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Details about Cheng Few Lee

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Workplace:Department of Finance and Economics, Business, Rutgers University-Newark, (more information at EDIRC)

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

  1. Japanese Yen as an alternative vehicle currency in Asian
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. ASEAN-5+3 AND US STOCK MARKETS INTERDEPENDENCE BEFORE, DURING AND AFTER ASIAN FINANCIAL CRISIS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. THE ASEAN-5 FUTURE CURRENCY: MAASTRICHT CRITERIA
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2005

  1. Hedging with Foreign-listed Single Stock Futures
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Chapter Hedging with Foreign-Listed Single Stock Futures, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2005) Downloads (2005)

2003

  1. 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 Downloads
    Also in Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley (2003) Downloads

1999

  1. Information Cascades in Multi-Agent Models
    Working Papers, California Irvine - School of Social Sciences View citations (1)

1998

  1. Life Cycle Savings in the United States, 1900-1990
    CPE working papers, University of Chicago - Centre for Population Economics Downloads View citations (3)

1994

  1. Hedonic Index of Wartime Mortality and Older Age Mortality (July)
    CPE working papers, University of Chicago - Centre for Population Economics

1993

  1. 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

  1. 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

  1. Alternative instruments for hedging inflation risk in the banking industry
    Staff Memoranda, Federal Reserve Bank of Chicago View citations (1)

1986

  1. The impact of market, industry, and interest rate risks on bank stock returns
    Staff Memoranda, Federal Reserve Bank of Chicago

1985

  1. 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

  1. Labor Market Status of Older Males in Early Twentieth Century America
    CPE working papers, University of Chicago - Centre for Population Economics Downloads View citations (1)
  2. 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 Downloads View citations (4)
  3. The Expected Length of Retirement in the United States, 1850-1990
    CPE working papers, University of Chicago - Centre for Population Economics Downloads View citations (1)

Journal Articles

2021

  1. Differential risk effect of inside debt, CEO compensation diversification, and firm investment
    Review of Quantitative Finance and Accounting, 2021, 56, (2), 505-543 Downloads View citations (6)
  2. 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 Downloads
  3. Does managerial reluctance of dividend cuts signal future earnings?
    Review of Quantitative Finance and Accounting, 2021, 56, (2), 453-478 Downloads View citations (4)
  4. Investment, Financing, Dividend, and Production Policies: Review and Integration
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (03), 1-48 Downloads View citations (2)
  5. Product market competition and real activities manipulation: Theory and implications
    International Review of Economics & Finance, 2021, 74, (C), 192-205 Downloads View citations (2)
  6. 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 Downloads
  7. Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression
    Econometrics and Statistics, 2021, 18, (C), 117-142 Downloads View citations (1)

2020

  1. Does equity market timing have a persistent impact on capital structure? Evidence from China
    The British Accounting Review, 2020, 52, (1) Downloads View citations (4)
  2. Financial econometrics, mathematics, statistics, and financial technology: an overall view
    Review of Quantitative Finance and Accounting, 2020, 54, (4), 1529-1578 Downloads View citations (2)
  3. 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 Downloads
  4. 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 Downloads

2019

  1. 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 Downloads View citations (1)
    Also in The International Journal of Accounting (TIJA), 2019, 54, (01), 1-34 (2019) Downloads View citations (1)
  2. 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 Downloads
  3. 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 Downloads
  4. Review Of Hydrogen Fuel For Internal Combustion Engines
    Journal of Mechanical Engineering Research & Developments (JMERD), 2019, 42, (3), 35-46 Downloads View citations (5)
  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 Downloads
    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) Downloads (2020)

2018

  1. Alternative Methods to Estimate Implied Variance: Review and Comparison
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2018, 21, (04), 1-28 Downloads
  2. Financial statements based bank risk aggregation
    Review of Quantitative Finance and Accounting, 2018, 50, (3), 673-694 Downloads View citations (11)
  3. Option prices and stock market momentum: evidence from China
    Quantitative Finance, 2018, 18, (9), 1517-1529 Downloads View citations (8)
  4. 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 Downloads
  5. 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 Downloads

2017

  1. 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 Downloads
  2. 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 Downloads View citations (4)
  3. The reactions to on-air stock reports: Prices, volume, and order submission behavior
    Pacific-Basin Finance Journal, 2017, 44, (C), 27-46 Downloads View citations (2)

