. "Technological globalisation and innovative centres: the role of corporate technological leadership and locational hierarchy1," Research Policy, Elsevier, vol. 28(2-3), pages 119-144, March.
  6. Chermak, Janie M. & Crafton, James & Norquist, Suzanne M. & Patrick, Robert H., 1999. "A hybrid economic-engineering model for natural gas production," Energy Economics, Elsevier, vol. 21(1), pages 67-94, February.
  7. Kwan, Andy C C & Wu, Yangru & Zhang, Junxi, 1999. "Fixed Investment and Economic Growth in China," Economic Change and Restructuring, Springer, vol. 32(1), pages 67-79.
  8. Rashed, S. & Johnson, H. & Dongier, P. & Moreau, R. & Lee, C. & Crépeau, R. & Lambert, J. & Jefremovas, V. & Schaffer, C., 1999. "Determinants of the Permethrin Impregnated Bednets (PIB) in the Republic of Benin: the role of women in the acquisition and utilization of PIBs," Social Science & Medicine, Elsevier, vol. 49(8), pages 993-1005, October.
  9. Cheng-Few Lee & Khee-Giap Tan, 1999. "Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 231-264.

1998

  1. John Cantwell & Christian Bellak, 1998. "How Important is Foreign Direct Investment?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(1), pages 99-106, February.
  2. John Cantwell & Simona Iammarino, 1998. "MNCs, Technological Innovation and Regional Systems in the EU: Some Evidence in the Italian Case," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 5(3), pages 383-408.
  3. John Cantwell & Pllar Barrera, 1998. "The Localisation Of Corporate Technological Trajectories In The Interwar Cartels: Cooperative Learning Versus An Exchange Of Knowledge," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 6(2-3), pages 257-290.
  4. John Cantwell & Rebecca Harding, 1998. "The Internationalisation of German Companies' R&D," National Institute Economic Review, National Institute of Economic and Social Research, vol. 163(1), pages 99-115, January.
  5. John Cantwell & Astrid Bachmann, 1998. "Changing Patterns of Technological Leadership: Evidence from the Pharma Ceutical Industry," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 45-77.
  6. Wu, Yangru & Zhang, Junxi, 1998. "Endogenous growth and the welfare costs of inflation: a reconsideration," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 465-482, March.
  7. Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
  8. Wu, Yangru & Zhang, Junxi, 1998. "An empirical investigation on the time-series behavior of the U.S.-China trade deficit," Journal of Asian Economics, Elsevier, vol. 9(3), pages 467-485.
  9. Song, Frank M. & Wu, Yangru, 1998. "Hysteresis in unemployment: Evidence from OECD countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(2), pages 181-192.
  10. Andy Kwan & Yangru Wu & Junxi Zhang, 1998. "An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 7(3), pages 339-354.
  11. Wu, Yangru & Zhang, Junxi, 1998. "Are the U.S. Exports to and Imports from Japan Cointegrated?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 13, pages 626-643.
  12. Susan E. Feinberg & Michael P. Keane & Mario F. Bognanno, 1998. "Trade Liberalization and Delocalization: New Evidence from Firm-Level Panel Data," Canadian Journal of Economics, Canadian Economics Association, vol. 31(4), pages 749-777, November.
  13. Lee, C. & Sadovy, Y., 1998. "A taste for live fish: Hong Kong's live reef fish market," Naga, The WorldFish Center, vol. 21(2), pages 38-42.
  14. Lee, Cheng-few & Porter, David C & Weaver, Daniel G, 1998. "Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging," The Financial Review, Eastern Finance Association, vol. 33(2), pages 177-193, May.
  15. Greenberg, M. & Lee, C. & Powers, C., 1998. "Public health and brownfields: Reviving the past to protect the future," American Journal of Public Health, American Public Health Association, vol. 88(12), pages 1759-1760.
  16. Chau-Chen Yang & David M. Chen & Cheng-Few Lee, 1998. "A Brief Introduction to Capital Markets in Taiwan, R.O.C," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 201-213.
  17. Cheng-Few Lee & Joseph K. Cheung & Lynne Chow, 1998. "Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 1(04), pages 583-594.
  18. Shafiqur-Rahman & Coggin, T Daniel & Lee, Cheng-Few, 1998. "Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns," Review of Quantitative Finance and Accounting, Springer, vol. 11(1), pages 69-91, July.

