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Cheng Few Lee

Personal Details

First Name:Cheng Few
Middle Name:
Last Name:Lee
Suffix:
RePEc Short-ID:ple1172
[This author has chosen not to make the email address public]

Affiliation

Department of Finance and Economics
Business
Rutgers University-Newark

Newark, New Jersey (United States)
http://business.rutgers.edu/default.aspx?id=662
RePEc:edi:dfrutus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Azali, M. & Royfaizal, R.C. & Lee, C., 2008. "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper 11891, University Library of Munich, Germany, revised 2008.
  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 10263, University Library of Munich, Germany.
  3. M., Azali & Wong, K. S. Kelly & Lee, C. & Shafinaz, Ahmad Nazar, 2007. "The Asean-5 Future Currency: Maastricht Criteria," MPRA Paper 10272, University Library of Munich, Germany.
  4. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005. "Hedging with Foreign-listed Single Stock Futures," MPRA Paper 52372, University Library of Munich, Germany.
  5. Hedrick, J. K. & Sengupta, R. & Xu, Q. & Kang, Y. & Lee, C., 2003. "Enhanced AHS Safety Through the Integration of Vehicle Control and Communication," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt0b9833wb, Institute of Transportation Studies, UC Berkeley.
  6. De Vany, A. & Lee, C., 1999. "Information Cascades in Multi-Agent Models," Papers 99-00-05, California Irvine - School of Social Sciences.
  7. C. Lee, 1998. "Life Cycle Savings in the United States, 1900-1990," CPE working papers 0014, University of Chicago - Centre for Population Economics.
  8. C. Lee, 1994. "Hedonic Index of Wartime Mortality and Older Age Mortality (July)," CPE working papers 0015, University of Chicago - Centre for Population Economics.
  9. Chin-Wen, Hsin & Jerry, Kuo & Cheng-Few, Lee, 1993. "A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures Vs Options," Departmental Working Papers _028, Chinese University of Hong Kong, Department of Economics.
  10. Anthony Chan & Carl R. Chen & Cheng-Few Lee & Shafiqur Rahman, 1990. "A cross-sectional analysis of mutual funds' market timing and security selection skill," Research Paper 9014, Federal Reserve Bank of New York.
  11. Gary D. Koppenhaver & Cheng-Few Lee, 1987. "Alternative instruments for hedging inflation risk in the banking industry," Staff Memoranda 87-5, Federal Reserve Bank of Chicago.
  12. Elijah Brewer & Cheng-Few Lee, 1986. "The impact of market, industry, and interest rate risks on bank stock returns," Staff Memoranda 86-4, Federal Reserve Bank of Chicago.
  13. Elijah Brewer & Cheng-Few Lee, 1985. "The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach," Proceedings 72, Federal Reserve Bank of Chicago.
  14. C. Lee, "undated". "Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940," CPE working papers 0011, University of Chicago - Centre for Population Economics.
  15. C. Lee, "undated". "The Expected Length of Retirement in the United States, 1850-1990," CPE working papers 0013, University of Chicago - Centre for Population Economics.
  16. C. Lee, "undated". "Labor Market Status of Older Males in Early Twentieth Century America," CPE working papers 0012, University of Chicago - Centre for Population Economics.

