Research classified by Journal of Economic Literature (JEL) codes

2020

• Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben S. Sopranzetti, 2020, "Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert Grauer, 2020, "Is the Market Portfolio Mean–Variance Efficient?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jr-Yan Wang & Mao-Wei Hung, 2020, "Consumption-Based Asset Pricing with Prospect Theory and Habit Formation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Manak C. Gupta, 2020, "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020, "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu, 2020, "The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee, 2020, "Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chen Su & Hanxiong Zhang, 2020, "A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Veronika Belousova & Vasily Solodkov & Nikolay Chichkanov & Ekaterina Nikiforova, 2020, "Acceptance of New Technologies by Employees in Financial Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Cheng Few Lee, 2020, "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2020, "An Empirical Investigation of the Long Memory Effect on the Relation of Downside Risk and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee, 2020, "Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis, 2020, "Determinants of Euro-Area Bank CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Januj Juneja, 2020, "Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Frank C. Jen, 2020, "Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen, 2020, "Forecasting Net Charge-Off Rates of Banks: A PLS Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hao Chang & Yangru Wu, 2020, "Application of Filtering Methods in Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Marvin J. Karson & David C. Cheng & Cheng Few Lee, 2020, "Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chia-Hui Chao & Hai-Chin Yu, 2020, "Social Media, Bank Relationships and Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020, "Splines, Heat, and IPOs: Advances in the Measurement of Aggregate IPO Issuance and Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Son-Nan Chen & Cheng Few Lee, 2020, "The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Son-Nan Chen & Cheng Few Lee, 2020, "The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Cheng Few Lee, 2020, "VG NGARCH Versus GARJI Model for Asset Price Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Veronika Belousova & Nikolay Chichkanov, 2020, "Why do Smartphone and Tablet Users Adopt Mobile Banking?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Henghsiu Tsai & Hwai-Chung Ho & Hung-Yin Chen, 2020, "Non-Parametric Inference on Risk Measures for Integrated Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wing-Choong Lai & Kim-Leng Goh, 2020, "Copulas and Tail Dependence in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Siu Kai Choy & Bu-qing Yang, 2020, "Some Improved Estimators of Maximum Squared Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Shafiqur Rahman & Cheng Few Lee, 2020, "Errors-in-Variables and Reverse Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Kai-Shi Chuang, 2020, "The Role of Financial Advisors in M&As: Do Domestic and Foreign Advisors Differ?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Market Model, CAPM, and Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Paul Chiou & Cheng Few Lee, 2020, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Options and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & John Lee, 2020, "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 & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Statistical Distributions, European Option, American Option, and Option Bounds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yuanyuan Xiao, 2020, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Alternative Security Valuation Model: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz, 2020, "Opacity, Stale Pricing, Extreme Bounds Analysis, and Hedge Fund Performance: Making Sense of Reported Hedge Fund Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hai-Chin Yu & Chia-Ju Lee & Der-Tzon Hsieh, 2020, "Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2020, "Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020, "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Thomas Gramespacher & Armin Bänziger & Norbert Hilber, 2020, "Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Huei-Wen Teng & Michael Lee, 2020, "Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yibing Chen & John Lee, 2020, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020, "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wan-Jiun Paul Chiou & Jing-Rung Yu, 2020, "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 104, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Christian Blecher & Stephanie Kruse, 2020, "The Path Leading up to the New IFRS 16 Leasing Standard: How was the Restructuring of Lease Accounting Received by Different Advocacy Groups?