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Publications

by members of

Rutgers University-Newark → Business → Department of Finance and Economics

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. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2008

  1. Azali, M. & Royfaizal, R.C. & Lee, C., 2008, "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper, University Library of Munich, Germany, number 11891, revised 2008.

2007

  1. M., Azali & Wong, K. S. Kelly & Lee, C. & Shafinaz, Ahmad Nazar, 2007, "The Asean-5 Future Currency: Maastricht Criteria," MPRA Paper, University Library of Munich, Germany, number 10272.
  2. 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, University Library of Munich, Germany, number 10263.
  3. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers, Hong Kong Institute for Monetary Research, number 222007.

2005

  1. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005, "Hedging with Foreign-listed Single Stock Futures," MPRA Paper, University Library of Munich, Germany, number 52372.
  2. Ronald J. Balvers & Yangru Wu, 2005, "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers, Hong Kong Institute for Monetary Research, number 022005, Feb.

2004

  1. Yangru Wu, 2004, "Momentum Trading, Mean Reveral and Overration in Chinese Stock Market," Working Papers, Hong Kong Institute for Monetary Research, number 232004, Dec.

2003

  1. 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, Institute of Transportation Studies, UC Berkeley, number qt0b9833wb, Sep.
  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, Chinese University of Hong Kong, Department of Economics, number _157, Jul.

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, Chinese University of Hong Kong, Department of Economics, number _144, Jul.
  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, Chinese University of Hong Kong, Department of Economics, number _143, Jul.
  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, Chinese University of Hong Kong, Department of Economics, number _142, Jul.
  4. Ronald J. Balvers & Yangru Wu, 2002, "Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study," Working Papers, Hong Kong Institute for Monetary Research, number 112002, May.

2001

  1. 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, National Bureau of Economic Research, Inc, number 8248, Apr.
  2. Robert H. Patrick & Frank A. Wolak, 2001, "Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8213, Apr.

2000

  1. Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu, 2000, "On the Empirical Size of Normalized Autocorrelation Coefficients," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _125, Jul.
  2. 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, Chinese University of Hong Kong, Department of Economics, number _123, Jul.

1999

  1. De Vany, A. & Lee, C., 1999, "Information Cascades in Multi-Agent Models," Papers, California Irvine - School of Social Sciences, number 99-00-05.

1998

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

1997

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

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, Chinese University of Hong Kong, Department of Economics, number _069, Jul.
  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, Chinese University of Hong Kong, Department of Economics, number _075, Nov.

1995

  1. 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, Chinese University of Hong Kong, Department of Economics, number _062, Sep.

1994

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

1993

  1. 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, Chinese University of Hong Kong, Department of Economics, number _028, Oct.
  2. Yangru, Wu, 1993, "Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _027, Sep.

1991

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

1990

  1. Gifford, Sharon & Wilson, Charles, 1990, "A Model Of Inspection And Repair With And Endogenous Number Of Projects," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 90-06.
  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, Federal Reserve Bank of New York, number 9014.

1987

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

1986

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

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, Federal Reserve Bank of Chicago, number 72.

Undated

  1. C. Lee, undated, "Labor Market Status of Older Males in Early Twentieth Century America," CPE working papers, University of Chicago - Centre for Population Economics, number 0012.
  2. C. Lee, undated, "Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940," CPE working papers, University of Chicago - Centre for Population Economics, number 0011.
  3. C. Lee, undated, "The Expected Length of Retirement in the United States, 1850-1990," CPE working papers, University of Chicago - Centre for Population Economics, number 0013.

Journal articles

2026

  1. Yubin Li & Can Chen & Xianghua You & Yushi Wang & Zhaodong (Ken) Zhong, 2026, "Emerging Market Internationalization and Corporate ESG Engagement," International Review of Finance, International Review of Finance Ltd., volume 26, issue 1, March, DOI: 10.1111/irfi.70071.

2025

  1. Wang, Xinjie & Wu, Ge & Zhong, Zhaodong (Ken), 2025, "Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 3, pages 1500-1526, May.

2022

  1. Hui-Ju Tsai & Yangru Wu, 2022, "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, volume 178, issue 3, pages 735-755, July, DOI: 10.1007/s10551-021-04772-w.
  2. 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, volume 14, issue 1, pages 391-413, November, DOI: 10.1146/annurev-financial-111720-09.
  3. 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, volume 51, issue 1, pages 143-167, March, DOI: 10.1111/fima.12364.
  4. Zhao, Chen & Li, Yubin & Govindaraj, Suresh & Zhong, Zhaodong (Ken), 2022, "CDS trading and analyst optimism," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2022.101109.
  5. 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, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
  6. Wang, Xinjie & (Ken) Zhong, Zhaodong, 2022, "Post-crisis regulations, market making, and liquidity in over-the-counter markets," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106354.