1997

  1. Gifford, Sharon, 1997. "Limited attention and the role of the venture capitalist," Journal of Business Venturing, Elsevier, vol. 12(6), pages 459-482, November.
  2. J-C Spender, 1997. "Publicly supported non-defense R&D: The USA's Advanced Technology Program," Science and Public Policy, Oxford University Press, vol. 24(1), pages 45-52, February.
  3. Wu, Yangru & Zhang, Hua, 1997. "Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields," Review of Quantitative Finance and Accounting, Springer, vol. 8(1), pages 69-81, January.
  4. Hai, Weike & Mark, Nelson C & Wu, Yangru, 1997. "Understanding Spot and Forward Exchange Rate Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 715-734, Nov.-Dec..
  5. Wu, Yangru, 1997. "Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility," Economic Inquiry, Western Economic Association International, vol. 35(2), pages 309-319, April.
  6. Song, Frank M & Wu, Yangru, 1997. "Hysteresis in Unemployment: Evidence from 48 U.S. States," Economic Inquiry, Western Economic Association International, vol. 35(2), pages 235-243, April.
  7. Yangru Wu & Hua Zhang, 1997. "Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 609-623, August.
  8. Yangru Wu, 1997. "The trend behavior of real exchange rates: Evidence from OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(2), pages 282-296, June.
  9. Mark Holmes & Yangru Wu, 1997. "Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 76-89, March.
  10. Bao, Da-Hsien & Chien, Chin-Chen & Lee, Cheng-Few, 1997. "Characteristics of Earnings-Leading versus Price-Leading Firms," Review of Quantitative Finance and Accounting, Springer, vol. 8(3), pages 229-244, May.

1996

  1. Acs, Zoltan J & Gifford, Sharon, 1996. "Innovation of Entrepreneurial Firms," Small Business Economics, Springer, vol. 8(3), pages 203-218, June.
  2. John Cantwell & Birgitte Andersen, 1996. "A Statistical Analysis of Corporate Technological Leadership Historically," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 4(3), pages 211-234.
  3. Robert M. Grant & J.-C. Spender & J.-C. Spender & Robert M. Grant, 1996. "Abstract," Strategic Management Journal, Wiley Blackwell, vol. 17(S2), pages 5-9, December.
  4. J.-C. Spender & P.H. Grinyer, 1996. "Organizational Renewal," International Studies of Management & Organization, Taylor & Francis Journals, vol. 26(1), pages 17-40, March.
  5. Wu, Yangru, 1996. "Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 54-63, February.
  6. Wu, Yangru & Zhang, Hua, 1996. "Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 604-621, November.
  7. Yangru Wu & Hua Zhang, 1996. "Asymmetry in forward exchange rate bias: A puzzling result," Economics Letters, Elsevier, vol. 50(3), pages 407-411, March.

1995

  1. Gifford, Sharon & Wilson, Charles A, 1995. "A Model of Project Evaluation with Limited Attention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(1), pages 67-78, January.
  2. Cantwell, John, 1995. "The Globalisation of Technology: What Remains of the Product Cycle Model?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 19(1), pages 155-174, February.
  3. John Cantwell, 1995. "Innovation in a global world Globalisation does not kill the need for national policies," New Economy, Institute for Public Policy Research, vol. 2(2), pages 66-70, June.
  4. Chermak Janie M. & Patrick Robert H., 1995. "A Well-Based Cost Function and the Economics of Exhaustible Resources: The Case of Natural Gas," Journal of Environmental Economics and Management, Elsevier, vol. 28(2), pages 174-189, March.
  5. Tikalsky, Susan M. & Kramer, Joseph M. & Patrick, Robert, 1995. "On the road to NOx emissions trading," The Electricity Journal, Elsevier, vol. 8(1), pages 80-84.
  6. Janie M. Chermak & Robert H. Patrick, 1995. "Technological Advancement and the Recovery of Natural Gas: The Value of Information," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 113-135.
  7. Wu, Yangru, 1995. "Are there rational bubbles in foreign exchange markets? Evidence from an alternative test," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 27-46, February.
  8. Lee, Cheng-Few & Chen, K. C. & Liaw, K. Thomas, 1995. "Systematic risk, wage rates, and factor substitution," Journal of Economics and Business, Elsevier, vol. 47(3), pages 267-279, August.

1994

  1. Gifford, Sharon, 1994. "Economics, Organization and Management: A Review Article," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 3(2), pages 407-436, Summer.
  2. Spender, J. -C., 1994. "Organizational knowledge, collective practice and Penrose rents," International Business Review, Elsevier, vol. 3(4), pages 353-367, December.
  3. Chin‐Wen Hsln & Jerry Kuo & Cheng‐Few Lee, 1994. "A new measure to compare the hedging effectiveness of foreign currency futures versus options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(6), pages 685-707, September.
  4. Cheng‐Few Lee & Haim Reisman & Yusif Simaan, 1994. "A Note On The Generalized Multibeta Capm," Mathematical Finance, Wiley Blackwell, vol. 4(1), pages 67-68, January.

