Cheng‐few Lee

Q: What Schools Are Affiliated With Cheng‐few Lee

Cheng‐few Lee is affiliated with the following schools: Rutgers University, University of Illinois Urbana-Champaign, University of Georgia, Kainan University

Cheng‐few Lee's AcademicInfluence.com Rankings

Cheng‐few Lee

Business

#740

World Rank

#813

Historical Rank

Finance

#78

World Rank

#83

Historical Rank

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Cheng‐few Lee's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Dynamic relationship between stock prices and exchange rates for G-7 countries (2001) (475)
Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation (1990) (291)
Futures hedge ratios: a review (2003) (195)
Stock Returns and Volatility on China's Stock Markets (2001) (194)
Efficient Market Hypothesis (EMH): Past, Present and Future (2008) (162)
DETERMINANTS OF CAPITAL STRUCTURE CHOICE: A STRUCTURAL EQUATION MODELING APPROACH (2009) (159)
Corporate Governance and Equity Liquidity: Analysis of S&P Transparency and Disclosure Rankings (2007) (146)
Cash Holdings, Corporate Governance Structure and Firm Valuation (2009) (145)
Statistics For Business And Financial Economics (1993) (138)
Handbook of Quantitative Finance and Risk Management (2010) (116)
Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets (2010) (114)
Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets (2000) (104)
Generalized Financial Ratio Adjustment Processes And Their Implications (1983) (103)
A CROSS‐SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL (1992) (98)
Analysis of the impacts of combining carbon taxation and emission trading on different industry sectors (2008) (86)
How Does Strategic Competition Affect Firm Values? A Study of New Product Announcements (2002) (82)
Hedging with the Nikkei index futures: The convential model versus the error correction model (1996) (82)
A new measure to compare the hedging effectiveness of foreign currency futures versus options (1994) (78)
Use of three stock index futures in hedging decisions (1985) (67)
A new application of fuzzy set theory to the Black-Scholes option pricing model (2005) (66)
Investment opportunities, free cash flow and market reaction to international joint ventures (2000) (66)
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio (2001) (63)
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios (2004) (63)
Intraday Return Volatility Process: Evidence from NASDAQ Stocks (2002) (62)
How the market judges bank risk (1986) (60)
Financial Analysis, Planning and Forecasting: Theory and Application (2008) (56)
Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market (2010) (55)
Stock return, risk, and legal environment around the world (2010) (53)
Wealth Effects of Private Equity Placements: Evidence from Singapore (2002) (50)
Corporate Finance: Theory, Method, and Applications (1989) (47)
Functional Form, Skewness Effect, and the Risk-Return Relationship (1977) (45)
A further empirical investigation of the dividend adjustment process (1987) (45)
A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model (2002) (45)
The Functional Form in Estimating the Density Gradient: An Empirical Investigation (1976) (44)
Functional Form, Density Gradient and Price Elasticity of Demand for Housing (1976) (42)
Forecasting bank failures and deposit insurance premium (1997) (41)
Effects of carbon taxes on different industries by fuzzy goal programming: A case study of the petrochemical-related industries, Taiwan (2007) (41)
On the aggregation of credit, market and operational risks (2015) (41)
The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications (1987) (40)
Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach (2013) (39)
Expectation Formation and the Financial Ratio Adjustment Processes (1988) (38)
Advances in Quantitative Analysis of Finance and Accounting (2004) (38)
Handbook of Financial Econometrics and Statistics (2015) (37)
Investment Horizon and the Functional Form of the Capital Asset Pricing Model (1976) (37)
Alternative statistical distributions for estimating value-at-risk: theory and evidence (2012) (37)
Applications of simultaneous equations in finance research: methods and empirical results (2016) (35)
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions (2004) (34)
Investor protection and convertible debt design (2009) (34)
Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis? (2010) (34)
Structural decomposition of CO2 emissions from Taiwan's petrochemical industries (2001) (33)
Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses (1977) (33)
The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective (2015) (33)
The evolution of capital asset pricing models (2014) (32)
A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options (2005) (32)
Beta stability and tendency : An application of a variable mean response regression model (1982) (32)
Dividend Policy, Equity Value, and Cost of Capital Estimates for the Property and Liability Insurance Industry (1980) (32)
Financial analysis and planning : theory and application (1985) (30)
The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach (1985) (30)
The elasticity of substitution in urban housing production: A VES approach (1979) (30)
Are Multiple Directorships Beneficial in East Asia? (2014) (30)
The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation (2009) (30)
Does Revenue Momentum Drive or Ride Earnings or Price Momentum (2012) (29)
Hedging with the NIKKEI Index Futures: Conventional Model Versus Error Correction Model (1996) (29)
Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence (2011) (29)
On multiple-class prediction of issuer credit ratings (2009) (28)
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model (2007) (28)
The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market (2004) (28)
Intra-Industry Effects of Delayed New Product Introductions (2007) (27)
The Stock Market and the Commodity Futures Market: Diversification and Arbitrage Potential (1985) (26)
Capital budgeting with multiple criteria and multiple decision makers (1996) (26)