2021

  1. Lee, Cheng-Few & Sung, Hao-Chang, 2021, "Product market competition and real activities manipulation: Theory and implications," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 192-205, DOI: 10.1016/j.iref.2021.01.019.
  2. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021, "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 117-142, DOI: 10.1016/j.ecosta.2020.10.002.
  3. James Juichia Lin & Cheng-Few Lee, 2021, "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 453-478, February, DOI: 10.1007/s11156-020-00899-5.
  4. 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., volume 24, issue 03, pages 1-48, September, DOI: 10.1142/S0219091521500181.
  5. 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., volume 24, issue 01, pages 1-26, March, DOI: 10.1142/S0219091521500053.
  6. 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, volume 56, issue 2, pages 505-543, February, DOI: 10.1007/s11156-020-00901-0.
  7. 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., volume 24, issue 04, pages 1-18, December, DOI: 10.1142/S0219091521810018.
  8. 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, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
  9. Ming Gu & Minxing Sun & Yangru Wu & Weike Xu, 2021, "Economic policy uncertainty and momentum," Financial Management, Financial Management Association International, volume 50, issue 1, pages 237-259, March, DOI: 10.1111/fima.12322.
  10. 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, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101406.
  11. 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, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
  12. Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021, "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 1-28, July, DOI: 10.1007/s11156-020-00951-4.

2020

  1. 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, volume 55, issue 3, pages 1155-1162, October, DOI: 10.1007/s11156-020-00920-x.
  2. 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., volume 23, issue 01, pages 1-19, March, DOI: 10.1142/S0219091520500083.
  3. 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, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100838.
  4. Cheng Few Lee, 2020, "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1529-1578, May, DOI: 10.1007/s11156-020-00883-z.
  5. Borochin, Paul & Chang, Hao & Wu, Yangru, 2020, "The information content of the term structure of risk-neutral skewness," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 247-274, DOI: 10.1016/j.jempfin.2020.06.003.
  6. Ming Gu & Yangru Wu, 2020, "Accruals And Momentum," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 43, issue 1, pages 63-93, March, DOI: 10.1111/jfir.12201.
  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, volume 43, issue 4, pages 965-998, December, DOI: 10.1111/jfir.12230.
  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, volume 54, issue 4, pages 1247-1278, May, DOI: 10.1007/s11156-019-00824-5.

2019

  1. 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., volume 54, issue 01, pages 1-34, March, DOI: 10.1142/S1094406019500021.
  2. 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., volume 22, issue 02, pages 1-17, June, DOI: 10.1142/S0219091519500140.
  3. 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, volume 52, issue 4, pages 1191-1201, May, DOI: 10.1007/s11156-019-00817-4.
  4. 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, volume 42, issue 3, pages 35-46, April, DOI: 10.26480/jmerd.03.2019.35.46.
  5. 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., volume 22, issue 02, pages 1-51, June, DOI: 10.1142/S0219091519500139.
  6. Li, Guangzhong & Li, Jie & Wu, Yangru, 2019, "Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect," Journal of Comparative Economics, Elsevier, volume 47, issue 2, pages 441-457, DOI: 10.1016/j.jce.2019.02.002.
  7. 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, volume 42, issue 4, pages 757-788, December, DOI: 10.1111/jfir.12195.
  8. Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019, "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 50-64, DOI: 10.1016/j.jbankfin.2019.05.012.
  9. 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., volume 39, issue 4, pages 461-480, April, DOI: 10.1002/fut.21982.

2018

  1. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018, "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 9, pages 1517-1529, September, DOI: 10.1080/14697688.2018.1444461.
  2. 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, volume 50, issue 3, pages 933-942, April, DOI: 10.1007/s11156-018-0704-y.
  3. 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., volume 21, issue 02, pages 1-9, June, DOI: 10.1142/S0219091518500145.
  4. 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., volume 21, issue 04, pages 1-28, December, DOI: 10.1142/S021909151850025X.
  5. 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, volume 50, issue 3, pages 673-694, April, DOI: 10.1007/s11156-017-0642-0.
  6. 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, volume 8, issue 1, pages 117-152.

2017

  1. 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., volume 20, issue 01, pages 1-14, March, DOI: 10.1142/S0219091517500072.
  2. 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, volume 49, issue 1, pages 91-116, July, DOI: 10.1007/s11156-016-0581-1.
  3. 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, volume 44, issue C, pages 27-46, DOI: 10.1016/j.pacfin.2017.05.004.
  4. 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, volume 40, issue 2, pages 223-248, June.

