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Cheng Few Lee

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Royfaizal, R. C & Lee, C & Mohamed, Azali, 2007. "Asean-5+3 And Us Stock Markets Interdependence Before, During And After Asian Financial Crisis," MPRA Paper 10263, University Library of Munich, Germany.

    Cited by:

    1. Gurcharan Singh Pritam Singh, 2010. "Chinese and Indian Stock Market Linkages with Developed Stock Markets," Asian Journal of Finance & Accounting, Macrothink Institute, vol. 2(2), pages 2139-2139, December.

  2. M., Azali & Wong, K. S. Kelly & Lee, C. & Shafinaz, Ahmad Nazar, 2007. "The Asean-5 Future Currency: Maastricht Criteria," MPRA Paper 10272, University Library of Munich, Germany.

    Cited by:

    1. Zaenal Mutaqin & Masaru Ichihashi, 2012. "The Role of Maastricht Criteria and Membership in Determining Convergence in the Eurozone and ASEAN: A Panel Data Analysis," IDEC DP2 Series 2-7, Hiroshima University, Graduate School for International Development and Cooperation (IDEC).

  3. De Vany, A. & Lee, C., 1999. "Information Cascades in Multi-Agent Models," Papers 99-00-05, California Irvine - School of Social Sciences.

    Cited by:

    1. Alexis Dantec & Florence Levy, 2005. "Stars et box office : un état des approches théoriques et empiriques," Documents de Travail de l'OFCE 2005-13, Observatoire Francais des Conjonctures Economiques (OFCE).

  4. C. Lee, 1998. "Life Cycle Savings in the United States, 1900-1990," CPE working papers 0014, University of Chicago - Centre for Population Economics.

    Cited by:

    1. Sebnem Kalemli-Ozcan & David Weil, 2002. "Mortality Change, the Uncertainty Effect, and Retirement," Macroeconomics 0212006, University Library of Munich, Germany.
    2. Naeem Akram, 2023. "Household’s Saving Behaviour in Pakistan: A Micro-Data Analysis," Studies in Microeconomics, , vol. 11(2), pages 139-156, August.
    3. Naeem AKRAM & Muhammad Irfan AKRAM, 2015. "Savings Behaviour In Muslim And Non-Muslim Countries In Context To The Interest Rate," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 25(2), pages 161-177.

  5. Anthony Chan & Carl R. Chen & Cheng-Few Lee & Shafiqur Rahman, 1990. "A cross-sectional analysis of mutual funds' market timing and security selection skill," Research Paper 9014, Federal Reserve Bank of New York.

    Cited by:

    1. Tim Jenkinson & Stefan Morkoetter & Thomas Wetzer, 2018. "Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?," Working Papers on Finance 1813, University of St. Gallen, School of Finance.

  6. Gary D. Koppenhaver & Cheng-Few Lee, 1987. "Alternative instruments for hedging inflation risk in the banking industry," Staff Memoranda 87-5, Federal Reserve Bank of Chicago.

    Cited by:

    1. Mr. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 2009/090, International Monetary Fund.

  7. Elijah Brewer & Cheng-Few Lee, 1985. "The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach," Proceedings 72, Federal Reserve Bank of Chicago.

    Cited by:

    1. Tran, Dung Viet & Nguyen, Cuong, 2023. "Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline," Research in International Business and Finance, Elsevier, vol. 65(C).
    2. Vasiliki Makri, 2016. "Towards an Investigation of Credit Risk Determinants in Eurozone Countries," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 27-57, March.
    3. Prakash Singh & Sukriti Kumar, 2018. "Risks in banks and its impact on volatility of market returns: an empirical approach," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, vol. 17(2), pages 125-138.
    4. Haq, Mamiza & Heaney, Richard, 2012. "Factors determining European bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 696-718.

  8. C. Lee, "undated". "Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940," CPE working papers 0011, University of Chicago - Centre for Population Economics.

    Cited by:

    1. Gardner, John & Gratton, Brian & Moen, Jon, 2018. "Re-estimating the Gainful Employment Rate of Older Men: the United States, 1870 to 1930," MPRA Paper 88729, University Library of Munich, Germany.
    2. Chulhee Lee, 2009. "Technological Changes and Employment of Older Manufacturing Workers in Early Twentieth Century America," NBER Working Papers 14746, National Bureau of Economic Research, Inc.
    3. Alexander Elu Teran, 2006. "The work of Spanish men. A quantitative analysis based on census data, 1900-1970," Working Papers in Economics 153, Universitat de Barcelona. Espai de Recerca en Economia.
    4. Karen Kopecky, 2005. "The Trend in Retirement," Economie d'Avant Garde Research Reports 12, Economie d'Avant Garde.

  9. C. Lee, "undated". "The Expected Length of Retirement in the United States, 1850-1990," CPE working papers 0013, University of Chicago - Centre for Population Economics.

    Cited by:

    1. Sebnem Kalemli-Ozcan & David Weil, 2002. "Mortality Change, the Uncertainty Effect, and Retirement," Macroeconomics 0212006, University Library of Munich, Germany.

  10. C. Lee, "undated". "Labor Market Status of Older Males in Early Twentieth Century America," CPE working papers 0012, University of Chicago - Centre for Population Economics.

    Cited by:

    1. Tayatat Kanjanapipatkul, 2003. "Pensions and Labor Force Participation of Civil War Veterans," NBER Chapters, in: Health and Labor Force Participation over the Life Cycle: Evidence from the Past, pages 231-252, National Bureau of Economic Research, Inc.

Articles

  1. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.

    Cited by:

    1. Jiang Cheng & Hung-Gay Fung & Tzu-Ting Lin & Min-Ming Wen, 2024. "CEO optimism and the use of credit default swaps: evidence from the US life insurance industry," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 169-194, July.
    2. Azra Zaimovic & Adna Omanovic & Almira Arnaut-Berilo, 2021. "How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature," JRFM, MDPI, vol. 14(11), pages 1-30, November.
    3. Sanjukta Brahma & Agyenim Boateng & Sardar Ahmad, 2023. "Board overconfidence and M&A performance: evidence from the UK," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1363-1391, May.
    4. Qingyuan Yang & Shaorong Xu, 2022. "The Relationship between the Political Connections and Green Innovation Development of Chinese Enterprises—Empirical Analysis Based on Panel Data of Chinese A-Share Listed Companies," Sustainability, MDPI, vol. 14(20), pages 1-18, October.
    5. Khalil Jebran & Shihua Chen & Wanying Cai, 2022. "Excess of everything is bad: CEO greed and corporate policies," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1577-1607, November.
    6. Chia-Chi Lu & Carl Hsin-han Shen & Pai-Ta Shih & Wei‐Che Tsai, 2023. "Option implied riskiness and risk-taking incentives of executive compensation," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1143-1160, April.

  2. James Juichia Lin & Cheng-Few Lee, 2021. "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 453-478, February.

    Cited by:

    1. Mike Adams & Wei Jiang & Tianshu Ma, 2024. "CEO power, corporate risk management, and dividends: disentangling CEO managerial ability from entrenchment," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 683-717, February.
    2. Anshu Agrawal, 2021. "Impact of Elimination of Dividend Distribution Tax on Indian Corporate Firms Amid COVID Disruptions," JRFM, MDPI, vol. 14(9), pages 1-38, September.
    3. Bai-Sian Chen & Hong-Yi Chen & Hsiao-Yin Chen & Fang-Chi Lin, 2022. "Corporate growth and strategic payout policy," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 641-669, August.
    4. Khelifa Mazouz & Yuliang Wu & Rabab Ebrahim & Abhijit Sharma, 2023. "Dividend policy, systematic liquidity risk, and the cost of equity capital," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 839-876, April.

  3. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.

    Cited by:

    1. Huang, Yin-Siang & Lee, Cheng-Few & Lin, Chih-Yung, 2023. "Applications of fixed effect models to managerial risk-taking incentives," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 249-261.

  4. Cheng Few Lee & Alice C. Lee, 2021. "Investment, Financing, Dividend, and Production Policies: Review and Integration," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-48, September.

    Cited by:

    1. Bashir Zahid & Rafique Zulqurnain Zeeshan & Toor Kashif Naseer, 2022. "How do dynamic financing decisions explain the behavior of dividend payout policies?: An Empirical Study of Listed Pakistani Manufacturing Firms," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(1), pages 1-15, March.
    2. Bai-Sian Chen & Hong-Yi Chen & Hsiao-Yin Chen & Fang-Chi Lin, 2022. "Corporate growth and strategic payout policy," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 641-669, August.

  5. Lee, Cheng-Few & Sung, Hao-Chang, 2021. "Product market competition and real activities manipulation: Theory and implications," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 192-205.

    Cited by:

    1. Kęstutis Peleckis, 2022. "Application of the Multicriteria Method Seeking to Assess Concentration, and Its Effects on Competition in the Manufacturing Sector," Sustainability, MDPI, vol. 14(19), pages 1-30, September.
    2. Kęstutis Peleckis, 2022. "Application of the Fuzzy VIKOR Method to Assess Concentration and Its Effects on Competition in the Energy Sector," Energies, MDPI, vol. 15(4), pages 1-16, February.

  6. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).

    Cited by:

    1. Lian, Yujun & Wang, Jun & Huang, Manqi, 2024. "Fast or slow: Unveiling the speed of market leverage adjustment in China," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    2. Xu, Rong & Liu, Yaodong & Hu, Nan & Guo, Jie (Michael), 2022. "What drives individual investors in the bear market?," The British Accounting Review, Elsevier, vol. 54(6).
    3. Lin, James Juichia & Shi, Wei-Zhong & Tsai, Li-Fang & Yu, Min-Teh, 2022. "Corporate cash and the Firm's life-cycle: Evidence from dual-class firms," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 27-48.
    4. Chang-Chih Chen & Kung-Cheng Ho & Hui-Min Li & Min-Teh Yu, 2023. "Impact of information disclosure ratings on investment efficiency: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 471-500, February.

  7. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

    Cited by:

    1. Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021. "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1033-1060, October.
    2. May Huaxi Zhang & Stanley Iat-Meng Ko & Andreas Karathanasopoulos & Chia Chun Lo, 2022. "A two-step quantile regression method for discretionary accounting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 1-22, July.

  8. M. Faizal & L. S. Chuah & C. Lee & A. Hameed & J. Lee & M. Shankar, 2019. "Review Of Hydrogen Fuel For Internal Combustion Engines," Journal of Mechanical Engineering Research & Developments (JMERD), Zibeline International Publishing, vol. 42(3), pages 35-46, April.

