Research classified by Journal of Economic Literature (JEL) codes

2020

• Evgeny Lyandres & Egor Matveyev & Alexei Zhdanov, 2020, "Does the Market Correctly Value Investment Options?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1159-1201.
• Erasmo Giambona & Ye Wang & Philip Strahan, 2020, "Derivatives Supply and Corporate Hedging: Evidence from the Safe Harbor Reform of 2005," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 11, pages 5015-5050.
• Lamont K Black & John R Krainer & Joseph B Nichols & Stijn Van Nieuwerburgh, 2020, "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 11, pages 5173-5211.
• Michael Ewens & Joan Farre-Mensa, 2020, "The Deregulation of the Private Equity Markets and the Decline in IPOs," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 12, pages 5463-5509.
• Nuri Ersahin & Philip Strahan, 2020, "Creditor Rights, Technology Adoption, and Productivity: Plant-Level Evidence," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 12, pages 5784-5820.
• Sophie A Shive & Margaret M Forster & Jose Scheinkman, 2020, "Corporate Governance and Pollution Externalities of Public and Private Firms," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1296-1330.
• Laurent Frésard & Gerard Hoberg & Gordon M Phillips & Francesca Cornelli, 2020, "Innovation Activities and Integration through Vertical Acquisitions," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 2937-2976.
• Qingyuan Li & Chen Lin & Li Xu, 2020, "Political Investment Cycles of State-Owned Enterprises," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 3088-3129.
• Naveen D Daniel & Yuanzhi Li & Lalitha Naveen & Francesca Cornelli, 2020, "Symmetry in Pay for Luck," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 3174-3204.
• Matthew Spiegel & Heather Tookes, 2020, "Why Does an IPO Affect Rival Firms?," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 3205-3249.
• Paul H Décaire & Erik P Gilje & Jérôme P Taillard & Stijn Van Nieuwerburgh, 2020, "Real Option Exercise: Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 3250-3306.
• Matthew Baron & Itay Goldstein, 2020, "Countercyclical Bank Equity Issuance," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 9, pages 4186-4230.
• Markus Brunnermeier & Simon Rother & Isabel Schnabel & Itay Goldstein, 2020, "Asset Price Bubbles and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 9, pages 4272-4317.
• Sorin Gabriel Anton & Anca Elena Afloarei Nucu, 2020, "Saving the Job Creators in the Pandemic Context in Europe. The Role of Multilateral Development Banks," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 24-30, August.
• Ruxandra Marin & Margareta Ilie, 2020, "Theoretical Studies and Contributions Pertaining to Quality Management in European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 730-733, August.
• Nicolae BalteÈ™ & Ruxandra-Maria Pavel, 2020, "Study on the Correlation Between Working Capital and Economic Value Added for the Companies Relating to the Hotel and Restaurant Industry Listed on the Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 838-844, August.
• Genifera Claudia Bănică & Mariana LuminiÅ£a Coman (Linţă), 2020, "Analysis of the Role of Direct Taxes Administered by the National Agency for Fiscal Administration in the Formation of Public Financial Funds in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 852-858, August.
• Traian Cristin Nicolae, 2020, "Implications of Expanding the Use of Information Technology Tools in Accounting of Finance Transactions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1004-1011, December.
• Mitica Pepi, 2020, "Common Stock Index Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1048-1054, December.
• Elena Rusu (Cigu) & Anca Elena Afloarei Nucu, 2020, "The Impact of COVID-19 on Romanian SMEs," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1065-1071, December.
• Larissa Batrancea, 2020, "An Econometric Approach on Performance and Financial Equilibrium during the COVID-19 Pandemic," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 801-808, December.
• Traian Cristin Nicolae, 2020, "Considerations Regarding the Recording in the Entities' Accounting of the Instruments for Financing the Operating Activities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 998-1003, December.
• Barrera Lievano, Jhony Alexander & Parada Fonseca, Sandra Patricia & Serrano Serrato, Leidy Viviana, 2020, "Análisis empírico de correlación entre el indicador de estructura de capital y el indicador de margen de utilidad neta en pequeñas y medianas empresas || Empirical analysis of correlation between Debt/Equity (D/E) Ratio and the Net profit margin rati," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 99-115, June.