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Yibing Chen & John Lee, 2020, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Rajesh Mohnot, 2020, "Crisis Impact on Stock Market Predictability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wayne Ferson & Yong Chen, 2020, "How Many Good and Bad Funds are There, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2020, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020, "An Integral Equation Approach for Bond Prices with Applications to Credit Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hwei-Lin Chuang & Shih-Yung Chiu, 2020, "Sample Selection Issues and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• K. C. Tseng & Ojoung Kwon & Luna C. Tjung, 2020, "Time Series and Neural Network Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tao Zou & Ronghua Luo & Wei Lan & Chih-Ling Tsai, 2020, "Covariance Regression Model for Non-Normal Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 113, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yuanyuan Xiao & Yushan Tang & Cheng Few Lee, 2020, "Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 114, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sunil Poshakwale & Anandadeep Mandal, 2020, "Large-Sample Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 115, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Fu-Lai Lin, 2020, "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 116, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• T. Robert Yu & Xuehu Song, 2020, "Big Data and Artificial Intelligence in the Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 117, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ke Yang & Susan Wahab & Bharat Kolluri & Mahmoud Wahab, 2020, "A Non-Parametric Examination of Emerging Equity Markets Financial Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 118, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ted Hong & Daniel Lee & Wenching Wang, 2020, "Algorithmic Analyst (ALAN) — An Application for Artificial Intelligence Content as a Service," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 119, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Feng Gao & Xiaomin He, 2020, "Survival Analysis: Theory and Application in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 120, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ding Du & Ou Hu, 2020, "Pricing Liquidity in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 121, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen, 2020, "The Evolution of Capital Asset Pricing Models: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 122, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Yoshihiko Tsukuda & Junji Shimada & Tatsuyoshi Miyakoshi, 2020, "The Multivariate GARCH Model and its Application to East Asian Financial Market Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 123, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• William H. Greene & Min (Shirley) Liu, 2020, "Review of Difference-in-Difference Analyses in Social Sciences: Application in Policy Test Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 124, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Liam A. Gallagher & Mark C. Hutchinson & John O’Brien, 2020, "Using Smooth Transition Regressions to Model Risk Regimes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 125, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Hai-Chin Yu, 2020, "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 126, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ting Sun & Miklos A. Vasarhalyi, 2020, "Predicting Credit Card Delinquencies: An Application of Deep Neural Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Peter Huaiyu Chen & Sheen Liu & Chunchi Wu, 2020, "Estimating the Tax-Timing Option Value of Corporate Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Peimin Chen & Chunchi Wu & Ying Zhang, 2020, "DCC-GARCH Model for Market and Firm-Level Dynamic Correlation in S&P 500," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Anthony Kozberg, 2020, "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Gregory McKee & Albert Kagan, 2020, "The Implications of Regulation in the Community Banking Sector: Risk and Competition," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 127, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chern Lu, 2020, "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Rongbing Huang & George Yuan, 2020, "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• James Zhan, 2020, "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Duoqi Xu & Peiran Wang & Yicheng Wang, 2020, "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Chenghu Ma & Xianzhen Wang, 2020, "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Cong Sui & Mo Yang, 2020, "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Henry Yang, 2020, "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Bin Zhu, 2020, "The Paradox of Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Michael Peng, 2020, "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Weiping Li, 2020, "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• You Zhang & Lingtong (Stanley) Meng, 2020, "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Yali Chang & Jianwu Lin & Chengying He, 2020, "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Julie Carey & Derya Eryilmaz, 2020, "Evolution of Forecasting Techniques for Dynamic Energy Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Khaled H. Kheiravar & C.