    Cited by:

    1. Zbigniew Stępień, 2021. "A Comprehensive Overview of Hydrogen-Fueled Internal Combustion Engines: Achievements and Future Challenges," Energies, MDPI, vol. 14(20), pages 1-26, October.
    2. Maciej Bajerlein & Wojciech Karpiuk & Beata Kurc & Rafał Smolec & Marek Waligórski, 2024. "Refining Combustion Dynamics: Dissolved Hydrogen in Diesel Fuel within Turbulent-Flow Environments," Energies, MDPI, vol. 17(11), pages 1-16, May.
    3. Santanu Kumar Dash & Suprava Chakraborty & Michele Roccotelli & Umesh Kumar Sahu, 2022. "Hydrogen Fuel for Future Mobility: Challenges and Future Aspects," Sustainability, MDPI, vol. 14(14), pages 1-22, July.
    4. Behdad Shadidi & Gholamhassan Najafi & Talal Yusaf, 2021. "A Review of Hydrogen as a Fuel in Internal Combustion Engines," Energies, MDPI, vol. 14(19), pages 1-20, September.
    5. Kamil Wróbel & Justyna Wróbel & Wojciech Tokarz & Jakub Lach & Katarzyna Podsadni & Andrzej Czerwiński, 2022. "Hydrogen Internal Combustion Engine Vehicles: A Review," Energies, MDPI, vol. 15(23), pages 1-13, November.

  9. Nan-Ting Kuo & Cheng-Few Lee, 2019. "Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 54(01), pages 1-34, March.

    Cited by:

    1. Wang, Jiangyuan & Fan, Wenlin & Wang, Zhixiao, 2024. "Tax incentives and earnings management: A study based on accelerated depreciation policy in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 281-296.

  10. Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.

    Cited by:

    1. Harkin, Sean M. & Mare, Davide S. & Crook, Jonathan N., 2017. "Average Pay in Banks: Do Agency Problems and Bank Performance Matter?," MPRA Paper 81249, University Library of Munich, Germany.
    2. Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara, 2020. "Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S," International Review of Financial Analysis, Elsevier, vol. 71(C).
    3. Davide Salvatore Mare & Dieter Gramlich, 2021. "Risk exposures of European cooperative banks: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 1-23, January.
    4. Mehrzad Azmi Shabestari & Kevin Moffitt & Bharat Sarath, 2020. "Did the banking sector foresee the financial crisis? Evidence from risk factor disclosures," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 647-669, August.
    5. Xin Long Xu & Chao Sun & Yi Li & Nidi Zhou, 2020. "The Effects of Environmental Management and Debt Financing on Sustainable Financial Growth in the Tourism Industry," SAGE Open, , vol. 10(3), pages 21582440209, August.
    6. Wei, Lu & Miao, Xiyuan & Jing, Haozhe & Liu, Zhidong & Xie, Zezhong, 2023. "Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts," Finance Research Letters, Elsevier, vol. 57(C).
    7. Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian, 2019. "Bank risk aggregation with forward-looking textual risk disclosures," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    8. Cullen F. Goenner, 2024. "Robust lessons learned from bank failures during the Great Financial Crisis," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 449-498, February.
    9. Peter Backé & Sandra Dvorsky, 2018. "Enlargement of the euro area toward CESEE: progress and perspectives," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 43-56.
    10. Zhu, Xiaoqian & Wei, Lu & Li, Jianping, 2021. "A two-stage general approach to aggregate multiple bank risks," Finance Research Letters, Elsevier, vol. 40(C).

  11. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng-Few Lee, 2018. "Option prices and stock market momentum: evidence from China," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1517-1529, September.

    Cited by:

    1. Yu, Xiao-Jian & Wang, Zi-Ling & Xiao, Wei-Lin, 2020. "Is the nonlinear hedge of options more effective?—Evidence from the SSE 50 ETF options in China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    2. Yibing Chen & Cheng-Few Lee & John Lee & Jow-Ran Chang, 2018. "Alternative Methods to Estimate Implied Variance: Review and Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-28, December.
    3. Da Dong & Qingfu Liu & Pingping Tao & Zhiliang Ying, 2021. "The pricing mechanism between ETF option and spot markets in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1286-1300, August.
    4. Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin, 2024. "The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency," Papers 2408.06661, arXiv.org.
    5. Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan, 2023. "The evolvement of momentum effects in China: Evidence from functional data analysis," Research in International Business and Finance, Elsevier, vol. 64(C).
    6. Zaremba, Adam & Mikutowski, Mateusz & Szczygielski, Jan Jakub & Karathanasopoulos, Andreas, 2021. "The alpha momentum effect in commodity markets," Energy Economics, Elsevier, vol. 93(C).
    7. Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024. "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, maste," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    8. Chen, Zhonglu & Liang, Chao & Umar, Muhammad, 2021. "Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?," Resources Policy, Elsevier, vol. 74(C).

  12. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.

    Cited by:

    1. Fernando García & Jairo González-Bueno & Javier Oliver & Nicola Riley, 2019. "Selecting Socially Responsible Portfolios: A Fuzzy Multicriteria Approach," Sustainability, MDPI, vol. 11(9), pages 1-14, April.
    2. Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
    3. Iqbal Owadally & Jean-René Mwizere & Neema Kalidas & Kalyanie Murugesu & Muhammad Kashif, 2021. "Long-Term Sustainable Investment for Retirement," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    4. Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.

  13. Chiao, Chaoshin & Lin, Tung-Ying & Lee, Cheng-Few, 2017. "The reactions to on-air stock reports: Prices, volume, and order submission behavior," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 27-46.

    Cited by:

    1. Aziz Simsir, Serif & Simsek, Koray D., 2022. "The market impact of private information before corporate Announcements: Evidence from Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    2. Ersan, Oguz & Simsir, Serif Aziz & Simsek, Koray D. & Hasan, Afan, 2021. "The speed of stock price adjustment to corporate announcements: Insights from Turkey," Emerging Markets Review, Elsevier, vol. 47(C).

  14. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.

    Cited by:

    1. Cao, Lihong & Du, Yan & Hansen, Jens Ørding, 2017. "Foreign institutional investors and dividend policy: Evidence from China," International Business Review, Elsevier, vol. 26(5), pages 816-827.
    2. Mousa Sharaf Adin Hezam Saleh & Yusnidah Ibrahim & Hanita Kadir Shahar, 2020. "The Simultaneous Effect of Corporate Ownership on Dividends and Capital Structure: Malaysian Evidence," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 46-62, December.
    3. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
    4. Tutun Mukherjee & Som Sankar Sen, 2022. "Impact of CEO attributes on corporate reputation, financial performance, and corporate sustainable growth: evidence from India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-50, December.
    5. Apergis, Nicholas & Chasiotis, Ioannis & Georgantopoulos, Andreas G. & Konstantios, Dimitrios, 2021. "The integration of share repurchases into investment decision-making: Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 78(C).
    6. Le, Huong Nguyen Quynh & Nguyen, Thai Vu Hong & Schinckus, Christophe, 2021. "Bank efficiency, market structure and strategic interaction: Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 56(C).
    7. Huang, Yin-Siang & Lee, Cheng-Few & Lin, Chih-Yung, 2023. "Applications of fixed effect models to managerial risk-taking incentives," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 249-261.
    8. Mahmoudian, Fereshteh & Lu, Jing & Yu, Dongning & Nazari, Jamal A. & Herremans, Irene M., 2021. "Inter-and intra-organizational stakeholder arrangements in carbon management accounting," The British Accounting Review, Elsevier, vol. 53(1).
    9. Shoaib Khan & Tahir Akhtar & Ameen Qasem, 2024. "Dynamics of capital structure determinants: empirical evidence from GCC countries," Future Business Journal, Springer, vol. 10(1), pages 1-18, December.
    10. Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.
    11. Ngo, Thanh & Trinh, Hai Hong & Haouas, Ilham & Ullah, Subhan, 2022. "Examining the bidirectional nexus between financial development and green growth: International evidence through the roles of human capital and education expenditure," Resources Policy, Elsevier, vol. 79(C).
    12. Li, Shengfeng & Hoque, Hafiz & Thijssen, Jacco, 2021. "Firm financial behaviour dynamics and interactions: A structural vector autoregression approach," Journal of Corporate Finance, Elsevier, vol. 69(C).

  15. Chen, Hong-Yi & Lee, Cheng-Few & Shih, Wei K., 2016. "Technical, fundamental, and combined information for separating winners from losers," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 224-242.

    Cited by:

    1. Ardalankia, Jamshid & Osoolian, Mohammad & Haven, Emmanuel & Jafari, G. Reza, 2020. "Scaling features of price–volume cross correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    2. Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021. "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(6), pages 1565-1582, January.
    3. B. Senthil Arasu & Desti Kannaiah & Nancy Christina J. & Malik Shahzad Shabbir, 2021. "Selection of Variables in Data Envelopment Analysis for Evaluation of Stock Performance," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 46(3), pages 337-353, August.
    4. Chen, Hong-Yi & Yang, Sharon S., 2020. "Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
    5. Irfan Safdar & Michael Neel & Babatunde Odusami, 2022. "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1709-1740, May.
    6. Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd. Sukor, 2020. "Long-Term, Short-Term and Time-Varying Profitability of Reversals: The Role of Market State and Volatility," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 501-520.
    7. Hong‐Yi Chen & Pin‐Huang Chou & Chia‐Hsun Hsieh, 2018. "Persistency of the momentum effect," European Financial Management, European Financial Management Association, vol. 24(5), pages 856-892, November.
    8. Ali Fayyaz Munir & Mohd Edil Abd. Sukor & Shahrin Saaid Shaharuddin, 2022. "Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia," SAGE Open, , vol. 12(1), pages 21582440211, January.
    9. Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari, 2019. "Scaling Features of Price-Volume Cross-Correlation," Papers 1903.01744, arXiv.org, revised Aug 2020.

  16. Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee, 2016. "A comparison of alternative models for estimating firm’s growth rate," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 369-393, August.

    Cited by:

    1. Murat Ocak & Derya Fındık, 2019. "The Impact of Intangible Assets and Sub-Components of Intangible Assets on Sustainable Growth and Firm Value: Evidence from Turkish Listed Firms," Sustainability, MDPI, vol. 11(19), pages 1-23, September.

  17. Chin-Chen Chien & Cheng-Few Lee & She Chih Chiu, 2016. "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), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-22, March.

    Cited by:

    1. Tiantian Gu & Anand Venkateswaran, 2018. "Firm-supplier relations and managerial compensation," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 621-649, October.
    2. Wei Huang & Tingting Ying & Yun Shen, 2018. "Executive cash compensation and tax aggressiveness of Chinese firms," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 1151-1180, November.
    3. Li-Hsun Wang & Chu-Hsiung Lin & Erin H. Kao & Hung-Gay Fung, 2017. "Good deeds earn chits? Evidence from philanthropic family controlled firms," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 765-783, October.
    4. Huiqi Gan, 2019. "Does CEO managerial ability matter? Evidence from corporate investment efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1085-1118, May.

  18. Nan-Ting Kuo & Cheng-Few Lee, 2016. "A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees," Review of Accounting Studies, Springer, vol. 21(4), pages 1287-1326, December.