• André Höck & Christian Klein & Alexander Landau & Bernhard Zwergel, 2020, "The effect of environmental sustainability on credit risk," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 85-93, March, DOI: 10.1057/s41260-020-00155-4.
• Philipp-Bastian Brutscher & Christopher Hols, 2020, "The European Corporate Equity Puzzle," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 62, issue 1, pages 69-104, March, DOI: 10.1057/s41294-019-00107-x.
• Andreas Richter & Thomas C. Wilson, 2020, "Covid-19: implications for insurer risk management and the insurability of pandemic risk," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 45, issue 2, pages 171-199, September, DOI: 10.1057/s10713-020-00054-z.
• Stephen G. Cecchetti & Tommaso Mancini-Griffoli & Machiko Narita & Ratna Sahay, 2020, "US or Domestic Monetary Policy: Which Matters More for Financial Stability?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 68, issue 1, pages 35-65, March, DOI: 10.1057/s41308-020-00108-2.
• Michael L. McIntyre & Yinlin Zhang, 2020, "Depositors’ discipline, banks’ accounting discretion, and depositors’ expectations of implicit government guarantees," Journal of Banking Regulation, Palgrave Macmillan, volume 21, issue 3, pages 256-277, September, DOI: 10.1057/s41261-019-00110-3.
• Philippe Oster, 2020, "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, volume 21, issue 4, pages 343-381, December, DOI: 10.1057/s41261-019-00122-z.
• Arianna Agosto & Paolo Giudici & Emanuela Raffinetti, 2020, "A rank graduation accuracy measure," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 179, Jan.
• Arianna Agosto & Daniel Felix Ahelegbey, 2020, "Default count-based network models for credit contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 180, Feb.
• Paolo Giudici & Thomas Leach & Paolo Pagnottoni, 2020, "Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 183, Feb.
• Jan Kramolis & Kamil Dobes, 2020, "Debt as a financial risk factor in SMEs in the Czech Republic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 1, pages 87-105, March, DOI: 10.24136/eq.2020.005.
• Ekaterina Panova, 2020, "Determinants of capital structure in Russian small and medium manufacturing enterprises," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 361-375, June, DOI: 10.24136/eq.2020.017.
• Robert Dankiewicz & Anna Ostrowska-Dankiewicz & Cagri Bulut, 2020, "The attitudes of entrepreneurs of the small and medium-sized enterprises sector in Poland to key business risks," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 3, pages 511-536, September, DOI: 10.24136/eq.2020.023.
• Jaromir Vrbka, 2020, "The use of neural networks to determine value based drivers for SMEs operating in the rural areas of the Czech Republic," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 2, pages 325-346, June, DOI: 10.24136/oc.2020.014.
• Tomas Kliestik & Katarina Valaskova & Elvira Nica & Maria Kovacova & George Lazaroiu, 2020, "Advanced methods of earnings management: monotonic trends and change-points under spotlight in the Visegrad countries," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 2, pages 371-400, June, DOI: 10.24136/oc.2020.016.
• Aleksandra Pieloch-Babiarz, 2020, "Managerial ownership and catering to investor sentiment for dividends: evidence from the electromechanical industry sector on the Warsaw Stock Exchange," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 3, pages 467-483, September, DOI: 10.24136/oc.2020.019.
• Zuzana Virglerova & Jan Dvorsky & Ludmila Kozubikova & Martin Cepel, 2020, "Perception of non-financial risk determinants in SMEs in Visegrad countries," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 3, pages 509-529, September, DOI: 10.24136/oc.2020.021.
• Böcskei, Elvira & Vértesy, László & Bethlendi, András, 2020, "The Accounting and Legal Issues of Capital Reserve, with Particular Emphasis on Capital Increase by Share Premium," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 2, pages 225-244, DOI: https://doi.org/10.35551/PFQ_2020_2.
• Cziglerné Erb, Edina, 2020, "The Re-emergence of the Residual Income Model in the Valuation of Firms and Investment Projects," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 3, pages 430-442, DOI: https://doi.org/10.35551/PFQ_2020_3.