2016

  1. 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, volume 47, issue 4, pages 943-971, November, DOI: 10.1007/s11156-015-0526-0.
  2. 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, volume 39, issue C, pages 224-242, DOI: 10.1016/j.pacfin.2016.06.008.
  3. 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., volume 19, issue 01, pages 1-21, March, DOI: 10.1142/S0219091516960011.
  4. 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, volume 47, issue 2, pages 369-393, August, DOI: 10.1007/s11156-015-0504-6.
  5. 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., volume 19, issue 01, pages 1-22, March, DOI: 10.1142/S0219091516500065.
  6. 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, volume 47, issue 2, pages 417-451, August, DOI: 10.1007/s11156-015-0505-5.
  7. 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, volume 47, issue 3, pages 885-895, October, DOI: 10.1007/s11156-016-0572-2.
  8. 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, volume 21, issue 4, pages 1287-1326, December, DOI: 10.1007/s11142-016-9367-x.
  9. Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016, "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 99-112, DOI: 10.1016/j.jbankfin.2016.09.011.
  10. 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, volume 119, issue 3, pages 645-672, DOI: 10.1016/j.jfineco.2016.01.019.
  11. Yubin Li & Chen Zhao & Zhaodong Zhong, 2016, "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, volume 19, issue 2, pages 113-146, July, DOI: 10.1007/s11147-015-9117-4.

2015

  1. 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., volume 18, issue 03, pages 1-16, DOI: 10.1142/S0219091515500174.
  2. 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, volume 58, issue C, pages 213-227, DOI: 10.1016/j.qref.2014.12.002.
  3. 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, volume 44, issue 3, pages 573-580, April, DOI: 10.1007/s11156-015-0509-1.
  4. 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, volume 44, issue 2, pages 353-378, February, DOI: 10.1007/s11156-013-0402-8.
  5. Cheng-Few Lee & Oleg Sokolinskiy, 2015, "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 463-483, October, DOI: 10.1007/s11156-014-0443-7.
  6. 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, volume 45, issue 2, pages 455-461, August, DOI: 10.1007/s11156-015-0519-z.
  7. 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, volume 44, issue 1, pages 161-189, January, DOI: 10.1007/s11156-013-0426-0.
  8. Tsai, Hui-Ju & Wu, Yangru, 2015, "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2014.11.001.
  9. Hui-Ju Tsai & Yangru Wu, 2015, "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 215-249, July, DOI: 10.1007/s11156-014-0435-7.
  10. 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, volume 50, issue 4, pages 517-545, November.

2014

  1. 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, volume 29, issue C, pages 409-425, DOI: 10.1016/j.iref.2013.07.004.
  2. 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, volume 38, issue C, pages 166-185, DOI: 10.1016/j.jbankfin.2013.09.021.
  3. 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., volume 17, issue 01, pages 1-12, DOI: 10.1142/S0219091514960010.
  4. 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, volume 54, issue 3, pages 999-1032, September.
  5. 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, volume 42, issue 3, pages 415-448, April, DOI: 10.1007/s11156-013-0348-x.
  6. 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, volume 5, issue 1, pages 1-6, December, DOI: 10.1038/ncomms6595.
  7. 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, volume 40, issue C, pages 79-94, DOI: 10.1016/j.jimonfin.2013.09.005.
  8. 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, volume 46, issue 8, pages 1687-1720, December, DOI: 10.1111/jmcb.12163.
  9. Tsai, Hui-Ju & Wu, Yangru, 2014, "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, volume 11, issue 4, pages 429-436, DOI: 10.1016/j.frl.2014.07.004.
  10. 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, volume 112, issue 1, pages 91-115, DOI: 10.1016/j.jfineco.2013.12.001.

2013

  1. 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, volume 41, issue 2, pages 273-294, August, DOI: 10.1007/s11156-012-0310-3.
  2. 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, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
  3. 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, volume 13, issue 2, pages 227-239, January, DOI: 10.1080/14697688.2011.572901.
  4. 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, volume 37, issue 4, pages 1205-1222, DOI: 10.1016/j.jbankfin.2012.11.019.
  5. 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, volume 41, issue 1, pages 171-178, July, DOI: 10.1007/s11156-013-0375-7.
  6. 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, volume 25, issue C, pages 157-180, DOI: 10.1016/j.pacfin.2013.08.007.
  7. Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013, "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 408-423, DOI: 10.1016/j.iref.2012.08.001.
  8. Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013, "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 33-60, DOI: 10.1016/j.finmar.2012.09.006.
  9. 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, volume 46, issue 1, pages 152-192, January, DOI: 10.1007/s11146-011-9311-6.