    Cited by:

    1. Luca Menicacci, 2022. "Financial reporting and book-tax conformity: A review of the issues," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2022(1), pages 41-77.
    2. Sun, Xuan Sean & Habib, Ahsan & Bhuiyan, Md. Borhan Uddin, 2020. "Workforce environment and audit fees: International evidence," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
    3. Guanming He & Helen Mengbing Ren & Richard Taffler, 2020. "The impact of corporate tax avoidance on analyst coverage and forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 447-477, February.
    4. Markus Widmann & Florian Follert & Matthias Wolz, 2021. "What is it going to cost? Empirical evidence from a systematic literature review of audit fee determinants," Management Review Quarterly, Springer, vol. 71(2), pages 455-489, April.
    5. Moore, Jared A. & Xu, Li, 2018. "Book-tax differences and costs of private debt," Advances in accounting, Elsevier, vol. 42(C), pages 70-82.
    6. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    7. Climent-Serrano, Salvador & Bustos-Contell, Elisabeth & Labatut-Serer, Gregorio & Rey-Martí, Andrea, 2018. "Low-cost trends in audit fees and their impact on service quality," Journal of Business Research, Elsevier, vol. 89(C), pages 345-350.
    8. Audrey Hsu & Cheng-Few Lee & Sophia Liu, 2022. "Book-tax differences, CEO overconfidence, and bank loan contracting," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 437-472, February.
    9. Wang, Jiangyuan & Fan, Wenlin & Wang, Zhixiao, 2024. "Tax incentives and earnings management: A study based on accelerated depreciation policy in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 281-296.

  19. Jianping Li & Xiaoqian Zhu & Cheng-Few Lee & Dengsheng Wu & Jichuang Feng & Yong Shi, 2015. "On the aggregation of credit, market and operational risks," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 161-189, January.

    Cited by:

    1. Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu, 2023. "DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data," Papers 2308.03704, arXiv.org.
    2. Paulusch, Joachim & Schlütter, Sebastian, 2022. "Sensitivity-implied tail-correlation matrices," Journal of Banking & Finance, Elsevier, vol. 134(C).
    3. Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
    4. Jianping Li & Lu Wei & Cheng-Few Lee & Xiaoqian Zhu & Dengsheng Wu, 2018. "Financial statements based bank risk aggregation," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 673-694, April.
    5. Mejdoub, Hanène & Ben Arab, Mounira, 2018. "Impact of dependence modeling of non-life insurance risks on capital requirement: D-Vine Copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 208-218.
    6. Xiaoqian Zhu & Jianping Li & Dengsheng Wu, 2019. "Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-15, March.
    7. Chim M. Lau & Ulrike Schaede, 2020. "Of substitutes and complements: trade credit versus bank loans in Japan, 1980–2012," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 305-326, July.
    8. Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian, 2019. "Bank risk aggregation with forward-looking textual risk disclosures," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    9. Božović, Miloš & Ivanović, Jelena, 2017. "Adverse risk interaction: An integrated approach," Economic Modelling, Elsevier, vol. 65(C), pages 67-74.
    10. Zhu, Xiaoqian & Wei, Lu & Li, Jianping, 2021. "A two-stage general approach to aggregate multiple bank risks," Finance Research Letters, Elsevier, vol. 40(C).
    11. M. Andrea Arias-Serna & Jean-Michel Loubes & Francisco J. Caro-Lopera, 2020. "Risk Measures Estimation Under Wasserstein Barycenter," Papers 2008.05824, arXiv.org.
    12. M. Andrea Arias-Serna & Jean Michel Loubes & Francisco J. Caro-Lopera, 2022. "Multi-Variate Risk Measures under Wasserstein Barycenter," Risks, MDPI, vol. 10(9), pages 1-15, September.

  20. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.

    Cited by:

    1. Milan Hladík & Michal Černý & Jaromír Antoch, 2020. "EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm," Statistical Papers, Springer, vol. 61(1), pages 279-301, February.
    2. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.

  21. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.

    Cited by:

    1. Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021. "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 1-28, July.
    2. Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
    3. Oleg Sokolinskiy, 2020. "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 389-426, August.

  22. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.

    Cited by:

    1. Song Zhang & Liang Han & Konstantinos Kallias & Antonios Kallias, 2021. "The value of in-person banking: evidence from U.S. small businesses," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1393-1435, November.
    2. Luminita Enache & Antonio Parbonetti & Anup Srivastava, 2020. "Are all outside directors created equal with respect to firm disclosure policy?," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 541-577, August.
    3. Jan Felix Weidemann, 2018. "A state-of-the-art review of corporate cash holding research," Journal of Business Economics, Springer, vol. 88(6), pages 765-797, August.
    4. Hsuan-Chu Lin & She-Chih Chiu, 2017. "Tradeoff on corporate cash holdings: a theoretical and empirical analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 727-763, October.
    5. Audrey Wenhsin Hsu & Sophia Hsintsai Liu, 2018. "Parent-subsidiary investment layers and the value of corporate cash holdings," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 651-681, October.
    6. Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben Sopranzetti, 2017. "Cash Conversion Systems in Corporate Subsidiaries," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 604-619, October.
    7. Saleh F. A. Khatib & Dewi Fariha Abdullah & Ernie Hendrawaty & Ahmed A. Elamer, 2022. "A bibliometric analysis of cash holdings literature: current status, development, and agenda for future research," Management Review Quarterly, Springer, vol. 72(3), pages 707-744, September.
    8. Pu Liu & Yingying Shao & Yiwen Gu, 2017. "Bank Structure and Liquidity Shocks: Evidence from Emerging Markets During the 2008 Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-25, September.
    9. Jose Miranda-Lopez & Svetlana Orlova & Li Sun, 2019. "CEO network centrality and corporate cash holdings," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 967-1003, November.
    10. Tahir Akhtar & Mohammad Ali Tareq & Kashif Rashid, 2023. "The role of shareholders and creditors' rights in affecting cash holdings and firm value: A recent evidence from ASEAN," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 929-961, January.
    11. Ma-Ju Wang & Xuan-Qi Su & Hong-Da Wang & Yan-Shing Chen, 2017. "Directors’ education and corporate liquidity: evidence from boards in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 463-485, August.
    12. Winifred Huang-Meier & Neophytos Lambertides & James M. Steeley, 2016. "Motives for corporate cash holdings: the CEO optimism effect," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 699-732, October.
    13. Tahir Akhtar & Mohammad Ali Tareq & Kashif Rashid, 2021. "Chief Executive Officers’ monitoring, board effectiveness, managerial ownership, and cash holdings: evidence from ASEAN," Review of Managerial Science, Springer, vol. 15(8), pages 2193-2238, November.
    14. Gbenga Adamolekun & Edward Jones & Hao Li, 2023. "Cash holding dynamics and competition intensity: Evidence from UK firms," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(1), pages 641-662, January.
    15. Abdul Moin & Yilmaz Guney & Izidin El Kalak, 2020. "The effects of ownership structure, sub-optimal cash holdings and investment inefficiency on dividend policy: evidence from Indonesia," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 857-900, October.

  23. Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014. "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 166-185.

    Cited by:

    1. Lin, Mei-Chen, 2023. "Time-varying MAX preference: Evidence from revenue announcements," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    2. KiHoon Jimmy Hong & Eliza Wu, 2014. "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series 346, Quantitative Finance Research Centre, University of Technology, Sydney.
    3. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    4. Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365, World Scientific Publishing Co. Pte. Ltd..
    5. Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024. "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 13622-13653, September.
    6. Jiayu Huang & Yifan Wang & Yaojun Fan & Hexuan Li, 2022. "Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume," International Finance, Wiley Blackwell, vol. 25(1), pages 103-123, April.
    7. Jiaqi Guo & Peng Li & Youwei Li, 2022. "What Can Explain Momentum? Evidence from Decomposition," Management Science, INFORMS, vol. 68(8), pages 6184-6218, August.
    8. Schnaubelt, Matthias & Seifert, Oleg, 2020. "Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?," FAU Discussion Papers in Economics 04/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    9. Zi-Mei Wang & Donald Lien, 2022. "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 545-600, August.
    10. Chen, Hong-Yi & Yang, Sharon S., 2020. "Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
    11. Hong, KiHoon & Wu, Eliza, 2016. "The roles of past returns and firm fundamentals in driving US stock price movements," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 62-75.
    12. Jiong Gong & Ping Jiang & Shu Tian, 2016. "Contractual mutual fund governance: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 543-567, April.
    13. Chen, Hong-Yi & Hsieh, Chia-Hsun & Lee, Cheng-Few, 2023. "Revisiting the momentum effect in Taiwan: The role of persistency," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
    14. Tarunika Jain Agrawal & Sanjay Sehgal & Vibhuti Vasishth, 2020. "Firm Attributes, Corporate Fundamentals and Investment Strategies: An Empirical Study for Indian Stock Market," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 366-387, August.
    15. Hong‐Yi Chen & Pin‐Huang Chou & Chia‐Hsun Hsieh, 2018. "Persistency of the momentum effect," European Financial Management, European Financial Management Association, vol. 24(5), pages 856-892, November.
    16. Lan, Qiujun & Xie, Yuxuan & Mi, Xianhua & Zhang, Chunyu, 2024. "Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy," International Review of Financial Analysis, Elsevier, vol. 95(PB).

  24. Lee, Cheng-Few & Kuo, Nan-Ting, 2014. "Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 409-425.

    Cited by:

    1. Peter Vaz da Fonseca & Andrea Decourt Savelli & Michele Nascimento Juca, 2020. "A Systematic Review of the Influence of Taxation on Corporate Capital Structure," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 155-178.
    2. Kodongo, Odongo & Mokoaleli-Mokoteli, Thabang & Maina, Leonard, 2014. "Capital structure, profitability and firm value: panel evidence of listed firms in Kenya," MPRA Paper 57116, University Library of Munich, Germany.
    3. Lo, Huai-Chun & Ting, Irene Wei Kiong & Kweh, Qian Long & Yang, Ming Jing, 2016. "Nonlinear association between ownership concentration and leverage: The role of family control," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 113-123.
    4. Amin, Qazi Awais & Liu, Jia, 2020. "Shareholders' control rights, family ownership and the firm's leverage decisions," International Review of Financial Analysis, Elsevier, vol. 72(C).
    5. Xiaojian Hu & Gang Yao & Taiyun Zhou, 2022. "Does ownership structure affect the optimal capital structure? A PSTR model for China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2458-2480, April.

  25. Kin-Wai Lee & Cheng-Few Lee & Robert Faff, 2014. "Are Multiple Directorships Beneficial in East Asia?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 999-1032, September.