Indirect tests of the Haugen‐Lakonishok small‐firm/January effect hypotheses: window dressing versus performance hedging (1998) (26)
Associations between Alternative Accounting Profitability Measures and Security Returns (1981) (26)
Technical, Fundamental, and Combined Information for Separating Winners from Losers (2015) (26)
Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach (1990) (25)
Bayesian and mixed estimators of time varying betas (1982) (25)
Time Aggregation and the Estimation of the Market Model: Empirical Evidence (1987) (25)
Effects of Executive Share Option Plans on Shareholder Wealth and Firm Performance: The Singapore Evidence (1999) (25)
Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan (2013) (24)
FUNCTIONAL FORM AND THE DIVIDEND EFFECT IN THE ELECTRIC UTILITY INDUSTRY (1976) (24)
Encyclopedia of finance (2013) (23)
Foundation of Portfolio Theory (2010) (23)
Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan (2014) (22)
On Accounting-based, Market-based and Composite-based Beta Predictions: Methods and Implications (1986) (22)
The Constant Elasticity of Variance Models: New Evidence from S&P 500 Index Options (2004) (22)
The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions (1981) (21)
Generalized Functional Form for Mutual Fund Returns (1980) (21)
A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees (2016) (21)
Managerial flexibility and the wealth effect of new product introductions (2013) (20)
On the Chinese Lunar New Year Effect in Six Asian Stock Markets: An Empirical Analysis (1991–2000) (2001) (20)
Evolution strategy based adaptive Lq penalty support vector machines with Gauss kernel for credit risk analysis (2012) (20)
An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns (1990) (20)
Variation in Stock Return Risks: An International Comparison (2009) (20)
Hedging and Optimal Hedge Ratios for International Index Futures Markets (2009) (20)
A random coefficient model to estimate a stochastic density gradient (1977) (20)
Security Analysis and Portfolio Management (1990) (20)
Security Analysis, Portfolio Management, and Financial Derivatives (2012) (19)
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios (2008) (18)
Time-Series Properties of Financial Series and Implications for Modeling (1996) (18)
A Fuzzy Real Option Valuation Approach to Capital budgeting under Uncertainty Environment (2010) (18)
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios (2008) (18)
An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance (2003) (18)
New evidence on timing and security selection skill of mutual funds (1991) (17)
The Impacts of Kurtosis on Risk Stationarity: Some Empirical Evidence (1985) (17)
Financial Analysis, Planning & Forecasting:Theory and Application (2016) (17)
Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan (2003) (16)
INSTITUTIONAL TRADING AND OPENING PRICE BEHAVIOR: EVIDENCE FROM A FAST‐EMERGING MARKET (2011) (16)
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis (2002) (16)
Financial statements based bank risk aggregation (2018) (16)
The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht (2007) (16)
Empirical Performance of the Constant Elasticity Variance Option Pricing Model (2009) (16)
Financial analysis and planning (1984) (16)
The Normal and Lognormal Distributions (2013) (16)
The information content of dividend hypothesis: A permanent income approach (1997) (15)
The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors (2004) (15)
Advances in Financial Planning and Forecasting (2008) (15)
Impacts of culture and communist orthodoxy on Chinese management / 1447 (1988) (15)
A multivariate test of the covariance-co-skewness restriction for the three moment CAPM (1996) (14)
The effects of the sample size, the investment horizon and market conditions on the validity of composite performance measures: a generalization (1986) (14)
Alternative Errors-in-Variables Models and Their Applications in Finance Research (2014) (13)
Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore (2002) (13)
Option prices and stock market momentum: evidence from China (2018) (13)
Merger and acquisitions: definitions, motives, and market responses (2013) (13)
Futures mispricing, order imbalance, and short-selling constraints (2013) (13)
Income measures, ownership, capacity ratios and the dividend decision of the non-life insurance industry : some empirical evidence / BEBR No. 699 (1982) (13)
A Note on the Interdependent Structure of Security Returns (1976) (13)
Two-stage models for the analysis of information content of equity-selling mechanisms choices (2009) (12)
Single vs simultaneous equation models in capital asset pricing: The role of firm-related variables (1980) (12)
How Does Strategic Competition Affect Firm Values (2002) (12)
The impact of market, industry, and interest rate risks on bank stock returns (1986) (12)
Time Aggregation, Coefficient of Determination and Systematic Risk of The Market Model* (1977) (12)
Financial Econometrics, Mathematics and Statistics (2019) (12)
Fuzzy multi-criteria decision-making for evaluating mutual fund strategies (2011) (11)
Binomial option pricing with stochastic parameters: A beta distribution approach (1991) (11)
ON THE INFLATION RISK PREMIUM (1995) (11)
On the Relationship between the Systematic Risk and the Investment Horizon (1976) (11)
Advances in Investment Analysis and Portfolio Management (1995) (11)
Foundations of Financial Management (1996) (11)
Multivariate regression tests of the arbitrage pricing theory: The instrumental-variables approach (1991) (11)
Asset pricing with disequilibrium price adjustment: theory and empirical evidence (2013) (10)
The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation (2017) (10)
Investor Legal Protection, Capitalized Development Costs, and Audit Fees: A Cross‐Country Analysis (2018) (10)
BLOCK RECURSIVE SYSTEMS IN ASSET PRICING MODELS (1976) (10)
Price, Earnings, and Revenue Momentum Strategies (2011) (10)
Corporate failure: definitions, methods, and failure prediction models (2013) (10)
Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options? (2016) (9)
Does quality of alternatives matter for internet banking (2008) (9)