2016

  1. A comparison of alternative models for estimating firm’s growth rate
    Review of Quantitative Finance and Accounting, 2016, 47, (2), 369-393 Downloads View citations (1)
  2. A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees
    Review of Accounting Studies, 2016, 21, (4), 1287-1326 Downloads 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) Downloads View citations (1) (2020)
  3. Alternative methods to derive option pricing models: review and comparison
    Review of Quantitative Finance and Accounting, 2016, 47, (2), 417-451 Downloads
    See also Chapter Alternative Methods to Derive Option Pricing Models: Review and Comparison, World Scientific Book Chapters, 2020, 3573-3617 (2020) Downloads (2020)
  4. Applications of simultaneous equations in finance research: methods and empirical results
    Review of Quantitative Finance and Accounting, 2016, 47, (4), 943-971 Downloads View citations (12)
  5. 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 Downloads View citations (4)
  6. 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 Downloads
    Also in Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (01), 1-15 (2015) Downloads
  7. 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 Downloads
  8. Technical, fundamental, and combined information for separating winners from losers
    Pacific-Basin Finance Journal, 2016, 39, (C), 224-242 Downloads View citations (9)
    See also Chapter Technical, Fundamental, and Combined Information for Separating Winners from Losers, World Scientific Book Chapters, 2020, 3319-3365 (2020) Downloads (2020)

2015

  1. Alternative errors-in-variables models and their applications in finance research
    The Quarterly Review of Economics and Finance, 2015, 58, (C), 213-227 Downloads View citations (2)
  2. Forecast Performance of the Taiwan Weighted Stock Index
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (03), 1-16 Downloads
  3. On the aggregation of credit, market and operational risks
    Review of Quantitative Finance and Accounting, 2015, 44, (1), 161-189 Downloads View citations (12)
  4. R-2GAM stochastic volatility model: flexibility and calibration
    Review of Quantitative Finance and Accounting, 2015, 45, (3), 463-483 Downloads View citations (3)
  5. 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 Downloads
  6. 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 Downloads
  7. 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 Downloads View citations (15)

2014

  1. Are Multiple Directorships Beneficial in East Asia?
    Accounting and Finance, 2014, 54, (3), 999-1032 Downloads View citations (10)
  2. Does revenue momentum drive or ride earnings or price momentum?
    Journal of Banking & Finance, 2014, 38, (C), 166-185 Downloads View citations (17)
    See also Chapter Does Revenue Momentum Drive or Ride Earnings or Price Momentum?, World Scientific Book Chapters, 2020, 3263-3318 (2020) Downloads (2020)
  3. Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan
    International Review of Economics & Finance, 2014, 29, (C), 409-425 Downloads View citations (5)
  4. 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 Downloads
  5. Recurrent de novo mutations implicate novel genes underlying simplex autism risk
    Nature Communications, 2014, 5, (1), 1-6 Downloads
  6. The evolution of capital asset pricing models
    Review of Quantitative Finance and Accounting, 2014, 42, (3), 415-448 Downloads View citations (5)

2013

  1. Asset pricing with disequilibrium price adjustment: theory and empirical evidence
    Quantitative Finance, 2013, 13, (2), 227-239 Downloads
    See also Chapter Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence, World Scientific Book Chapters, 2020, 3491-3516 (2020) Downloads (2020)
  2. 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 Downloads View citations (10)
  3. Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements
    Pacific-Basin Finance Journal, 2013, 25, (C), 157-180 Downloads View citations (4)
  4. Futures mispricing, order imbalance, and short-selling constraints
    International Review of Economics & Finance, 2013, 25, (C), 408-423 Downloads View citations (8)
  5. Managerial flexibility and the wealth effect of new product introductions
    Review of Quantitative Finance and Accounting, 2013, 41, (2), 273-294 Downloads View citations (8)
  6. 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 Downloads
  7. Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach
    Journal of Banking & Finance, 2013, 37, (4), 1205-1222 Downloads 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) Downloads (2020)