2012

  1. 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., volume 11, issue 06, pages 1215-1235, DOI: 10.1142/S0219622012500332.
  2. 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, volume 39, issue 3, pages 309-331, October, DOI: 10.1007/s11156-011-0256-x.
  3. 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, volume 227, issue C, pages 18-28, DOI: 10.1016/j.ecolmodel.2011.11.032.
  4. 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, volume 241, issue C, pages 54-64, DOI: 10.1016/j.ecolmodel.2012.06.027.
  5. 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, volume 21, issue 1, pages 115-129, DOI: 10.1016/j.iref.2011.05.001.
  6. 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., volume 15, issue 04, pages 1-17, DOI: 10.1142/S0219091512960021.
  7. 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, volume 52, issue 3, pages 286-297, DOI: 10.1016/j.qref.2012.07.002.
  8. 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, volume 63, issue 9, pages 1294-1306, September.
  9. 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., volume 15, issue 01, pages 1-31, DOI: 10.1142/S021909151296001X.
  10. 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, volume 39, issue 3, pages 407-412, October, DOI: 10.1007/s11156-012-0304-1.
  11. 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, volume 35, issue 4, pages 553-580, December, DOI: j.1475-6803.2012.01328.x.

2011

  1. 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, volume 101, issue 4, pages 587-595, DOI: 10.2105/AJPH.2009.173872.
  2. 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, volume 101, issue SUPPL. 1, pages 6-8, DOI: 10.2105/AJPH.2011.300377.
  3. 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., volume 14, issue 03, pages 601-616, DOI: 10.1142/S0219091511002330.
  4. 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, volume 37, issue 4, pages 531-540, November, DOI: 10.1007/s11156-011-0251-2.
  5. 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, volume 101, issue SUPPL. 1, pages 19-26, DOI: 10.2105/AJPH.2011.300368.
  6. 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., volume 14, issue 01, pages 153-169, DOI: 10.1142/S0219091511002172.
  7. 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, volume 17, issue 3, pages 483-501, June.
  8. Shin-Yun Wang & Cheng-Few Lee, 2011, "Fuzzy multi-criteria decision-making for evaluating mutual fund strategies," Applied Economics, Taylor & Francis Journals, volume 43, issue 24, pages 3405-3414, DOI: 10.1080/00036841003636318.
  9. 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, volume 84, issue 3, pages 431-438, December, DOI: 10.1140/epjb/e2011-20466-5.
  10. 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., volume 14, issue 04, pages 751-779, DOI: 10.1142/S0219091511002408.
  11. 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., volume 10, issue 03, pages 411-433, DOI: 10.1142/S0219622011004385.
  12. Wang, Jun & Wu, Yangru, 2011, "Risk adjustment and momentum sources," Journal of Banking & Finance, Elsevier, volume 35, issue 6, pages 1427-1435, June.
  13. 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, volume 52, issue 1, pages 201-226, February.
  14. Yangru Wu, 2011, "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 301-323, October, DOI: 10.1007/s11156-010-0206-z.
  15. Charles Cao & Fan Yu & Zhaodong Zhong, 2011, "Pricing Credit Default Swaps with Option-Implied Volatility," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 4, pages 67-76, July, DOI: 10.2469/faj.v67.n4.2.

2010

  1. 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., volume 13, issue 03, pages 469-493, DOI: 10.1142/S0219091510002037.
  2. 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, volume 50, issue 2, pages 222-233, May.
  3. 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., volume 9, issue 05, pages 695-713, DOI: 10.1142/S0219622010004056.
  4. 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., volume 13, issue 02, pages 203-213, DOI: 10.1142/S0219091510001913.
  5. Cheng-Few Lee, 2010, "Second decade review of the annual conference on financial economics and accounting," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 335-370, October, DOI: 10.1007/s11156-010-0210-3.
  6. 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, volume 19, issue 1, pages 95-105, January.
  7. Balvers, Ronald & Wu, Yangru, 2010, "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 129-156, February.
  8. Cao, Charles & Yu, Fan & Zhong, Zhaodong, 2010, "The information content of option-implied volatility for credit default swap valuation," Journal of Financial Markets, Elsevier, volume 13, issue 3, pages 321-343, August.

2009

  1. 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., volume 12, issue 03, pages 417-454, DOI: 10.1142/S0219091509001691.
  2. 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., volume 12, issue 02, pages 309-359, DOI: 10.1142/S0219091509001642.
  3. 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, volume 25, issue 5, pages 535-550, September, DOI: 10.1002/asmb.735.
  4. 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., volume 8, issue 04, pages 629-675, DOI: 10.1142/S0219622009003703.
  5. 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, volume 62, issue 1, pages 123-133, January.
  6. 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., volume 12, issue 03, pages 509-527, DOI: 10.1142/S0219091509001721.
  7. 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, volume 33, issue 1, pages 83-90, July, DOI: 10.1007/s11156-009-0126-y.
  8. 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., volume 12, issue 03, pages 475-508, DOI: 10.1142/S021909150900171X.
  9. 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, volume 99, issue S3, pages 666-674.
  10. 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., volume 12, issue 02, pages 177-217, DOI: 10.1142/S0219091509001605.
  11. 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, volume 49, issue 3, pages 811-828, August.
  12. 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., volume 12, issue 02, pages 245-266, DOI: 10.1142/S0219091509001666.
  13. Lee, Cheng-Few & Lee, Kin-Wai & Yeo, Gillian Hian-Heng, 2009, "Investor protection and convertible debt design," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 985-995, June.
  14. 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., volume 12, issue 01, pages 63-85, DOI: 10.1142/S021909150900154X.
  15. 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, volume 40, issue 5, pages 2569-2575, DOI: 10.1016/j.chaos.2007.10.050.
  16. 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., volume 12, issue 02, pages 361-375, DOI: 10.1142/S0219091509001654.
  17. 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., volume 12, issue 04, pages 593-610, DOI: 10.1142/S0219091509001769.