Articles

  1. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.
  2. Kin-Wai Lee & Cheng-Few Lee & Gillian Hian-Heng Yeo, 2021. "Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-26, March.
  3. James Juichia Lin & Cheng-Few Lee, 2021. "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 453-478, February.
  4. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
  5. Cheng-Few Lee & Woan-Lih Liang, 2021. "Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(04), pages 1-18, December.
  6. Cheng Few Lee & Alice C. Lee, 2021. "Investment, Financing, Dividend, and Production Policies: Review and Integration," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-48, September.
  7. Lee, Cheng-Few & Sung, Hao-Chang, 2021. "Product market competition and real activities manipulation: Theory and implications," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 192-205.
  8. Cheng Few Lee & Kose John & Anthony Lynch & Joshua Ronen & Paul Zarowin, 2020. "Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1155-1162, October.
  9. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
  10. Cheng-Few Lee & Ming-Jen Lin, 2020. "Recap of the 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-19, March.
  11. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
  12. M. Faizal & L. S. Chuah & C. Lee & A. Hameed & J. Lee & M. Shankar, 2019. "Review Of Hydrogen Fuel For Internal Combustion Engines," Journal of Mechanical Engineering Research & Developments (JMERD), Zibeline International Publishing, vol. 42(3), pages 35-46, April.
  13. Cheng-Few Lee & Bharat Sarath, 2019. "Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-17, June.
  14. Gans Narayanamoorthy & Ted Fee & Cheng-Few Lee, 2019. "Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1191-1201, May.
  15. Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2019. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-51, June.
  16. Nan-Ting Kuo & Cheng-Few Lee, 2019. "Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 54(01), pages 1-34, March.
  17. Yibing Chen & Cheng-Few Lee & John Lee & Jow-Ran Chang, 2018. "Alternative Methods to Estimate Implied Variance: Review and Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-28, December.
  18. Cheng-Few Lee, 2018. "Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 933-942, April.
  19. Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.
  20. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018. "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1517-1529, September.
  21. Cheng-Few Lee & Khee Giap Tan, 2018. "Recap of the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-9, June.
  22. Cheng-Few Lee & Tian-Shyr Dai, 2017. "Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-14, March.
  23. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
  24. Chiao, Chaoshin & Lin, Tung-Ying & Lee, Cheng-Few, 2017. "The reactions to on-air stock reports: Prices, volume, and order submission behavior," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 27-46.
  25. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
  26. Chen, Hong-Yi & Lee, Cheng-Few & Shih, Wei K., 2016. "Technical, fundamental, and combined information for separating winners from losers," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 224-242.
  27. Cheng-Few Lee & Cao Hao Thi, 2016. "Recap of the 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-21, March.
  28. Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee, 2016. "A comparison of alternative models for estimating firm’s growth rate," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 369-393, August.
  29. Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
  30. Cheng-Few Lee & Bharat Sarath, 2016. "Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 885-895, October.
  31. Chin-Chen Chien & Cheng-Few Lee & She Chih Chiu, 2016. "Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-22, March.
  32. Nan-Ting Kuo & Cheng-Few Lee, 2016. "A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees," Review of Accounting Studies, Springer, vol. 21(4), pages 1287-1326, December.
  33. Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.
  34. Cheng-Few Lee & Jeffery Abarbanell & Adam Reed, 2015. "Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 573-580, April.
  35. Cheng-Few Lee & Siva Nathan & Vikas Agarwal, 2015. "Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 455-461, August.
  36. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
  37. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.
  38. Deng-Yuan Ji & Cheng-Few Lee & Hsiao-Yin Chen, 2015. "Forecast Performance of the Taiwan Weighted Stock Index," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-16.
  39. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.
  40. Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014. "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 166-185.
  41. B. J. O'Roak & H. A. Stessman & E. A. Boyle & K. T. Witherspoon & B. Martin & C. Lee & L. Vives & C. Baker & J. B. Hiatt & D. A. Nickerson & R. Bernier & J. Shendure & E. E. Eichler, 2014. "Recurrent de novo mutations implicate novel genes underlying simplex autism risk," Nature Communications, Nature, vol. 5(1), pages 1-6, December.
  42. Lee, Cheng-Few & Kuo, Nan-Ting, 2014. "Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 409-425.
  43. Kin-Wai Lee & Cheng-Few Lee & Robert Faff, 2014. "Are Multiple Directorships Beneficial in East Asia?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 999-1032, September.
  44. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.
  45. Cheng-Few Lee & Michael Chng & Ed Lin, 2014. "Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-12.
  46. Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013. "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 408-423.
  47. Cheng-Few Lee & Yasushi Hamao & Randolph Beatty, 2013. "Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 171-178, July.
  48. Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.
  49. Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.
  50. Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.
  51. Kuo, Nan-Ting & Lee, Cheng-Few, 2013. "Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 157-180.