    Cited by:

    1. Daniliuc, Sorin Ovidiu & Li, Lingwei & Wee, Marvin, 2020. "Busy directors and firm performance: Evidence from Australian mergers," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    2. Baolei Qi & Liuchuang Li & Qing Zhou & Jinghui Sun, 2017. "Does internal control over financial reporting really alleviate agency conflicts?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 1101-1125, December.
    3. Kutubi, Shawgat S. & Ahmed, Kamran & Khan, Hayat, 2018. "Bank performance and risk-taking — Does directors' busyness matter?," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 184-199.
    4. Nadia Mans-Kemp & Suzette Viviers & Sian Collins, 2018. "Exploring the causes and consequences of director overboardedness in an emerging market," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 15(4), pages 210-220, November.
    5. Robert W Faff & Stephen Gray & Kelvin Jui Keng Tan, 2016. "A contemporary view of corporate finance theory, empirical evidence and practice," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 662-686, November.
    6. Sorin Daniliuc & Lingwei Li & Marvin Wee, 2021. "Busy directors and firm performance: a replication and extension of Hauser (2018)," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1415-1423, April.
    7. Jibriel Elsayih & Rina Datt & Qingliang Tang & Ali Hamid & Maria Estela Varua, 2023. "Exploring the determinants of carbon management system quality: The role of corporate governance and climate risks and opportunities," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4065-4091, December.
    8. Jian, Ming & Lee, Kin-Wai, 2015. "CEO compensation and corporate social responsibility," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 46-65.
    9. Le, Quyen & Vafaei, Alireza & Ahmed, Kamran & Kutubi, Shawgat, 2022. "Independent directors' reputation incentives and firm performance – an Australian perspective," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    10. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

  26. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.

    Cited by:

    1. Shafiqur Rahman & Matthew J. Schneider, 2019. "Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-34, March.
    2. Stefan Dierkes & Ulrich Schäfer, 2017. "Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 363-383, February.
    3. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014. "The sensitivity of Fama-French factors to economic uncertainty," Working Papers hal-01015702, HAL.
    4. Mehnaz Roushan Laura & Nafiz Ul Fahad, 2017. "The Classical Approaches to Testing the Unconditional CAPM: UK Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 220-232, March.
    5. Amit K. Sinha, 2021. "The reliability of geometric Brownian motion forecasts of S&P500 index values," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1444-1462, December.

  27. Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013. "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 408-423.

    Cited by:

    1. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    2. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022. "Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    3. Białkowski, Jędrzej & Perera, Devmali, 2019. "Stock index futures arbitrage: Evidence from a meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 284-294.
    4. Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin, 2015. "Common deviation and regime-dependent dynamics in the index derivatives markets," Pacific-Basin Finance Journal, Elsevier, vol. 33(C), pages 1-22.
    5. Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023. "Investor sentiment and futures market mispricing," Finance Research Letters, Elsevier, vol. 58(PC).
    6. Chang, Charles & Lin, Emily, 2015. "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 197-213.
    7. Vortelinos, Dimitrios I., 2014. "Non-parametric analysis of equity arbitrage," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 199-216.
    8. Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin, 2015. "Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 149-161.

  28. Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.

    Cited by:

    1. Xiaoli Wang & Michael S. Long & Ren Raw Chen & Jingfeng Zhang, 2016. "Economic growth potential creating a real put and the resulting valuation of the firm," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 453-474, October.
    2. Elya Nabila Abdul Bahri & Abu Hassan Shaari Md Nor & Tamat Sarmidi & Nor Hakimah Haji Mohd Nor, 2019. "The Role of Financial Development in the Relationship Between Foreign Direct Investment and Economic Growth: A Nonlinear Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-32, June.
    3. Chen, Sheng-Syan & Lin, Chih-Yen & Tsai, Yun-Ching, 2018. "New product strategies and firm performance: CEO optimism," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 37-53.
    4. Denise A. Jones, 2018. "Using real options theory to explain patterns in the valuation of research and development expenditures," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 575-593, October.
    5. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 211-250, February.
    6. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.
    7. Daniela Bragoli & Flavia Cortelezzi & Pierpaolo Giannoccolo & Giovanni Marseguerra, 2020. "R&D Investment timing, default and capital structure," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 779-801, April.
    8. Jian Cao & Yun Cheng & Joanna Golden & Joseph H. Zhang, 2019. "Managerial ability, forecasting quality, and open-market repurchase program completion," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 871-894, October.

  29. Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.

    Cited by:

    1. Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee, 2016. "A comparison of alternative models for estimating firm’s growth rate," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 369-393, August.
    2. Yue Gu & Shenglin Ben & Jiamin Lv, 2022. "Peer Effect in Merger and Acquisition Activities and Its Impact on Corporate Sustainable Development: Evidence from China," Sustainability, MDPI, vol. 14(7), pages 1-20, March.
    3. Yang, Bao & Chou, Hsin-I. & Zhao, Jing, 2020. "Innovation or dividend payout: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 180-203.
    4. Mihai Carp & Leontina Păvăloaia & Constantin Toma & Iuliana Eugenia Georgescu & Mihai-Bogdan Afrăsinei, 2020. "Companies’ Sustainable Growth, Accounting Quality, and Investments Performances. The Case of the Romanian Capital Market," Sustainability, MDPI, vol. 12(22), pages 1-16, November.
    5. Isnurhadi & Sulastri & Yulia Saftiana & Ferry Jie, 2022. "Banking Industry Sustainable Growth Rate under Risk: Empirical Study of the Banking Industry in ASEAN Countries," Sustainability, MDPI, vol. 15(1), pages 1-21, December.
    6. Bai-Sian Chen & Hong-Yi Chen & Hsiao-Yin Chen & Fang-Chi Lin, 2022. "Corporate growth and strategic payout policy," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 641-669, August.
    7. Manak C. Gupta, 2016. "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities over Time," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 1-18, November.
    8. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    9. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    10. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    11. James Juichia Lin & Cheng-Few Lee, 2021. "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 453-478, February.
    12. He, Xiaolong & Wang, Chaoyi & Yang, Xiaowei & Lai, Zhoujing, 2021. "Do enterprise ownership structures affect financial performance in China's power and gas industries?," Utilities Policy, Elsevier, vol. 73(C).

  30. Paul Chiou & Cheng-Few Lee, 2013. "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 341-381, February.

    Cited by:

    1. Frank O. Kwabi & Agyenim Boateng & Emmanuel Adegbite, 2019. "International equity portfolio investment and enforcement of insider trading laws: a cross-country analysis," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 327-349, August.
    2. Wan-Jiun Paul Chiou & Vigdis W Boasson, 2015. "International Variations in the Benefits of Feasible Diversification Strategies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-38, December.
    3. Andreas Oehler & Stefan Wendt & Matthias Horn, 2016. "Internationalization of Blue-Chip versus Mid-Cap Stock Indices: an Empirical Analysis for France, Germany, and the UK," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 501-518, December.
    4. Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2017. "Brexit: Short-term stock price effects and the impact of firm-level internationalization," Finance Research Letters, Elsevier, vol. 22(C), pages 175-181.
    5. Patrick Bielstein & Matthias X. Hanauer, 2019. "Mean-variance optimization using forward-looking return estimates," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 815-840, April.
    6. Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2023. "International portfolio diversification and the home bias puzzle," Research in International Business and Finance, Elsevier, vol. 64(C).
    7. Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020. "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 389-412, January.
    8. Oehler, Andreas & Wendt, Stefan & Horn, Matthias, 2017. "Are investors really home-biased when investing at home?," Research in International Business and Finance, Elsevier, vol. 40(C), pages 52-60.
    9. Wen-Lin Wu & Yin-Feng Gau, 2017. "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 527-556, February.

  31. Kuo, Nan-Ting & Lee, Cheng-Few, 2013. "Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 157-180.

    Cited by:

    1. Jitka Hilliard & John S. Jahera & Haoran Zhang, 2019. "The US financial crisis and corporate dividend reactions: for better or for worse?," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 1165-1193, November.
    2. Dasilas, Apostolos & Grose, Chris, 2019. "Valuation effects of tax-free versus taxed cash distributions," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 307-321.
    3. Anh Le & Xiangkang Yin & Jing Zhao, 2022. "The Capitalization Effect of Imputation Credits on Expected Stock Returns," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 523-566, September.

  32. C Lee & K Lee & S Park, 2012. "Robust vehicle routing problem with deadlines and travel time/demand uncertainty," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 63(9), pages 1294-1306, September.

    Cited by:

    1. Yu Zhang & Zhenzhen Zhang & Andrew Lim & Melvyn Sim, 2021. "Robust Data-Driven Vehicle Routing with Time Windows," Operations Research, INFORMS, vol. 69(2), pages 469-485, March.
    2. Enrico Bartolini & Dominik Goeke & Michael Schneider & Mengdie Ye, 2021. "The Robust Traveling Salesman Problem with Time Windows Under Knapsack-Constrained Travel Time Uncertainty," Transportation Science, INFORMS, vol. 55(2), pages 371-394, March.
    3. Kim, Junyoung & Goo, Byungju & Roh, Youngjoo & Lee, Chungmok & Lee, Kyungsik, 2023. "A branch-and-price approach for airport gate assignment problem with chance constraints," Transportation Research Part B: Methodological, Elsevier, vol. 168(C), pages 1-26.
    4. Chassein, André & Goerigk, Marc & Kurtz, Jannis & Poss, Michael, 2019. "Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty," European Journal of Operational Research, Elsevier, vol. 279(2), pages 308-319.
    5. Jinil Han & Chungmok Lee & Sungsoo Park, 2014. "A Robust Scenario Approach for the Vehicle Routing Problem with Uncertain Travel Times," Transportation Science, INFORMS, vol. 48(3), pages 373-390, August.
    6. Ji, Chenlu & Mandania, Rupal & Liu, Jiyin & Liret, Anne, 2022. "Scheduling on-site service deliveries to minimise the risk of missing appointment times," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 158(C).
    7. Errico, F. & Desaulniers, G. & Gendreau, M. & Rei, W. & Rousseau, L.-M., 2016. "A priori optimization with recourse for the vehicle routing problem with hard time windows and stochastic service times," European Journal of Operational Research, Elsevier, vol. 249(1), pages 55-66.
    8. Liu, Bingbing & Guo, Xiaolong & Yu, Yugang & Zhou, Qiang, 2019. "Minimizing the total completion time of an urban delivery problem with uncertain assembly time," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 132(C), pages 163-182.
    9. Yang, Meng & Ni, Yaodong & Song, Qinyu, 2022. "Optimizing driver consistency in the vehicle routing problem under uncertain environment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 164(C).
    10. Noorizadegan, Mahdi & Chen, Bo, 2018. "Vehicle routing with probabilistic capacity constraints," European Journal of Operational Research, Elsevier, vol. 270(2), pages 544-555.
    11. Roberto Tadei & Guido Perboli & Francesca Perfetti, 2017. "The multi-path Traveling Salesman Problem with stochastic travel costs," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 3-23, March.
    12. Yossiri Adulyasak & Patrick Jaillet, 2016. "Models and Algorithms for Stochastic and Robust Vehicle Routing with Deadlines," Transportation Science, INFORMS, vol. 50(2), pages 608-626, May.
    13. Andreas Hagn & Rainer Kolisch & Giacomo Dall'Olio & Stefan Weltge, 2024. "A Branch-Price-Cut-And-Switch Approach for Optimizing Team Formation and Routing for Airport Baggage Handling Tasks with Stochastic Travel Times," Papers 2405.20912, arXiv.org.
    14. Yu, Vincent F. & Anh, Pham Tuan & Baldacci, Roberto, 2023. "A robust optimization approach for the vehicle routing problem with cross-docking under demand uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 173(C).
    15. Zhao, Lei & Bi, Xinhua & Li, Gendao & Dong, Zhaohui & Xiao, Ni & Zhao, Anni, 2022. "Robust traveling salesman problem with multiple drones: Parcel delivery under uncertain navigation environments," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 168(C).
    16. Patrick Jaillet & Jin Qi & Melvyn Sim, 2016. "Routing Optimization Under Uncertainty," Operations Research, INFORMS, vol. 64(1), pages 186-200, February.
    17. Jonathan De La Vega & Pedro Munari & Reinaldo Morabito, 2019. "Robust optimization for the vehicle routing problem with multiple deliverymen," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(4), pages 905-936, December.
    18. Seohee Kim & Chungmok Lee, 2021. "A branch and price approach for the robust bandwidth packing problem with queuing delays," Annals of Operations Research, Springer, vol. 307(1), pages 251-275, December.
    19. Pelletier, Samuel & Jabali, Ola & Laporte, Gilbert, 2019. "The electric vehicle routing problem with energy consumption uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 126(C), pages 225-255.
    20. Luciano Costa & Claudio Contardo & Guy Desaulniers, 2019. "Exact Branch-Price-and-Cut Algorithms for Vehicle Routing," Transportation Science, INFORMS, vol. 53(4), pages 946-985, July.
    21. Norlund, Ellen Karoline & Gribkovskaia, Irina & Laporte, Gilbert, 2015. "Supply vessel planning under cost, environment and robustness considerations," Omega, Elsevier, vol. 57(PB), pages 271-281.
    22. Ehmke, Jan Fabian & Campbell, Ann Melissa & Urban, Timothy L., 2015. "Ensuring service levels in routing problems with time windows and stochastic travel times," European Journal of Operational Research, Elsevier, vol. 240(2), pages 539-550.
    23. Zhaoxia Guo & Stein W. Wallace & Michal Kaut, 2019. "Vehicle Routing with Space- and Time-Correlated Stochastic Travel Times: Evaluating the Objective Function," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 654-670, October.
    24. Maria João Santos & Pedro Amorim & Alexandra Marques & Ana Carvalho & Ana Póvoa, 2020. "The vehicle routing problem with backhauls towards a sustainability perspective: a review," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 358-401, July.
    25. Zhang, Li & Liu, Zhongshan & Yu, Lan & Fang, Ke & Yao, Baozhen & Yu, Bin, 2022. "Routing optimization of shared autonomous electric vehicles under uncertain travel time and uncertain service time," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 157(C).
    26. Hossein Hashemi Doulabi & Gilles Pesant & Louis-Martin Rousseau, 2020. "Vehicle Routing Problems with Synchronized Visits and Stochastic Travel and Service Times: Applications in Healthcare," Transportation Science, INFORMS, vol. 54(4), pages 1053-1072, July.
    27. Jorge Oyola & Halvard Arntzen & David L. Woodruff, 2018. "The stochastic vehicle routing problem, a literature review, part I: models," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 7(3), pages 193-221, September.
    28. F. Errico & G. Desaulniers & M. Gendreau & W. Rei & L.-M. Rousseau, 2018. "The vehicle routing problem with hard time windows and stochastic service times," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 7(3), pages 223-251, September.
    29. Pedro Munari & Alfredo Moreno & Jonathan De La Vega & Douglas Alem & Jacek Gondzio & Reinaldo Morabito, 2019. "The Robust Vehicle Routing Problem with Time Windows: Compact Formulation and Branch-Price-and-Cut Method," Transportation Science, INFORMS, vol. 53(4), pages 1043-1066, July.
    30. Maaike Hoogeboom & Yossiri Adulyasak & Wout Dullaert & Patrick Jaillet, 2021. "The Robust Vehicle Routing Problem with Time Window Assignments," Transportation Science, INFORMS, vol. 55(2), pages 395-413, March.
    31. Wu, Lingxiao & Wang, Shuaian & Laporte, Gilbert, 2021. "The Robust Bulk Ship Routing Problem with Batched Cargo Selection," Transportation Research Part B: Methodological, Elsevier, vol. 143(C), pages 124-159.
    32. Jorge Oyola & Halvard Arntzen & David L. Woodruff, 2017. "The stochastic vehicle routing problem, a literature review, Part II: solution methods," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 349-388, December.
    33. Carolin Bauerhenne & Jonathan Bard & Rainer Kolisch, 2024. "Robust Routing and Scheduling of Home Healthcare Workers: A Nested Branch-and-Price Approach," Papers 2407.06215, arXiv.org.

  33. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "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, Elsevier, vol. 241(C), pages 54-64.

    Cited by:

    1. Martínez-Fernández, Julia & Esteve-Selma, Miguel Angel & Baños-González, Isabel & Carreño, Francisca & Moreno, Angeles, 2013. "Sustainability of Mediterranean irrigated agro-landscapes," Ecological Modelling, Elsevier, vol. 248(C), pages 11-19.
    2. Aoki, Kenichi & Wakano, Joe Yuichiro, 2022. "Hominin forager technology, food sharing, and diet breadth," Theoretical Population Biology, Elsevier, vol. 144(C), pages 37-48.
    3. Noa Kekuewa Lincoln & Jack Rossen & Peter Vitousek & Jesse Kahoonei & Dana Shapiro & Keone Kalawe & Māhealani Pai & Kehaulani Marshall & Kamuela Meheula, 2018. "Restoration of ‘Āina Malo‘o on Hawai‘i Island: Expanding Biocultural Relationships," Sustainability, MDPI, vol. 10(11), pages 1-22, October.

  34. Lie-Jane Kao & Cheng-Few Lee, 2012. "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 1215-1235.

    Cited by:

    1. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

  35. Kirch, P.V. & Asner, G. & Chadwick, O.A. & Field, J. & Ladefoged, T. & Lee, C. & Puleston, C. & Tuljapurkar, S. & Vitousek, P.M., 2012. "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, Elsevier, vol. 227(C), pages 18-28.

    Cited by:

    1. Martínez-Fernández, Julia & Esteve-Selma, Miguel Angel & Baños-González, Isabel & Carreño, Francisca & Moreno, Angeles, 2013. "Sustainability of Mediterranean irrigated agro-landscapes," Ecological Modelling, Elsevier, vol. 248(C), pages 11-19.
    2. Aoki, Kenichi & Wakano, Joe Yuichiro, 2022. "Hominin forager technology, food sharing, and diet breadth," Theoretical Population Biology, Elsevier, vol. 144(C), pages 37-48.
    3. Noa Kekuewa Lincoln & Jack Rossen & Peter Vitousek & Jesse Kahoonei & Dana Shapiro & Keone Kalawe & Māhealani Pai & Kehaulani Marshall & Kamuela Meheula, 2018. "Restoration of ‘Āina Malo‘o on Hawai‘i Island: Expanding Biocultural Relationships," Sustainability, MDPI, vol. 10(11), pages 1-22, October.

  36. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.

    Cited by:

    1. Iftekhar Hasan & Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski, 2021. "Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits," Working Papers 2021-ACF-09, IESEG School of Management.
    2. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.

  37. Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012. "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 115-129.

    Cited by:

    1. Kumar, Dilip & Maheswaran, S., 2014. "A new approach to model and forecast volatility based on extreme value of asset prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 128-140.
    2. Chen, Qiang & Gong, Yuting, 2019. "The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 102-121.
    3. Jung-Bin Su, 2014. "How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used," Quantitative Finance, Taylor & Francis Journals, vol. 14(2), pages 305-325, February.

  38. Cheng-Few Lee & Jung-Bin Su, 2012. "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 39(3), pages 309-331, October.

    Cited by:

    1. Benjamin R. Auer & Benjamin Mögel, 2016. "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series 6288, CESifo.
    2. Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018. "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 813-845, October.
    3. Su, Jung-Bin, 2014. "Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 1-39.
    4. Maria Grazia Zoia & Gianmarco Vacca & Laura Barbieri, 2020. "Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions," Risks, MDPI, vol. 8(4), pages 1-21, November.
    5. Yew-Choe Lum & Sardar M. N. Islam, 2016. "Time Varying Behavior of Share Returns in Australia: 1988–2004," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-14, March.
    6. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    7. Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013. "Bayesian inference for CoVaR," Papers 1306.2834, arXiv.org, revised Nov 2013.
    8. Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
    9. Su, Jung-Bin, 2015. "Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market," Economic Modelling, Elsevier, vol. 46(C), pages 204-224.

  39. Hutch, D.J. & Bouye, K.E. & Skillen, E. & Lee, C. & Whitehead, L. & Rashid, J.R., 2011. "Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities," American Journal of Public Health, American Public Health Association, vol. 101(4), pages 587-595.

    Cited by:

    1. Hersila H. Patel & Sarah E. Messiah & Eric Hansen & Emily M. D’Agostino, 2021. "The relationship between transportation vulnerability, school attendance, and free transportation to an afterschool program for youth," Transportation, Springer, vol. 48(5), pages 2315-2333, October.
    2. Ryan Johnson & Kim Ramsey-White & Christina H. Fuller, 2016. "Socio-demographic Differences in Toxic Release Inventory Siting and Emissions in Metro Atlanta," IJERPH, MDPI, vol. 13(8), pages 1-12, July.
    3. Tianjun Lu & Yisi Liu & Armando Garcia & Meng Wang & Yang Li & German Bravo-villasenor & Kimberly Campos & Jia Xu & Bin Han, 2022. "Leveraging Citizen Science and Low-Cost Sensors to Characterize Air Pollution Exposure of Disadvantaged Communities in Southern California," IJERPH, MDPI, vol. 19(14), pages 1-16, July.
    4. Amanda S. Gilbert & Jason Jabbari & Racquel Hernández, 2022. "How Do Perceived Changes in Child and Adolescent Activities Relate to Perceptions of Health during COVID-19? Exploring Heterogeneity during the Pandemic," IJERPH, MDPI, vol. 19(18), pages 1-17, September.
    5. Alex Firestine & Audrey J. Murrell, 2024. "Built Environment and Gender-Based Vulnerability as Key Drivers of Food Insecurity in Allegheny County," IJERPH, MDPI, vol. 21(7), pages 1-21, July.

  40. Shin-Yun Wang & Cheng-Few Lee, 2011. "Fuzzy multi-criteria decision-making for evaluating mutual fund strategies," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3405-3414.

    Cited by:

    1. Lei Wang & Qing Liu & Tongle Yin, 2018. "Decision-making of investment in navigation safety improving schemes with application of cumulative prospect theory," Journal of Risk and Reliability, , vol. 232(6), pages 710-724, December.
    2. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

  41. Nweke, O.C. & Lee, C., 2011. "Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 6-8.

    Cited by:

    1. Margaret M. MacDonell & Richard C. Hertzberg & Glenn E. Rice & J. Michael Wright & Linda K. Teuschler, 2018. "Characterizing Risk for Cumulative Risk Assessments," Risk Analysis, John Wiley & Sons, vol. 38(6), pages 1183-1201, June.