2008

  1. 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., volume 11, issue 01, pages 123-150, DOI: 10.1142/S0219091508001295.
  2. 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, volume 64, issue 2, pages 257-261, July, DOI: 10.1140/epjb/e2008-00301-0.
  3. YiLin Wu & Lee Cheng-Few, 2008, "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 395-423, November, DOI: 10.1007/s11156-007-0083-2.
  4. 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., volume 11, issue 01, pages 99-122, DOI: 10.1142/S0219091508001283.
  5. 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., volume 11, issue 04, pages 511-530, DOI: 10.1142/S0219091508001453.
  6. Weihua Shi & Cheng-Few Lee, 2008, "Does quality of alternatives matter for internet banking?," International Journal of Electronic Finance, Inderscience Enterprises Ltd, volume 2, issue 2, pages 162-179.
  7. 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., volume 11, issue 04, pages 493-509, DOI: 10.1142/S0219091508001441.
  8. 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., volume 11, issue 02, pages 305-329, DOI: 10.1142/S0219091508001362.
  9. 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, volume 48, issue 1, pages 153-174, February.
  10. 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., volume 7, issue 03, pages 517-528, DOI: 10.1142/S0219622008003009.
  11. Chua, Choong Tze & Lai, Sandy & Wu, Yangru, 2008, "Effective fair pricing of international mutual funds," Journal of Banking & Finance, Elsevier, volume 32, issue 11, pages 2307-2324, November.

2007

  1. 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, volume 11, issue 3, pages 323-355, July, DOI: 10.1007/s00780-007-0045-5.
  2. 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., volume 10, issue 03, pages 415-443, DOI: 10.1142/S0219091507001136.
  3. 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, volume 28, issue 2, pages 163-185, February, DOI: 10.1007/s11156-006-0006-7.
  4. 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., volume 10, issue 01, pages 127-155, DOI: 10.1142/S0219091507000994.
  5. 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., volume 10, issue 02, pages 265-288, DOI: 10.1142/S0219091507001069.
  6. 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, volume 29, issue 1, pages 111-128, July, DOI: 10.1007/s11156-007-0025-z.
  7. 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, volume 28, issue 4, pages 441-449, May, DOI: 10.1007/s11156-007-0019-x.

2006

  1. 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, volume 46, issue 4, pages 565-585, September.
  2. 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., volume 9, issue 02, pages 337-358, DOI: 10.1142/S0219091506000768.
  3. 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., volume 9, issue 01, pages 149-179, DOI: 10.1142/S0219091506000665.
  4. 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., volume 9, issue 03, pages 385-403, DOI: 10.1142/S021909150600077X.
  5. 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., volume 9, issue 01, pages 181-212, DOI: 10.1142/S0219091506000677.
  6. Lee, L.H. & Lee, C. & Bao, J., 2006, "Inventory control in the presence of an electronic marketplace," European Journal of Operational Research, Elsevier, volume 174, issue 2, pages 797-815, October.
  7. Balvers, Ronald J. & Wu, Yangru, 2006, "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, volume 13, issue 1, pages 24-48, January.

2005

  1. Gifford Sharon, 2005, "Limited Attention as the Bound on Rationality," The B.E. Journal of Theoretical Economics, De Gruyter, volume 5, issue 1, pages 1-42, December, DOI: 10.2202/1534-5971.1108.
  2. Cheng-Few Lee, 2005, "15th Annual Conference on Financial Economics and Accounting," Review of Quantitative Finance and Accounting, Springer, volume 25, issue 1, pages 73-83, August, DOI: 10.1007/s11156-005-3180-0.
  3. 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., volume 8, issue 04, pages 733-745, DOI: 10.1142/S021909150500052X.
  4. Andy Kwan & Ah-Boon Sim & Yangru Wu, 2005, "On the size and power of normalized autocorrelation coefficients," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 1, pages 1-11, DOI: 10.1080/0960310042000236149.
  5. 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, volume 12, issue 3, pages 133-139, DOI: 10.1080/1350485042000319195.
  6. 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, volume 48, issue 2, pages 391-413, February.