• Friesz, Melinda, 2020, "The Financial System’s Resilience is Everything, But at what Cost?," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 4, pages 472-484, DOI: https://doi.org/10.35551/PFQ_2020_4.
• Narcis Păvălașcu & Manuela Rozalia Gabor, 2020, "Disaster risk management: management framework and technical process of settling disaster damage claims," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 1-12, December.
• Moser, Christian & Saidi, Farzad & Wirth, Benjamin & Wolter, Stefanie, 2020, "Credit Supply, Firms, and Earnings Inequality," MPRA Paper, University Library of Munich, Germany, number 100371, May.
• Huang, Qiubin & Xiong, Mengyuan & Xiao, Ming, 2020, "Managerial ability, financial performance and goodwill impairment: A moderated mediation analysis," MPRA Paper, University Library of Munich, Germany, number 100459, May.
• Osadchiy, Maksim & Sidorov, Alexander, 2020, "Hacked AIRB Black Box," MPRA Paper, University Library of Munich, Germany, number 100801, May.
• Kim, Sehoon, 2020, "Disappearing Discounts: Hedge Fund Activism in Conglomerates," MPRA Paper, University Library of Munich, Germany, number 100876, Mar.
• Neifar, Malika, 2020, "Interest-free versus Conventional banks- A Comparative Study using Linear and Nonlinear Panel Regression: Empirical Evidence from Turky and 6 MENA countries," MPRA Paper, University Library of Munich, Germany, number 101028, Jun.
• Neifar, Malika, 2020, "Long run comparison analysis and Short run Stability sensitivity: Empirical Evidence from Tunisian Banks," MPRA Paper, University Library of Munich, Germany, number 101029, Jun.
• Neifar, Malika, 2020, "Different dimensions Bank performance comparisons IBs vs CBs – Quatar case," MPRA Paper, University Library of Munich, Germany, number 101375, Jun.
• Neifar, Malika, 2020, "Profitability and stability trade off – IBs vs CBs in Turkey – what differences ?," MPRA Paper, University Library of Munich, Germany, number 101376, Jun.
• Saadati, Alireza & Honarmandi, Zahra & Zarei, Samira, 2020, "Real Exchange Rate Shocks and Export-Oriented Businesses in Iran: An Empirical Analysis Using NARDL Model," MPRA Paper, University Library of Munich, Germany, number 101554, May, revised 30 Jun 2020.
• Rashid, Muhammad Mustafa, 2020, "Real Options: Capital Investment Appraisal; Estimating the Market Price of Risk and Application to the Valuation of a New Business," MPRA Paper, University Library of Munich, Germany, number 101807, Mar, revised 19 Jul 2020.
• Sanna, Dario, 2020, "A Fast and Parsimonious Way to Estimate the Implied Rate of Return of Equity," MPRA Paper, University Library of Munich, Germany, number 102003, Jul.
• Sanna, Dario, 2020, "A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity," MPRA Paper, University Library of Munich, Germany, number 102072, Jul.
• Fantazzini, Dean, 2020, "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper, University Library of Munich, Germany, number 102317, Aug.
• Sanchez, Melissa & Karimi, Matin & Elmalawany, Omar, 2020, "Access to Green Financing: A Case Study of Mexico," MPRA Paper, University Library of Munich, Germany, number 102347, Jan, revised 10 Aug 2020.
• Tut, Daniel, 2020, "FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems," MPRA Paper, University Library of Munich, Germany, number 102401, Jul.
• Chang, Kuo-Ping, 2020, "On Option Greeks and Corporate Finance," MPRA Paper, University Library of Munich, Germany, number 102792, Jul.
• Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Loan syndication under Basel II: How firm credit ratings affect the cost of credit?," MPRA Paper, University Library of Munich, Germany, number 102796, Jun.
• Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?," MPRA Paper, University Library of Munich, Germany, number 102941, Jul.
• NEIFAR, Malika & Gharbi, Leila, 2020, "Islamic vs Conventional banks: what differences ? Tunisian case," MPRA Paper, University Library of Munich, Germany, number 102972, Sep.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020, "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper, University Library of Munich, Germany, number 103813, Oct.