1993

  1. John Cantwell & Franceses Sanna-Randaccio, 1993. "Multinationality and firm growth," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 129(2), pages 275-299, June.
  2. Martin Wade E. & Patrick Robert H. & Tolwinski Boleslaw, 1993. "A Dynamic Game of a Transboundary Pollutant with Asymmetric Players," Journal of Environmental Economics and Management, Elsevier, vol. 25(1), pages 1-12, July.
  3. J.‐C. Spender, 1993. "Some Frontier Activities Around Strategy Theorizing," Journal of Management Studies, Wiley Blackwell, vol. 30(1), pages 11-30, January.

1992

  1. Sharon Gifford, 1992. "Innovation, Firm Size and Growth in a Centralized Organization," RAND Journal of Economics, The RAND Corporation, vol. 23(2), pages 284-298, Summer.
  2. Gifford, Sharon, 1992. "Allocation of entrepreneurial attention," Journal of Economic Behavior & Organization, Elsevier, vol. 19(3), pages 265-284, December.
  3. Burness, H Stuart & Patrick, Robert H, 1992. "Optimal Depreciation, Payments to Capital, and Natural Monopoly Regulation," Journal of Regulatory Economics, Springer, vol. 4(1), pages 35-50, March.
  4. Goodwin, Thomas H. & Patrick, Robert H., 1992. "Capital recovery for the regulated firm under certainty and regulatory uncertainty," Resources and Energy, Elsevier, vol. 14(4), pages 337-361, December.
  5. Lee, Cheng-Few & Liaw, K. Thomas & Wu, Chunchi, 1992. "Forecasting accuracy of alternative dividend models," International Review of Economics & Finance, Elsevier, vol. 1(3), pages 261-270.
  6. Lin, C.K. & Lee, C., 1992. "Production of freshwater prawns in the Mekong Delta," Naga, The WorldFish Center, vol. 15(2), pages 24-26.

1991

  1. Burness, H Stuart & Patrick, Robert H, 1991. "Peak-Load Pricing with Continuous and Interdependent Demand," Journal of Regulatory Economics, Springer, vol. 3(1), pages 69-88, March.
  2. George R. Parsons & Yangru Wu, 1991. "The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis," Land Economics, University of Wisconsin Press, vol. 67(3), pages 308-316.

1990

  1. Patrick, Robert H., 1990. "Rate structure effects and regression parameter instability across time-of-use electricity pricing experiments," Resources and Energy, Elsevier, vol. 12(2), pages 179-195, July.
  2. Lee, Cheng Few & Rahman, Shafiqur, 1990. "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation," The Journal of Business, University of Chicago Press, vol. 63(2), pages 261-278, April.
  3. Lee, Cheng-Few & Thomas Liaw, K. & Rahman, Shafiqur, 1990. "Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach," Journal of Economics and Business, Elsevier, vol. 42(3), pages 237-241, August.

1989

  1. Patrick, Robert H, 1989. "Optimal Rate Base Additions and the Regulated Firm," Journal of Regulatory Economics, Springer, vol. 1(2), pages 149-162, June.
  2. Spender, John-Christopher, 1989. "What do managers really do for their organizations?," European Management Journal, Elsevier, vol. 7(1), pages 10-22, March.
  3. Spender, John-Christopher, 1989. "Meeting Mintzberg --and thinking again about management education," European Management Journal, Elsevier, vol. 7(3), pages 254-266, September.
  4. Bubnys, Edward L. & Lee, Cheng-Few, 1989. "Linear and generalized functional form market models for electric utility firms," Journal of Economics and Business, Elsevier, vol. 41(3), pages 213-223, August.

1988

  1. Cantwell, John, 1988. "Keith Cowling and Roger Sugden, Transitional Monopoly Capitalism, Wheatsheaf Books, New York (1987)," International Journal of Industrial Organization, Elsevier, vol. 6(3), pages 405-407.
  2. McDonald, Bill & Lee, Cheng-Few, 1988. "An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 505-509, October.

1987

  1. Cantwell, John, 1987. "Standing guard: Protecting foreign capital in the nineteenth and twentieth centuries : Charles Lipson, (University of California Press, Berkeley, CA, 1985) pp. xvii + 332, $34.95 cloth, $11.95 paperba," Journal of Development Economics, Elsevier, vol. 26(1), pages 190-193, June.
  2. John Cantwell, 1987. "The Reorganization of European Industries After Integration: Selected Evidence on the Role of Multinational Enterprise Activities," Journal of Common Market Studies, Wiley Blackwell, vol. 26(2), pages 127-151, December.