2004

  1. Gifford Sharon, 2004, "To Make or Buy: An Allocation of Attention," The B.E. Journal of Theoretical Economics, De Gruyter, volume 4, issue 1, pages 1-26, May, DOI: 10.2202/1534-5971.1144.
  2. 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, volume 22, issue 2, pages 141-169, March.
  3. 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., volume 7, issue 04, pages 547-569, DOI: 10.1142/S0219091504000214.
  4. 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., volume 24, issue 4, pages 359-386, April.
  5. 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, volume 22, issue 4, pages 331-344, June.
  6. 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., volume 7, issue 02, pages 213-231, DOI: 10.1142/S0219091504000093.
  7. 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, volume 22, issue 4, pages 345-355, June.
  8. Patro, Dilip K. & Wu, Yangru, 2004, "Predictability of short-horizon returns in international equity markets," Journal of Empirical Finance, Elsevier, volume 11, issue 4, pages 553-584, September.

2003

  1. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2003, "Futures hedge ratios: a review," The Quarterly Review of Economics and Finance, Elsevier, volume 43, issue 3, pages 433-465.
  2. 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., volume 6, issue 01, pages 87-112, DOI: 10.1142/S0219091503000992.
  3. 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, volume 20, issue 4, pages 415-433, June.
  4. Chaudhuri, Kausik & Wu, Yangru, 2003, "Random walk versus breaking trend in stock prices: Evidence from emerging markets," Journal of Banking & Finance, Elsevier, volume 27, issue 4, pages 575-592, April.
  5. Qi, Min & Wu, Yangru, 2003, "Nonlinear prediction of exchange rates with monetary fundamentals," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 623-640, December.
  6. 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, volume 4, issue 1, pages 177-191, May.

2002

  1. 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., volume 5, issue 03, pages 417-438, DOI: 10.1142/S0219091502000766.
  2. 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, volume 37, issue 2, pages 165-183, May, DOI: 10.1111/1540-6288.00010.
  3. 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, volume 42, issue 1, pages 155-162.
  4. Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping, 2002, "Intraday Return Volatility Process: Evidence from NASDAQ Stocks," Review of Quantitative Finance and Accounting, Springer, volume 19, issue 2, pages 155-180, September.
  5. 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, volume 25, issue 3, pages 305-320, September, DOI: 10.1111/1475-6803.t01-1-00020.
  6. 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, volume 31, issue 2, Summer.
  7. C. Lee, 2002, "Telecommunications Reforms In Malaysia," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 73, issue 4, pages 521-540, December, DOI: 10.1111/1467-8292.00203.
  8. Chermak, Janie M. & Patrick, Robert H., 2002, "Comparing tests of the theory of exhaustible resources," Resource and Energy Economics, Elsevier, volume 24, issue 4, pages 301-325, November.
  9. 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, volume 26, issue 10, pages 1951-1972, October.
  10. 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, volume 8, issue 4, pages 421-447, December, DOI: 10.1111/1468-036X.00198.

2001

  1. 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, volume 41, issue 4, pages 477-490.
  2. 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., volume 21, issue 6, pages 581-598, June.
  3. Chermak, Janie M. & Patrick, Robert H., 2001, "A Microeconometric Test of the Theory of Exhaustible Resources," Journal of Environmental Economics and Management, Elsevier, volume 42, issue 1, pages 82-103, July.
  4. 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, volume 33, issue 2, pages 251-271, May.

2000

  1. 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, volume 67, issue 1, pages 77-85, August.
  2. 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, volume 24, issue 11, pages 1747-1765, November.
  3. 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, volume 67, issue 1, pages 63-76, August.
  4. 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., volume 3, issue 03, pages 413-427, DOI: 10.1142/S0219091500000170.
  5. Wu, Yangru & Zhang, Junxi, 2000, "Monopolistic competition, increasing returns to scale, and the welfare costs of inflation," Journal of Monetary Economics, Elsevier, volume 46, issue 2, pages 417-440, October.
  6. Wu, Yangru & Zhang, Junxi, 2000, "Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries," Journal of Public Economics, Elsevier, volume 77, issue 3, pages 383-406, September.
  7. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000, "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies," Journal of Finance, American Finance Association, volume 55, issue 2, pages 745-772, April, DOI: 10.1111/0022-1082.00225.

1999

  1. Gifford, Sharon, 1999, "Limited Attention and the Optimal Incompleteness of Contracts," The Journal of Law, Economics, and Organization, Oxford University Press, volume 15, issue 2, pages 468-486, July.
  2. Gifford, Sharon, 1999, "Efficient moral hazard," Journal of Economic Behavior & Organization, Elsevier, volume 40, issue 4, pages 427-442, December.
  3. 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, volume 49, issue 8, pages 993-1005, October.
  4. 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., volume 2, issue 02, pages 231-264, DOI: 10.1142/S021909159900014X.
  5. Chermak, Janie M. & Crafton, James & Norquist, Suzanne M. & Patrick, Robert H., 1999, "A hybrid economic-engineering model for natural gas production," Energy Economics, Elsevier, volume 21, issue 1, pages 67-94, February.
  6. Kwan, Andy C C & Wu, Yangru & Zhang, Junxi, 1999, "Fixed Investment and Economic Growth in China," Economic Change and Restructuring, Springer, volume 32, issue 1, pages 67-79.