  52. Cheng-Few Lee & Chiung-Min Tsai & Alice C. Lee, 2013. "Asset pricing with disequilibrium price adjustment: theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 227-239, January.
  53. Cheng-Few Lee & Kehluh Wang, 2012. "Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-31.
  54. C Lee & K Lee & S Park, 2012. "Robust vehicle routing problem with deadlines and travel time/demand uncertainty," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(9), pages 1294-1306, September.
  55. Cheng-Few Lee & Daniel Weaver, 2012. "Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-17.
  56. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "Reprint: Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i," Ecological Modelling, Elsevier, vol. 241(C), pages 54-64.
  57. Lie-Jane Kao & Cheng-Few Lee, 2012. "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1215-1235.
  58. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i," Ecological Modelling, Elsevier, vol. 227(C), pages 18-28.
  59. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.
  60. Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012. "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 115-129.
  61. Cheng-Few Lee & Jung-Bin Su, 2012. "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 309-331, October.
  62. Cheng-Few Lee & Teri Yohn & Charles Trzcinka, 2012. "Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 407-412, October.
  63. Hutch, D.J. & Bouye, K.E. & Skillen, E. & Lee, C. & Whitehead, L. & Rashid, J.R., 2011. "Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities," American Journal of Public Health, American Public Health Association, vol. 101(4), pages 587-595.
  64. Shin-Yun Wang & Cheng-Few Lee, 2011. "Fuzzy multi-criteria decision-making for evaluating mutual fund strategies," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3405-3414.
  65. Cheng-Few Lee, 2011. "Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 531-540, November.
  66. Po-Young Chu & Cheng-Few Lee & Yuet-Sheung Yuen, 2011. "Innovative Business Models In Semiconductor Foundry Industry: From Silicon Intellectual Property Perspectives," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 411-433.
  67. Nweke, O.C. & Lee, C., 2011. "Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 6-8.
  68. Cheng-Few Lee & Rojanasak Chomvilailuk, 2011. "Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 601-616.
  69. Nweke, O.C. & Payne-Sturges, D. & Garcia, L. & Lee, C. & Zenick, H. & Grevatt, P. & Sanders III, W.H. & Case, H. & Dankwa-Mullan, I., 2011. "Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 19-26.
  70. K. Mathan Kumar & A. John Peter & C. Lee, 2011. "Optical absorption and refraction index change of a confined exciton in a spherical quantum dot nanostructure," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 84(3), pages 431-438, December.
  71. Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.
  72. Cheng-Few Lee & Yong Shi & Jianping Li, 2011. "Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 751-779.
  73. Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang, 2011. "Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 153-169.
  74. Bikki Jaggi & James P. Winder & Cheng-Few Lee, 2010. "Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 469-493.
  75. Chiou, Wan-Jiun Paul & Lee, Alice C. & Lee, Cheng-Few, 2010. "Stock return, risk, and legal environment around the world," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 95-105, January.
  76. Shin-Yun Wang & Cheng-Few Lee, 2010. "A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 9(05), pages 695-713.
  77. Cheng-Few Lee, 2010. "Second decade review of the annual conference on financial economics and accounting," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 335-370, October.
  78. Yang, Chau-Chen & Lee, Cheng-few & Gu, Yan-Xiang & Lee, Yen-Wen, 2010. "Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 222-233, May.
  79. Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2010. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 203-213.
  80. Cheng-Few Lee & Tim Robinson & Mark Christensen, 2009. "Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 361-375.
  81. Lee, Cheng-Few & Lee, Kin-Wai & Yeo, Gillian Hian-Heng, 2009. "Investor protection and convertible debt design," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 985-995, June.
  82. Kin-Wai Lee & Cheng-Few Lee, 2009. "Cash Holdings, Corporate Governance Structure and Firm Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 475-508.
  83. Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009. "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 811-828, August.
  84. Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee, 2009. "Variation in Stock Return Risks: An International Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 245-266.
  85. R C Royfaizal & C Lee & M Azali, 2009. "The Linkages of Asian and the US Stock Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 74-90, June.
  86. Lee, Cheng-Few & YiLin, Wu, 2009. "Two-stage models for the analysis of information content of equity-selling mechanisms choices," Journal of Business Research, Elsevier, vol. 62(1), pages 123-133, January.
  87. Ruey‐Ching Hwang & K. F. Cheng & Cheng‐Few Lee, 2009. "On multiple‐class prediction of issuer credit ratings," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(5), pages 535-550, September.
  88. Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2009. "The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 309-359.
  89. Cheng-Few Lee & Kehluh Wang & Yan Long Chen, 2009. "Hedging and Optimal Hedge Ratios for International Index Futures Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 593-610.
  90. Cheng-Few Lee, 2009. "Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008," Review of Quantitative Finance and Accounting, Springer, vol. 33(1), pages 83-90, July.
  91. Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009. "Empirical Studies Of Structural Credit Risk Models And The Application In Default Prediction: Review And New Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 629-675.
