Details about Cheng Few Lee
Access statistics for papers by Cheng Few Lee.
Last updated 2022-01-06. Update your information in the RePEc Author Service.
Short-id: ple1172
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Working Papers
2008
- Japanese Yen as an alternative vehicle currency in Asian
MPRA Paper, University Library of Munich, Germany
2007
- ASEAN-5+3 AND US STOCK MARKETS INTERDEPENDENCE BEFORE, DURING AND AFTER ASIAN FINANCIAL CRISIS
MPRA Paper, University Library of Munich, Germany View citations (1)
- THE ASEAN-5 FUTURE CURRENCY: MAASTRICHT CRITERIA
MPRA Paper, University Library of Munich, Germany View citations (1)
2005
- Hedging with Foreign-listed Single Stock Futures
MPRA Paper, University Library of Munich, Germany 
See also Chapter Hedging with Foreign-Listed Single Stock Futures, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2005) (2005)
2003
- Enhanced AHS Safety Through the Integration of Vehicle Control and Communication
Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley 
Also in Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley (2003)
1999
- Information Cascades in Multi-Agent Models
Working Papers, California Irvine - School of Social Sciences View citations (1)
1998
- Life Cycle Savings in the United States, 1900-1990
CPE working papers, University of Chicago - Centre for Population Economics View citations (3)
1994
- Hedonic Index of Wartime Mortality and Older Age Mortality (July)
CPE working papers, University of Chicago - Centre for Population Economics
1993
- A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures Vs Options
Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
1990
- A cross-sectional analysis of mutual funds' market timing and security selection skill
Research Paper, Federal Reserve Bank of New York View citations (1)
1987
- Alternative instruments for hedging inflation risk in the banking industry
Staff Memoranda, Federal Reserve Bank of Chicago View citations (1)
1986
- The impact of market, industry, and interest rate risks on bank stock returns
Staff Memoranda, Federal Reserve Bank of Chicago
1985
- The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach
Proceedings, Federal Reserve Bank of Chicago View citations (4)
Undated
- Labor Market Status of Older Males in Early Twentieth Century America
CPE working papers, University of Chicago - Centre for Population Economics View citations (1)
- Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940
CPE working papers, University of Chicago - Centre for Population Economics View citations (4)
- The Expected Length of Retirement in the United States, 1850-1990
CPE working papers, University of Chicago - Centre for Population Economics View citations (1)
Journal Articles
2021
- Differential risk effect of inside debt, CEO compensation diversification, and firm investment
Review of Quantitative Finance and Accounting, 2021, 56, (2), 505-543 View citations (6)
- Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments?
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (01), 1-26
- Does managerial reluctance of dividend cuts signal future earnings?
Review of Quantitative Finance and Accounting, 2021, 56, (2), 453-478 View citations (4)
- Investment, Financing, Dividend, and Production Policies: Review and Integration
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (03), 1-48 View citations (2)
- Product market competition and real activities manipulation: Theory and implications
International Review of Economics & Finance, 2021, 74, (C), 192-205 View citations (2)
- Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (04), 1-18
- Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression
Econometrics and Statistics, 2021, 18, (C), 117-142 View citations (1)
2020
- Does equity market timing have a persistent impact on capital structure? Evidence from China
The British Accounting Review, 2020, 52, (1) View citations (4)
- Financial econometrics, mathematics, statistics, and financial technology: an overall view
Review of Quantitative Finance and Accounting, 2020, 54, (4), 1529-1578 View citations (2)
- Recap of the 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2020, 23, (01), 1-19
- Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019
Review of Quantitative Finance and Accounting, 2020, 55, (3), 1155-1162
2019
- Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System
The International Journal of Accounting (TIJA), 2019, 54, (01), 1-34 View citations (1)
Also in The International Journal of Accounting (TIJA), 2019, 54, (01), 1-34 (2019) View citations (1)
- Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2019, 22, (02), 1-17
- Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018
Review of Quantitative Finance and Accounting, 2019, 52, (4), 1191-1201
- Review Of Hydrogen Fuel For Internal Combustion Engines
Journal of Mechanical Engineering Research & Developments (JMERD), 2019, 42, (3), 35-46 View citations (5)
- The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2019, 22, (02), 1-51 
See also Chapter The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach, World Scientific Book Chapters, 2020, 1345-1397 (2020) (2020)
2018
- Alternative Methods to Estimate Implied Variance: Review and Comparison
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2018, 21, (04), 1-28
- Financial statements based bank risk aggregation
Review of Quantitative Finance and Accounting, 2018, 50, (3), 673-694 View citations (11)
- Option prices and stock market momentum: evidence from China
Quantitative Finance, 2018, 18, (9), 1517-1529 View citations (8)
- Recap of the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2018, 21, (02), 1-9
- Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017
Review of Quantitative Finance and Accounting, 2018, 50, (3), 933-942
2017
- Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2017, 20, (01), 1-14
- The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation
Review of Quantitative Finance and Accounting, 2017, 49, (1), 91-116 View citations (4)
- The reactions to on-air stock reports: Prices, volume, and order submission behavior
Pacific-Basin Finance Journal, 2017, 44, (C), 27-46 View citations (2)
2016
- A comparison of alternative models for estimating firm’s growth rate
Review of Quantitative Finance and Accounting, 2016, 47, (2), 369-393 View citations (1)
- A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees
Review of Accounting Studies, 2016, 21, (4), 1287-1326 View citations (8)
See also Chapter A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees, World Scientific Book Chapters, 2020, 151-197 (2020) View citations (1) (2020)
- Alternative methods to derive option pricing models: review and comparison
Review of Quantitative Finance and Accounting, 2016, 47, (2), 417-451 
See also Chapter Alternative Methods to Derive Option Pricing Models: Review and Comparison, World Scientific Book Chapters, 2020, 3573-3617 (2020) (2020)
- Applications of simultaneous equations in finance research: methods and empirical results
Review of Quantitative Finance and Accounting, 2016, 47, (4), 943-971 View citations (12)
- Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options?
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2016, 19, (01), 1-22 View citations (4)
- Recap of the 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2016, 19, (01), 1-21 
Also in Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (01), 1-15 (2015)
- Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015
Review of Quantitative Finance and Accounting, 2016, 47, (3), 885-895
- Technical, fundamental, and combined information for separating winners from losers
Pacific-Basin Finance Journal, 2016, 39, (C), 224-242 View citations (9)
See also Chapter Technical, Fundamental, and Combined Information for Separating Winners from Losers, World Scientific Book Chapters, 2020, 3319-3365 (2020) (2020)
2015
- Alternative errors-in-variables models and their applications in finance research
The Quarterly Review of Economics and Finance, 2015, 58, (C), 213-227 View citations (2)
- Forecast Performance of the Taiwan Weighted Stock Index
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (03), 1-16
- On the aggregation of credit, market and operational risks
Review of Quantitative Finance and Accounting, 2015, 44, (1), 161-189 View citations (12)
- R-2GAM stochastic volatility model: flexibility and calibration
Review of Quantitative Finance and Accounting, 2015, 45, (3), 463-483 View citations (3)
- Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013
Review of Quantitative Finance and Accounting, 2015, 44, (3), 573-580
- Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014
Review of Quantitative Finance and Accounting, 2015, 45, (2), 455-461
- The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective
Review of Quantitative Finance and Accounting, 2015, 44, (2), 353-378 View citations (15)
2014
- Are Multiple Directorships Beneficial in East Asia?
Accounting and Finance, 2014, 54, (3), 999-1032 View citations (10)
- Does revenue momentum drive or ride earnings or price momentum?