Alternative methods to derive option pricing models: review and comparison (2016) (9)
Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach (2012) (9)
Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study (2012) (9)
Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns (1998) (9)
The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation (1976) (9)
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence (2009) (9)
Value Line Investment Survey Rank Changes and Beta Coefficients (1987) (8)
Dividend policy under conditions of capital market and signaling equilibria (1993) (8)
Derivations and Applications of Greek Letters: Review and Integration (2008) (8)
A Constant Elasticity of Variance (CEV) Family of Stock Price Distributions in Option Pricing, Review, and Integration (2010) (8)
Risk-Return Tradeoff, Income Measurement and Capital Asset Pricing for Life Insurers: An Empirical Investigation (1986) (8)
R-2GAM stochastic volatility model: flexibility and calibration (2015) (8)
Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? (2009) (8)
Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses (2016) (8)
Mispricing of Research and Development Investments in a Rapidly Emerging and Electronics-Dominated Market (2008) (8)
Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government (2011) (7)
Systematic risk, wage rates, and factor substitution (1995) (7)
Alternative Method for Determining Industrial bond Ratings: Theory and Empirical Evidence (2012) (7)
International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach (2010) (7)
An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model (1988) (7)
On Prediction of Financial Distress Using the Discrete-time Survival Model (2008) (7)
Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements (2013) (7)
A comparison of alternative models for estimating firm’s growth rate (2015) (7)
Fuzzy Multi-Criteria Decision-Making for Evaluating the performance of mutual funds (2005) (7)
Differential risk effect of inside debt, CEO compensation diversification, and firm investment (2020) (7)
The reactions to on-air stock reports: Prices, volume, and order submission behavior☆ (2017) (7)
A RANDOM COEFFICIENT MODEL FOR RE‐EXAMINING RISK DECOMPOSITION METHOD AND RISK‐RETURN RELATIONSHIP TEST (1979) (7)
Does managerial reluctance of dividend cuts signal future earnings? (2020) (7)
Financial analysis and planning: an overview (1983) (7)
Application of Alternative ODE in Finance and Economics Research (2010) (7)
Functional form of stock return model: Some international evidence (1997) (6)
A seemingly unrelated regressions approach to analyzing and forecasting financial ratios (1983) (6)
Study guide for statistics for business and financial economics, second edition, Cheng F. Lee, John C. Lee & Alice C. Lee (1999) (6)
Two Alternative Binomial Option Pricing Model Approaches to Derive Black-Scholes Option Pricing Model (2010) (6)
LINEAR CONDITIONAL EXPECTATION, RETURN DISTRIBUTIONS, AND CAPITAL ASSET PRICING THEORIES (1999) (6)
Bulls, bears, and value line's rankings (1995) (6)
Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model (2010) (6)
Random coefficient and errors-in-variables models for beta estimates: Methods and applications (1984) (6)
Financial econometrics, mathematics, statistics, and financial technology: an overall view (2020) (6)
Sampling distribution of the relative risk aversion estimator: Theory and applications (1995) (6)
Specification error, random coefficient and the risk-return relationship test in capital asset pricing / BEBR No. 676 (1980) (6)
Corporate Governance and Equity Liquidity: An Analysis of S&P Transparency and Disclosure Ranking (2005) (5)
A random coefficient model for reexamining risk decomposition method and risk-return relationship test / BEBR No. 376 (1977) (5)
Does equity market timing have a persistent impact on capital structure? Evidence from China (2020) (5)
Alternative Model to Evaluate Selectivity and Timing Performance of Mutual Fund Managers: Theory and Evidence (2010) (5)
The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk (1988) (5)
Alternative instruments for hedging inflation risk in the banking industry (1987) (5)
Capital Asset Pricing Model and Beta Forecasting (2010) (5)
BLOCK RECURSIVE SYSTEMS IN ASSET PRICING MODELS: AN EXTENSION (1978) (5)
Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market (2008) (5)
Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market (2009) (5)
Value-at-Risk Estimation via a Semi-parametric Approach: Evidence from the Stock Markets (2014) (5)
Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market (2009) (5)
Asian Economic Crisis and Asian Economic Outlook for the New Millennium (2001) (5)
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach (2019) (5)
Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective (1999) (5)
Application of Simultaneous Equation in Finance Research (2010) (5)
Rational Expectations and Financial Ratio Smoothing (1994) (4)
A Note On The Generalized Multibeta Capm (1994) (4)
Dividend policy and capital market theory: A generalized error-components model approach (1986) (4)
The Fuzzy Set and Data Mining Applications in Accounting and Finance (2010) (4)
A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market (2006) (4)
Measuring and Predicting Systemic Risk in the Chinese Banking System (2014) (4)
Corporate pension policy and capital structure decisions (1988) (4)
ERRORS‐IN‐VARIABLES ESTIMATION PROCEDURES WITH APPLICATIONS TO A CAPITAL ASSET PRICING MODEL* (1974) (4)
Sampling And Sampling Distributions (2013) (4)
Sampling Distributions and Central Limit Theorem (2016) (4)
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (2020) (4)
Multinomial Option Pricing Model (2010) (4)
Alternative Specifications and Estimation Methods for Determining Random Beta Coefficients: Comparison and Extensions (1996) (4)
Multifactor, Multi-indicator Approach to Asset Pricing: Method and Empirical Evidence (2015) (4)
A Dynamic CAPM with Supply Effect: Theory and Empirical Results (2009) (4)
Discriminant Analysis and Factor Analysis — Theory and Method (2016) (4)