1986

  1. Elijah Brewer & Cheng-Few Lee, 1986. "How the market judges bank risk," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 10(Nov), pages 25-31.

1985

  1. Norton, Roger D. & Patrick, Robert H., 1985. "A note on Prudencio's experimental tests of the coase propositions," Journal of Environmental Economics and Management, Elsevier, vol. 12(1), pages 96-100, March.

1982

  1. Dunning, John H. & Cantwell, John A., 1982. "Investissements américains directs et compétitivité technologique européenne," L'Actualité Economique, Société Canadienne de Science Economique, vol. 58(3), pages 341-379, juillet-s.

1981

  1. Lee, Cheng-Few & Zumwalt, J. Kenton, 1981. "Associations between Alternative Accounting Profitability Measures and Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(1), pages 71-93, March.

1978

  1. J Walter & R B Le Heron & S Duncan & J R Short & H C Prince & G P Chapman & C Lee & P Hall & K Bassett, 1978. "Review: Family Life and Illicit Love in Earlier Generations, the Spatial Components of Manufacturing Change, 1950–1960, the Suburban Environment: Sweden and the United States, Living with Capitalism," Environment and Planning A, , vol. 10(3), pages 351-362, March.

Undated

  1. Yuanyuan Li & John Cantwell, . "Rapid FDI of emerging market firms: foreign participation and leapfrogging in the establishment chain," UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.

Books

Undated material is listed at the end

2020

  1. Cheng Few Lee & John C Lee (ed.), 2020. "Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11335, December.

2019

  1. John Cantwell & Takabumi Hayashi (ed.), 2019. "Paradigm Shift in Technologies and Innovation Systems," Springer Books, Springer, number 978-981-32-9350-2, June.

2017

  1. Cheng-Few Lee, 2017. "From East to West:Memoirs of a Finance Professor on Academia, Practice, and Policy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10182, December.

2015

  1. Cheng-Few Lee & John C. Lee (ed.), 2015. "Handbook of Financial Econometrics and Statistics," Springer Books, Springer, edition 127, number 978-1-4614-7750-1, June.

2013

  1. Amann, Edmund & Cantwell, John (ed.), 2013. "Innovative Firms in Emerging Market Countries," OUP Catalogue, Oxford University Press, number 9780199689316, Decembrie.

2012

  1. Amann, Edmund & Cantwell, John (ed.), 2012. "Innovative Firms in Emerging Market Countries," OUP Catalogue, Oxford University Press, number 9780199646005, Decembrie.
  2. Burton-Jones, Alan & Spender, J.-C. (ed.), 2012. "The Oxford Handbook of Human Capital," OUP Catalogue, Oxford University Press, number 9780199655892, Decembrie.

2009

  1. Davis,Morris A., 2009. "Macroeconomics for MBAs and Masters of Finance," Cambridge Books, Cambridge University Press, number 9780521762472.

2008

  1. Cheng-Few Lee (ed.), 2008. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6741, December.

2007

  1. Cheng-Few Lee (ed.), 2007. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6433, December.

2006

  1. John Cantwell (ed.), 2006. "The Economics of Patents," Books, Edward Elgar Publishing, volume 0, number 3805.
  2. Cheng-Few Lee (ed.), 2006. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6235, December.
  3. Ivan E Brick & Tavy Ronen & Cheng-Few Lee (ed.), 2006. "Advances in Quantitative Analysis of Finance and Accounting:Essays in Microstructure in Honor of David K Whitcomb," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6001, December.

2005

  1. Cheng-Few Lee (ed.), 2005. "Advances in Quantitative Analysis of Finance and Accounting:New Series," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5756, December.

2004

  1. John Cantwell (ed.), 2004. "Globalization and the Location of Firms," Books, Edward Elgar Publishing, number 3143.
  2. Cheng-Few Lee (ed.), 2004. "Advances in Quantitative Analysis of Finance and Accounting:New Series," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5405, December.

2003

  1. John Cantwell & José Molero (ed.), 2003. "Multinational Enterprises, Innovative Strategies and Systems of Innovation," Books, Edward Elgar Publishing, number 3182.

1999

  1. John Cantwell (ed.), 1999. "Foreign Direct Investment and Technological Change," Books, Edward Elgar Publishing, volume 0, number 1590.

1987

  1. John Dunning & John Cantwell, 1987. "IRM Directory of Statistics of International Investment and Production," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-08350-3, December.