1998

  1. Lee, C. & Sadovy, Y., 1998, "A taste for live fish: Hong Kong's live reef fish market," Naga, The WorldFish Center, volume 21, issue 2, pages 38-42.
  2. 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, volume 33, issue 2, pages 177-193, May.
  3. 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, volume 88, issue 12, pages 1759-1760.
  4. 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., volume 1, issue 02, pages 201-213, DOI: 10.1142/S0219091598000156.
  5. 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., volume 1, issue 04, pages 583-594, DOI: 10.1142/S0219091598000363.
  6. 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, volume 11, issue 1, pages 69-91, July.
  7. Wu, Yangru & Zhang, Junxi, 1998, "Endogenous growth and the welfare costs of inflation: a reconsideration," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 3, pages 465-482, March.
  8. Mark, Nelson C & Wu, Yangru, 1998, "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, volume 108, issue 451, pages 1686-1706, November.
  9. 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, volume 9, issue 3, pages 467-485.
  10. Song, Frank M. & Wu, Yangru, 1998, "Hysteresis in unemployment: Evidence from OECD countries," The Quarterly Review of Economics and Finance, Elsevier, volume 38, issue 2, pages 181-192.
  11. 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, volume 7, issue 3, pages 339-354, DOI: 10.1080/09638199800000018.
  12. Yangru Wu & Junxi Zhang, 1998, "Are the U.S. Exports to and Imports from Japan Cointegrated?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 13, pages 626-643.

1997

  1. Gifford, Sharon, 1997, "Limited attention and the role of the venture capitalist," Journal of Business Venturing, Elsevier, volume 12, issue 6, pages 459-482, November.
  2. 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, volume 8, issue 3, pages 229-244, May.
  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, volume 8, issue 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., volume 12, issue 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, volume 35, issue 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, volume 35, issue 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, volume 16, issue 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), volume 133, issue 2, pages 282-296, June, DOI: 10.1007/BF02707464.
  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), volume 133, issue 1, pages 76-89, March, DOI: 10.1007/BF02707677.

1996

  1. Acs, Zoltan J & Gifford, Sharon, 1996, "Innovation of Entrepreneurial Firms," Small Business Economics, Springer, volume 8, issue 3, pages 203-218, June.
  2. Wu, Yangru, 1996, "Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test," Journal of Money, Credit and Banking, Blackwell Publishing, volume 28, issue 1, pages 54-63, February.
  3. 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, volume 28, issue 4, pages 604-621, November.
  4. Yangru Wu & Hua Zhang, 1996, "Asymmetry in forward exchange rate bias: A puzzling result," Economics Letters, Elsevier, volume 50, issue 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), volume 5, issue 1, pages 67-78, January.
  2. Lee, Cheng-Few & Chen, K. C. & Liaw, K. Thomas, 1995, "Systematic risk, wage rates, and factor substitution," Journal of Economics and Business, Elsevier, volume 47, issue 3, pages 267-279, August.
  3. 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, volume 28, issue 2, pages 174-189, March.
  4. Tikalsky, Susan M. & Kramer, Joseph M. & Patrick, Robert, 1995, "On the road to NOx emissions trading," The Electricity Journal, Elsevier, volume 8, issue 1, pages 80-84.
  5. Wu, Yangru, 1995, "Are there rational bubbles in foreign exchange markets? Evidence from an alternative test," Journal of International Money and Finance, Elsevier, volume 14, issue 1, pages 27-46, February.

1994

  1. Gifford, Sharon, 1994, "Economics, Organization and Management: A Review Article," Journal of Economics & Management Strategy, Wiley Blackwell, volume 3, issue 2, pages 407-436, Summer.
  2. 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., volume 14, issue 6, pages 685-707, September.
  3. Cheng‐Few Lee & Haim Reisman & Yusif Simaan, 1994, "A Note On The Generalized Multibeta Capm," Mathematical Finance, Wiley Blackwell, volume 4, issue 1, pages 67-68, January, DOI: 10.1111/j.1467-9965.1994.tb00050.x.

1993

  1. 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, volume 25, issue 1, pages 1-12, July.

1992

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

1991

  1. Burness, H Stuart & Patrick, Robert H, 1991, "Peak-Load Pricing with Continuous and Interdependent Demand," Journal of Regulatory Economics, Springer, volume 3, issue 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, volume 67, issue 3, pages 308-316.