-Y. Cynthia Lin Lawell, 2020, "Econometric Modeling of the World Oil Market as a Dynamic Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Afees A. Salisu & Raymond Swaray, 2020, "Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Luca Di Persio & Oleksandr Honchar, 2020, "Bayesian Approach to Energy Load Forecast with Neural Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Roland Füss & Steffen Mahringer & Marcel Prokopczuk, 2020, "Electricity Market Coupling in Europe: Status Quo and Future Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Rita De Siano & Alessandro Sapio, 2020, "Spatial Econometrics in Electricity Markets Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Kelly Burns & Tom Houghton, 2020, "An Investigation into Dynamics, Elasticity and Asymmetry for Residential Natural Gas Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• W. D. Walls & Wei Zhang, 2020, "Applied Models of Heavy Tails and Skewness in Energy Prices with an Application to Electricity Price Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Neil A. Wilmot & Charles F. Mason, 2020, "Jumps in Energy Commodity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Paweł Maryniak & Rafał Weron, 2020, "What is the Probability of an Electricity Price Spike? Evidence from the UK Power Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Anatoliy Swishchuk, 2020, "Stochastic Modeling and Pricing of Energy Markets’ Contracts with Local Stochastic Delayed and Jumped Volatilities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Jingze Jiang & Thomas L. Marsh, 2020, "Volatility Spillover Effects in the Oil and Financial Market: Cross-Hedging in the US Oil Market and the Energy Pipeline Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Maik Günther & Mostafa Fallahnejad, 2020, "Analysis of NCG Prices Under Different Shapes of Oil Price Recovery with a Worldwide Gas Market Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Wieger Johan Hinderks & Andreas Wagner & Prilly Oktoviany, 2020, "Energy Risk Management in Practice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Takayuki Shiina, 2020, "Optimal Design of Energy Distribution Network using Power Flow Controller," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Costantino Grasso, 2020, "The Troubled Path Toward Greater Transparency as a Means to Foster Good Corporate Governance and Fight Against Corruption in the Energy Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Gérard Mondello, 2020, "The Hidden Role of Civil Liability in the Electronuclear Industry: Accident Costs, Insurance and Industrial Organization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Johnson Kakeu & Mohammed Bouaddi, 2020, "Estimation of the Hotelling Rule for Oil under Stochastic Investment Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Lorena Remuzgo & Carmen Trueba & José María Sarabia, 2020, "Financing the Reduction of Greenhouse Gas Emissions: A New Allocation System for Dependent Risks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Saleem Shaik, 2020, "Efficiency of Source Differentiated Sectoral Energy Demand Accounting for Climate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Iris Pfarl & Christian Bellak, 2020, "Impact of the Global Financial Crisis 2007 on Project Finance in the Renewable Energy Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Marcelo Bianconi & Xue Wang, 2020, "Environmental Concerns and the Cost of Equity in the US Energy Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Beatriz Martinez & Hipòlit Torró & Vanesa Garcia, 2020, "German Natural Gas Seasonal Effects on Futures Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• David G. Carmichael & Maria C. A. Balatbat, 2020, "An Alternative Valuation of Energy Options for Atypical Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Trang Kim & Quang Nguyen, 2020, "Non-Financial Firms Hedging Risks in East Asia: The Link Between Financial Derivatives Use, Firm Value and Exposures to Country Risks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Jim Hanly, 2020, "Risk Management and Hedging Approaches in Energy Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Liangxu Zhu & Tiho Ancev, 2020, "Modeling the Dynamics of Implied Carbon Price and its Influence on the Stock Price Variability of Energy Companies in the Australian Electric Utility Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Zheng Fang & Thai-Ha Le, 2020, "Cointegrating Relationship and Granger Causal Analysis in Energy Economics — A Practical Guidance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Panagiota Makrychoriti & Georgios Moratis & Spyros Spyrou, 2020, "The Impact of Unconventional Monetary Policy Shocks on Energy Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Loretta Mastroeni & Pierluigi Vellucci, 2020, "Chaos Versus Stochastic Paradigm in Energy Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".
• Chamil W. Senarathne, 2020, "The Optimal Capital Structure under the Conditions of Employment: An Application of Theory X and Theory Y," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 1, pages 51-69, May, DOI: 10.2478/zireb-2020-0004.
• Rana Yassir Hussain Xuezhou Wen Rehan Sohail Butt Haroon Hussain Sikandar Ali Qalati Irfan Abbas, 2020, "Are Growth Led Financing Decisions Causing Insolvency in Listed Firms of Pakistan?," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 89-115, November, DOI: 10.2478/zireb-2020-0015.
• Gregg, Amanda & Nafziger, Steven, 2020, "Financing nascent industry: Leverage, politics, and performance in Imperial Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 7/2020.
