Research classified by Journal of Economic Literature (JEL) codes

2024

• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024, "Models of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024, "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ehud I. Ronn, 2024, "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024, "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "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 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "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 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024, "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024, "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• John M. Longo, 2024, "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024, "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024, "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024, "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• LiJane Kao & John Lee & Cheng Few Lee, 2024, "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes, 2024, "Value Contributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024, "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Foued Hamouda, 2024, "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li, 2024, "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• 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".
• G.V. Satya Sekhar, 2024, "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024, "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xi Zhang & Philip S. Yu, 2024, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yao Zheng & Eric Osmer, 2024, "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-Li Huang & Kun-Li Lin, 2024, "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024, "Accounting Information and Firm Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• 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".
• Jow-Ran Chang & John Lee, 2024, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Huei-Wen Teng, 2024, "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ken-Kuan Su, 2024, "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Paul W. Chiou, 2024, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tamala Amelia Manda, 2024, "Modeling Different REIT Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024, "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert Snigaroff & David Wroblewski, 2024, "Global International ELM versus Momentum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024, "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jacob Oded & Itzhak Venezia, 2024, "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024, "A Factor Model for Graph Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024, "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 & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sibongile Zwane, 2024, "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Christopher C. Geczy & John B. Guerard Jr., 2024, "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Jing-Rung Yu, 2024, "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024, "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jungshik Hur, 2024, "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024, "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chengru Hu & Maggie Foley, 2024, "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024, "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024, "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 112, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• William T. Ziemba, 2024, "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024, "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• N. C. P. Edirisinghe & W. T. Ziemba, 2024, "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. A. Ohlson & W. T. Ziemba, 2024, "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. G. Kallberg & W. T. Ziemba, 2024, "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Vijay K. Chopra & William T. Ziemba, 2024, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024, "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• M. I. Kusy & W. T. Ziemba, 2024, "A Bank Asset And Liability Management Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & William T. Ziemba, 2024, "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & David H. Myers & William T. Ziemba, 2024, "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Alois Geyer & William T Ziemba, 2024, "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024, "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024, "Time to wealth goals in capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024, "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024, "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba, 2024, "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Sébastien Lleo & William T. Ziemba, 2024, "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202504, Jan.
• Server Demirci & Musa Onur Beskisiz, 2024, "Comparative Analysis of the Effect of Tax Policy on the BIST 100 and Participation 30 Index," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 1, pages 87-97, January, DOI: 10.26650/JEPR1328992.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024, "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers, IZA Network @ LISER, number 17120, Jul.
• Junqin Sun & Fangjun Wang & Xuanzi Wang, 2024, "Does the Capital Market Value Carbon Emission Reductions? Evidence from China," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 2, pages 269-288, April–Jun.
• HUDAK Milan, 2024, "The Evolution of Natural Gas Market Integration: From Regional Segmentation to Global Interconnectedness. Insights from a Literature Review," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• Mignot Sarah & Pellizzari Paolo & Westerhoff Frank, 2024, "Fake News and Asset Price Dynamics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 4, pages 351-379, DOI: 10.1515/jbnst-2024-0019.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024, "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, volume 20, issue 1, pages 1-43, March, DOI: 10.1007/s10436-023-00436-z.
• Esmaeil Babaei, 2024, "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, volume 20, issue 2, pages 259-275, June, DOI: 10.1007/s10436-024-00441-w.
• Kentaro Kikuchi, 2024, "A term structure interest rate model with the Brownian bridge lower bound," Annals of Finance, Springer, volume 20, issue 3, pages 301-328, September, DOI: 10.1007/s10436-024-00439-4.
• Kun Xing & Honggang Li, 2024, "The profitability of interacting trading strategies from an ecological perspective," Annals of Finance, Springer, volume 20, issue 3, pages 377-394, September, DOI: 10.1007/s10436-024-00445-6.
• Harshit Mishra & Parama Barai, 2024, "Entropy Augmented Asset Pricing Model: Study on Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 1, pages 81-99, March, DOI: 10.1007/s10690-023-09407-w.
• Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024, "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 221-250, June, DOI: 10.1007/s10690-023-09413-y.
• Yunpeng Su & Jia Li & Baochen Yang & Yunbi An, 2024, "The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 1087-1133, December, DOI: 10.1007/s10690-023-09442-7.
• Harald Uhlig, 2024, "On Digital Currencies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 52, issue 1, pages 1-14, March, DOI: 10.1007/s11293-024-09792-1.
• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024, "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2263-2354, October, DOI: 10.1007/s10614-023-10502-3.
• Kamyr Gomes Souza & Flavio Barboza & Daniel Vitor Tartari Garruti, 2024, "A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2355-2383, October, DOI: 10.1007/s10614-023-10504-1.
• Aykut Ekinci & Safa Sen, 2024, "Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3161-3179, December, DOI: 10.1007/s10614-023-10537-6.
• Rosa Drift & Jan Haan & Peter Boelhouwer, 2024, "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3381-3405, December, DOI: 10.1007/s10614-023-10542-9.
• Quang Khai Nguyen, 2024, "Globalization, credit information sharing and financial stability in developing countries," Economic Change and Restructuring, Springer, volume 57, issue 6, pages 1-21, December, DOI: 10.1007/s10644-024-09839-y.
• Bogdan Dima & Ștefana Maria Dima, 2024, "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 755-781, August, DOI: 10.1007/s10663-024-09618-y.
• Stan Olijslagers & Sweder Wijnbergen, 2024, "Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 87, issue 3, pages 683-730, March, DOI: 10.1007/s10640-023-00832-z.
• Pi-Yun Yang & Dun-Yao Ke & Kai-Chien Chen & Thi Bao Ngoc Nguyen, 2024, "Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 239-263, June, DOI: 10.1007/s11408-023-00441-2.
• Antoine Giannetti, 2024, "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 305-330, September, DOI: 10.1007/s11408-024-00445-6.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 465-514, December, DOI: 10.1007/s11408-024-00457-2.
• Trevor W. Chamberlain & Zehua Zhang & Ran Zhao & Lu Zhu, 2024, "ESG Performance and Corporate Bond Volatility," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 2, pages 219-221, May, DOI: 10.1007/s11294-024-09893-2.
• Monika Sywak & Carolyne C. Soper, 2024, "Trump versus Biden: A Driver of Abnormal Returns?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 4, pages 445-447, November, DOI: 10.1007/s11294-024-09913-1.
• Avis Devine & Isabelle Jolin & Nils Kok & Erkan Yönder, 2024, "How Gender Diversity Shapes Cities: Evidence from Risk Management Decisions in REITs," Journal of Business Ethics, Springer, volume 189, issue 4, pages 723-741, February, DOI: 10.1007/s10551-023-05563-1.
• Leyuan You, 2024, "The Impact of Social Norms of Responsibility on Corporate Social Responsibility Short Title: The Impact of Social Norms of Responsibility on Corporate Social Responsibility," Journal of Business Ethics, Springer, volume 190, issue 2, pages 309-326, March, DOI: 10.1007/s10551-023-05417-w.
• Dharmendra Naidu & Kumari Ranjeeni, 2024, "Shhh… Do Gender-Diverse Boards Prioritize Product Market Concerns Over Capital Market Incentives?," Journal of Business Ethics, Springer, volume 193, issue 1, pages 235-257, August, DOI: 10.1007/s10551-023-05553-3.
• Daisuke Miyakawa & Chihiro Shimizu & Iichiro Uesugi, 2024, "Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 3, pages 394-424, April, DOI: 10.1007/s11146-022-09937-6.
• Spencer J. Couts, 2024, "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 715-748, May, DOI: 10.1007/s11146-022-09886-0.
• Bing Zhu & Colin Lizieri, 2024, "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 4, pages 682-718, November, DOI: 10.1007/s11146-022-09890-4.
• Haoyu Gao & Fukang Chen & Yiling Ouyang, 2024, "The impacts of political uncertainty on public financing costs: evidence from anti-corruption investigations in China," Public Choice, Springer, volume 198, issue 1, pages 69-91, January, DOI: 10.1007/s11127-023-01111-7.
• Yuecai Han & Fengtong Zhang, 2024, "Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility," Review of Derivatives Research, Springer, volume 27, issue 1, pages 37-53, April, DOI: 10.1007/s11147-023-09198-2.
• Haitham A. Al-Zoubi, 2024, "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, volume 27, issue 2, pages 151-201, July, DOI: 10.1007/s11147-024-09202-3.
• Sharif Mozumder & Bakhtear Talukdar & M. Humayun Kabir & Bingxin Li, 2024, "Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 97-133, January, DOI: 10.1007/s11156-023-01195-8.
• Jang-Chul Kim & Kaun Y. Lee & Ha-Chin Yi, 2024, "Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 365-387, January, DOI: 10.1007/s11156-023-01204-w.
• Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024, "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 135-169, January, DOI: 10.1007/s11156-023-01214-8.
• Chuang-Chang Chang & Hsiao-Wei Ho & Henry Hongren Huang & Yildiray Yildirim, 2024, "A reduced-form model for lease contract valuation with embedded options," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 841-864, February, DOI: 10.1007/s11156-023-01222-8.
• Shu Zhang & Peimin Chen & Chunchi Wu, 2024, "Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 911-951, April, DOI: 10.1007/s11156-023-01229-1.
• Zhe Shen & Haili Li & Norvald Instefjord & Xinming Liu, 2024, "Audit committee equity incentives and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 1145-1190, April, DOI: 10.1007/s11156-023-01233-5.
• Shibo Bian & Iftekhar Hasan & Xunxiao Wang & Zhipeng Yan, 2024, "Do markets value manager-investor interaction quality? Evidence from IPO returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 599-632, August, DOI: 10.1007/s11156-024-01267-3.
• Jungshik Hur & Qing Yang, 2024, "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 807-827, October, DOI: 10.1007/s11156-023-01156-1.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024, "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 979-1006, October, DOI: 10.1007/s11156-024-01279-z.
• Jonathan Fletcher, 2024, "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 1121-1147, October, DOI: 10.1007/s11156-024-01286-0.
• Shigenori SHIRATSUKA, 2024, "What Does the Yield Curve Control Policy Do?," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2024-002, Feb.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 267, Apr.
• Takeo Hori & Ryonghun Im & Hiroshi Nakaota, 2024, "Bubbly fundamentals," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 278, Sep, revised Mar 2025.
• Takács, András, 2024, "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban
  [The relationship between capital structure and market value in the domestic small and medium-sized enterprise sector]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 915-929, DOI: 10.18414/KSZ.2024.9.915.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1102, Apr.
• Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
• Antonio Rafael Rodríguez Abraham, 2024, "Effects of Inflation-Targeting Monetary Policy on Stock Market Returns," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 102, pages 203-235, November, DOI: 10.17533/udea.le.n102a354263.
• Tanweer Akram & Khawaja Mamun, 2024, "Interest Rate Dynamics: An Examination of Mainstream and Keynesian Empirical Studies," Economics Working Paper Archive, Levy Economics Institute, number wp_1043, Feb.
• Tanweer Akram & Shahida Pervin, 2024, "Empirical Models of Chinese Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1044, Feb.
• Tanweer Akram & Mahima Yadav, 2024, "An Empirical Analysis of Swedish Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1048, Apr.
• Tanweer Akram & Khawaja Mamun, 2024, "Euro Interest Rate Swap Yields: Some ARDL Models," Economics Working Paper Archive, Levy Economics Institute, number wp_1051, May.
• Eric Tymoigne, 2024, "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary Systems," Economics Working Paper Archive, Levy Economics Institute, number wp_1058, Nov.
• Tanweer Akram & Khawaja Mamun, 2024, "Macro-Financial Models of Canadian Dollar Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1072, Dec.
• Rokas Kaminskas & Linas JurkÅ¡as, 2024, "Waves Across the Atlantic: How Macro Releases Ripple Through Euro Area Markets," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 38, Oct.
• Buthelezi Eugene Msizi, 2024, "Is Money Supply Endogenous a Markov-Switch Exploration in the Zero Lower Bound Interest Rate in the USA," Review of Economics, De Gruyter, volume 75, issue 3, pages 193-213, DOI: 10.1515/roe-2024-0026.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "A note on the determinants of NFTs returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_02, Feb, revised Feb 2024.
• Michal Drábek & Pavel Syrovátka, 2024, "Enhancing Market Value Estimation for Privately Held Companies: Differentiated Multipliers in the Czech Brewing Industry," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 1, pages 25-46, DOI: 10.11118/ejobsat.2024.002.
• Veronika Staňková, 2024, "(Out)smart the Peer Group in Market Comparison: Building Business Valuation Multiples by Machine Learning," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 2, pages 156-172, DOI: 10.11118/ejobsat.2024.011.
• Phaik Nie Chin & Abdulsalam Abuhamra & Zheng Xian Lee, 2024, "The Determinants of Malaysian Real Estate Investment Trusts’ Systematic Risks," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 1-26.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024, "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 17-33.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2024, "Estimation and Inference for a Class of Generalized Hierarchical Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/24, DOI: 10.26180/28757234.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Robust Inference for High Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/24, DOI: 10.26180/28757240.