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses (2007) (4)
Normal, Lognormal Distribution, and Option Pricing Model (2010) (3)
The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market (2004) (3)
Readings in investments (1980) (3)
Simulation and Its Application (2016) (3)
Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan (2012) (3)
Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan (2006) (3)
Discrete Random Variables and Probability Distributions (2013) (3)
Application of Fuzzy Set Theory to Finance Research: Method and Application (2010) (3)
Empirical Tests of Granger's Propositions on the Dividend Effect Controversy (1986) (3)
An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads (2009) (3)
Alternative methods for estimating firm’s growth rate (2013) (3)
Alternative Methods to Deal with Measurement Error (2020) (3)
Return, Risk and Cost of Equity for Stock S&L Firms: Theory and Empirical Results (1985) (3)
Index Models for Portfolio Selection (2010) (3)
A VES production function and urban land use : a theoretical and empirical investigation / BEBR No. 358 (1977) (3)
Simultaneous Equation Models (2019) (3)
Residual theory, partial adjustment, and information content on dividend payments decisions : an integration and extension / BEBR No. 760 (1981) (3)
Forecasting accuracy of alternative dividend models (1992) (2)
STATISTICAL DECISION THEORY: METHODS AND APPLICATIONS (2013) (2)
Financial analysis and planning: Theory and application : a book of readings (1983) (2)
Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions (2020) (2)
Simple Linear Regression and Correlation: Analyses and Applications (2013) (2)
Pricing credit card loans with default risks: a discrete-time approach (2010) (2)
Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis (2020) (2)
Alternative equity valuation models (2014) (2)
Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System (2019) (2)
Alternate approach to unify CAPM and APT (1992) (2)
Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression (2020) (2)
On a Simple Econometric Approach for Utility-Based Asset Pricing Model (2004) (2)
Book-tax differences, CEO overconfidence, and bank loan contracting (2021) (2)
Statistical Decision Theory (2016) (2)
Tests for the existence of a dynamic daily market model : methods and implications (1983) (2)
The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan (2009) (2)
Functional Forms for Performance Evaluation: Evidence from Closed-End Country Funds (2010) (2)
Linear and generalized functional form market models for electric utility firms (1989) (2)
An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management (2015) (2)
Rational expectations and corporate dividend policy (1991) (2)
Innovative Business Models in semiconductor Foundry Industry: from silicon Intellectual Property Perspectives (2011) (2)
AN INTER-TEMPROAL APPROACH TO THE OPTIMIZATION OF DIVIDEND POLICY WITH PRE-DETERMINED INVESTMENT: A FURTHER COMMENT (1977) (2)
A Brief Introduction to Capital Markets in Taiwan, R.O.C. (1998) (2)
Fama's hypotheses of the relationship between inflation and nominal interest rates : an international comparison (1984) (2)
Simultaneous Equation Models for Security Valuation (2012) (2)
Product market competition and real activities manipulation: Theory and implications (2021) (2)
Advances in Pacific Basin Business, Economics and Finance (1996) (2)
A Comparative Study of the Economies and Financial Markets in Pacific Basin Countries (1998) (1)
The stability of return, risk and the cost of capital for the electric utility industry (1985) (1)
Multivariate Analysis: Discriminant Analysis and Factor Analysis (2019) (1)
The Valuation of New Product Introductions under Uncertain Competition: A Real Option Approach (2003) (1)
Mutual fund tournament test : Do shareholders benefit from fund managers ’ risk-taking behavior (2004) (1)
Alternative Methods to Determine Optimal Capital Structure: Theory and Application (2010) (1)
Interactions of dividend and investment decisions under different growth opportunities : a signalling-theory approach / BEBR No.900 (1982) (1)
Political Institutions and Cost Stickiness: International Evidence (2021) (1)
Tests of a Partial Adjustment Model of Financial Ratios (1992) (1)
Fuzzy Multi-Criteria Decision Making to Select Mutual Funds Investment Style (2003) (1)
Time-Series Analysis: Components, Models, and Forecasting (2020) (1)
Second decade review of the annual conference on financial economics and accounting (2010) (1)
Pre-IT Policy, Post-IT Policy, and the Real Sphere in Turkey (2015) (1)
The Statistical Distribution Method, the Decision-Tree Method and Simulation Method for Capital Budgeting Decisions (2013) (1)
Evaluation of Small- and Medium-Sized Display Market Forecasts (2008) (1)
Accounting Information and Regression Analysis (2012) (1)
Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003 (2004) (1)
Forecast Performance of the Taiwan Weighted Stock Index (2015) (1)
Financial forecasting and the X-11 model : preliminary evidence (1984) (1)
Multistage compound real options: theory and application (2013) (1)
15th Annual Conference on Financial Economics and Accounting (2005) (1)
Trans-log functional form for the capital asset pricing model : theory and implications (1985) (1)
Implied Volatility: Theory and Empirical Method (2014) (1)
Data Collection And Presentation (2013) (1)
Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation (2020) (1)
A Generalized Model for Optimum Futures Hedge Ratio (2010) (1)
Recap of the Joint Symposium of the 11th Annual Conference on Financial Economics and Accounting and the 7th Mitsui Life Symposium on Global Financial Markets, November 3–4, 2000 (2001) (1)
The impacts of skewness and kurtosis on the risk estimation and determination / BEBR No.888 (1982) (1)
China-Concept Factor and Stock Returns in Taiwan (2008) (1)
Characteristics of Earnings-Leading Versus Price-Leading Firms (1997) (1)
Time aggregation, specification, and bank stock rates of return determination (1986) (1)
Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error (2020) (1)