• Blomkvist, Magnus & Korkeamaki, Timo P. & Takalo, Tuomas, 2020, "Staged equity financing," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2020.
• Abbassi, Puriya & Bräuning, Falk, 2020, "Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata," Discussion Papers, Deutsche Bundesbank, number 53/2020.
• Raddant, Matthias & Takahashi, Hiroshi, 2020, "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-02.
• Fischer, Christian, 2020, "Optimal payment contracts in trade relationships," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 332.
• Gibbon, Alexandra J. & Schain, Jan Philip, 2020, "Rising markups, common ownership, and technological capacities," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 340.
• Maurin, Laurent & Pál, Rozália, 2020, "Investment vs debt trade-offs in the post-COVID-19 European economy," EIB Working Papers, European Investment Bank (EIB), number 2020/09, DOI: 10.2867/417469.
• Salihu, Armend & Shehu, Visar, 2020, "A Review of Algorithms for Credit Risk Analysis," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020".
• Mutarindwa, Samuel & Schäfer, Dorothea & Stephan, Andreas, 2020, "Central banks' supervisory guidance on corporate governance and bank stability: Evidence from African countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 43.
• Giambona, Erasmo & Matta, Rafael & Peydró, José-Luis & Wang, Ye, 2020, "Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 217049, revised 2020.
• Bretz, Alexander, 2020, "Kredite für Kreative. Fremdfinanzierung in den Kreativbranchen am Beispiel der Berliner Modeszene," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 226005.
• Packham, Natalie, 2020, "Structured climate financing: valuation of CDOs on inhomogeneous asset pools," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-003.
• Wang, Weining & Yu, Lining & Wang, Bingling, 2020, "Tail Event Driven Factor Augmented Dynamic Model," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-022.
• Li, Xiang & Su, Dan, 2022, "Surges and instability: The maturity shortening channel," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 23/2020, revised 2022.
• Li, Xiang & Su, Dan, 2020, "How does economic policy uncertainty affect corporate debt maturity?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2020.
• Röhl, Klaus-Heiner, 2020, "Der Mittelstand in der Corona-Krise: Solide Eigenkapitalbasis wirkt stabilisierend," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 24/2020.
• Demary, Markus & Hasenclever, Stefan & Hüther, Michael, 2020, "How will the COVID-19-crisis affect the trend in corporate saving?," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 61/2020.
• Bian, Bo, 2020, "Globally Consistent Creditor Protection, Reallocation, and Productivity," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 6, DOI: 10.2139/ssrn.3720573.
• Bhatta, Bibek, 2020, "Insider Ownership and Investment Efficiency," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/13, DOI: 10.2139/ssrn.3744165.
• Faia, Ester & Mayer, Maximilian & Pezone, Vincenzo, 2021, "The value of firm networks: A natural experiment on board connections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 269, revised 2021, DOI: 10.2139/ssrn.3552485.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020, "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 275, DOI: 10.2139/ssrn.3586409.
• Bischof, Jannis & Laux, Christian & Leuz, Christian, 2020, "Accounting for financial stability: Lessons from the financial crisis and future challenges," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 283.
• Carletti, Elena & Oliviero, Tommaso & Pagano, Marco & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020, "The COVID-19 shock and equity shortfall: Firm-level evidence from Italy," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 285.
• Neus, Werner & Stadler, Manfred & Unsorg, Maximiliane, 2020, "Market structure, common ownership and coordinated manager compensation," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 133, DOI: 10.15496/publikation-40530.
• Entrop, Oliver & Fuchs, Fabian U., 2020, "Foreign exchange rate exposure of companies under dynamic regret," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-40-20.
• Entrop, Oliver & Fuchs, Fabian U., 2020, "Implicit currency carry trades of companies," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-41-20.
• Nicoletta Berardi & Paul Seabright, 2020, "Joint Ownership of Production Projects as a Commitment Device against Interest Groups," Post-Print, HAL, number hal-02794373, Feb, DOI: 10.1628/jite-2020-0027.