Journal of Banking & Finance, 2014, 38, (C), 166-185 View citations (17)
See also Chapter Does Revenue Momentum Drive or Ride Earnings or Price Momentum?, World Scientific Book Chapters, 2020, 3263-3318 (2020) (2020)
- Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan
International Review of Economics & Finance, 2014, 29, (C), 409-425 View citations (5)
- Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2014, 17, (01), 1-12
- Recurrent de novo mutations implicate novel genes underlying simplex autism risk
Nature Communications, 2014, 5, (1), 1-6
- The evolution of capital asset pricing models
Review of Quantitative Finance and Accounting, 2014, 42, (3), 415-448 View citations (5)
2013
- Asset pricing with disequilibrium price adjustment: theory and empirical evidence
Quantitative Finance, 2013, 13, (2), 227-239 
See also Chapter Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence, World Scientific Book Chapters, 2020, 3491-3516 (2020) (2020)
- Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan
Review of Quantitative Finance and Accounting, 2013, 40, (2), 341-381 View citations (10)
- Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements
Pacific-Basin Finance Journal, 2013, 25, (C), 157-180 View citations (4)
- Futures mispricing, order imbalance, and short-selling constraints
International Review of Economics & Finance, 2013, 25, (C), 408-423 View citations (8)
- Managerial flexibility and the wealth effect of new product introductions
Review of Quantitative Finance and Accounting, 2013, 41, (2), 273-294 View citations (8)
- Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012
Review of Quantitative Finance and Accounting, 2013, 41, (1), 171-178
- Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach
Journal of Banking & Finance, 2013, 37, (4), 1205-1222 View citations (12)
See also Chapter Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach, World Scientific Book Chapters, 2020, 3413-3464 (2020) (2020)
2012
- ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE
International Journal of Information Technology & Decision Making (IJITDM), 2012, 11, (06), 1215-1235 View citations (1)
See also Chapter Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence, World Scientific Book Chapters, 2020, 2081-2105 (2020) (2020)
- Alternative statistical distributions for estimating value-at-risk: theory and evidence
Review of Quantitative Finance and Accounting, 2012, 39, (3), 309-331 View citations (9)
- Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i
Ecological Modelling, 2012, 227, (C), 18-28 View citations (3)
- Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach
The Quarterly Review of Economics and Finance, 2012, 52, (3), 286-297 View citations (3)
- Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2012, 15, (01), 1-31
- Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2012, 15, (04), 1-17
- Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011
Review of Quantitative Finance and Accounting, 2012, 39, (3), 407-412
- Reprint: Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i
Ecological Modelling, 2012, 241, (C), 54-64 View citations (3)
- Robust vehicle routing problem with deadlines and travel time/demand uncertainty
Journal of the Operational Research Society, 2012, 63, (9), 1294-1306 View citations (33)
- Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
International Review of Economics & Finance, 2012, 21, (1), 115-129 View citations (3)
2011
- Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities
American Journal of Public Health, 2011, 101, (SUPPL. 1), S6-S8 View citations (1)
- Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2011, 14, (01), 153-169 View citations (3)
- Fuzzy multi-criteria decision-making for evaluating mutual fund strategies
Applied Economics, 2011, 43, (24), 3405-3414 View citations (2)
- INNOVATIVE BUSINESS MODELS IN SEMICONDUCTOR FOUNDRY INDUSTRY: FROM SILICON INTELLECTUAL PROPERTY PERSPECTIVES
International Journal of Information Technology & Decision Making (IJITDM), 2011, 10, (03), 411-433
- Optical absorption and refraction index change of a confined exciton in a spherical quantum dot nanostructure
The European Physical Journal B: Condensed Matter and Complex Systems, 2011, 84, (3), 431-438 View citations (2)
- Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence
Journal of Corporate Finance, 2011, 17, (3), 483-501 View citations (16)
See also Chapter Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence, World Scientific Book Chapters, 2020, 3367-3412 (2020) (2020)
- Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities
American Journal of Public Health, 2011, 101, (4), 587-595 View citations (5)
- Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2011, 14, (04), 751-779
- Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2011, 14, (03), 601-616
- Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010
Review of Quantitative Finance and Accounting, 2011, 37, (4), 531-540
- Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview
American Journal of Public Health, 2011, 101, (SUPPL. 1), S19-S26 View citations (3)
2010
- A FUZZY REAL OPTION VALUATION APPROACH TO CAPITAL BUDGETING UNDER UNCERTAINTY ENVIRONMENT
International Journal of Information Technology & Decision Making (IJITDM), 2010, 09, (05), 695-713 View citations (2)
- Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets
The Quarterly Review of Economics and Finance, 2010, 50, (2), 222-233 View citations (21)
- International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2010, 13, (02), 203-213 View citations (1)
- Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2010, 13, (03), 469-493 View citations (14)
- Second decade review of the annual conference on financial economics and accounting
Review of Quantitative Finance and Accounting, 2010, 35, (3), 335-370
- Stock return, risk, and legal environment around the world
International Review of Economics & Finance, 2010, 19, (1), 95-105 View citations (22)
2009
- A dynamic CAPM with supply effect: Theory and empirical results
The Quarterly Review of Economics and Finance, 2009, 49, (3), 811-828 View citations (3)
See also Chapter A Dynamic CAPM with Supply Effect: Theory and Empirical Results, World Scientific Book Chapters, 2020, 3517-3544 (2020) (2020)
- Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (03), 509-527 View citations (2)
- Cash Holdings, Corporate Governance Structure and Firm Valuation
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (03), 475-508 View citations (48)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE
International Journal of Information Technology & Decision Making (IJITDM), 2009, 08, (04), 629-675 View citations (2)
See also Chapter Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence, World Scientific Book Chapters, 2020, 1845-1901 (2020) (2020)
- Empirical Performance of the Constant Elasticity Variance Option Pricing Model
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 177-217 View citations (14)
See also Chapter Empirical Performance of the Constant Elasticity Variance Option Pricing Model, World Scientific Book Chapters, 2020, 1903-1942 (2020) (2020)
- Hedging and Optimal Hedge Ratios for International Index Futures Markets
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (04), 593-610 View citations (10)
- Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization
Chaos, Solitons & Fractals, 2009, 40, (5), 2569-2575
- Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (01), 63-85 View citations (1)
- Investor protection and convertible debt design
Journal of Banking & Finance, 2009, 33, (6), 985-995 View citations (15)
- Japanese Yen as an Alternative Vehicle Currency in Asian Countries
The IUP Journal of Monetary Economics, 2009, VII, (2), 6-16 View citations (3)
- On multiple‐class prediction of issuer credit ratings
Applied Stochastic Models in Business and Industry, 2009, 25, (5), 535-550 View citations (6)
- Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 361-375
- Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008
Review of Quantitative Finance and Accounting, 2009, 33, (1), 83-90
- The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (03), 417-454 View citations (1)
- The Linkages of Asian and the US Stock Markets
The IUP Journal of Financial Economics, 2009, VII, (2), 74-90 View citations (4)
- The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 309-359
- The economic cost of environmental factors among North Carolina children living in substandard housing
American Journal of Public Health, 2009, 99, (S3), S666-674
- Two-stage models for the analysis of information content of equity-selling mechanisms choices
Journal of Business Research, 2009, 62, (1), 123-133 View citations (6)
- Variation in Stock Return Risks: An International Comparison
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 245-266 View citations (6)
2008
- China-Concept Factor and Stock Returns in Taiwan
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (01), 99-122
- Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios
The Quarterly Review of Economics and Finance, 2008, 48, (1), 153-174 View citations (4)
- Does quality of alternatives matter for internet banking?