  92. Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 177-217.
  93. Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009. "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 63-85.
  94. Bi-Huei Tsai & Cheng-Few Lee & Lili Sun, 2009. "The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 417-454.
  95. Ahmed Hachicha & Cheng-Few Lee, 2009. "Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 509-527.
  96. Chenoweth, D. & Estes, C. & Lee, C., 2009. "The economic cost of environmental factors among North Carolina children living in substandard housing," American Journal of Public Health, American Public Health Association, vol. 99(S3), pages 666-674.
  97. M Azali & R C Royfaizal & C Lee, 2009. "Japanese Yen as an Alternative Vehicle Currency in Asian Countries," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 6-16, May.
  98. Han, S. & Chang, E. & Dillon, T. & Hwang, M. & Lee, C., 2009. "Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization," Chaos, Solitons & Fractals, Elsevier, vol. 40(5), pages 2569-2575.
  99. Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu, 2008. "China-Concept Factor and Stock Returns in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 99-122.
  100. Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2008. "Evaluation Of Small- And Medium-Sized Display Market Forecasts," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 517-528.
  101. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
  102. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2008. "Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 153-174, February.
  103. Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng, 2008. "Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 493-509.
  104. Weihua Shi & Cheng-Few Lee, 2008. "Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 511-530.
  105. Cheng-few Lee & Cao Hao Thi, 2008. "Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 123-150.
  106. Weihua Shi & Cheng-Few Lee, 2008. "Does quality of alternatives matter for internet banking?," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 162-179.
  107. C. Lee & M. Huang, 2008. "The Rubik’s cube problem revisited: a statistical thermodynamic approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(2), pages 257-261, July.
  108. Gili Yen & Cheng-few Lee, 2008. "Efficient Market Hypothesis (EMH): Past, Present and Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 305-329.
  109. Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu, 2007. "The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 265-288.
  110. Sheng-Syan Chen & Tsai-Yen Chung & Kim Wai Ho & Cheng-Few Lee, 2007. "Intra-Industry Effects of Delayed New Product Introductions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 415-443.
  111. Cheng-few Lee & Keshab Shrestha & Robert Welch, 2007. "Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 163-185, February.
  112. Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July.
  113. Cheng-Few Lee, 2007. "Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 127-155.
  114. Cheng-Few Lee, 2007. "Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005," Review of Quantitative Finance and Accounting, Springer, vol. 28(4), pages 441-449, May.
  115. Cheng-Few Lee, 2007. "Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech)," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 111-128, July.
  116. Cheng-Few Lee, 2006. "Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 337-358.
  117. Lee, L.H. & Lee, C. & Bao, J., 2006. "Inventory control in the presence of an electronic marketplace," European Journal of Operational Research, Elsevier, vol. 174(2), pages 797-815, October.
  118. Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.
  119. Cheng-Few Lee, 2006. "Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 149-179.
  120. Cheng-Few Lee, 2006. "Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 181-212.
  121. Cheng-Few Lee & Kehluh Wang & Ya-Hui Peng, 2006. "Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 385-403.
  122. Cheng-Few Lee, 2005. "15th Annual Conference on Financial Economics and Accounting," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 73-83, August.
  123. Cheng-Few Lee, 2005. "Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 733-745.
  124. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Keshab Shrestha, 2004. "Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions," Review of Quantitative Finance and Accounting, Springer, vol. 22(2), pages 141-169, March.
  125. Chau-Chen Yang & Cheng-Few Lee & Chung-Jiun Lin & Ya-Ting Chung, 2004. "The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 213-231.
  126. Cheng-Few Lee & Jack C. Lee & H.F. Ni & C.C. Wu, 2004. "On a Simple Econometric Approach for Utility-Based Asset Pricing Model," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 331-344, June.
  127. Shiu-Wan Hung & Chyan Yang & Cheng-Few Lee, 2004. "The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 547-569.
  128. Cheng-Few Lee, 2004. "Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 345-355, June.
  129. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2004. "An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 359-386, April.
  130. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2003. "Futures hedge ratios: a review," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 433-465.
  131. Chang, Jow-ran & Hung, Mao-wei & Lee, Cheng-few, 2003. "An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance," Review of Quantitative Finance and Accounting, Springer, vol. 20(4), pages 415-433, June.
  132. Chang-Wen Duan & William T. Lin & Cheng Few Lee, 2003. "Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 87-112.
  133. Keshab Shrestha & Sheng‐Syan Chen & Cheng‐few Lee, 2002. "Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(3), pages 305-320, September.
  134. Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping, 2002. "Intraday Return Volatility Process: Evidence from NASDAQ Stocks," Review of Quantitative Finance and Accounting, Springer, vol. 19(2), pages 155-180, September.
