Research classified by Journal of Economic Literature (JEL) codes

2020

• Majida Jrad & Yamina Tadjeddine, 2020, "Collateral Requirements For Sme Loans: Empirical Evidence From Lebanon Country," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-46.
• Nitin Madan, 2020, "A Review of Access to Finance by Micro, Small and Medium Enterprises and Digital Financial Services in Selected Asia-Pacific Least Developed Countries," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/20/03, May.
• Marcelo Ortiz, 2020, "Financial disclosure environment and the cash policy of private firms," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1692, Jan.
• Erasmo Giambona & Rafael Matta & José-Luis Peydró & Ye Wang, 2020, "Quantitative easing, investment, and safe assets: the corporate-bond lending channel," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1722, May, revised Oct 2020.
• Mario Daniele Amore & Mircea Epure, 2020, "Riding out of a financial crisis: The joint effect of trust and corporate ownership," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1733, Jul.
• Viktor P. Ivanitsk & Larisa D. Petrenko, 2020, "Development of responsible investment within the concept of sustainable finance," Journal of New Economy, Ural State University of Economics, volume 21, issue 4, pages 63-78, December, DOI: 10.29141/2658-5081-2020-21-4-4.
• Irina N. Tkachenko & Irina V. Pervukhina & Aleksandr A. Zlygostev, 2020, "Modeling the contribution and benefits of company stakeholders," Upravlenets, Ural State University of Economics, volume 11, issue 2, pages 2-15, April, DOI: 10.29141/2218-5003-2019-11-2-1.
• Marina V. Evseeva, 2020, "Comparative effectiveness of high-tech and medium-tech business models: Key indicators and value sustainability," Upravlenets, Ural State University of Economics, volume 11, issue 3, pages 59-71, July, DOI: 10.29141/2218-5003-2020-11-3-5.
• Elena A. Fedorova & Lyudmila K. Shiryaeva & Lyubov E. Khrustova & Igor S. Demin & Svetlana V. Ledyaeva, 2020, "Disclosure of environmental information in corporate reports and investment attractiveness of Russian companies," Upravlenets, Ural State University of Economics, volume 11, issue 5, pages 29-46, November, DOI: 10.29141/2218-5003-2020-11-5-3.
• Otto Konstandatos, 2020, "Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 418, Dec.
• David C. Lennhoff & Richard L. Parli, 2020, "Timing Is Everything: The Role Of Interim Use In The Highest And Best Use Conclusion," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 15, issue 1, pages 38-70.
• Tatiana KASYANENKO & Olga BUZU & Gabriel SANDULACHE, 2020, "Methodology For Calculating Collateral Discount In The Valuation Of Residential Real Estate For Collateral Purposes," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 15, issue 1, pages 39-71.
• REHAN, Muhammad & KARACA, Suleyman Serdar & ALVI, Jahanzaib, 2020, "Capital Structure And Financial Performance: Case Study From Pakistan Pharmaceutical Sector," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 66-82, September.
• AILINCA, Alina Georgeta & PICIU, Gabriela, 2020, "Identification Of Some Modalities Of Assessment And Management Of The Enterprises Sustainability Risk," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 8, issue 1, pages 149-155, October.
• Armağan Gezici & Özgür Orhangazi & Cihan Yalçın, 2020, "R&D Activity and Financing Constraints: Evidence From Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 4, pages 557-571.
• Christian Brauweiler & Nurbek Madmarov, 2020, "Risk Managementattitudeof Banks: Comparative Analysesof National And Foreign Banks In Germanyand Kyrgyzstan," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 123-137.
• Abdul-Azeez Adeniyi Alao & Wasiu Abiodun Sanyaolu, 2020, "Effect of Leverage on the Profitability of Nigerian Consumer Goods Manufacturing Firms," Business & Management Compass, University of Economics Varna, issue 1, pages 5-25.
• Consuela-Elena Popescu & Georgiana Vrinceanu & Alexandra Horobet & Lucian Belascu, 2020, "Managing Exchange Rate Risk with Derivatives: An Application of the Hedge Ratio," Business & Management Compass, University of Economics Varna, issue 3, pages 316-327.
• Jayeola Olabisi & Johnson Kolawole Olowookere & Lateef Ayodele Agbetunde & Odumoye Ayomipo Urel, 2020, "Corporate Governace and Value Relevance of Financial Statement of Nigerian Listed Consumer Goods Firms," Business & Management Compass, University of Economics Varna, issue 4, pages 399-414.
• Kumari Ranjita & Kumar Nishant, 2020, "Ownership Structure and the Risk: Analysis of Indian Firms," Acta Universitatis Sapientiae, Economics and Business, Paradigm, volume 8, issue 1, pages 39-52, October, DOI: 10.2478/auseb-2020-0003.
• Kleszcz Klaudia & Nehrebecka Natalia, 2020, "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Paradigm, volume 7, issue 54, pages 12-32, January, DOI: 10.2478/ceej-2020-0002.
• Stobieniecka Weronika & Białek-Jaworska Anna, 2020, "Do local governments use municipal companies for off-balance-sheet financing?," Central European Economic Journal, Paradigm, volume 7, issue 54, pages 242-257, January, DOI: 10.2478/ceej-2020-0014.