International Journal of Electronic Finance, 2008, 2, (2), 162-179
- EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS
International Journal of Information Technology & Decision Making (IJITDM), 2008, 07, (03), 517-528
- Efficient Market Hypothesis (EMH): Past, Present and Future
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (02), 305-329 View citations (68)
- Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (04), 493-509
- Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (01), 123-150
- Specification analysis of corporate equity financing decision: a conditional residual approach
Review of Quantitative Finance and Accounting, 2008, 31, (4), 395-423 View citations (5)
- The Rubik’s cube problem revisited: a statistical thermodynamic approach
The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 64, (2), 257-261
- Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (04), 511-530 View citations (1)
2007
- An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Finance and Stochastics, 2007, 11, (3), 323-355 View citations (9)
See also Chapter An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model, World Scientific Book Chapters, 2020, 1561-1598 (2020) (2020)
- Intra-Industry Effects of Delayed New Product Introductions
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (03), 415-443 View citations (7)
- Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (01), 127-155
- Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005
Review of Quantitative Finance and Accounting, 2007, 28, (4), 441-449
- Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech)
Review of Quantitative Finance and Accounting, 2007, 29, (1), 111-128
- Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
Review of Quantitative Finance and Accounting, 2007, 28, (2), 163-185 View citations (1)
- The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (02), 265-288 View citations (6)
See also Chapter The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht, World Scientific Book Chapters, 2020, 1943-1968 (2020) (2020)
2006
- A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market
The Quarterly Review of Economics and Finance, 2006, 46, (4), 565-585 View citations (4)
- Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (03), 385-403
- Inventory control in the presence of an electronic marketplace
European Journal of Operational Research, 2006, 174, (2), 797-815 View citations (5)
- Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (01), 149-179
- Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (02), 337-358
- Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (01), 181-212
2005
- 15th Annual Conference on Financial Economics and Accounting
Review of Quantitative Finance and Accounting, 2005, 25, (1), 73-83 View citations (1)
- Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 733-745 
Also in Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 747-765 (2005)
2004
- An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios
Journal of Futures Markets, 2004, 24, (4), 359-386 View citations (17)
- Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
Review of Quantitative Finance and Accounting, 2004, 22, (2), 141-169 View citations (14)
- On a Simple Econometric Approach for Utility-Based Asset Pricing Model
Review of Quantitative Finance and Accounting, 2004, 22, (4), 331-344 View citations (1)
- Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003
Review of Quantitative Finance and Accounting, 2004, 22, (4), 345-355 View citations (1)
- The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2004, 07, (02), 213-231
- The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2004, 07, (04), 547-569 View citations (2)
2003
- An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance
Review of Quantitative Finance and Accounting, 2003, 20, (4), 415-33 View citations (3)
- Futures hedge ratios: a review
The Quarterly Review of Economics and Finance, 2003, 43, (3), 433-465 View citations (92)
- Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2003, 06, (01), 87-112 View citations (6)
2002
- A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model
The Quarterly Review of Economics and Finance, 2002, 42, (1), 155-162 View citations (13)
- Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis
Journal of Financial Research, 2002, 25, (3), 305-320 View citations (11)
- How Does Strategic Competition Affect Firm Values?
Financial Management, 2002, 31, (2) View citations (9)
- Intraday Return Volatility Process: Evidence from NASDAQ Stocks
Review of Quantitative Finance and Accounting, 2002, 19, (2), 155-80 View citations (20)
- Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2002, 05, (03), 417-438 View citations (4)
- Telecommunications Reforms In Malaysia
Annals of Public and Cooperative Economics, 2002, 73, (4), 521-540 View citations (7)
- Wealth Effects of Private Equity Placements: Evidence from Singapore
The Financial Review, 2002, 37, (2), 165-183 View citations (13)
2001
- Dynamic relationship between stock prices and exchange rates for G-7 countries
The Quarterly Review of Economics and Finance, 2001, 41, (4), 477-490 View citations (134)
- On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio
Journal of Futures Markets, 2001, 21, (6), 581-598 View citations (4)
2000
- A DSS Approach to Managing the Risks of Online Trading
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2000, 03, (03), 413-427
- A data deficiency based parameter estimating problem and case study in delay time PM modeling
International Journal of Production Economics, 2000, 67, (1), 63-76 View citations (4)
- Investment opportunities, free cash flow and market reaction to international joint ventures
Journal of Banking & Finance, 2000, 24, (11), 1747-1765 View citations (26)
- Refining the delay-time-based PM inspection model with non-negligible system downtime estimates of the expected number of failures