• Baschieri, Davide & Magni, Carlo Alberto & Marchioni, Andrea, 2020, "Comprehensive Financial Modeling of Solar PV Systems," MPRA Paper, University Library of Munich, Germany, number 103886, Sep.
• Shah, Syed Mehmood Raza & Fu, Qiang & Dawood, Muhammad & Ishfaq, Muhammad, 2020, "Issuance of Wealth Management Products and Expected Yields; A Shadow Banking Perspective," MPRA Paper, University Library of Munich, Germany, number 104147, Nov.
• van der Plaat, Mark & Spierdijk, Laura, 2020, "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper, University Library of Munich, Germany, number 104718, Dec.
• Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree Networks to assess Financial Contagion," MPRA Paper, University Library of Munich, Germany, number 107066.
• Marchioni, Andrea & Magni, Carlo Alberto & Baschieri, Davide, 2020, "Investment and financing perspectives for a solar photovoltaic project," MPRA Paper, University Library of Munich, Germany, number 107374, Nov.
• Kunnathuvalappil Hariharan, Naveen, 2020, "Rethinking budgeting process in times of uncertainty," MPRA Paper, University Library of Munich, Germany, number 109513, May.
• Nguyen, Phong Thanh & Phu Pham, Cuong & Thanh Phan, Phuong & Bich Vu, Ngoc & Tien Ha Duong, My & Le Hoang Thuy To Nguyen, Quyen, 2020, "Exploring Critical Risk Factors of Office Building Projects," MPRA Paper, University Library of Munich, Germany, number 109901, Aug, revised 30 Dec 2020.
• Onour, Ibrahim, 2020, "Assessing the Impact of covid-19 Shock on major Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 115996, Aug.
• Martínez-Salgueiro, Andrea & Tarrazón-Rodón, María-Antonia, 2020, "Is diversification effective in reducing the systemic risk implied by a market for weather index-based insurance in Spain?," MPRA Paper, University Library of Munich, Germany, number 119924, Mar, revised 19 May 2021.
• Rodriguez-Garcia, P. & Menéndez-Requejo, S., 2020, "Family Constitution to manage family firms' agency conflicts," MPRA Paper, University Library of Munich, Germany, number 120016, Dec.
• Roudari, Soheil & Zarei, Pegah & Tehranchian, Amirmansour, 2020, "بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای
  [Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregression Approach]," MPRA Paper, University Library of Munich, Germany, number 127021, Aug, revised 30 Jan 2021.
• Rashid, Muhammad Mustafa, 2020, "Case Analysis: Enron; Ethics, Social Responsibility, and Ethical Accounting as Inferior Goods?," MPRA Paper, University Library of Munich, Germany, number 98441, Jan.
• Gunardi, Hery & Primiana, Ina & Effendi, Nury & Herwany, Aldrin & Satyakti, Yayan, 2020, "Risk and Competition in the Indonesian Private Banking Market: An Asymmetric Rivalry Within and Between Strategic Groups," MPRA Paper, University Library of Munich, Germany, number 98451, Jan.
• Miglo, Anton, 2020, "STO vs ICO: A Theory of Token Issues Under Moral Hazard and Demand Uncertainty," MPRA Paper, University Library of Munich, Germany, number 98630.
• Miglo, Anton, 2020, "Zero-Debt Policy under Asymmetric Information, Flexibility and Free Cash Flow Considerations," MPRA Paper, University Library of Munich, Germany, number 98631.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper, University Library of Munich, Germany, number 98785, Feb.
• Lemus, Antonio & Nuñez, Marco, 2020, "Pruebas de tensión bancaria: experiencia en los principales mercados financieros del mundo y en Chile
  [Bank stress tests: evidence from the main financial markets and Chile]," MPRA Paper, University Library of Munich, Germany, number 99097, Mar.
• Miglo, Anton, 2020, "ICO vs. Equity Financing Under Imperfect, Complex and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 99598, Apr.
• Miglo, Anton, 2020, "Choice Between IEO and ICO: Speed vs. Liquidity vs. Risk," MPRA Paper, University Library of Munich, Germany, number 99600, Apr.