1990

  1. Lee, Cheng Few & Rahman, Shafiqur, 1990, "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation," The Journal of Business, University of Chicago Press, volume 63, issue 2, pages 261-278, April, DOI: 10.1086/296505.
  2. 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, volume 42, issue 3, pages 237-241, August.
  3. Patrick, Robert H., 1990, "Rate structure effects and regression parameter instability across time-of-use electricity pricing experiments," Resources and Energy, Elsevier, volume 12, issue 2, pages 179-195, July.

1989

  1. Bubnys, Edward L. & Lee, Cheng-Few, 1989, "Linear and generalized functional form market models for electric utility firms," Journal of Economics and Business, Elsevier, volume 41, issue 3, pages 213-223, August.
  2. Patrick, Robert H, 1989, "Optimal Rate Base Additions and the Regulated Firm," Journal of Regulatory Economics, Springer, volume 1, issue 2, pages 149-162, June.

1988

  1. 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, volume 6, issue 4, pages 505-509, October.

1986

  1. Elijah Brewer & Cheng-Few Lee, 1986, "How the market judges bank risk," Economic Perspectives, Federal Reserve Bank of Chicago, volume 10, issue 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, volume 12, issue 1, pages 96-100, March.

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, volume 16, issue 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: Class Relations and the Modern Factory, Changing," Environment and Planning A, , volume 10, issue 3, pages 351-362, March, DOI: 10.1068/a100351.

Books

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, ISBN: ARRAY(0x7a460500).

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, ISBN: ARRAY(0x7815a210).

2015

  1. Cheng-Few Lee & John C. Lee (ed.), 2015, "Handbook of Financial Econometrics and Statistics," Springer Books, Springer, number 978-1-4614-7750-1, edition 127, ISBN: ARRAY(0x6dc7c578), DOI: 10.1007/978-1-4614-7750-1.

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, ISBN: ARRAY(0x79602288).

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, ISBN: ARRAY(0x78b9c2e0).

2006

  1. Cheng-Few Lee (ed.), 2006, "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6235, ISBN: ARRAY(0x7ba489b8).
  2. 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, ISBN: ARRAY(0x7a9ae6f8).

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, ISBN: ARRAY(0x77e7d018).

2004

  1. 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, ISBN: ARRAY(0x78f96d98).

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 , undated, "Physical Science Today," Lester Ingber Books, Lester Ingber, number 73ps, December-.

Chapters

2024

  1. Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
  2. Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2020

  1. 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, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  2. Cheng Few Lee, 2020, "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  3. 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, World Scientific Publishing Co. Pte. Ltd., chapter 114, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  4. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020, "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  5. 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, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  6. Lie-Jane Kao & Cheng Few Lee, 2020, "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  7. 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, World Scientific Publishing Co. Pte. Ltd., chapter 122, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  8. Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020, "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  9. 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, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  10. 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, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  11. Cheng Few Lee, 2020, "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  12. 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, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  13. 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, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  14. 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, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  15. Cheng Few Lee, 2020, "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  16. Cheng Few Lee, 2020, "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  17. Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  18. Cheng Few Lee & Frank C. Jen, 2020, "Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  19. 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, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  20. Cheng Few Lee, 2020, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  21. Cheng Few Lee, 2020, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  22. Shafiqur Rahman & Cheng Few Lee, 2020, "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  23. 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, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  24. 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, World Scientific Publishing Co. Pte. Ltd., chapter 126, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  25. Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  26. Cheng Few Lee & Yibing Chen & John Lee, 2020, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  27. Cheng Few Lee & Fu-Lai Lin, 2020, "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 116, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  28. Cheng Few Lee & Yuanyuan Xiao, 2020, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  29. Cheng Few Lee, 2020, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  30. Cheng Few Lee, 2020, "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  31. 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, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  32. 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, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  33. Cheng Few Lee & Yibing Chen & John Lee, 2020, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  34. Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020, "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  35. 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, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  36. Cheng Few Lee, 2020, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  37. 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, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  38. Wikil Kwak & Yong Shi & Cheng Few Lee, 2020, "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  39. 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, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  40. Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  41. 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, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  42. 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, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  43. Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020, "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  44. Lie-Jane Kao & Cheng Few Lee, 2020, "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  45. 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, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  46. Paul Chiou & Cheng Few Lee, 2020, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  47. 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, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  48. 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, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  49. Cheng Few Lee, 2020, "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  50. 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, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  51. 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, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  52. 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, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  53. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  54. Cheng Few Lee, 2020, "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  55. Cheng Few Lee, 2020, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  56. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020, "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  57. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  58. Cheng Few Lee, 2020, "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  59. Cheng Few Lee, 2020, "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  60. 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, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  61. Hao Chang & Yangru Wu, 2020, "Application of Filtering Methods in Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

2017

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

2016

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

2005

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

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