International Journal of Production Economics, 2000, 67, (1), 77-85 View citations (6)
1999
- Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 1999, 02, (02), 231-264 View citations (1)
- Determinants of the Permethrin Impregnated Bednets (PIB) in the Republic of Benin: the role of women in the acquisition and utilization of PIBs
Social Science & Medicine, 1999, 49, (8), 993-1005 View citations (6)
1998
- A Brief Introduction to Capital Markets in Taiwan, R.O.C
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 1998, 01, (02), 201-213
- A taste for live fish: Hong Kong's live reef fish market
Naga, 1998, 21, (2), 38-42 View citations (1)
- Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging
The Financial Review, 1998, 33, (2), 177-93 View citations (4)
- Public health and brownfields: Reviving the past to protect the future
American Journal of Public Health, 1998, 88, (12), 1759-1760 View citations (4)
- Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 1998, 01, (04), 583-594
- Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns
Review of Quantitative Finance and Accounting, 1998, 11, (1), 69-91 View citations (2)
1997
- Characteristics of Earnings-Leading versus Price-Leading Firms
Review of Quantitative Finance and Accounting, 1997, 8, (3), 229-44 View citations (1)
1995
- Systematic risk, wage rates, and factor substitution
Journal of Economics and Business, 1995, 47, (3), 267-279
1994
- A NOTE ON THE GENERALIZED MULTIBETA CAPM
Mathematical Finance, 1994, 4, (1), 67-68
- A new measure to compare the hedging effectiveness of foreign currency futures versus options
Journal of Futures Markets, 1994, 14, (6), 685-707 View citations (21)
1992
- Forecasting accuracy of alternative dividend models
International Review of Economics & Finance, 1992, 1, (3), 261-270 View citations (1)
- Production of freshwater prawns in the Mekong Delta
Naga, 1992, 15, (2), 24-26
1990
- Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach
Journal of Economics and Business, 1990, 42, (3), 237-241 View citations (6)
- Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation
The Journal of Business, 1990, 63, (2), 261-78 View citations (67)
1989
- Linear and generalized functional form market models for electric utility firms
Journal of Economics and Business, 1989, 41, (3), 213-223 View citations (1)
1988
- An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model
Journal of Business & Economic Statistics, 1988, 6, (4), 505-09 View citations (4)
1986
- How the market judges bank risk
Economic Perspectives, 1986, 10, (Nov), 25-31 View citations (17)
1981
- Associations between Alternative Accounting Profitability Measures and Security Returns
Journal of Financial and Quantitative Analysis, 1981, 16, (1), 71-93 View citations (4)
1978
- Review: Family Life and Illicit Love in Earlier Generations, the Spatial Components of Manufacturing Change, 1950–1960, the Suburban Environment: Sweden and the United States, Living with Capitalism: Class Relations and the Modern Factory, Changing Rural Landscapes, Colonial Urban Development: Culture, Social Power and Environment, Landscape Planning for a New Australian Town, Land Policy: An Exploration of the Nature of Land in Society, CES Review
Environment and Planning A, 1978, 10, (3), 351-362
Books
2017
- From East to West:Memoirs of a Finance Professor on Academia, Practice, and Policy
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
1973
- Physical Science Today
Lester Ingber Books, Lester Ingber View citations (1)
Edited books
2020
- Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2015
- Handbook of Financial Econometrics and Statistics
Springer Books, Springer View citations (37)
2008
- Advances in Quantitative Analysis of Finance and Accounting
World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)
2007
- Advances in Quantitative Analysis of Finance and Accounting
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2006
- Advances in Quantitative Analysis of Finance and Accounting
World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)
- Advances in Quantitative Analysis of Finance and Accounting:Essays in Microstructure in Honor of David K Whitcomb
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2005
- Advances in Quantitative Analysis of Finance and Accounting:New Series
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
2004
- Advances in Quantitative Analysis of Finance and Accounting:New Series
World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
Chapters
2020
- A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications
Chapter 86 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2965-2999
- A Dynamic CAPM with Supply Effect: Theory and Empirical Results
Chapter 100 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3517-3544 
See also Journal Article A dynamic CAPM with supply effect: Theory and empirical results, Elsevier (2009) View citations (3) (2009)
- A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees
Chapter 3 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 151-197 View citations (1)
See also Journal Article A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees, Springer (2016) View citations (8) (2016)
- Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence
Chapter 57 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2081-2105 
See also Journal Article ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE, World Scientific Publishing Co. Pte. Ltd. (2012) View citations (1) (2012)
- Alternative Methods for Determining Option Bounds: A Review and Comparison
Chapter 24 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 917-945
- Alternative Methods to Deal with Measurement Error
Chapter 37 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1439-1484
- Alternative Methods to Derive Option Pricing Models: Review and Comparison