  135. Sheng‐Syan Chen & Kim Wai Ho & Cheng‐few Lee & Gillian H.H. Yeo, 2002. "Wealth Effects of Private Equity Placements: Evidence from Singapore," The Financial Review, Eastern Finance Association, vol. 37(2), pages 165-183, May.
  136. C. Lee, 2002. "Telecommunications Reforms In Malaysia," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 73(4), pages 521-540, December.
  137. Chien, Chin-Chen & Lee, Cheng-few & Wang, Andrew M. L., 2002. "A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 155-162.
  138. Sheng-Syan Chen & Kim Wai Ho & Kueh Hwa Ik & Cheng-few Lee, 2002. "How Does Strategic Competition Affect Firm Values?," Financial Management, Financial Management Association, vol. 31(2), Summer.
  139. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Gillian H. H. Yeo, 2002. "Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 417-438.
  140. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2001. "On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 581-598, June.
  141. Nieh, Chien-Chung & Lee, Cheng-Few, 2001. "Dynamic relationship between stock prices and exchange rates for G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 477-490.
  142. Christer, A. H. & Lee, C. & Wang, W., 2000. "A data deficiency based parameter estimating problem and case study in delay time PM modeling," International Journal of Production Economics, Elsevier, vol. 67(1), pages 63-76, August.
  143. Chen, Sheng-Syan & Ho, Kim Wai & Lee, Cheng-few & Yeo, Gillian H. H., 2000. "Investment opportunities, free cash flow and market reaction to international joint ventures," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1747-1765, November.
  144. Christer, A. H. & Lee, C., 2000. "Refining the delay-time-based PM inspection model with non-negligible system downtime estimates of the expected number of failures," International Journal of Production Economics, Elsevier, vol. 67(1), pages 77-85, August.
  145. Chang-Tseh Hsieh & Binshan Lin & Cheng-Few Lee, 2000. "A DSS Approach to Managing the Risks of Online Trading," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 413-427.
  146. Rashed, S. & Johnson, H. & Dongier, P. & Moreau, R. & Lee, C. & Crépeau, R. & Lambert, J. & Jefremovas, V. & Schaffer, C., 1999. "Determinants of the Permethrin Impregnated Bednets (PIB) in the Republic of Benin: the role of women in the acquisition and utilization of PIBs," Social Science & Medicine, Elsevier, vol. 49(8), pages 993-1005, October.
  147. Cheng-Few Lee & Khee-Giap Tan, 1999. "Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 231-264.
  148. Greenberg, M. & Lee, C. & Powers, C., 1998. "Public health and brownfields: Reviving the past to protect the future," American Journal of Public Health, American Public Health Association, vol. 88(12), pages 1759-1760.
  149. Chau-Chen Yang & David M. Chen & Cheng-Few Lee, 1998. "A Brief Introduction to Capital Markets in Taiwan, R.O.C," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 201-213.
  150. Cheng-Few Lee & Joseph K. Cheung & Lynne Chow, 1998. "Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 1(04), pages 583-594.
  151. Lee, C. & Sadovy, Y., 1998. "A taste for live fish: Hong Kong's live reef fish market," Naga, The WorldFish Center, vol. 21(2), pages 38-42.
  152. Shafiqur-Rahman & Coggin, T Daniel & Lee, Cheng-Few, 1998. "Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns," Review of Quantitative Finance and Accounting, Springer, vol. 11(1), pages 69-91, July.
  153. Lee, Cheng-few & Porter, David C & Weaver, Daniel G, 1998. "Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging," The Financial Review, Eastern Finance Association, vol. 33(2), pages 177-193, May.
  154. Bao, Da-Hsien & Chien, Chin-Chen & Lee, Cheng-Few, 1997. "Characteristics of Earnings-Leading versus Price-Leading Firms," Review of Quantitative Finance and Accounting, Springer, vol. 8(3), pages 229-244, May.
  155. Lee, Cheng-Few & Chen, K. C. & Liaw, K. Thomas, 1995. "Systematic risk, wage rates, and factor substitution," Journal of Economics and Business, Elsevier, vol. 47(3), pages 267-279, August.
  156. Cheng‐Few Lee & Haim Reisman & Yusif Simaan, 1994. "A Note On The Generalized Multibeta Capm," Mathematical Finance, Wiley Blackwell, vol. 4(1), pages 67-68, January.
  157. Chin‐Wen Hsln & Jerry Kuo & Cheng‐Few Lee, 1994. "A new measure to compare the hedging effectiveness of foreign currency futures versus options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(6), pages 685-707, September.
  158. Lin, C.K. & Lee, C., 1992. "Production of freshwater prawns in the Mekong Delta," Naga, The WorldFish Center, vol. 15(2), pages 24-26.
  159. Lee, Cheng-Few & Liaw, K. Thomas & Wu, Chunchi, 1992. "Forecasting accuracy of alternative dividend models," International Review of Economics & Finance, Elsevier, vol. 1(3), pages 261-270.
  160. Lee, Cheng Few & Rahman, Shafiqur, 1990. "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation," The Journal of Business, University of Chicago Press, vol. 63(2), pages 261-278, April.
  161. Lee, Cheng-Few & Thomas Liaw, K. & Rahman, Shafiqur, 1990. "Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach," Journal of Economics and Business, Elsevier, vol. 42(3), pages 237-241, August.
  162. Bubnys, Edward L. & Lee, Cheng-Few, 1989. "Linear and generalized functional form market models for electric utility firms," Journal of Economics and Business, Elsevier, vol. 41(3), pages 213-223, August.
  163. McDonald, Bill & Lee, Cheng-Few, 1988. "An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 505-509, October.
  164. Elijah Brewer & Cheng-Few Lee, 1986. "How the market judges bank risk," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 10(Nov), pages 25-31.
  165. Lee, Cheng-Few & Zumwalt, J. Kenton, 1981. "Associations between Alternative Accounting Profitability Measures and Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(1), pages 71-93, March.
  166. J Walter & R B Le Heron & S Duncan & J R Short & H C Prince & G P Chapman & C Lee & P Hall & K Bassett, 1978. "Review: Family Life and Illicit Love in Earlier Generations, the Spatial Components of Manufacturing Change, 1950–1960, the Suburban Environment: Sweden and the United States, Living with Capitalism," Environment and Planning A, , vol. 10(3), pages 351-362, March.