2012

  1. ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE
    International Journal of Information Technology & Decision Making (IJITDM), 2012, 11, (06), 1215-1235 Downloads 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) Downloads (2020)
  2. Alternative statistical distributions for estimating value-at-risk: theory and evidence
    Review of Quantitative Finance and Accounting, 2012, 39, (3), 309-331 Downloads View citations (9)
  3. 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 Downloads View citations (3)
  4. 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 Downloads View citations (3)
  5. 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 Downloads
  6. 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 Downloads
  7. 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 Downloads
  8. 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 Downloads View citations (3)
  9. Robust vehicle routing problem with deadlines and travel time/demand uncertainty
    Journal of the Operational Research Society, 2012, 63, (9), 1294-1306 Downloads View citations (33)
  10. 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 Downloads View citations (3)

2011

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (3)
  3. Fuzzy multi-criteria decision-making for evaluating mutual fund strategies
    Applied Economics, 2011, 43, (24), 3405-3414 Downloads View citations (2)
  4. 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 Downloads
  5. 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 Downloads View citations (2)
  6. Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence
    Journal of Corporate Finance, 2011, 17, (3), 483-501 Downloads 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) Downloads (2020)
  7. Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities
    American Journal of Public Health, 2011, 101, (4), 587-595 Downloads View citations (5)
  8. 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 Downloads
  9. 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 Downloads
  10. 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 Downloads
  11. 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 Downloads View citations (3)

2010

  1. 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 Downloads View citations (2)
  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 Downloads View citations (21)
  3. 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 Downloads View citations (1)
  4. 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 Downloads View citations (14)
  5. Second decade review of the annual conference on financial economics and accounting
    Review of Quantitative Finance and Accounting, 2010, 35, (3), 335-370 Downloads
  6. Stock return, risk, and legal environment around the world
    International Review of Economics & Finance, 2010, 19, (1), 95-105 Downloads View citations (22)

2009

  1. A dynamic CAPM with supply effect: Theory and empirical results
    The Quarterly Review of Economics and Finance, 2009, 49, (3), 811-828 Downloads View citations (3)
    See also Chapter A Dynamic CAPM with Supply Effect: Theory and Empirical Results, World Scientific Book Chapters, 2020, 3517-3544 (2020) Downloads (2020)
  2. 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 Downloads View citations (2)
  3. Cash Holdings, Corporate Governance Structure and Firm Valuation
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (03), 475-508 Downloads View citations (48)
  4. 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 Downloads 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) Downloads (2020)
  5. Empirical Performance of the Constant Elasticity Variance Option Pricing Model
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 177-217 Downloads View citations (14)
    See also Chapter Empirical Performance of the Constant Elasticity Variance Option Pricing Model, World Scientific Book Chapters, 2020, 1903-1942 (2020) Downloads (2020)
  6. Hedging and Optimal Hedge Ratios for International Index Futures Markets
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (04), 593-610 Downloads View citations (10)
  7. Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization
    Chaos, Solitons & Fractals, 2009, 40, (5), 2569-2575 Downloads
  8. 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 Downloads View citations (1)
  9. Investor protection and convertible debt design
    Journal of Banking & Finance, 2009, 33, (6), 985-995 Downloads View citations (15)
  10. Japanese Yen as an Alternative Vehicle Currency in Asian Countries
    The IUP Journal of Monetary Economics, 2009, VII, (2), 6-16 View citations (3)
  11. On multiple‐class prediction of issuer credit ratings
    Applied Stochastic Models in Business and Industry, 2009, 25, (5), 535-550 Downloads View citations (6)
  12. 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 Downloads
  13. 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 Downloads
  14. 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 Downloads View citations (1)
  15. The Linkages of Asian and the US Stock Markets
    The IUP Journal of Financial Economics, 2009, VII, (2), 74-90 View citations (4)
  16. 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 Downloads
  17. The economic cost of environmental factors among North Carolina children living in substandard housing
    American Journal of Public Health, 2009, 99, (S3), S666-674
  18. Two-stage models for the analysis of information content of equity-selling mechanisms choices
    Journal of Business Research, 2009, 62, (1), 123-133 Downloads View citations (6)
  19. Variation in Stock Return Risks: An International Comparison
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 245-266 Downloads View citations (6)