  42. Nweke, O.C. & Payne-Sturges, D. & Garcia, L. & Lee, C. & Zenick, H. & Grevatt, P. & Sanders III, W.H. & Case, H. & Dankwa-Mullan, I., 2011. "Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview," American Journal of Public Health, American Public Health Association, vol. 101(SUPPL. 1), pages 19-26.

    Cited by:

    1. Devon C. Payne-Sturges & Madeleine K. Scammell & Jonathan I. Levy & Deborah A. Cory-Slechta & Elaine Symanski & Jessie L. Carr Shmool & Robert Laumbach & Stephen Linder & Jane E. Clougherty, 2018. "Methods for Evaluating the Combined Effects of Chemical and Nonchemical Exposures for Cumulative Environmental Health Risk Assessment," IJERPH, MDPI, vol. 15(12), pages 1-21, December.
    2. Yuqin Jiao & Julie K. Bower & Wansoo Im & Nicholas Basta & John Obrycki & Mohammad Z. Al-Hamdan & Allison Wilder & Claire E. Bollinger & Tongwen Zhang & Luddie Sr. Hatten & Jerrie Hatten & Darryl B. H, 2015. "Application of Citizen Science Risk Communication Tools in a Vulnerable Urban Community," IJERPH, MDPI, vol. 13(1), pages 1-24, December.
    3. Muhammad Sakandar Majid & Saba Malik & Sidra Mumtaz & Sana Akhtar & Iqra Zahoor & Soha Kanwal & Mubbra Habib & Mehmood Ahmed Husnain Hashmi, 2020. "Issues In Environmental Protection Agency And Recommendations To Solve The Problems," Environment & Ecosystem Science (EES), Zibeline International Publishing, vol. 5(1), pages 10-14, December.

  43. K. Mathan Kumar & A. John Peter & C. Lee, 2011. "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, Springer;EDP Sciences, vol. 84(3), pages 431-438, December.

    Cited by:

    1. Sk. Md. Arif & Aindrila Bera & Debi Roy & Manas Ghosh, 2022. "Analyzing group index of impurity doped quantum dots under the superintendence of Gaussian white noise," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 95(2), pages 1-18, February.
    2. S. Ramyapriya & M. Arulmozhi, 2023. "Variation of refractive index of a hydrogenic impurity in a parabolic quantum well," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(12), pages 1-7, December.

  44. Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.

    Cited by:

    1. Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng-Few Lee, 2016. "A comparison of alternative models for estimating firm’s growth rate," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 369-393, August.
    2. Naumoski Aleksandar, 2022. "Financial Policy and Companies’ Sustainable Growth," Economic Themes, Sciendo, vol. 60(3), pages 281-301, September.
    3. Michael Kinney & Harrison Liu, 2018. "Corporate responses to the repatriation incentives and domestic production activities deduction," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 623-651, February.
    4. Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.
    5. Hsuan-Chu Lin & She-Chih Chiu, 2017. "Tradeoff on corporate cash holdings: a theoretical and empirical analysis," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 727-763, October.
    6. Pawan Jain & Quentin Chu, 2014. "Dividend clienteles: a global investigation," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 509-534, April.
    7. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 211-250, February.
    8. Bai-Sian Chen & Hong-Yi Chen & Hsiao-Yin Chen & Fang-Chi Lin, 2022. "Corporate growth and strategic payout policy," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 641-669, August.
    9. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    10. Stefan Dierkes & Ulrich Schäfer, 2017. "Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 363-383, February.
    11. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    12. Michael Kinney & Harrison Liu & Jonathan Goldman, 2017. "Corporate Responses to the Repatriation Incentives and Domestic Production Activities Deduction," Working Papers 0142acc, College of Business, University of Texas at San Antonio.
    13. Huang, Yin-Siang & Lee, Cheng-Few & Lin, Chih-Yung, 2023. "Applications of fixed effect models to managerial risk-taking incentives," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 249-261.
    14. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    15. Kuti, Mónika, 2011. "Cash Flow at Risk, Financial Flexibility and Financing Constraint," Public Finance Quarterly, Corvinus University of Budapest, vol. 56(4), pages 505-517.
    16. Hu, Jiamin & Li, Kailun & Xia, Yifei & Zhang, Jianing, 2023. "Gender diversity and financial flexibility: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 90(C).

  45. Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang, 2011. "Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 153-169.

    Cited by:

    1. Lei Gao & Andrey Zagorchev, 2020. "Dual-Class Firms and Innovation after NAFTA," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-33, March.
    2. Wu, Chiu-Hui & Ding, Cherng G. & Jane, Ten-Der & Lin, Hang-Rung & Wu, Cheng-Ying, 2015. "Lessons from the global financial crisis for the semiconductor industry," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 47-53.
    3. Ding, Cherng G. & Wu, Chiu-Hui & Chang, Pao-Long, 2013. "The influence of government intervention on the trajectory of bank performance during the global financial crisis: A comparative study among Asian economies," Journal of Financial Stability, Elsevier, vol. 9(4), pages 556-564.

  46. Bikki Jaggi & James P. Winder & Cheng-Few Lee, 2010. "Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 469-493.

    Cited by:

    1. Julien Azzaz & Stéphane Loisel & Pierre-E. Thérond, 2015. "Some characteristics of an equity security next-year impairment," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 111-135, July.
    2. Hong, Philip K. & Hwang, Seokyoun, 2018. "Fair value disclosure of pension plan assets and audit fees," Advances in accounting, Elsevier, vol. 41(C), pages 88-96.
    3. Kun Yu, 2016. "Excess of the PBO over the ABO and hard pension freezes," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 819-846, May.
    4. Palea, Vera, 2013. "The Politics of Fair Value Reporting and the Governance of the Standards-Setting Process: Critical Issues and Pitfalls from a European Perspective," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201353, University of Turin.
    5. Olaf Korn & Clemens Paschke & Marliese Uhrig-Homburg, 2012. "Robust stock option plans," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 77-103, July.
    6. Hua-Wei Huang & Mai Dao & Wen-Chi Sun, 2017. "The Timeliness of Financial Reporting and Fair Values: Evidence from U.S. Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-30, March.
    7. James Cataldo, 2015. "A framework for assessing comprehensive income risk exposure over varying time horizons," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 819-844, November.
    8. Gaëtan Le Quang, 2017. ""Taking Diversity into Account": the Diversity of Financial Institutions and Accounting Regulation," EconomiX Working Papers 2017-10, University of Paris Nanterre, EconomiX.
    9. Gaëtan Le Quang, 2017. "Taking Diversity into Account: the Diversity of Financial Institutions and Accounting Regulation," Working Papers hal-04141663, HAL.
    10. Guanming He & Helen Mengbing Ren & Richard Taffler, 2021. "Do corporate insiders trade on future stock price crash risk?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1561-1591, May.
    11. Palea, Vera & Biancone, Paolo Pietro, 2017. "Which Accounting Rules for Economic and Social Sustainable Development? Engaging Critically with IFRS Adoption in the EU," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201733, University of Turin.
    12. Bikki Jaggi & Alessandra Allini & Francesca Manes Rossi & Adele Caldarelli, 2016. "Impact of Accounting Traditions, Ownership and Governance Structures on Financial Reporting by Italian Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-29, March.
    13. Palea, Vera, 2015. "The political economy of fair value reporting and the governance of the standards-setting process: Critical issues and pitfalls from a continental European union perspective," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 29(C), pages 1-15.

  47. Chiou, Wan-Jiun Paul & Lee, Alice C. & Lee, Cheng-Few, 2010. "Stock return, risk, and legal environment around the world," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 95-105, January.

    Cited by:

    1. Ms. Rima A Turk, 2015. "Financial Decisions and Investment Outcomes in Developing Countries: The Role of Institutions," IMF Working Papers 2015/038, International Monetary Fund.
    2. Hueng, C. James & Yau, Ruey, 2013. "Country-specific idiosyncratic risk and global equity index returns," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 326-337.
    3. Mishra, Dev & Tannous, George, 2010. "Securities laws in the host countries and the capital structure of US multinationals," International Review of Economics & Finance, Elsevier, vol. 19(3), pages 483-500, June.
    4. Donatella Porrini & Giovanni B. Ramello, 2011. "Class action and financial markets: insights from law and economics," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(2), pages 140-160, May.
    5. Engelen, Peter-Jan & van Essen, Marc, 2010. "Underpricing of IPOs: Firm-, issue- and country-specific characteristics," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1958-1969, August.
    6. Caton, Gary L. & Chan, Justin S.P. & Goh, Jeremy & Yang, Sheng-Yung, 2011. "An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 376-387, June.
    7. Stocker, Marshall L., 2016. "The price of freedom: A Fama–French freedom factor," Emerging Markets Review, Elsevier, vol. 26(C), pages 1-19.
    8. Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2013. "Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 572-591.
    9. Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013. "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 1-13.
    10. Andriosopoulos, Dimitris & Panetsidou, Styliani, 2021. "A global analysis of Private Investments in Public Equity," Journal of Corporate Finance, Elsevier, vol. 69(C).
    11. Hung, Mao-Wei & Lin, Bing-Huei & Huang, Yu-Chuan & Chou, Jian-Hsin, 2011. "Determinants of futures contract success: Empirical examinations for the Asian futures markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 452-458, June.
    12. Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2015. "Sentiment-prone investors and volatility dynamics between spot and futures markets," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 180-196.
    13. Zuzana Novotn & Petra nov & Adriana Laputkov, 2016. "Evaluation of the Quality of Governance in African Countries using Aggregate Indicators," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 682-687.
    14. Alles, Lakshman & Murray, Louis, 2023. "Under-pricing of South and East Asian IPOs: An investigation of the relevance of governance quality in closely controlled companies," Journal of Economics and Business, Elsevier, vol. 123(C).
    15. Ni, Zhong-Xin & Wang, Da-Zhong & Xue, Wen-Jun, 2015. "Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model," Economic Modelling, Elsevier, vol. 50(C), pages 266-274.
    16. Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte, 2012. "External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 16-28.
    17. Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert, 2011. "Financial disclosure, investor protection and stock market behavior: an international comparison," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 181-205, August.
    18. Tiago Loncan & Styliani Panetsidou & Angelos Synapis, 2024. "Leverage, investment and institutional environments: Evidence from emerging markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 849-866, January.
    19. Ted H. Chu & Marshall L. Stocker & Brandon J. Tan, 2021. "Economic fitness: How equity market returns reflect the realization of economic growth potential," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1550-1562, January.
    20. Riikka Sievänen & Hannu Rita & Bert Scholtens, 2013. "The Drivers of Responsible Investment: The Case of European Pension Funds," Journal of Business Ethics, Springer, vol. 117(1), pages 137-151, September.
    21. Juergen Backhaus & Alberto Cassone & Giovanni Ramello, 2011. "The law and economics of class actions," European Journal of Law and Economics, Springer, vol. 32(2), pages 165-168, October.
    22. Lin, Hsien-Ping & Walker, M. Mark & Wang, Yung-Jang, 2020. "Shareholder wealth effects of corporate fraud: Evidence from Taiwan’s securities investor and futures trader protection act," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 222-243.