Chapters

  1. Cheng Few Lee, 2020. "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 1, pages 1-99, World Scientific Publishing Co. Pte. Ltd..
  2. Cheng Few Lee, 2020. "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 79, pages 2673-2711, World Scientific Publishing Co. Pte. Ltd..
  3. Cheng Few Lee & Yibing Chen & John Lee, 2020. "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 102, pages 3573-3617, World Scientific Publishing Co. Pte. Ltd..
  4. Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 35, pages 1345-1397, World Scientific Publishing Co. Pte. Ltd..
  5. Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
  6. Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020. "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 15, pages 583-602, World Scientific Publishing Co. Pte. Ltd..
  7. Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An Integral Equation Approach for Bond Prices with Applications to Credit Spreads," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 110, pages 3849-3866, World Scientific Publishing Co. Pte. Ltd..
  8. Cheng Few Lee & Fu-Lai Lin, 2020. "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 116, pages 4001-4023, World Scientific Publishing Co. Pte. Ltd..
  9. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
  10. Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020. "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 54, pages 1991-2009, World Scientific Publishing Co. Pte. Ltd..
  11. Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020. "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 11, pages 431-483, World Scientific Publishing Co. Pte. Ltd..
  12. Cheng Few Lee & Hai-Chin Yu, 2020. "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 126, pages 4313-4348, World Scientific Publishing Co. Pte. Ltd..
  13. Cheng Few Lee, 2020. "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 83, pages 2839-2884, World Scientific Publishing Co. Pte. Ltd..
  14. Yuanyuan Xiao & Yushan Tang & Cheng Few Lee, 2020. "Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 114, pages 3947-3984, World Scientific Publishing Co. Pte. Ltd..
  15. Cheng Few Lee, 2020. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 89, pages 3099-3141, World Scientific Publishing Co. Pte. Ltd..
  16. Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365, World Scientific Publishing Co. Pte. Ltd..
  17. Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020. "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 44, pages 1675-1693, World Scientific Publishing Co. Pte. Ltd..
  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, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 62, pages 2251-2263, World Scientific Publishing Co. Pte. Ltd..
  19. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020. "Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 99, pages 3491-3516, World Scientific Publishing Co. Pte. Ltd..
  20. Paul Chiou & Cheng Few Lee, 2020. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 82, pages 2801-2838, World Scientific Publishing Co. Pte. Ltd..
  21. Cheng Few Lee & Peter Guangping Zhang, 2020. "Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 7, pages 297-334, World Scientific Publishing Co. Pte. Ltd..
  22. Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..
  23. Cheng Few Lee, 2020. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 80, pages 2713-2756, World Scientific Publishing Co. Pte. Ltd..
  24. Cheng Few Lee, 2020. "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 77, pages 2599-2633, World Scientific Publishing Co. Pte. Ltd..
  25. Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 50, pages 1845-1901, World Scientific Publishing Co. Pte. Ltd..
  26. Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 51, pages 1903-1942, World Scientific Publishing Co. Pte. Ltd..
  27. Cheng Few Lee & Yuanyuan Xiao, 2020. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 86, pages 2965-2999, World Scientific Publishing Co. Pte. Ltd..
  28. Cheng Few Lee, 2020. "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 26, pages 979-1024, World Scientific Publishing Co. Pte. Ltd..
  29. Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee, 2020. "Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 59, pages 2141-2159, World Scientific Publishing Co. Pte. Ltd..
  30. Son-Nan Chen & Cheng Few Lee, 2020. "The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 68, pages 2399-2418, World Scientific Publishing Co. Pte. Ltd..
  31. Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020. "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 53, pages 1969-1990, World Scientific Publishing Co. Pte. Ltd..
  32. Son-Nan Chen & Cheng Few Lee, 2020. "The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 69, pages 2419-2435, World Scientific Publishing Co. Pte. Ltd..
  33. Cheng Few Lee, 2020. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 87, pages 3001-3058, World Scientific Publishing Co. Pte. Ltd..
  34. Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020. "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412, World Scientific Publishing Co. Pte. Ltd..
  35. Cheng Few Lee, 2020. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 81, pages 2757-2799, World Scientific Publishing Co. Pte. Ltd..
  36. Cheng Few Lee & Yibing Chen & John Lee, 2020. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 106, pages 3703-3736, World Scientific Publishing Co. Pte. Ltd..
  37. Cheng Few Lee, 2020. "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 85, pages 2929-2964, World Scientific Publishing Co. Pte. Ltd..
  38. Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020. "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 22, pages 859-888, World Scientific Publishing Co. Pte. Ltd..
  39. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 100, pages 3517-3544, World Scientific Publishing Co. Pte. Ltd..
  40. Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020. "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 37, pages 1439-1484, World Scientific Publishing Co. Pte. Ltd..
  41. Cheng Few Lee, 2020. "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 78, pages 2635-2671, World Scientific Publishing Co. Pte. Ltd..
  42. Nan-Ting Kuo & Cheng Few Lee, 2020. "A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 3, pages 151-197, World Scientific Publishing Co. Pte. Ltd..
  43. Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2020. "Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 93, pages 3241-3261, World Scientific Publishing Co. Pte. Ltd..