2008

  1. China-Concept Factor and Stock Returns in Taiwan
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (01), 99-122 Downloads
  2. 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 Downloads View citations (4)
  3. Does quality of alternatives matter for internet banking?
    International Journal of Electronic Finance, 2008, 2, (2), 162-179 Downloads
  4. EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS
    International Journal of Information Technology & Decision Making (IJITDM), 2008, 07, (03), 517-528 Downloads
  5. Efficient Market Hypothesis (EMH): Past, Present and Future
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2008, 11, (02), 305-329 Downloads View citations (68)
  6. 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 Downloads
  7. 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 Downloads
  8. Specification analysis of corporate equity financing decision: a conditional residual approach
    Review of Quantitative Finance and Accounting, 2008, 31, (4), 395-423 Downloads View citations (5)
  9. 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 Downloads
  10. 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 Downloads View citations (1)

2007

  1. An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
    Finance and Stochastics, 2007, 11, (3), 323-355 Downloads 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) Downloads (2020)
  2. Intra-Industry Effects of Delayed New Product Introductions
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (03), 415-443 Downloads View citations (7)
  3. 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 Downloads
  4. 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 Downloads
  5. 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 Downloads
  6. Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses
    Review of Quantitative Finance and Accounting, 2007, 28, (2), 163-185 Downloads View citations (1)
  7. 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 Downloads 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) Downloads (2020)

2006

  1. 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 Downloads View citations (4)
  2. 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 Downloads
  3. Inventory control in the presence of an electronic marketplace
    European Journal of Operational Research, 2006, 174, (2), 797-815 Downloads View citations (5)
  4. 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 Downloads
  5. 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 Downloads
  6. 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 Downloads

2005

  1. 15th Annual Conference on Financial Economics and Accounting
    Review of Quantitative Finance and Accounting, 2005, 25, (1), 73-83 Downloads View citations (1)
  2. 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 Downloads
    Also in Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 747-765 (2005) Downloads

2004

  1. 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 Downloads View citations (17)
  2. Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
    Review of Quantitative Finance and Accounting, 2004, 22, (2), 141-169 Downloads View citations (14)
  3. On a Simple Econometric Approach for Utility-Based Asset Pricing Model
    Review of Quantitative Finance and Accounting, 2004, 22, (4), 331-344 Downloads View citations (1)
  4. 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 Downloads View citations (1)
  5. 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 Downloads
  6. 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 Downloads View citations (2)

2003

  1. An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance
    Review of Quantitative Finance and Accounting, 2003, 20, (4), 415-33 Downloads View citations (3)
  2. Futures hedge ratios: a review
    The Quarterly Review of Economics and Finance, 2003, 43, (3), 433-465 Downloads View citations (92)
  3. 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 Downloads View citations (6)

2002

  1. 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 Downloads View citations (13)
  2. 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 Downloads View citations (11)
  3. How Does Strategic Competition Affect Firm Values?
    Financial Management, 2002, 31, (2) View citations (9)
  4. Intraday Return Volatility Process: Evidence from NASDAQ Stocks
    Review of Quantitative Finance and Accounting, 2002, 19, (2), 155-80 Downloads View citations (20)
  5. 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 Downloads View citations (4)
  6. Telecommunications Reforms In Malaysia
    Annals of Public and Cooperative Economics, 2002, 73, (4), 521-540 Downloads View citations (7)
  7. Wealth Effects of Private Equity Placements: Evidence from Singapore
    The Financial Review, 2002, 37, (2), 165-183 Downloads View citations (13)

2001

  1. Dynamic relationship between stock prices and exchange rates for G-7 countries
    The Quarterly Review of Economics and Finance, 2001, 41, (4), 477-490 Downloads View citations (134)
  2. On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio
    Journal of Futures Markets, 2001, 21, (6), 581-598 Downloads View citations (4)

2000

  1. A DSS Approach to Managing the Risks of Online Trading
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2000, 03, (03), 413-427 Downloads
  2. 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 Downloads View citations (4)
  3. Investment opportunities, free cash flow and market reaction to international joint ventures
    Journal of Banking & Finance, 2000, 24, (11), 1747-1765 Downloads View citations (26)
  4. 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 Downloads View citations (6)

1999

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (6)

1998

  1. 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 Downloads
  2. A taste for live fish: Hong Kong's live reef fish market
    Naga, 1998, 21, (2), 38-42 Downloads View citations (1)
  3. 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)
  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)
  5. 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 Downloads
  6. 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 Downloads View citations (2)