• Sereeparp Anantavrasilp & Abe de Jong & Douglas V. Dejong & Ulrich Hege, 2020, "Blockholder Leverage and Payout Policy: Evidence from French Holding Companies," Post-Print, HAL, number hal-03048905, Feb, DOI: 10.1111/jbfa.12415.
• Tobias Regner & Paolo Crosetto, 2021, "The experience matters: participation-related rewards increase the success chances of crowdfunding campaigns," Post-Print, HAL, number hal-03133098, DOI: 10.1080/10438599.2020.1792606.
• Catherine Refait-Alexandre & Stéphanie Serve, 2020, "Multiple banking relationships: do SMEs mistrust their banks?," Post-Print, HAL, number hal-03141969, DOI: 10.1016/j.ribaf.2018.04.005.
• Tanveer Ahsan & Sultan Sikandar Mirza & Bakr Al-Gamrh & Muhammad Zubair Tauni, 2020, "Split-share reforms and capital structure adjustment in China: a dynamic panel fractional estimation," Post-Print, HAL, number hal-03163990, May, DOI: 10.1108/JES-03-2019-0096.
• Vivien Lefebvre & Anais Hamelin, 2020, "Introduction en bourse et croissance externe des PME françaises," Post-Print, HAL, number hal-03278790, DOI: 10.3917/ecofi.138.0317.
• Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2019, "Banking sector concentration, competition and financial stability: the case of the Baltic countries," Post-Print, HAL, number hal-03528294, Aug, DOI: 10.1080/14631377.2019.1640981.
• Zhao Chen & Sandra Poncet & Ruixiang Xiong, 2020, "Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China," Post-Print, HAL, number halshs-02491676, Mar, DOI: 10.1016/j.jce.2019.09.005.
• Olena Havrylchyk & Aref Mahdavi-Ardekani, 2020, "Real effects of lending-based crowdfunding platforms on the SMEs," Post-Print, HAL, number halshs-02994903, Aug.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print, HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Gérard Mondello, 2020, "The Hidden Role of Civil Liability in the Electronuclear Industry: Accident Costs, Insurance and Industrial Organization," Post-Print, HAL, number halshs-03561534, Mar, DOI: 10.1142/9789813278387_0017.
• Zhao Chen & Sandra Poncet & Ruixiang Xiong, 2020, "Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02491676, Mar, DOI: 10.1016/j.jce.2019.09.005.
• Augustin Landier & David Thesmar, 2020, "Earnings Expectations in the COVID Crisis," Working Papers, HAL, number hal-02910083, Jul, DOI: 10.2139/ssrn.3587394.
• Alexis Louaas & Pierre Picard, 2020, "A pandemic business interruption insurance," Working Papers, HAL, number hal-02941948, Sep.
• Mehmet Huseyin Bilgin & Gamze Ozturk Danisman & Ender Demir & Amine Tarazi, 2020, "Economic uncertainty and bank stability: Conventional vs. Islamic banking," Working Papers, HAL, number hal-02964579, Oct.
• Mohammad Bitar & Amine Tarazi, 2020, "Individualism, formal institutional environment and bank capital decisions," Working Papers, HAL, number hal-02964610, Oct.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020, "Modeling Joint Lives within Families," Working Papers, HAL, number halshs-02871927, Jun.
• Jelena Andrašić & Branimir Kalaš & Vera Mirović & Nada Milenković, 2020, "Investment Models In Transition Process - Case Study Of Countries From Region," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 71, issue 1, pages 67-85, DOI: 10.32910/ep.71.1.4.
• Elert, Niklas & Henrekson, Magnus, 2020, "Innovative Entrepreneurship as a Collaborative Effort: An Institutional Framework," Working Paper Series, Research Institute of Industrial Economics, number 1345, Jun, revised 24 Mar 2021.