  44. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020. "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 52, pages 1943-1968, World Scientific Publishing Co. Pte. Ltd..
  45. Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 97, pages 3413-3464, World Scientific Publishing Co. Pte. Ltd..
  46. Lie-Jane Kao & Cheng Few Lee, 2020. "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 57, pages 2081-2105, World Scientific Publishing Co. Pte. Ltd..
  47. Cheng Few Lee, 2020. "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 5, pages 225-274, World Scientific Publishing Co. Pte. Ltd..
  48. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020. "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 12, pages 485-517, World Scientific Publishing Co. Pte. Ltd..
  49. Shafiqur Rahman & Cheng Few Lee, 2020. "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 75, pages 2547-2563, World Scientific Publishing Co. Pte. Ltd..
  50. Cheng Few Lee, 2020. "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 90, pages 3143-3192, World Scientific Publishing Co. Pte. Ltd..
  51. Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 41, pages 1561-1598, World Scientific Publishing Co. Pte. Ltd..
  52. Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020. "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 25, pages 947-978, World Scientific Publishing Co. Pte. Ltd..
  53. Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2020. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 6, pages 275-295, World Scientific Publishing Co. Pte. Ltd..
  54. Wikil Kwak & Yong Shi & Cheng Few Lee, 2020. "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 21, pages 823-857, World Scientific Publishing Co. Pte. Ltd..
  55. Cheng Few Lee, 2020. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 88, pages 3059-3098, World Scientific Publishing Co. Pte. Ltd..
  56. Marvin J. Karson & David C. Cheng & Cheng Few Lee, 2020. "Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 65, pages 2323-2335, World Scientific Publishing Co. Pte. Ltd..
  57. Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318, World Scientific Publishing Co. Pte. Ltd..
  58. Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen, 2020. "The Evolution of Capital Asset Pricing Models: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 122, pages 4149-4207, World Scientific Publishing Co. Pte. Ltd..
  59. Lie-Jane Kao & Cheng Few Lee, 2020. "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 70, pages 2437-2459, World Scientific Publishing Co. Pte. Ltd..
  60. Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2020. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 109, pages 3829-3847, World Scientific Publishing Co. Pte. Ltd..
  61. Cheng-Few Lee, 2017. "Participation in Taiwanese Democratic Movements," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 13, pages 154-163, World Scientific Publishing Co. Pte. Ltd..
  62. Cheng-Few Lee, 2017. "Happy Family Life," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 4, pages 31-41, World Scientific Publishing Co. Pte. Ltd..
  63. Cheng-Few Lee, 2017. "Experience in Training Ph.D. Students in Finance and Accounting," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 8, pages 85-93, World Scientific Publishing Co. Pte. Ltd..
  64. Cheng-Few Lee, 2017. "Mathematics and Chemistry at Chien Kuo (C.K.) High School," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 2, pages 10-17, World Scientific Publishing Co. Pte. Ltd..
  65. Cheng-Few Lee, 2017. "Misfortune May Be a Blessing in Disguise," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 3, pages 18-30, World Scientific Publishing Co. Pte. Ltd..
  66. Cheng-Few Lee, 2017. "My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 14, pages 164-178, World Scientific Publishing Co. Pte. Ltd..
  67. Cheng-Few Lee, 2017. "World Records in Academic Achievements," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 10, pages 107-119, World Scientific Publishing Co. Pte. Ltd..
  68. Cheng-Few Lee, 2017. "Teaching Method and Educational Philosophy," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 7, pages 70-84, World Scientific Publishing Co. Pte. Ltd..
  69. Cheng-Few Lee, 2017. "Life Begins at 70," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 18, pages 227-231, World Scientific Publishing Co. Pte. Ltd..
  70. Cheng-Few Lee, 2017. "Innovative and Active Approach to Teaching Finance," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 9, pages 94-106, World Scientific Publishing Co. Pte. Ltd..
  71. Cheng-Few Lee, 2017. "Happy Childhood of Kites and Geese," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
  72. Cheng-Few Lee, 2017. "Forty Three Years of a Challenging and Rewarding Academic Career," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 17, pages 217-226, World Scientific Publishing Co. Pte. Ltd..
  73. Cheng-Few Lee, 2017. "Relationship with Ex-Governor of the Central Bank Dr. Kuo-shu Liang," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 6, pages 54-69, World Scientific Publishing Co. Pte. Ltd..
  74. Cheng-Few Lee, 2017. "Traveling and Lecturing All Over the World," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 11, pages 120-137, World Scientific Publishing Co. Pte. Ltd..
  75. Cheng-Few Lee, 2017. "Contributions to Taiwan’s Economic and Financial Policies," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 15, pages 179-205, World Scientific Publishing Co. Pte. Ltd..
  76. Cheng-Few Lee, 2017. "Editing Journals and Writing Books," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 12, pages 138-153, World Scientific Publishing Co. Pte. Ltd..
  77. Cheng-Few Lee, 2017. "Help from President Lee Teng-hui," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 5, pages 42-53, World Scientific Publishing Co. Pte. Ltd..
  78. Cheng-Few Lee, 2017. "Contributions to Taiwan’s Management Education," World Scientific Book Chapters, in: From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, chapter 16, pages 206-216, World Scientific Publishing Co. Pte. Ltd..
  79. C. Lee, 2016. "From miracle to crisis and the mirage of the post-crisis reform," Chapters, in: Economic Catch-up and Technological Leapfrogging, chapter 5, pages 86-113, Edward Elgar Publishing.
  80. Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2005. "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting New Series, chapter 8, pages 129-151, World Scientific Publishing Co. Pte. Ltd..