• Liew, Chee Yoong & Devi, S.Susela, 2020, "Family Firms, Banks and Firm Value: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 99704, Feb.
• Liew, Chee Yoong & Devi, S.Susela, 2020, "Independent Directors’ Tenure, Expropriation, Related Party Transactions, and Firm Value: The Role of Ownership Concentration in Malaysian Publicly Listed Corporations," MPRA Paper, University Library of Munich, Germany, number 99705, Mar.
• Michal VyskoÄ il, 2020, "Scenario Analysis Approach for Operational Risk in Insurance Companies," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 153-165.
• Ján Dvorský & Ľudmila Kozubíková & Barbora Bacová, 2020, "The Perception of Business Risks by SMEs in the Czech Republic," Central European Business Review, Prague University of Economics and Business, volume 2020, issue 5, pages 25-44, DOI: 10.18267/j.cebr.250.
• Miloš Mařík & Pavla Maříková, 2020, "Is it possible to assess the truth of expert opinions focused on business valuation?
  [Lze hodnotit pravdivost znaleckých posudků zaměřených na oceňování podniku?]," Oceňování, Prague University of Economics and Business, volume 13, issue 1-2, pages 15-32, DOI: 10.18267/j.ocenovani.244.
• Miloš Mařík & Pavla Maříková, 2020, "Strategic analysis as an important part of the company's valuation structure
  [Strategická analýza jako důležitá součást struktury ocenění podniku]," Oceňování, Prague University of Economics and Business, volume 13, issue 1-2, pages 33-52, DOI: 10.18267/j.ocenovani.245.
• Petr Musílek, 2020, "The Equity Risk Premium Puzzle
  [Hádanka akciové rizikové prémie]," Oceňování, Prague University of Economics and Business, volume 13, issue 1-2, pages 65-79, DOI: 10.18267/j.ocenovani.247.
• Dušan Staniek, 2020, "Cross-Currency Basis Spread and Its Impact on Corporate Lending Rates in the Czech Banking Sector," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 6, pages 688-709, DOI: 10.18267/j.pep.747.
• Aysa Ipek Erdogan, 2020, "Factors Affecting Collateralized Borrowing by SMEs: Evidence from Emerging Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 6, pages 729-749, DOI: 10.18267/j.pep.759.
• Jan Hanousek & Jan Hanousek, 2020, "Známý versus neznámý vlastník: vazby mezi transparentním vlastnictvím a firemním rozhodováním
  [Known Versus Anonymous Ownership: Exploring Links Between Ownership Transparency and Firms' Decisions]," Politická ekonomie, Prague University of Economics and Business, volume 2020, issue 5, pages 515-533, DOI: 10.18267/j.polek.1294.
• Adrien Matray & Charles Boissel, 2020, "Higher Dividend Taxes, No Problem! Evidence from Taxing Entrepreneurs in France," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 276, Sep.
• Andrea Marchioni & Carlo Alberto Magni & Davide Baschieri, 2020, "Investment and Financing Perspectives for a Solar Photovoltaic Project," MIC 2020: The 20th Management International Conference, University of Primorska Press.
• Marilena Furno, 2020, "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 2, pages 145-169, June.
• Wojciech Starosta, 2020, "Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 2, pages 195-225, June.
• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
• Didier Brandao,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020, "Financing Firms in Hibernation During the COVID-19 Pandemic," Research and Policy Briefs, The World Bank, number 147598, Apr.
• Federico Huneeus & Tatiana Didier & Mauricio Larrain & Sergio L. Schmukler, 2020, "Financing Firms in Hibernation During the COVID-19 Pandemic," World Bank Publications - Reports, The World Bank Group, number 33611, Apr.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2020, "Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets," Policy Research Working Paper Series, The World Bank, number 9142, Feb.
• Didier,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020, "Financing Firms in Hibernation during the COVID-19 Pandemic," Policy Research Working Paper Series, The World Bank, number 9236, May.
• Bosio,Erica & Djankov,Simeon & Jolevski,Filip & Ramalho,Rita, 2020, "Survival of Firms during Economic Crisis," Policy Research Working Paper Series, The World Bank, number 9239, May.
• Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020, "Capital Market Financing and Firm Growth," Policy Research Working Paper Series, The World Bank, number 9337, Jul.