Undated

  1. I. Assimov & A. Baker & M. Bickford & G. Burbidge & G. Choppin & M. Chriss & D. Eisenberg & J. Fowler & H. Gray & A. Holden & L. Ingber & R. Kolenkow & C. Lee & P. Lonsdale & G. Morgan & M. Rotenberg , . "Physical Science Today," Lester Ingber Books, Lester Ingber, number 73ps.

Chapters

2020

  1. Hao Chang & Yangru Wu, 2020. "Application of Filtering Methods in Asset Pricing," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 64, pages 2303-2321, World Scientific Publishing Co. Pte. Ltd..
  2. Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
  3. Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2020. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 6, pages 275-295, World Scientific Publishing Co. Pte. Ltd..
  4. Cheng Few Lee, 2020. "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 85, pages 2929-2964, World Scientific Publishing Co. Pte. Ltd..
  5. Yuanyuan Xiao & Yushan Tang & Cheng Few Lee, 2020. "Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 114, pages 3947-3984, World Scientific Publishing Co. Pte. Ltd..
  6. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
  7. Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318, World Scientific Publishing Co. Pte. Ltd..
  8. Lie-Jane Kao & Cheng Few Lee, 2020. "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 57, pages 2081-2105, World Scientific Publishing Co. Pte. Ltd..
  9. Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen, 2020. "The Evolution of Capital Asset Pricing Models: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 122, pages 4149-4207, World Scientific Publishing Co. Pte. Ltd..
  10. Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020. "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 37, pages 1439-1484, World Scientific Publishing Co. Pte. Ltd..
  11. Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020. "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 44, pages 1675-1693, World Scientific Publishing Co. Pte. Ltd..
  12. Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An Integral Equation Approach for Bond Prices with Applications to Credit Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 110, pages 3849-3866, World Scientific Publishing Co. Pte. Ltd..
  13. Cheng Few Lee, 2020. "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 5, pages 225-274, World Scientific Publishing Co. Pte. Ltd..
  14. Son-Nan Chen & Cheng Few Lee, 2020. "The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 69, pages 2419-2435, World Scientific Publishing Co. Pte. Ltd..
  15. Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020. "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 53, pages 1969-1990, World Scientific Publishing Co. Pte. Ltd..
  16. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020. "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 52, pages 1943-1968, World Scientific Publishing Co. Pte. Ltd..
  17. Cheng Few Lee, 2020. "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 90, pages 3143-3192, World Scientific Publishing Co. Pte. Ltd..
  18. Cheng Few Lee, 2020. "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 26, pages 979-1024, World Scientific Publishing Co. Pte. Ltd..
  19. Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365, World Scientific Publishing Co. Pte. Ltd..
  20. Cheng Few Lee & Frank C. Jen, 2020. "Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 62, pages 2251-2263, World Scientific Publishing Co. Pte. Ltd..
  21. Son-Nan Chen & Cheng Few Lee, 2020. "The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 68, pages 2399-2418, World Scientific Publishing Co. Pte. Ltd..
  22. Cheng Few Lee, 2020. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 88, pages 3059-3098, World Scientific Publishing Co. Pte. Ltd..
  23. Cheng Few Lee, 2020. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 89, pages 3099-3141, World Scientific Publishing Co. Pte. Ltd..
  24. Shafiqur Rahman & Cheng Few Lee, 2020. "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 75, pages 2547-2563, World Scientific Publishing Co. Pte. Ltd..
  25. Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020. "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 22, pages 859-888, World Scientific Publishing Co. Pte. Ltd..
  26. Cheng Few Lee & Hai-Chin Yu, 2020. "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 126, pages 4313-4348, World Scientific Publishing Co. Pte. Ltd..
  27. Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 51, pages 1903-1942, World Scientific Publishing Co. Pte. Ltd..
  28. Cheng Few Lee & Yibing Chen & John Lee, 2020. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 106, pages 3703-3736, World Scientific Publishing Co. Pte. Ltd..
  29. Cheng Few Lee & Fu-Lai Lin, 2020. "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 116, pages 4001-4023, World Scientific Publishing Co. Pte. Ltd..