• Pelzl, Paul & Valderrama, Maria Teresa, 2020, "Capital Regulations and the Management of Credit Commitments during Crisis Times," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/12, Oct.
• W. Andersson, Fredrik & Lodefalk, Magnus, 2020, "Business Angels and Firm Performance: First Evidence from Population Data," Working Papers, Örebro University, School of Business, number 2020:15, Dec.
• Andersson, Fredrik W. & Lodefalk, Magnus, 2020, "Business Angels and Firm Performance: First Evidence from Population Data," Ratio Working Papers, The Ratio Institute, number 342, Dec.
• Ilia Solntsev, 2020, "Improving the Financial Sustainability of Russian Football Clubs," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 1, pages 117-145.
• Kim, Hyonok & Yasuda, Yukihiro & 安田, 行宏, 2020, "Earnings Management and Stock Market Listing," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-24, Jul.
• Naknoi, Kanda, 2020, "The Thai Military As a Business Group, 1940-2016," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2019-14, Feb.
• Martin Pintarić, 2020, "Analiza strukture kapitala poduzeća na osnovi kunskog i deviznog duga," Istraživanja, Hrvatska narodna banka, Hrvatska, number 58, Jun.
• José Manuel Mansilla-Fernández, 2020, "Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks," Hacienda Pública Española / Review of Public Economics, IEF, volume 232, issue 1, pages 29-52, March.
• Francisco Javier Vasquez-Tejos & Prosper Lamothe Fernández, , "Liquidity Risk and Stock Return in Latin American Emerging Markets," Investigación & Desarrollo, Universidad Privada Boliviana, number 0420.
• Alejandro Vargas Sánchez & Mariela Lucero Muñoz Escalera, , "Tenencias de Efectivo y el Desempeño de los Fondos Mutuos," Investigación & Desarrollo, Universidad Privada Boliviana, number 0520.
• Enrique Rafael González Pozo, , "An Argument Against Stock-Picking and Market-Timing: An Empirical Approach," Investigación & Desarrollo, Universidad Privada Boliviana, number 0620.
• Laura Constanza García Sobral, , "Administración Estratégica: El Impacto de las Normas de Gobierno Corporativo en el Desempeño Empresarial Boliviano," Investigación & Desarrollo, Universidad Privada Boliviana, number 0720.
• Vivian María Verduguez Vargas, , "El Recurso Humano como Factor Determinante de la Innovación de las Empresas Bolivianas," Investigación & Desarrollo, Universidad Privada Boliviana, number 0820.
• Lidiia Kostyrko & Liudmyla Zaitseva, 2020, "Prerequisites of Formation the Paradigm of Financial Provision for Business Entities Sustainable Development," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 107-113, March.
• Sylvia Dwi Lestari & Azwardi & Tertiarto Wahyudi, 2020, "The Effect of Foreign Ownership and Managerial Ability on Earning Quality with Committee Audit as Moderating Variable," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 66-73, June.
• Yuriy Lupenko & Svitlana Andros, 2020, "Modeling the Credit System in the Conditions of Interaction of the Banking Sector with Microfinance Organizations for Financial Support of Agricultural Business," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 74-80, June.
• Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020, "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers, IMT School for Advanced Studies Lucca, number 01/2020, Jun, revised Jun 2020.
• Billy Kobina Enos & Joseph Yensu & Harrison Obeng, 2020, "Global Financial Crisis And Determinants Of Capital Structure: Evidence From Ghanaian Non-Financial Listed Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 1, pages 35-56.
• Arturo Rubalcava, 2020, "The Effects Of Canadian Sox On The Price Discount Of Canadian Equity Offerings," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 1, pages 71-84.
• Ying Chou Lin, 2020, "The Motives Of Corporate Spinoffs: Evidence From Ex-Ante Misvaluation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 1-20.
• An-Sing Chen & Che-Ming Yang, 2020, "Momentum Market States And Capital Structure Adjustment Speed," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 37-49.