Books

  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.
  2. 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.
  3. Cheng-Few Lee & John C. Lee (ed.), 2015. "Handbook of Financial Econometrics and Statistics," Springer Books, Springer, edition 127, number 978-1-4614-7750-1, June.
  4. Cheng-Few Lee (ed.), 2008. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6741.
  5. Cheng-Few Lee (ed.), 2007. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6433.
  6. 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.
  7. Cheng-Few Lee (ed.), 2006. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6235.
  8. 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.
  9. 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.
  10. I. Assimov & A. Baker & M. Bickford & G. Burbidge & G. Choppin & M. Chriss & D. Eisenberg & J. Fowler & H. Gray & A. Holden & L. Ingber & R. Kolenkow & C. Lee & P. Lonsdale & G. Morgan & M. Rotenberg , . "Physical Science Today," Lester Ingber Books, Lester Ingber, number 73ps, December-.

Editorship

  1. Review of Quantitative Finance and Accounting, Springer.
  2. Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd..

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This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HEA: Health Economics (3) 2000-11-08 2000-11-08 2000-11-08
  2. NEP-LAB: Labour Economics (3) 2000-11-08 2000-11-08 2000-11-08
  3. NEP-CWA: Central and Western Asia (1) 2008-12-07
  4. NEP-IFN: International Finance (1) 2008-12-07
  5. NEP-MON: Monetary Economics (1) 2008-12-07
  6. NEP-SEA: South East Asia (1) 2008-12-07

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