Relative importance of current vs. permanent income for payment decisions in the electric utility industry (1985) (1)
Reexamining the Determinants of Capital Structure Using Structural Equation Modeling Approach (2003) (1)
Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives (2022) (1)
Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan (2008) (1)
Multi-criteria Decision Making for Evaluating Mutual Funds Investment Strategies (2015) (1)
Expectation formation and financial ratio adjustment process: A reply (1993) (1)
Managerial flexibility and the wealth effect of new product introductions (2012) (1)
Investment, Financing, Dividend, and Production Policies: Review and Integration (2021) (1)
Data Mining Applications in Accounting and Finance Context (2020) (1)
Determination of Capital Structure: A LISREL Model Approach (2015) (1)
Advances in investments analysis and portfolio management : a research annual (1991) (1)
Investment horizon, risk, and return in commodity futures markets / BEBR No. 738 (1981) (1)
Analysis of Variance and Chi-Square Tests (2013) (1)
Markowitz, miller, and sharpe: The first nobel laureates in finance (1991) (1)
Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 (2007) (1)
An ODE Approach for the Expected Discounted Penalty at Ruin in Jump Diffusion Model (Reprint) (2010) (1)
Recap of the Joint Symposium of the 13th Annual Conference on Financial Economics and Accounting and the 5th Maryland Finance Symposium, November 15–16, 2002 (2003) (1)
Econometric Approach to Financial Analysis, Planning, and Forecasting (2020) (1)
The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation (2016) (1)
A new approach to investigate dividend smoothing: Theoretical and empirical evidence (2019) (1)
Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech) (2007) (1)
Recap of the Joint Symposium of the 12th Annual Conference on Financial Economics and Accounting and the 9th Conference on Pacific Basin Finance, Economics, and Accounting, September 21–22, 2001 (2002) (1)
Application of Poisson Mixtures in the Estimation of Probability of Informed Trading (2015) (1)
Valuation and Capital Structure: A Review and Integration (2009) (1)
Recap of the 18th Annual Conference on Financial Economics and Accounting, October 26, 2007 to October 27, 2007 (2009) (1)
Capital Budgeting with Multiple Criteria and Multiple Decision Makers: A Fuzzy Approach (2001) (1)
Misfortune May Be a Blessing in Disguise (2017) (1)
Alternative Cost of Capital Analysis and Estimation (2009) (1)
The Economic Impact of Corporate Capital Expenditures: Focused Firms versus (2006) (1)
Introduction to Financial Econometrics and Statistics (2015) (1)
Time Series: Analysis, Model, and Forecasting (2019) (1)
The Binomial, Multinomial Distributions, and Option Pricing Model (2019) (1)
Multiple Linear Regression (2013) (1)
Credit Crunch and Saving Glut in Taiwan: Empirical Evidences☆ (2017) (1)
Application of Discriminant Analysis and Factor Analysis in Financial Management (2009) (1)
Probability Concepts and Their Analysis (2013) (1)
Measuring and interpreting time, firm, and ledger effects / BEBR No. 765 (1981) (1)
Alternative Methods for Estimating Hedge Ratio: Review, Intergration, and Empirical Ecidence (2009) (1)
Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence (2020) (1)
Numerical Summary Measures (2013) (1)
Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014 (2015) (0)
FRONT MATTER (2020) (0)
Help from President Lee Teng-hui (2017) (0)
Active and Interdisciplinary Approach to Teach Corporate Finance (2022) (0)
VG NGARCH Versus GARJI Model for Asset Price Dynamics (2020) (0)
Current vs. permanent dividend payments behavioral model : methods and appliations / BEBR No.904 (1982) (0)
Editing Journals and Writing Books (2017) (0)
Risk measures of options in continuous and discrete models (2018) (0)
Histograms and the Rate of Returns of JPM and JNJ (2016) (0)
Data Collection, Presentation, and Yahoo Finance (2016) (0)
The Uses and Calculation of Market Indexes (2012) (0)
FRONT MATTER (2020) (0)
An integrated time series cross-contract analysis of the option on index futures (1985) (0)
Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 (2018) (0)
Mathematics and Chemistry at Chien Kuo (C.K.) High School (2017) (0)
Applications of simultaneous equations in finance research: methods and empirical results (2015) (0)
Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier : lognormal vs. normal distribution / BEBR No. 761 (1981) (0)
Alternative Security Valuation Model: Theory and Empirical Results (2020) (0)
Portfolio Analysis and Option Strategies (2016) (0)
The Economics of and Accounting for Lease Transactions (2021) (0)
Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference (2021) (0)
Empirical evidence of some aspects on temporal aggregation problem in estimating beta coefficients (1984) (0)
Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010 (2011) (0)
Single-Index Model, Multiple-Index Model, and Portfolio Selection (2020) (0)
Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion (2020) (0)
Experience in Training Ph.D. Students in Finance and Accounting (2017) (0)
Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis (2020) (0)
Market information vs. accounting information in capital asset pricing : a complementary analysis / BEBR No. 414 (1977) (0)
Synthetic Options, Portfolio Insurance, and Contingent Immunization (2020) (0)
Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship (1976) (0)
Options and Option Strategies: Theory and Empirical Results (2020) (0)
Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 (2013) (0)
Bond Valuation and Analysis (2012) (0)
Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015 (2016) (0)
Credit, Cash, Marketable Securities and Inventory Management (2016) (0)
Special Editorial Page (2022) (0)
Dividend policies of non-life insurance companies : a theoretical and empirical analysis / BEBR No. 491 (1978) (0)
Specification errors, residual analysis and capital asset pricing / BEBR No. 656 (1980) (0)
Applications of Fixed Effect Models to Managerial Risk-taking Incentives (2022) (0)
Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications (2020) (0)
A GENERALIZED RANDOM COEFFICIENT DIVIDEND BEHAVIOR MODEL: SOME EMPIRICAL EVIDENCE (1979) (0)
Factor Copula for Defaultable Basket Credit Derivatives (2015) (0)
Alternative switching regression techniques for detecting structural changes : an application to the common stock returns of merging firms / BEBR No. 391 (1977) (0)
Option Price and Stock Market Momentum in China (2020) (0)
Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management (2009) (0)
Exchange Rate Risk in the U.S. Stock Market: A Pooled Panel Data Regression Approach (2018) (0)
From East to West: Memoirs of a Finance Professor on Academia, Practice, and Policy (2016) (0)
An analytical and empirical comparison of alternative cost of equity capital estimation methods / 953 (1983) (0)
Determination and Applications of Nominal and Real Rates-of-Return in Financial Analysis (2009) (0)
An integrated model of corporate pension policy and capital structure decision : a liability-based approach (1986) (0)
Microsoft Excel Approach to Estimating Alternative Option Pricing Models (2016) (0)
Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019 (2020) (0)
Capturing Equity Risk Premia (2012) (0)
Decision Tree and Microsoft Excel Approach for Option Pricing Model (2020) (0)
FRONT MATTER (2020) (0)
Accounting Information, Regression Analysis, and Financial Management (2009) (0)
Hedge Ratio and Time-Series Analysis (2019) (0)
R-2GAM stochastic volatility model: flexibility and calibration (2014) (0)
Alternative approaches to the effect of unfunded pension liabilities on share prices / 989 (1983) (0)
Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions (2020) (0)
1 GIG and GH Distributions 1 . 1 The Generalized Hyperbolic Distributions (2007) (0)
Professional Techniques Used in Excel and Excel VBA Techniques (2016) (0)
Alternative Models for Evaluating Convertible Bond: Review and Integration (2013) (0)
Normal, Log-Normal Distribution, and Option Pricing Model (2012) (0)
Dividend Policy Theory, Practice, and Empirical Evidence (2016) (0)
Investigating the structure of international interest rates with simultaneous equation models / BEBR No. 354 (1976) (0)
Bivariate Option Pricing Models (2010) (0)
Recap of second conference on financial economics and accounting (1992) (0)
Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005 (2007) (0)
The structure of international interest rates under different exchange rate regimes : an econometric analysis / BEBR No.934 (1982) (0)
Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014 (2015) (0)
Commodity Futures, Financial Futures, and Stock-Index Futures (2012) (0)
A RE-EXAHINATION OF THE EFFECTIVENESS OF DIVIDEND POLICY: A POOLED TIME-SERIES AND CROSS-SECTIONAL DATA APPROACH (2011) (0)
Group Decision-Making Tools for Managerial Accounting and Finance Applications (2014) (0)
The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions (2020) (0)
Cash, Marketable Securities, and Inventory Management (2009) (0)
Numerical Summary Measures on Rate of Returns of Amazon, Walmart, and the S&P 500 (2016) (0)
Introduction to Valuation Theories (2012) (0)
Performance-measure approaches for selecting optimum portfolios (2010) (0)
An integration of random coefficient and errors-in-variables models for beta estimates / BEBR No.880 (1982) (0)
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (2020) (0)
Interaction of Financing, Investment and Dividend Policies (2016) (0)
Impacts of rate-base methods on firm operating elasticity and capital structure : theory and evidence / BEBR No. 795 (1981) (0)
Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015 (2016) (0)
Futures Valuation and Hedging (2012) (0)
Leasing: Practices and Theoretical Developments (2009) (0)
Support Vector Machines Based Methodology for Credit Risk Analysis (2020) (0)
Mergers: Theory and Evidence (2009) (0)
Elementary Applications of Programming Techniques in Working-Capital Management (2009) (0)
Alternative Methods to Estimate Implied Variance (2016) (0)
Bond Portfolio Management, Swap Strategy, Duration, and Convexity (2020) (0)
A Review of the “Geweke Causality Analysis on Development Strategies of Jiangsu and Taiwan” (2015) (0)
Hedging with Foreign-Listed Single Stock Futures (2004) (0)
Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018 (2019) (0)
Option Pricing Theory and Firm Valuation (2010) (0)
Participation in Taiwanese Democratic Movements (2017) (0)
Stochastic Volatility Option Pricing Models (2019) (0)
An evaluation of the distributional and causal relationships between the stock and commodity futures market indices / BEBR No. 740 (1981) (0)
Short-Term Financing (2016) (0)
Alternative Methods to Derive Statistical Distribution of Sharpe Performance Measure: Review, Comparison, and Extension (2013) (0)
Estimation and Statistical Quality Control (2013) (0)
Random coefficient, measurement errors, and the capital asset pricing model / BEBR No. 651 (1980) (0)
Itô’s Calculus: Derivation of the Black–Scholes Option Pricing Model (2019) (0)
Abstract–Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation (1975) (0)
Hedge Ratios: Theory and Applications (2016) (0)
Reexamination of the M&M dividend policy hypothesis under capital asset pricing model / BEBR No. 406 (1977) (0)
Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model (2012) (0)
Risk and Return Trade-Off Analysis (2009) (0)
Three alternative errors-in-variable estimation methods : a review and extension / BEBR No. 788 (1981) (0)
Application of the Characteristic Function in Financial Research (2010) (0)
Innovative and Active Approach to Teaching Finance (2017) (0)
Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management (2011) (0)
Does individual auditor quality contribute to firm value? Evidence from the market valuation on corporate cash holdings (2022) (0)
Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998 (1998) (0)
Economic Relationships and Outlook of China, U.S., and Taiwan (2002) (0)
Price, Earnings, and Revenue Momentum Strategie (2010) (0)
Review of REIT and MBS (2013) (0)