• Defever,Fabrice Fernand & Riano,Alejandro & Varela,Gonzalo J., 2020, "Evaluating the Impact of Export Finance Support on Firm-Level Export Performance : Evidence from Pakistan," Policy Research Working Paper Series, The World Bank, number 9362, Aug.
• Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel‐Kerjan, 2020, "Firms’ Management of Infrequent Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 6, pages 1329-1359, September, DOI: 10.1111/jmcb.12674.
• Werner Neus & Manfred Stadler & Maximiliane Unsorg, 2020, "Market structure, common ownership, and coordinated manager compensation," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1262-1268, October, DOI: 10.1002/mde.3171.
• Stéphane Goutte & Duc Khuong Nguyen (ed.), 2020, "Handbook of Energy Finance:Theories, Practices and Simulations," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11213, ISBN: ARRAY(0x74fdbdf0), September.
• Cheng Few Lee & John C Lee (ed.), 2020, "Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11335, ISBN: ARRAY(0x74dd2440), September.
• George Xianzhi Yuan (ed.), 2020, "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, ISBN: ARRAY(0x75ca76c0), September.
• Cheng Few Lee, 2020, "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Orie Barron & Jian Cao & Xuguang Sheng & Maya Thevenot & Baohua Xin, 2020, "Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Nan-Ting Kuo & Cheng Few Lee, 2020, "A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2020, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Econometric Approach to Financial Analysis, Planning, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2020, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Peter Guangping Zhang, 2020, "Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2020, "Measuring the Collective Correlation of a Large Number of Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fuad Aleskerov & Irina Andrievskaya & Alisa Nikitina & Sergey Shvydun, 2020, "Key Borrowers Detected by the Intensities of Their Interactions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Shafiqur Rahman & Matthew J. Schneider, 2020, "Application of the Multivariate Average F-Test to Examine Relative Performance of Asset Pricing Models with Individual Security Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth, 2020, "Hedge Ratio and Time Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee, 2020, "Application of Intertemporal CAPM on International Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wan-Jiun Paul Chiou & Kuntara Pukthuanthong, 2020, "What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wei-Hung Lin & Huei-Wen Teng & Chi-Chun Yang, 2020, "A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen, 2020, "Pricing Fair Deposit Insurance: Structural Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hsin-Hue Chang, 2020, "Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Sophia I-Ling Wang, 2020, "External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xi Zhang & Philip S. Yu, 2020, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Subhransu S. Mohanty, 2020, "Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020, "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wikil Kwak & Yong Shi & Cheng Few Lee, 2020, "Data Mining Applications in Accounting and Finance Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin, 2020, "Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Luis Alberiko Gil-Alana & Hector Carcel, 2020, "ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020, "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Cheng Few Lee, 2020, "Time-Series Analysis: Components, Models, and Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• George Chalamandaris & A. G. Malliaris, 2020, "Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Robert H. Patrick, 2020, "Durbin–Wu–Hausman Specification Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jessica Schlossberg & Norman R. Swanson, 2020, "Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• John Guerard & Andrew Mark, 2020, "Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Re-Jin Guo & Yingda Lu & Lingling Xie, 2020, "Ranking Analysts by Network Structural Hole," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Kin-Wai Lee & Gillian Hian-Heng Yeo, 2020, "The Association Between Book-Tax Differences and CEO Compensation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Dean Diavatopoulos & Oleg Sokolinskiy, 2020, "Stochastic Volatility Models: Faking a Smile," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Tumellano Sebehela, 2020, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Bilel Kaffel & Fathi Abid, 2020, "Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Hong-Yi Chen & Alice C. Lee & Cheng Few Lee, 2020, "Alternative Methods to Deal with Measurement Error," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2020, "Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Chuan-Hsiang Han, 2020, "GPU Acceleration for Computational Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• K. Victor Chow & Wanjun Jiang & Jingrui Li, 2020, "Does VIX Truly Measure Return Volatility?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, 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 ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang, 2020, "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Heping Pan, 2020, "Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee, 2020, "Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• Ivan E. Brick & Darius Palia, 2020, "Product Market Competition and CEO Pay Benchmarking," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
• 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".