1997

  1. Characteristics of Earnings-Leading versus Price-Leading Firms
    Review of Quantitative Finance and Accounting, 1997, 8, (3), 229-44 Downloads View citations (1)

1995

  1. Systematic risk, wage rates, and factor substitution
    Journal of Economics and Business, 1995, 47, (3), 267-279 Downloads

1994

  1. A NOTE ON THE GENERALIZED MULTIBETA CAPM
    Mathematical Finance, 1994, 4, (1), 67-68 Downloads
  2. A new measure to compare the hedging effectiveness of foreign currency futures versus options
    Journal of Futures Markets, 1994, 14, (6), 685-707 Downloads View citations (21)

1992

  1. Forecasting accuracy of alternative dividend models
    International Review of Economics & Finance, 1992, 1, (3), 261-270 Downloads View citations (1)
  2. Production of freshwater prawns in the Mekong Delta
    Naga, 1992, 15, (2), 24-26 Downloads

1990

  1. 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 Downloads View citations (6)
  2. Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation
    The Journal of Business, 1990, 63, (2), 261-78 Downloads View citations (67)

1989

  1. Linear and generalized functional form market models for electric utility firms
    Journal of Economics and Business, 1989, 41, (3), 213-223 Downloads View citations (1)

1988

  1. 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

  1. How the market judges bank risk
    Economic Perspectives, 1986, 10, (Nov), 25-31 Downloads View citations (17)

1981

  1. Associations between Alternative Accounting Profitability Measures and Security Returns
    Journal of Financial and Quantitative Analysis, 1981, 16, (1), 71-93 Downloads View citations (4)

1978

  1. 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 Downloads

Books

2017

  1. From East to West:Memoirs of a Finance Professor on Academia, Practice, and Policy
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

1973

  1. Physical Science Today
    Lester Ingber Books, Lester Ingber View citations (1)

Edited books

2020

  1. Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes)
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2015

  1. Handbook of Financial Econometrics and Statistics
    Springer Books, Springer View citations (37)

2008

  1. Advances in Quantitative Analysis of Finance and Accounting
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (1)

2007

  1. Advances in Quantitative Analysis of Finance and Accounting
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2006

  1. Advances in Quantitative Analysis of Finance and Accounting
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (1)
  2. 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. Downloads

2005

  1. Advances in Quantitative Analysis of Finance and Accounting:New Series
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2004

  1. Advances in Quantitative Analysis of Finance and Accounting:New Series
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