Chapter 102 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3573-3617 
See also Journal Article Alternative methods to derive option pricing models: review and comparison, Springer (2016) (2016)
- Alternative Security Valuation Model: Theory and Empirical Results
Chapter 90 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3143-3192
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads
Chapter 110 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3849-3866
- An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model
Chapter 41 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1561-1598 
See also Journal Article An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model, Springer (2007) View citations (9) (2007)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach
Chapter 59 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2141-2159
- Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis
Chapter 126 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4313-4348
- Application of Intertemporal CAPM on International Corporate Finance
Chapter 12 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 485-517
- Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions
Chapter 54 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1991-2009
- Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence
Chapter 99 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3491-3516 
See also Journal Article Asset pricing with disequilibrium price adjustment: theory and empirical evidence, Taylor & Francis Journals (2013) (2013)
- Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error
Chapter 93 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3241-3261
- Bond Portfolio Management, Swap Strategy, Duration, and Convexity
Chapter 88 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3059-3098
- Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation
Chapter 109 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3829-3847
- Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation
Chapter 78 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2635-2671
- Data Mining Applications in Accounting and Finance Context
Chapter 21 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 823-857
- Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications
Chapter 77 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2599-2633
- Does Revenue Momentum Drive or Ride Earnings or Price Momentum?
Chapter 94 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3263-3318 
See also Journal Article Does revenue momentum drive or ride earnings or price momentum?, Elsevier (2014) View citations (17) (2014)
- Econometric Approach to Financial Analysis, Planning, and Forecasting
Chapter 5 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 225-274
- Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
Chapter 62 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2251-2263
- Empirical Performance of the Constant Elasticity Variance Option Pricing Model
Chapter 51 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1903-1942 
See also Journal Article Empirical Performance of the Constant Elasticity Variance Option Pricing Model, World Scientific Publishing Co. Pte. Ltd. (2009) View citations (14) (2009)
- Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence
Chapter 50 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1845-1901 
See also Journal Article EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE, World Scientific Publishing Co. Pte. Ltd. (2009) View citations (2) (2009)
- Errors-in-Variables and Reverse Regression
Chapter 75 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2547-2563
- Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis
Chapter 44 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1675-1693
- Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value
Chapter 25 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 947-978
- Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion
Chapter 6 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 275-295
- Fundamental Analysis, Technical Analysis, and Mutual Fund Performance
Chapter 87 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3001-3058
- Hedge Ratio and Time Series Analysis
Chapter 11 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 431-483
- Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions
Chapter 116 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4001-4023 View citations (1)
- Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence
Chapter 114 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3947-3984
- Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison
Chapter 106 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3703-3736
- Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning
Chapter 1 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1-99 View citations (1)
- Market Model, CAPM, and Beta Forecasting
Chapter 79 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2673-2711
- Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence
Chapter 96 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3367-3412 
See also Journal Article Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, Elsevier (2011) View citations (16) (2011)
- Option Price and Stock Market Momentum in China
Chapter 103 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3619-3647 View citations (1)
- Options and Option Strategies: Theory and Empirical Results
Chapter 83 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2839-2884
- Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison
Chapter 7 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 297-334
- Pricing Fair Deposit Insurance: Structural Model Approach
Chapter 15 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 583-602
- Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications
Chapter 65 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2323-2335
- Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis
Chapter 82 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2801-2838
- Single-Index Model, Multiple-Index Model, and Portfolio Selection
Chapter 81 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2757-2799
- Statistical Distributions, European Option, American Option, and Option Bounds
Chapter 85 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2929-2964
- Support Vector Machines Based Methodology for Credit Risk Analysis
Chapter 20 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 791-822 View citations (2)
- Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach
Chapter 97 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3413-3464 
See also Journal Article Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, Elsevier (2013) View citations (12) (2013)
- Synthetic Options, Portfolio Insurance, and Contingent Immunization
Chapter 89 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3099-3141
- Technical, Fundamental, and Combined Information for Separating Winners from Losers
Chapter 95 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3319-3365 
See also Journal Article Technical, fundamental, and combined information for separating winners from losers, Elsevier (2016) View citations (9) (2016)
- The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization
Chapter 68 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2399-2418
- The Evolution of Capital Asset Pricing Models: Update and Extension
Chapter 122 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4149-4207
- The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
Chapter 35 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1345-1397 
See also Journal Article The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach, World Scientific Publishing Co. Pte. Ltd. (2019) (2019)
- The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht
Chapter 52 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1943-1968 
See also Journal Article The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht, World Scientific Publishing Co. Pte. Ltd. (2007) View citations (6) (2007)
- The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity
Chapter 53 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1969-1990
- The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions
Chapter 69 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2419-2435
- Time-Series Analysis: Components, Models, and Forecasting
Chapter 26 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 979-1024
- Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach
Chapter 22 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 859-888
- Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model
Chapter 80 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2713-2756
- VG NGARCH Versus GARJI Model for Asset Price Dynamics
Chapter 70 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2437-2459
2017
- Contributions to Taiwan’s Economic and Financial Policies
Chapter 15 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 179-205
- Contributions to Taiwan’s Management Education
Chapter 16 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 206-216
- Editing Journals and Writing Books
Chapter 12 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 138-153
- Experience in Training Ph.D. Students in Finance and Accounting
Chapter 8 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 85-93
- Forty Three Years of a Challenging and Rewarding Academic Career
Chapter 17 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 217-226
- Happy Childhood of Kites and Geese
Chapter 1 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 1-9
- Happy Family Life
Chapter 4 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 31-41
- Help from President Lee Teng-hui
Chapter 5 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 42-53
- Innovative and Active Approach to Teaching Finance
Chapter 9 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 94-106
- Life Begins at 70
Chapter 18 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 227-231
- Mathematics and Chemistry at Chien Kuo (C.K.) High School
Chapter 2 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 10-17
- Misfortune May Be a Blessing in Disguise
Chapter 3 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 18-30
- My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government
Chapter 14 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 164-178
- Participation in Taiwanese Democratic Movements
Chapter 13 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 154-163
- Relationship with Ex-Governor of the Central Bank Dr. Kuo-shu Liang
Chapter 6 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 54-69
- Teaching Method and Educational Philosophy
Chapter 7 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 70-84
- Traveling and Lecturing All Over the World
Chapter 11 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 120-137
- World Records in Academic Achievements
Chapter 10 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 107-119
2016
- From miracle to crisis and the mirage of the post-crisis reform
Chapter 5 in Economic Catch-up and Technological Leapfrogging, 2016, pp 86-113
2005
- Hedging with Foreign-Listed Single Stock Futures
Chapter 8 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2005, pp 129-151 
Also in Chapter 8 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2004, pp 129-151 (2004) 
See also Working Paper Hedging with Foreign-listed Single Stock Futures, University Library of Munich, Germany (2005) (2005)
Editor
- Review of Pacific Basin Financial Markets and Policies (RPBFMP)
World Scientific Publishing Co. Pte. Ltd.
- Review of Quantitative Finance and Accounting
Springer
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