• Abdić Ademir & Resić Emina & Abdić Adem, 2020, "Modelling and forecasting GDP using factor model: An empirical study from Bosnia and Herzegovina," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 6, issue 1, pages 10-26, May, DOI: 10.2478/crebss-2020-0002.
• Mroczek-Dąbrowska Katarzyna & Shemesh Yaron, 2020, "(Re)-structuring the Ceo’s compensation—the case of Israel," Economics and Business Review, Paradigm, volume 6, issue 3, pages 105-117, August, DOI: 10.18559/ebr.2020.3.6.
• Doğan Berna & Ekşi İbrahim Halil, 2020, "The effect of board of directors characteristics on risk and bank performance: Evidence from Turkey," Economics and Business Review, Paradigm, volume 6, issue 3, pages 88-104, August, DOI: 10.18559/ebr.2020.3.5.
• Janicka-Michalak Teresa, 2020, "Venture Capital and Private Equity Funds as Source of Financing Enterprises in Poland," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Paradigm, volume 13, issue 3, pages 307-327, September, DOI: 10.2478/ers-2020-0023.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Khalid Nusrat, 2020, "Driving Factors of Growth Evidence in the Food and Textile Sectors of Pakistan," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 16, issue 1, pages 11-19, March, DOI: 10.2478/fiqf-2020-0002.
• Winiarska Karolina, 2020, "Differences Between New Ifrs and Us Gaap Lease Standards and their Effects on Publicly Listed Companies," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 16, issue 2, pages 14-23, June, DOI: 10.2478/fiqf-2020-0009.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Abbas Muhammad & Ali Hasnain, 2020, "Role of Business Age, Scale & Risk in Debt Financing Choices for the Pakistani Textile & Apparel Industry," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 16, issue 3, pages 119-136, September, DOI: 10.2478/fiqf-2020-0022.
• Li Zhao & Chu Yujing, 2020, "Endogenous Institutions and Economic Growth: Evidence from China," Financial Sciences. Nauki o Finansach, Paradigm, volume 25, issue 1, pages 54-77, March, DOI: 10.15611/fins.2020.1.05.
• Fałat-Kilijańska Ilona & Gláserová Jana & Luty Piotr & Otavová Milena, 2020, "Determinants of the Financing Structure of the Acquiring Companies in the Pre-Merger Period. Results of the Research," Financial Sciences. Nauki o Finansach, Paradigm, volume 25, issue 4, pages 16-42, December, DOI: 10.15611/fins.2020.4.02.
• Mioduchowska-Jaroszewicz Edyta, 2020, "An Analysis of Entrepreneurship in Family-Owned Stock Companies," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 1, pages 266-285, June, DOI: 10.2478/foli-2020-0016.
• Markowski Lesław, 2020, "Further evidence on the validity of CAPM: The Warsaw Stock Exchange application," Journal of Economics and Management, Paradigm, volume 39, issue 1, pages 82-104, March, DOI: 10.22367/jem.2020.39.05.
• Oseni Isiaq Olasunkanmi & Akinbode Sakiru Oladele & Babalola Daniel Akinola & Adegboyega Soliu Bidemi, 2020, "Government spending and school enrolment in sub-Saharan Africa: A system GMM approach," Journal of Economics and Management, Paradigm, volume 40, issue 2, pages 91-108, June, DOI: 10.22367/jem.2020.40.05.
• Jedynak Piotr & Bąk Sylwia, 2020, "Understanding Uncertainty and Risk in Management," Journal of Intercultural Management, Paradigm, volume 12, issue 1, pages 12-35, March, DOI: 10.2478/joim-2020-0030.
• Balogh Zita & Mészáros Katalin, 2020, "Consumer Perceived Risk by Online Purchasing: The Experiences in Hungary," Naše gospodarstvo/Our economy, Paradigm, volume 66, issue 3, pages 14-21, September, DOI: 10.2478/ngoe-2020-0014.
• Festić Mejra & Črepinko Polona & Bratina Borut, 2020, "The Importance of Corporate Governance of Banks Concerning the Ownership in the International Environment," Naše gospodarstvo/Our economy, Paradigm, volume 66, issue 4, pages 11-27, December, DOI: 10.2478/ngoe-2020-0020.
• Cerqueira Antonio & Pereira Claudia, 2020, "The Effect of Economic Conditions on Accounting Conservatism under IFRS in Europe," Review of Economic Perspectives, Paradigm, volume 20, issue 2, pages 137-169, June, DOI: 10.2478/revecp-2020-0007.
• Škuláňová Nicole, 2020, "Impact of selected determinants on the financial structure of the mining companies in the selected countries," Review of Economic Perspectives, Paradigm, volume 20, issue 2, pages 197-215, June, DOI: 10.2478/revecp-2020-0009.
• Abdić Ademir & Resić Emina & Abdić Adem & Rovčanin Adnan, 2020, "Nowcasting GDP of Bosnia and Herzegovina: A Comparison of Forecast Accuracy Models," South East European Journal of Economics and Business, Paradigm, volume 15, issue 2, pages 1-14, December, DOI: 10.2478/jeb-2020-0011.
• 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(0x608e8f80), May.
• 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(0x6160cb08), May.
• 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(0x6a5ee6d8), May.
• 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".
• 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".