  30. Cheng Few Lee & Yuanyuan Xiao, 2020. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 86, pages 2965-2999, World Scientific Publishing Co. Pte. Ltd..
  31. Cheng Few Lee, 2020. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 81, pages 2757-2799, World Scientific Publishing Co. Pte. Ltd..
  32. Cheng Few Lee, 2020. "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 79, pages 2673-2711, World Scientific Publishing Co. Pte. Ltd..
  33. Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 50, pages 1845-1901, World Scientific Publishing Co. Pte. Ltd..
  34. Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 97, pages 3413-3464, World Scientific Publishing Co. Pte. Ltd..
  35. Cheng Few Lee & Yibing Chen & John Lee, 2020. "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 102, pages 3573-3617, World Scientific Publishing Co. Pte. Ltd..
  36. Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..
  37. Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 41, pages 1561-1598, World Scientific Publishing Co. Pte. Ltd..
  38. Cheng Few Lee, 2020. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 87, pages 3001-3058, World Scientific Publishing Co. Pte. Ltd..
  39. Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020. "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 15, pages 583-602, World Scientific Publishing Co. Pte. Ltd..
  40. Wikil Kwak & Yong Shi & Cheng Few Lee, 2020. "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 21, pages 823-857, World Scientific Publishing Co. Pte. Ltd..
  41. Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2020. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 109, pages 3829-3847, World Scientific Publishing Co. Pte. Ltd..
  42. Cheng Few Lee & Peter Guangping Zhang, 2020. "Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 7, pages 297-334, World Scientific Publishing Co. Pte. Ltd..
  43. Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020. "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412, World Scientific Publishing Co. Pte. Ltd..
  44. Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020. "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 11, pages 431-483, World Scientific Publishing Co. Pte. Ltd..
  45. Lie-Jane Kao & Cheng Few Lee, 2020. "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 70, pages 2437-2459, World Scientific Publishing Co. Pte. Ltd..
  46. Nan-Ting Kuo & Cheng Few Lee, 2020. "A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 3, pages 151-197, World Scientific Publishing Co. Pte. Ltd..
  47. Paul Chiou & Cheng Few Lee, 2020. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 82, pages 2801-2838, World Scientific Publishing Co. Pte. Ltd..
  48. Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020. "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 25, pages 947-978, World Scientific Publishing Co. Pte. Ltd..
  49. Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2020. "Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 93, pages 3241-3261, World Scientific Publishing Co. Pte. Ltd..
  50. Cheng Few Lee, 2020. "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 1, pages 1-99, World Scientific Publishing Co. Pte. Ltd..
  51. Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020. "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 54, pages 1991-2009, World Scientific Publishing Co. Pte. Ltd..
  52. Marvin J. Karson & David C. Cheng & Cheng Few Lee, 2020. "Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 65, pages 2323-2335, World Scientific Publishing Co. Pte. Ltd..
  53. Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee, 2020. "Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 59, pages 2141-2159, World Scientific Publishing Co. Pte. Ltd..
  54. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 100, pages 3517-3544, World Scientific Publishing Co. Pte. Ltd..
  55. Cheng Few Lee, 2020. "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 77, pages 2599-2633, World Scientific Publishing Co. Pte. Ltd..
  56. Cheng Few Lee, 2020. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 80, pages 2713-2756, World Scientific Publishing Co. Pte. Ltd..
  57. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020. "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 12, pages 485-517, World Scientific Publishing Co. Pte. Ltd..
  58. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020. "Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 99, pages 3491-3516, World Scientific Publishing Co. Pte. Ltd..
  59. Cheng Few Lee, 2020. "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 78, pages 2635-2671, World Scientific Publishing Co. Pte. Ltd..
  60. Cheng Few Lee, 2020. "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 83, pages 2839-2884, World Scientific Publishing Co. Pte. Ltd..
  61. Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 35, pages 1345-1397, World Scientific Publishing Co. Pte. Ltd..