Chapters

2020

  1. 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 Downloads
  2. 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 Downloads
    See also Journal Article A dynamic CAPM with supply effect: Theory and empirical results, Elsevier (2009) Downloads View citations (3) (2009)
  3. 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 Downloads View citations (1)
    See also Journal Article A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees, Springer (2016) Downloads View citations (8) (2016)
  4. 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 Downloads
    See also Journal Article ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE, World Scientific Publishing Co. Pte. Ltd. (2012) Downloads View citations (1) (2012)
  5. 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 Downloads
  6. Alternative Methods to Deal with Measurement Error
    Chapter 37 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 1439-1484 Downloads
  7. 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 Downloads
    See also Journal Article Alternative methods to derive option pricing models: review and comparison, Springer (2016) Downloads (2016)
  8. Alternative Security Valuation Model: Theory and Empirical Results
    Chapter 90 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3143-3192 Downloads
  9. 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 Downloads
  10. 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 Downloads
    See also Journal Article An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model, Springer (2007) Downloads View citations (9) (2007)
  11. 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 Downloads
  12. 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 Downloads
  13. Application of Intertemporal CAPM on International Corporate Finance
    Chapter 12 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 485-517 Downloads
  14. 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 Downloads
  15. 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 Downloads
    See also Journal Article Asset pricing with disequilibrium price adjustment: theory and empirical evidence, Taylor & Francis Journals (2013) Downloads (2013)
  16. 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 Downloads
  17. Bond Portfolio Management, Swap Strategy, Duration, and Convexity
    Chapter 88 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3059-3098 Downloads
  18. 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 Downloads
  19. 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 Downloads
  20. Data Mining Applications in Accounting and Finance Context
    Chapter 21 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 823-857 Downloads
  21. 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 Downloads
  22. 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 Downloads
    See also Journal Article Does revenue momentum drive or ride earnings or price momentum?, Elsevier (2014) Downloads View citations (17) (2014)
  23. Econometric Approach to Financial Analysis, Planning, and Forecasting
    Chapter 5 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 225-274 Downloads
  24. 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 Downloads
  25. 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 Downloads
    See also Journal Article Empirical Performance of the Constant Elasticity Variance Option Pricing Model, World Scientific Publishing Co. Pte. Ltd. (2009) Downloads View citations (14) (2009)
  26. 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 Downloads
    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) Downloads View citations (2) (2009)
  27. Errors-in-Variables and Reverse Regression
    Chapter 75 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2547-2563 Downloads
  28. 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 Downloads
  29. 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 Downloads
  30. 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 Downloads
  31. Fundamental Analysis, Technical Analysis, and Mutual Fund Performance
    Chapter 87 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3001-3058 Downloads
  32. Hedge Ratio and Time Series Analysis
    Chapter 11 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 431-483 Downloads
  33. 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 Downloads View citations (1)
  34. 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 Downloads
  35. 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 Downloads
  36. 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 Downloads View citations (1)
  37. Market Model, CAPM, and Beta Forecasting
    Chapter 79 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2673-2711 Downloads
  38. 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 Downloads
    See also Journal Article Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence, Elsevier (2011) Downloads View citations (16) (2011)
  39. Option Price and Stock Market Momentum in China
    Chapter 103 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3619-3647 Downloads View citations (1)
  40. Options and Option Strategies: Theory and Empirical Results
    Chapter 83 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2839-2884 Downloads
  41. 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 Downloads
  42. Pricing Fair Deposit Insurance: Structural Model Approach
    Chapter 15 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 583-602 Downloads
  43. 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 Downloads
  44. 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 Downloads
  45. 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 Downloads
  46. 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 Downloads
  47. 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 Downloads View citations (2)
  48. 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 Downloads
    See also Journal Article Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach, Elsevier (2013) Downloads View citations (12) (2013)
  49. Synthetic Options, Portfolio Insurance, and Contingent Immunization
    Chapter 89 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 3099-3141 Downloads
  50. 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 Downloads
    See also Journal Article Technical, fundamental, and combined information for separating winners from losers, Elsevier (2016) Downloads View citations (9) (2016)
  51. 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 Downloads
  52. 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 Downloads
  53. 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 Downloads
    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) Downloads (2019)
  54. 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 Downloads
    See also Journal Article The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht, World Scientific Publishing Co. Pte. Ltd. (2007) Downloads View citations (6) (2007)
  55. 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 Downloads
  56. 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 Downloads
  57. Time-Series Analysis: Components, Models, and Forecasting
    Chapter 26 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 979-1024 Downloads
  58. 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 Downloads
  59. 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 Downloads
  60. 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 Downloads

2017

  1. 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 Downloads
  2. 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 Downloads
  3. 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 Downloads
  4. 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 Downloads
  5. 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 Downloads
  6. 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 Downloads
  7. Happy Family Life
    Chapter 4 in From East to West Memoirs of a Finance Professor on Academia, Practice, and Policy, 2017, pp 31-41 Downloads
  8. 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 Downloads
  9. 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 Downloads
  10. 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 Downloads
  11. 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 Downloads
  12. 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 Downloads
  13. 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 Downloads
  14. 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 Downloads
  15. 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 Downloads
  16. 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 Downloads
  17. 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 Downloads
  18. 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 Downloads

2016

  1. 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 Downloads

2005

  1. Hedging with Foreign-Listed Single Stock Futures
    Chapter 8 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2005, pp 129-151 Downloads
    Also in Chapter 8 in Advances In Quantitative Analysis Of Finance And Accounting New Series, 2004, pp 129-151 (2004) Downloads

    See also Working Paper Hedging with Foreign-listed Single Stock Futures, University Library of Munich, Germany (2005) Downloads (2005)

Editor

  1. Review of Pacific Basin Financial Markets and Policies (RPBFMP)
    World Scientific Publishing Co. Pte. Ltd.
  2. Review of Quantitative Finance and Accounting
    Springer
 
Page updated 2025-02-06