The stability of urban spatial structure : an empirical investigation / BEBR No. 769 (1981) (0)
On the measurement errors and ranking of composite performance measures / BEBR No. 641 (1980) (0)
Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution (2019) (0)
Does Revenue Momentum Drive or Ride Earnings or Price Momentum? (2013) (0)
Does managerial reluctance of dividend cuts signal future earnings? (2020) (0)
Pricing Fair Deposit Insurance: Structural Model Approach (2020) (0)
Alternative errors-in-variables beta estimates and their implications to capital asset pricing determination / BEBR No.873 (1982) (0)
Advances in financial planning and forecasting : a research annual (1985) (0)
Relationship with Ex-Governor of the Central Bank Dr. Kuo-shu Liang (2017) (0)
Introduction to VBA Programming (2016) (0)
Conditional vs. unconditional efficiency in beta forecasting : methods and evidence / BEBR No.885 (1982) (0)
Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 (2015) (0)
Three Alternative Methods in Testing Capital Asset Pricing Model (2019) (0)
On the aggregation of credit, market and operational risks (2013) (0)
Expectation Formation and Financial Ratio Adjustment: A Reply (1993) (0)
Recap of the 31st Annual Conference on Financial Economics and Accounting, November 5-6, 2021 (2022) (0)
World Records in Academic Achievements (2017) (0)
Portfolio Insurance and Synthetic Options (2012) (0)
Simultaneous-Equation Models for Financial Planning (2009) (0)
Capital Budgeting Under Uncertainty (2009) (0)
Revisiting the momentum effect in Taiwan: The role of persistency (2023) (0)
Other Continuous Distributions (2016) (0)
Options Strategies and Their Applications (2010) (0)
The elasticity of substitution between land and capital in single-family housing / BEBR No. 375 (1977) (0)
Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison (2020) (0)
Does the CAPM under inflation differ from the APT under inflation (1985) (0)
Other Continuous Distributions and Moments for Distributions (2013) (0)
A simultaneous test of the intertemporal capital asset pricing model, the arbitrage pricing theory, and the index model (1985) (0)
Teaching Method and Educational Philosophy (2017) (0)
My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government (2017) (0)
Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis (2020) (0)
Two Alternative Binomial Option Pricing Model Approaches to Derive Black–Scholes Option Pricing Model (2019) (0)
One Decade Review of the Annual Conference on Financial Economics and Accounting (2000) (0)
Statistical Distributions, European Option, American Option, and Option Bounds (2020) (0)
International Diversification and Asset Pricing (2012) (0)
A generalized linear combination approach to investigate the relationship between APT and CAPM / 990 (1983) (0)
Short-Term Financial Analysis and Planning (2009) (0)
Further evidence on the beta stability and tendency : an application of a variable mean response regression model / BEBR No. 731 (1980) (0)
A DSS Approach to Managing the Risks of Online Trading (2000) (0)
Application of Intertemporal CAPM on International Corporate Finance (2020) (0)
Mutual fund rates of return generating process : a generalized functional form approach / BEBR No.552 (1979) (0)
The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective (2013) (0)
A stochastic analysis of business and financial risk / BEBR No.356 (1976) (0)
Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018 (2019) (0)
Specifying the demand equations for crude oil, coal, and natural gas (1976) (0)
How the Market Judges Bank Risk? An Empirical Comparison between US and China (2014) (0)
Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019 (2020) (0)
CAPITAL‐LAND SUBSTITUTION AND URBAN LAND USE REVISITED (1977) (0)
Life Begins at 70 (2017) (0)
Options and Option Strategies (2012) (0)
Introduction to Financial Econometrics, Mathematics, and Statistics (2019) (0)
Happy Childhood of Kites and Geese (2017) (0)
Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 (2012) (0)
Spurious Regression and Data Mining in Conditional Asset Pricing Models (2019) (0)
Financial econometrics, mathematics, statistics, and financial technology: an overall view (2020) (0)
Recap of third conference on financial economics and accounting (1992) (0)
FRONT MATTER (2020) (0)
A specification analysis of the demand for crude oil / BEBR No. 366 (1977) (0)
The single vs. simultaneous equation model in capital asset pricing / BEBR No. 492 (1978) (0)
Equity Supply and Equity Market Timing on Capital Structure (2017) (0)
Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management (2008) (0)
Preface to 'Advances in Quantitative Analysis in Financial and Accounting: Essays in Microstructure' in Honor of David K. Whitcomb (Vol. 3) (2006) (0)
Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 (2015) (0)
International Portfolio Management: Theory and Method (2010) (0)
Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study (2015) (0)
Security Analysis and Mutual Fund Performance (2012) (0)
Greek Letters and Portfolio Insurance (2016) (0)
Contributions to Taiwan’s Economic and Financial Policies (2017) (0)
Terms and Essays (2013) (0)
The generalized Rubinstein/Stein covariance operator and its application to the estimation of real systematic risk (1987) (0)
Some empirical issues for estimating stock index futures hedge ratios (1985) (0)
Ratio, difference, regression, and jackknife estimation methods in auditing : a synthesis analysis / BEBR No. 430 (1977) (0)
Fixed Effects Versus Random Effects in Finance Research (2019) (0)
The equilibrium APT and control portfolio decisions (1984) (0)
STOCHASTIC ANALYSIS OF EARNINGS AND LEVERAGE MEASURES (1983) (0)
Recap of Fifth Conference on Financial Economics and Accounting and the third Mitsui life symposium on global financial markets (1995) (0)
Forecasting Implied Volatilities for Options on Index Futures: Time-Series and Cross-Sectional Analysis versus Constant Elasticity of Variance (CEV) Model (2017) (0)
Sampling properties of composite performance measures and their implications / BEBR No. 541 (1979) (0)