2017

  1. Cheng-Few Lee, 2017. "Traveling and Lecturing All Over the World," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 11, pages 120-137, World Scientific Publishing Co. Pte. Ltd..
  2. Cheng-Few Lee, 2017. "World Records in Academic Achievements," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 10, pages 107-119, World Scientific Publishing Co. Pte. Ltd..
  3. Cheng-Few Lee, 2017. "Editing Journals and Writing Books," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 12, pages 138-153, World Scientific Publishing Co. Pte. Ltd..
  4. Cheng-Few Lee, 2017. "Happy Family Life," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 4, pages 31-41, World Scientific Publishing Co. Pte. Ltd..
  5. Cheng-Few Lee, 2017. "Happy Childhood of Kites and Geese," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
  6. Cheng-Few Lee, 2017. "Mathematics and Chemistry at Chien Kuo (C.K.) High School," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 2, pages 10-17, World Scientific Publishing Co. Pte. Ltd..
  7. Cheng-Few Lee, 2017. "Life Begins at 70," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 18, pages 227-231, World Scientific Publishing Co. Pte. Ltd..
  8. Cheng-Few Lee, 2017. "Contributions to Taiwan’s Management Education," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 16, pages 206-216, World Scientific Publishing Co. Pte. Ltd..
  9. Cheng-Few Lee, 2017. "Forty Three Years of a Challenging and Rewarding Academic Career," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 17, pages 217-226, World Scientific Publishing Co. Pte. Ltd..
  10. Cheng-Few Lee, 2017. "Relationship with Ex-Governor of the Central Bank Dr. Kuo-shu Liang," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 6, pages 54-69, World Scientific Publishing Co. Pte. Ltd..
  11. Cheng-Few Lee, 2017. "Experience in Training Ph.D. Students in Finance and Accounting," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 8, pages 85-93, World Scientific Publishing Co. Pte. Ltd..
  12. Cheng-Few Lee, 2017. "Misfortune May Be a Blessing in Disguise," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 3, pages 18-30, World Scientific Publishing Co. Pte. Ltd..
  13. Cheng-Few Lee, 2017. "Help from President Lee Teng-hui," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 5, pages 42-53, World Scientific Publishing Co. Pte. Ltd..
  14. Cheng-Few Lee, 2017. "Contributions to Taiwan’s Economic and Financial Policies," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 15, pages 179-205, World Scientific Publishing Co. Pte. Ltd..
  15. Cheng-Few Lee, 2017. "My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 14, pages 164-178, World Scientific Publishing Co. Pte. Ltd..
  16. Cheng-Few Lee, 2017. "Innovative and Active Approach to Teaching Finance," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 9, pages 94-106, World Scientific Publishing Co. Pte. Ltd..
  17. Cheng-Few Lee, 2017. "Participation in Taiwanese Democratic Movements," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 13, pages 154-163, World Scientific Publishing Co. Pte. Ltd..
  18. Cheng-Few Lee, 2017. "Teaching Method and Educational Philosophy," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 7, pages 70-84, World Scientific Publishing Co. Pte. Ltd..

2016

  1. C. Lee, 2016. "From miracle to crisis and the mirage of the post-crisis reform," Chapters, in: Economic Catch-up and Technological Leapfrogging, chapter 5, pages 86-113, Edward Elgar Publishing.

2015

  1. Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.

2012

  1. Jahan Ara Peerally & John Cantwell, 2012. "The Effect of Trade Policy Regimes on Firms' Learning From Suppliers How to Innovate," World Scientific Book Chapters, in: Alexander Brem & Joe Tidd (ed.), Perspectives On Supplier Innovation Theories, Concepts and Empirical Insights on Open Innovation and the Integration of Suppliers, chapter 6, pages 205-255, World Scientific Publishing Co. Pte. Ltd..

2010

  1. Morris A. Davis, 2010. "housing and the business cycle," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.

2009

  1. Jahan Ara Peerally & John Cantwell, 2009. "The Development Trajectory of a Small Island Economy: The Successful Case of Mauritius," Chapters, in: Daniel Van Den Bulcke & Alain Verbeke & Wenlong Yuan (ed.), Handbook on Small Nations in the Global Economy, chapter 9, Edward Elgar Publishing.
  2. Helena Barnard & Tracy Bromfield & John Cantwell, 2009. "The Role of Indigenous Firms in Innovation Systems in Developing Countries: The Developmental Implications of National Champion Firms’ Response to Underdeveloped National Innovation Systems," Chapters, in: Bengt-Åke Lundvall & K. J. Joseph & Cristina Chaminade & Jan Vang (ed.), Handbook of Innovation Systems and Developing Countries, chapter 9, Edward Elgar Publishing.

2008

  1. John Cantwell & Helena Barnard, 2008. "Do Firms from Emerging Markets have to Invest Abroad? Outward FDI and the Competitiveness of Firms," Chapters, in: Karl P. Sauvant (ed.), The Rise of Transnational Corporations from Emerging Markets, chapter 5, Edward Elgar Publishing.

2007

  1. J.-C. Spender, 2007. "Structural Adjustments and Conflicting Recipes in the US Auto Industry," Chapters, in: Timo J. Hämäläinen & Risto Heiskala (ed.), Social Innovations, Institutional Change and Economic Performance, chapter 6, Edward Elgar Publishing.
  2. J.-C. Spender, 2007. "Knowledge Management, Technology and Organization," World Scientific Book Chapters, in: Angel J Salazar & Steve Sawyer (ed.), Handbook Of Information Technology In Organizations And Electronic Markets, chapter 18, pages 365-393, World Scientific Publishing Co. Pte. Ltd..