The evolution of capital asset pricing models (2013) (0)
BACK MATTER (2020) (0)
Measuring and interpreting current permanent and transitory earnings and dividends : methods and applications / BEBR No. 815 (1981) (0)
RECAP OF NINTH CONFERENCE ON FINANCIAL ECONOMICS AND ACCOUNTING (1999) (0)
Pension Accounting, Inside Debt, and Capital Structure (2021) (0)
The Efficient-Market Hypothesis and Security Valuation (2012) (0)
Traveling and Lecturing All Over the World (2017) (0)
Contributions of quarterly time series components analysis to corporate finance theory and planning / BEBR No. 675 (1980) (0)
INTERACTIONS OF DIVIDENDS AND INVESTMENT: A TEST OF THE JOHN AND WILLIAMS SIGNALLING EQUILIBRIUM MODEL (1986) (0)
Long-Range Financial Planning — A Linear-Programming Modeling Approach (2009) (0)
The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization (2020) (0)
The Signaling Effects of Foreign Banking Relationships and Foreign Bank Collaterals on Firm Value (2010) (0)
Displaced Log Normal and Lognormal American Option Pricing: A Comparison (2010) (0)
Alternative methods to derive option pricing models: review and comparison (2015) (0)
Risk Estimation and Diversification (2009) (0)
Errors-in-Variables and Reverse Regression (2020) (0)
Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA) (2011) (0)
Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value (2020) (0)
Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach (2020) (0)
Introduction to Excel Programming (2016) (0)
Some effects of utility regulation on firm operating and financial strategies / BEBR No. 421 (1977) (0)
Hedge Ratio and Time Series Analysis (2020) (0)
Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 (2013) (0)
A re-examination of the effectiveness of dividend policy : a pooled time-series and cross-sectional data approach / BEBR No.558 (1979) (0)
Alternative Methods to Derive Option Pricing Models (2019) (0)
Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 (2018) (0)
SIMPLE LINEAR REGRESSION AND THE CORRELATION COEFFICIENT (2013) (0)
Preface to 'Advances in Quantitative Analysis of Finance and Accounting' (Volume 4) (2006) (0)
Other Topics in Applied Regression Analysis (2019) (0)
FUNCTIONAL FORM AND CAPITAL ASSET PRICING (1985) (0)
Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting (2006) (0)
Composite performance measures and risk proxies : sample size, investment horizon and market condition / BEBR No. 412 (1977) (0)
Contributions to Taiwan’s Management Education (2017) (0)
The Evolution of Capital Asset Pricing Models: Update and Extension (2020) (0)
Common Stock: Return, Growth, and Risk (2012) (0)
FREQUENCY DISTRIBUTIONS AND DATA ANALYSES (2013) (0)
The Value of the Tax Deferral Option (2020) (0)
公司治理與股票流動性：S&P透明度與揭露評等之分析 (2004) (0)
Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning (2020) (0)
Happy Family Life (2017) (0)
THE EXISTENCE OF RISK PREMIUMS UNDER UNCERTAIN INFLATION: THEORY AND EVIDENCE (1986) (0)
Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (2020) (0)
Bond Portfolios: Management and Strategy (2012) (0)
A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees (2016) (0)
An analysis of nonlinearities in asset pricing : methods and implications (1984) (0)
Overview of Finance Theory and Quantitative Finance: Past, Present, and Future (2009) (0)
Sources of Risks and Their Determination (2012) (0)
Sampling Surveys: Methods and Applications (2013) (0)
Alternative Methods to Estimate Implied Variance: Review and Comparison (2018) (0)
Introduction to Special Issue on Financial Market and Healthcare in COVID-19 Pandemic: From the Perspective of Data Science (2022) (0)
Lead Independent Director and Earnings Management (2022) (0)
Fundamental Analysis, Technical Analysis, and Mutual Fund Performance (2020) (0)
Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 (2012) (0)
Alternative statistical distributions for estimating value-at-risk: theory and evidence (2011) (0)
Forty Three Years of a Challenging and Rewarding Academic Career (2017) (0)
Generalized Hyperbolic Distributions in Futures Hedge (2005) (0)
Alternative Methods for Determining Option Bounds: A Review and Comparison (2020) (0)
Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference (2007) (0)
A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications (2020) (0)
Residual and Regression Assumption Analysis (2016) (0)
Inflation and capital asset pricing determination : a theoretical and empirical investigation / BEBR No.901 (1982) (0)
Capital market equilibrium under market imperfections and incompleteness : the dividend signalling approach / 1429 (1988) (0)
Index Numbers and Stock Market Indexes (2013) (0)
A comparison of alternative models for estimating firm’s growth rate (2015) (0)
Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison (2020) (0)
Taiwan's foreign investment, exports and financial analysis (1989) (0)
A Bayesian approach to estimate the time varying security beta / BEBR No. 501 (1978) (0)
The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht (2020) (0)
Valuation of Bonds and Stocks (2016) (0)
Dividend Policy and Empirical Evidence (2009) (0)
Comparative Static Analysis of the Option Pricing Models (2012) (0)
Investment horizon, risk proxies and mutual fund performance : an empirical investigation / BEBR No. 513 (1978) (0)
Essentials of Excel VBA, Python, and R (2022) (0)
Real vs. nominal rates of return matrices in portfolio management : a statistical analysis / BEBR No. 422 (1977) (0)
Market Model, CAPM, and Beta Forecasting (2020) (0)
A VG-NGARCH Model for Impacts of Extreme Events on Stock Returns (2015) (0)
Binomial Option Pricing Model Decision Tree Approach (2016) (0)
Maturity and nonstationarity of convertible bond beta : theory and evidence / 1173 (1985) (0)
Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model (2020) (0)
The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity (2020) (0)
Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments? (2021) (0)
Allocations of permanent and transitory earnings between retained earnings and dividend payments / BEBR No. 726 (1980) (0)

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