2006

  1. John Cantwell & Grazia D. Santangelo, 2006. "Evolution of Markets, Technology and M&A," Chapters, in: Bruno Cassiman & Massimo G. Colombo (ed.), Mergers and Acquisitions, chapter 3, Edward Elgar Publishing.
  2. John Cantwell, 2006. "Path Dependence and Diversification in Corporate Technological Histories," Chapters, in: Cristiano Antonelli & Dominique Foray & Bronwyn H. Hall & W. Edward Steinmueller (ed.), New Frontiers in the Economics of Innovation and New Technology, chapter 5, Edward Elgar Publishing.

2005

  1. Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2005. "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting New Series, chapter 8, pages 129-151, World Scientific Publishing Co. Pte. Ltd..

2004

  1. John A. Cantwell & Ram Mudambi, 2004. "Multinational Enterprises and Competence-Creating Knowledge Flows: A Theoretical Analysis," Palgrave Macmillan Books, in: Volker Mahnke & Torben Pedersen (ed.), Knowledge Flows, Governance and the Multinational Enterprise, chapter 3, pages 38-57, Palgrave Macmillan.

2003

  1. John Cantwell, 2003. "The Changing Institutional Form of Innovation: From Exploiting Market Power to Developing Corporate Technological Capability," Chapters, in: Ram Mudambi & Pietro Maria Navarra & Giuseppe Sobbrio (ed.), Economic Welfare, International Business and Global Institutional Change, chapter 7, Edward Elgar Publishing.

2002

  1. John Cantwell & Lucia Piscitello, 2002. "Corporate Diversification, Internationalization and Location of Technological Activities by MNCs in Europe," Palgrave Macmillan Books, in: Henryk Kierzkowski (ed.), Europe and Globalization, chapter 8, pages 162-184, Palgrave Macmillan.

2001

  1. John Cantwell & Simona Iammarino & Camilla Noonan, 2001. "Sticky places in slippery space – the location of innovation by MNCs in the European regions," Palgrave Macmillan Books, in: Nigel Pain (ed.), Inward Investment Technological Change and Growth, chapter 8, pages 210-239, Palgrave Macmillan.

1991

  1. John Cantwell, 1991. "Foreign Multinationals and Industrial Development in Africa," Palgrave Macmillan Books, in: Peter J. Buckley & Jeremy Clegg (ed.), Multinational Enterprises in Less Developed Countries, chapter 9, pages 183-224, Palgrave Macmillan.

1987

  1. John Dunning & John Cantwell, 1987. "Comparative Tables," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 787-820, Palgrave Macmillan.
  2. John Dunning & John Cantwell, 1987. "Latin America & Caribbean," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 635-776, Palgrave Macmillan.
  3. John Dunning & John Cantwell, 1987. "Australasia (except Australia or New Zealand)," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 615-634, Palgrave Macmillan.
  4. John Dunning & John Cantwell, 1987. "Africa (except South Africa)," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 317-481, Palgrave Macmillan.
  5. John Dunning & John Cantwell, 1987. "Other Europe," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 125-232, Palgrave Macmillan.
  6. John Dunning & John Cantwell, 1987. "Asia & Pacific (except Japan)," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 483-613, Palgrave Macmillan.
  7. John Dunning & John Cantwell, 1987. "Other Developed Countries," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 267-316, Palgrave Macmillan.
  8. John Dunning & John Cantwell, 1987. "North America," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 233-265, Palgrave Macmillan.
  9. John Dunning & John Cantwell, 1987. "Middle East," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 777-785, Palgrave Macmillan.
  10. John Dunning & John Cantwell, 1987. "Europe: EEC," Palgrave Macmillan Books, in: IRM Directory of Statistics of International Investment and Production, pages 5-123, Palgrave Macmillan.

Software components

2014

  1. Boragan Aruoba & Morris Davis & Randall Wright, 2014. "Code and data files for "Homework in Monetary Economics: Inflation, Home Production, and the Production of Homes"," Computer Codes 13-81, Review of Economic Dynamics.

2010

  1. Morris Davis & Francois Ortalo-Magne, 2010. "Code files for "Household Expenditures, Wages, Rents"," Computer Codes 09-92, Review of Economic Dynamics.

2008

  1. Amine Ouazad, 2008. "A2REG: Stata module to estimate models with two fixed effects," Statistical Software Components S456942, Boston College Department of Economics.
  2. Amine Ouazad, 2008. "_PEERS: Stata module to allow egen to compute the average characteristics of peers in a given unit (school, firm, etc.) specified by by()," Statistical Software Components S456946, Boston College Department of Economics.

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