  48. Shin-Yun Wang & Cheng-Few Lee, 2010. "A Fuzzy Real Option Valuation Approach To Capital Budgeting Under Uncertainty Environment," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 9(05), pages 695-713.

    Cited by:

    1. Chun-Hao Chen & Tzung-Pei Hong & Yeong-Chyi Lee & Vincent S. Tseng, 2015. "Finding Active Membership Functions for Genetic-Fuzzy Data Mining," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 14(06), pages 1215-1242, November.
    2. Yuhong Liu & I-Ming Jiang & Meng-I Tsai, 2019. "Influence of Managers’ Subjective Judgments on Project Abandonment Decision Making," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 419-443, March.

  49. Yang, Chau-Chen & Lee, Cheng-few & Gu, Yan-Xiang & Lee, Yen-Wen, 2010. "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, Elsevier, vol. 50(2), pages 222-233, May.

    Cited by:

    1. Mazza, Paolo & Wang, Shiyu, 2021. "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, vol. 68(C).
    2. Rubina Shaheen & Attiya Yasmin Javid, 2014. "Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms," PIDE-Working Papers 2014:104, Pakistan Institute of Development Economics.
    3. Amir Moradi & Elisabeth Paulet, 2018. "The Firm-specific Determinants of Capital Structure – An Empirical Analysis of Firms before and during the Euro Crisis," Post-Print hal-01847918, HAL.
    4. Babatunde Yusuf & Akinwunmi Onafalujo & Khadijah Idowu & Yusuf Soyebo, 2014. "Capital Structure and Profitability of Quoted Firms: The Nigerian Perspective (2000-2011)," Proceedings of International Academic Conferences 0202135, International Institute of Social and Economic Sciences.
    5. Evelyn Wijaya & Budiyanto - & Nur Fadjrih Asyik, 2021. "Capital Structure Determinant and Profitability and Their Impact on Firm Value: Study in Indonesian Manufacturing Sector," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(10), pages 1-99, September.
    6. Hang, Markus & Geyer-Klingeberg, Jerome & Rathgeber, Andreas W. & Stöckl, Stefan, 2018. "Measurement matters—A meta-study of the determinants of corporate capital structure," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 211-225.
    7. Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2020. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 35, pages 1345-1397, World Scientific Publishing Co. Pte. Ltd..
    8. Paolo Saona & Pablo San Martín, 2018. "Determinants of firm value in Latin America: an analysis of firm attributes and institutional factors," Review of Managerial Science, Springer, vol. 12(1), pages 65-112, January.
    9. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    10. Songül KAKÝLLÝ ACARAVCI & Tülin URAL & Yunus KARAÖMER, 2018. "Hisse Senedi Getirisi ve Sermaye Yapýsý Ýliþkisine Etki Eden Faktörlerin Yapýsal Eþitlik Modellemesi ile Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 6(4), pages 26-38.
    11. Sohrabi, Narges & Movaghari, Hadi, 2020. "Reliable factors of Capital structure: Stability selection approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 296-310.
    12. Barnali Chaklader & Deepak Chawla, 2016. "A Study of Determinants of Capital Structure through Panel Data Analysis of Firms Listed in NSE CNX 500," Vision, , vol. 20(4), pages 267-277, December.
    13. Arosa, Clara Maria Verduch & Richie, Nivine & Schuhmann, Peter W., 2014. "The impact of culture on market timing in capital structure choices," Research in International Business and Finance, Elsevier, vol. 31(C), pages 178-192.
    14. Rajesh Kumar & Sujit Sukumaran, 2019. "Determinants of Value Creation in Emerging Market Firms ¨C¨C An Empirical Examination," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 79-92, August.
    15. Gopane, Thabo J. & Gandanhamo, Tanyaradzwa & Mabejane, John-Baptiste, 2023. "Technology firms and capital structure adjustment: Application of two-step system generalised method of moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 34-54.
    16. Tigor Sitorus & Denny, 2017. "The Influence Of Asset And Profitability Toward Share Value: Mediation Effect Of Liquid Asset," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 6(4), pages 85-103.
    17. Hamid Ahmad & Bashir A. Fida & Muhammad Zakaria, 2013. "The Co-determinants of Capital Structure and Stock Returns: Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 81-92, Jan-June.
    18. Saona, Paolo & San Martín, Pablo, 2016. "Country level governance variables and ownership concentration as determinants of firm value in Latin America," International Review of Law and Economics, Elsevier, vol. 47(C), pages 84-95.
    19. Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.
    20. Stefan Stöckl, 2017. "Measurement matters - A meta-Study of the determinants of corporate capital structure," Post-Print hal-01772346, HAL.

  50. Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2010. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 203-213.

    Cited by:

    1. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.

  51. Lee, Cheng-Few & Lee, Kin-Wai & Yeo, Gillian Hian-Heng, 2009. "Investor protection and convertible debt design," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 985-995, June.

    Cited by:

    1. Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M., 2011. "Participating mortgages and the efficiency of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3042-3054, November.
    2. Ammann, Manuel & Kind, Axel & Seiz, Ralf, 2010. "What drives the performance of convertible-bond funds?," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2600-2613, November.
    3. Ms. Rima A Turk, 2015. "Financial Decisions and Investment Outcomes in Developing Countries: The Role of Institutions," IMF Working Papers 2015/038, International Monetary Fund.
    4. Nofsinger, John R. & Wang, Weicheng, 2011. "Determinants of start-up firm external financing worldwide," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2282-2294, September.
    5. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series 62015, University of Warsaw, Faculty of Management.
    6. Shahid Ebrahim, M. & Hussain, Sikandar, 2010. "Financial development and asset valuation: The special case of real estate," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 150-162, January.
    7. Jian, Ming & Lee, Kin Wai, 2011. "Does CEO reputation matter for capital investments?," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 929-946, September.
    8. Kin-Wai Lee & Gillian Hian-Heng Yeo, 2016. "The association between integrated reporting and firm valuation," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1221-1250, November.
    9. Kelvin Jui Keng Tan & Jia Min Lee & Robert W. Faff & Kathy Walsh, 2016. "Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 1149-1185, December.
    10. Brisley, Neil & Bris, Arturo & Cabolis, Christos, 2011. "A theory of optimal expropriation, mergers and industry competition," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 955-965, April.
    11. Neil Fargher & Baljit K. Sidhu & Ann Tarca & Warrick van Zyl, 2019. "Accounting for financial instruments with characteristics of debt and equity: finding a way forward," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(1), pages 7-58, March.
    12. Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
    13. Zeidler, Felix & Mietzner, Mark & Schiereck, Dirk, 2012. "Risk dynamics surrounding the issuance of convertible bonds," Journal of Corporate Finance, Elsevier, vol. 18(2), pages 273-290.
    14. Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia, 2019. "What is the role of institutional investors in corporate capital structure decisions? A survey analysis," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 270-286.
    15. Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert, 2011. "Financial disclosure, investor protection and stock market behavior: an international comparison," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 181-205, August.

  52. Kin-Wai Lee & Cheng-Few Lee, 2009. "Cash Holdings, Corporate Governance Structure and Firm Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 475-508.

    Cited by:

    1. Khalil Jebran & Shihua Chen & Muhammad Zubair Tauni & Hassan Ahmad, 2019. "Corporate Governance, Ultimate Owner, and Target Cash Holdings: Evidence From China," SAGE Open, , vol. 9(4), pages 21582440198, December.
    2. Mohd Mohid Rahmat & Kamran Ahmed & Gerald J. Lobo, 2020. "Related Party Transactions, Value Relevance and Informativeness of Earnings: Evidence from Four Economies in East Asia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-42, March.
    3. Banjade, Dhruba & Diltz, J. David, 2022. "Excess cash holdings and firm performance in new and old economy firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 124-133.
    4. Amir Ghafourian Shagerdi & Ali Mahdavipour & Reza Jahanshiri Ariyan Tashakori Baghdar & Mohammad Sajjad Ghafourian Shagerdi, 2020. "Investment Efficiency and Audit Fee from the Perspective of the Role of Financial Distress," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 318-333.
    5. Harkin, Sean M. & Mare, Davide S. & Crook, Jonathan N., 2017. "Average Pay in Banks: Do Agency Problems and Bank Performance Matter?," MPRA Paper 81249, University Library of Munich, Germany.
    6. Chia-Jane Wang, 2012. "Board size and firm risk-taking," Review of Quantitative Finance and Accounting, Springer, vol. 38(4), pages 519-542, May.
    7. Jitka Hilliard & John S. Jahera & Haoran Zhang, 2019. "The US financial crisis and corporate dividend reactions: for better or for worse?," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 1165-1193, November.
    8. Wen-Chun Lin & Shao-Chi Chang, 2012. "Corporate governance and the stock market reaction to new product announcements," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 273-291, August.
    9. Oleg Sokolinskiy, 2019. "Debt rollover-induced local volatility model," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1065-1084, May.
    10. Tao Shen, 2017. "Credit spreads and investment opportunities," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 117-152, January.
    11. Pinghsun Huang & Yi-Chieh Wen & Yan Zhang, 2020. "Does the monitoring effect of Big 4 audit firms really prevail? Evidence from managerial expropriation of cash assets," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 739-768, August.
    12. Jan Felix Weidemann, 2018. "A state-of-the-art review of corporate cash holding research," Journal of Business Economics, Springer, vol. 88(6), pages 765-797, August.
    13. Tahir Akhtar, 2024. "Blockchain Technology: the Beginning of a New Era in Reforming Corporate Governance Mechanisms," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 3059-3084, March.
    14. KHAN, Asad & BIBI, Memoona & TANVEER, Sarfaraz, 2016. "The Impact Of Corporate Governance On Cash Holdings: A Comparative Study Of The Manufacturing And Service Industry," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(3), pages 40-79.
    15. Feng Xiong & Yaping Zheng & Zhe An & Si Xu, 2021. "Does internal information quality impact corporate cash holdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2151-2171, April.
    16. Kin-Wai Lee & Gillian Hian-Heng Yeo, 2016. "The association between integrated reporting and firm valuation," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1221-1250, November.
    17. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 211-250, February.
    18. Saleh F. A. Khatib & Dewi Fariha Abdullah & Ernie Hendrawaty & Ahmed A. Elamer, 2022. "A bibliometric analysis of cash holdings literature: current status, development, and agenda for future research," Management Review Quarterly, Springer, vol. 72(3), pages 707-744, September.
    19. Alexander Muravyev & Oleksandr Talavera & Charlie Weir, 2016. "Performance effects of appointing other firms’ executive directors to corporate boards: an analysis of UK firms," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 25-45, January.
    20. YoungHa Ki & Ramesh Adhikari, 2023. "Cash Holdings and Marginal Value of Cash across Different Age Groups of U.S. Firms," JRFM, MDPI, vol. 16(11), pages 1-23, November.
    21. Sabeeh Ullah & Yasir Kamal, 2017. "Board Characteristics, Political Connections, and Corporate Cash Holdings: The Role of Firm Size and Political Regime," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(1), pages 157-179, March.
    22. Dana Hassan & Majd Iskandrani & Hadeel Yaseen & Mohammad AlMaharmeh, 2024. "Board Composition and Cash Hoarding: Evidence from Jordanian Small- and Medium-Sized Enterprises," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 13, January.
    23. Jose Miranda-Lopez & Svetlana Orlova & Li Sun, 2019. "CEO network centrality and corporate cash holdings," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 967-1003, November.
    24. Qazi Awais Amin & Tom Williamson, 2021. "Firms cash management, adjustment cost and its impact on firms’ speed of adjustment: a cross country analysis," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 53-89, January.
    25. Xinyu Yu & Ping Wang, 2020. "Government control and the value of cash: evidence from listed firms in China," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1341-1369, November.
    26. Tahir Akhtar & Mohammad Ali Tareq & Kashif Rashid, 2023. "The role of shareholders and creditors' rights in affecting cash holdings and firm value: A recent evidence from ASEAN," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 929-961, January.
    27. Jiaxing You & Ling Lin & Juanjuan Huang & Min Xiao, 2020. "When is cash king? International evidence on the value of cash across the business cycle," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1101-1131, April.
    28. Chim M. Lau & Ulrike Schaede, 2020. "Of substitutes and complements: trade credit versus bank loans in Japan, 1980–2012," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 305-326, July.
    29. Mai Iskandar-Datta & Yonghong Jia, 2014. "Investor protection and corporate cash holdings around the world: new evidence," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 245-273, August.
    30. Farzad Karimi & Masoud Foladi & Nasim Shirazi, 2014. "The Effect of Surplus Free Cash Flow on the Relationship between the Board Structure and Earnings Quality of Companies Listed on Tehran Stock Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 28-35, July.
    31. Subramanian Rama Iyer & Ramesh P. Rao, 2017. "Share Repurchases And The Flexibility Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 287-313, September.
    32. Muhammad Iqbal & Faisal Javed, 2017. "The Moderating Role of Corporate Governance on the Relationship between Capital Structure and Financial Performance: Evidence from Manufacturing Sector of Pakistan," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 6(1), pages 89-105, January.
    33. Tatyana Sokolyk, 2015. "Governance provisions and managerial entrenchment: evidence from CEO turnover of acquiring firms," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 305-335, August.
    34. Ting-Kai Chou & Hsuan-Ling Feng, 2019. "Multiple directorships and the value of cash holdings," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 663-699, October.
    35. Ammari, Aymen & Bouteska, Ahmed & Regaieg, Boutheina, 2016. "CEO Entrenchment and Performance: New Evidence Using Nonlinear Principal Component Analysis," MPRA Paper 75529, University Library of Munich, Germany.
    36. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.
    37. Ma-Ju Wang & Xuan-Qi Su & Hong-Da Wang & Yan-Shing Chen, 2017. "Directors’ education and corporate liquidity: evidence from boards in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 463-485, August.
    38. Lin Guo & Liang Tang & Shiawee Yang, 2013. "Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 385-416, August.
    39. Winifred Huang-Meier & Neophytos Lambertides & James M. Steeley, 2016. "Motives for corporate cash holdings: the CEO optimism effect," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 699-732, October.
    40. Hui-Wen Tang & Chong-Chuo Chang, 2015. "Does corporate governance affect the relationship between earnings management and firm performance? An endogenous switching regression model," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 33-58, July.
    41. Tahir Akhtar & Mohammad Ali Tareq & Kashif Rashid, 2021. "Chief Executive Officers’ monitoring, board effectiveness, managerial ownership, and cash holdings: evidence from ASEAN," Review of Managerial Science, Springer, vol. 15(8), pages 2193-2238, November.
    42. Peiyi Yu & Bac Luu, 2016. "Bank performance and executive pay: tournament or teamwork," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 607-643, October.
    43. Tahseen Mohsan Khan & Safia Nosheen & Naveed ul Haq, 2020. "Corporate governance mechanism and comparative analysis of one-tier and two-tier board structures: evidence from ASEAN countries," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(2), pages 61-72, September.
    44. Don M. Autore & Jeffrey Hobbs & Tunde Kovacs & Vivek Singh, 2019. "Do shareholder rights influence the direct costs of issuing seasoned equity?," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 1-33, January.
    45. Subba Reddy Yarram, 2012. "Corporate Governance, Cash holdings and Value of a Firm: Evidence from Australian Firms," Information Management and Business Review, AMH International, vol. 4(12), pages 606-614.

  53. Lee, Cheng-Few & Tsai, Chiung-Min & Lee, Alice C., 2009. "A dynamic CAPM with supply effect: Theory and empirical results," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 811-828, August.

    Cited by:

    1. Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
    2. Mauro Andriotto & Emanuele Teti, 2014. "Beyond CAPM: an innovative factor model to optimize the risk and return trade-off," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 615-630, September.
    3. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.

  54. Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee, 2009. "Variation in Stock Return Risks: An International Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 245-266.

    Cited by:

    1. Adrian Lei & Martin Yick & Keith Lam, 2013. "Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 131-147, July.
    2. Tienyu Hwang & Simon Gao & Heather Owen, 2014. "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 721-750, November.
    3. Bartosz Gębka & Michail Karoglou, 2013. "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 485-507, April.
    4. Chiuling Lu & Yiuman Tse & Michael Williams, 2013. "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 293-318, February.
    5. Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
    6. Nicos Koussis & Michalis Makrominas, 2015. "Growth options, option exercise and firms’ systematic risk," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 243-267, February.

  55. R C Royfaizal & C Lee & M Azali, 2009. "The Linkages of Asian and the US Stock Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 74-90, June.

    Cited by:

    1. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
    2. Emon Kalyan Chowdhury & Iffat Ishrat Khan, 2024. "Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 755-778, September.
    3. Mustapher Faque & Umit Hacioglu, 2021. "Investigating the impact of Covid-19 pandemic on stock markets:Evidence from global equity indices," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(7), pages 199-219, October.
    4. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

  56. Lee, Cheng-Few & YiLin, Wu, 2009. "Two-stage models for the analysis of information content of equity-selling mechanisms choices," Journal of Business Research, Elsevier, vol. 62(1), pages 123-133, January.

    Cited by:

    1. Cline, Brandon N. & Fu, Xudong & Tang, Tian, 2015. "Do investors value SEO lockup agreements?," Journal of Business Research, Elsevier, vol. 68(2), pages 314-321.
    2. Liang, Hsiao-Chen & Jang, Woan-Yuh, 2013. "Information asymmetry and monitoring in equity private placements," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 460-475.
    3. Brown Jr., William D. & Fernando, Guy D., 2011. "Whisper forecasts of earnings per share: Is anyone still listening?," Journal of Business Research, Elsevier, vol. 64(5), pages 476-482, May.
    4. Canina, Linda & Carvell, Steven A. & Ma, Qingzhong & Ukhov, Andrey D., 2013. "Business cycle and asset valuation in the gaming industry," Journal of Business Research, Elsevier, vol. 66(9), pages 1689-1695.
    5. Suichen Xu & Janice How & Peter Verhoeven & Tom Smith, 2017. "Corporate governance and private placement issuance in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 907-933, September.
    6. Onur Bayar & Yini Liu & Juan Mao, 2021. "How reverse merger firms raise capital in PIPEs: search costs and placement agent reputation," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 143-184, January.

  57. Ruey‐Ching Hwang & K. F. Cheng & Cheng‐Few Lee, 2009. "On multiple‐class prediction of issuer credit ratings," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(5), pages 535-550, September.

    Cited by:

    1. Ruey-Ching Hwang, 2013. "Forecasting credit ratings with the varying-coefficient model," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1947-1965, December.
    2. Goldmann, Leonie & Crook, Jonathan & Calabrese, Raffaella, 2024. "A new ordinal mixed-data sampling model with an application to corporate credit rating levels," European Journal of Operational Research, Elsevier, vol. 314(3), pages 1111-1126.
    3. Jaspreet Kaur & Madhu Vij & Ajay Kumar Chauhan, 2023. "Signals influencing corporate credit ratings—a systematic literature review," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 50(1), pages 91-114, March.
    4. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    5. Golbayani, Parisa & Florescu, Ionuţ & Chatterjee, Rupak, 2020. "A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    6. Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018. "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 19-35.

  58. Cheng-Few Lee & Kehluh Wang & Yan Long Chen, 2009. "Hedging and Optimal Hedge Ratios for International Index Futures Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 593-610.

    Cited by:

    1. Dean Leistikow & Ren-Raw Chen, 2019. "Carry Cost Rate Regimes and Futures Hedge Ratio Variation," JRFM, MDPI, vol. 12(2), pages 1-17, May.
    2. Dean Leistikow & Ren-Raw Chen & Yuewu Xu, 2022. "Spot asset carry cost rates and futures hedge ratios," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1741-1779, May.
    3. Mohd Aminul Islam, 2017. "An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(11), pages 303-314, 11-2017.
    4. Koulis Alexandros & Kaimakamis George & Beneki Christina, 2018. "Hedging effectiveness for international index futures markets," Economics and Business, Sciendo, vol. 32(1), pages 149-159, July.
    5. Juan Carlos Gutierrez Betancur, 2017. "Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market," Revista Ecos de Economía, Universidad EAFIT, vol. 21(44), pages 37-71, June.
    6. Ricardo Troncoso-Sepúlveda & Juan Cabas-Monje, 2019. "Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 9-44, Enero - J.
    7. Alexandros Koulis & Constantinos Kyriakopoulos, 2021. "Hedge ratio estimation: A note on the Bitcoin future contract," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 125-131.
    8. Troncoso Sepúlveda, Ricardo & Cabas Monje, Juan, 2019. "Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 9-44, January.
    9. Chang, Charles & Lin, Emily, 2015. "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 197-213.
    10. Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.

  59. Han-Hsing Lee & Ren-Raw Chen & Cheng-Few Lee, 2009. "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), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 629-675.

    Cited by:

    1. Han-Hsing Lee & Kuanyu Shih & Kehluh Wang, 2016. "Measuring sovereign credit risk using a structural model approach," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1097-1128, November.
    2. Şaban Çelik, 2013. "Micro Credit Risk Metrics: A Comprehensive Review," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 233-272, October.

  60. Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 177-217.

    Cited by:

    1. Oleg Sokolinskiy, 2019. "Debt rollover-induced local volatility model," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1065-1084, May.
    2. Olaf Korn & Clemens Paschke & Marliese Uhrig-Homburg, 2012. "Robust stock option plans," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 77-103, July.
    3. Bingxin Li, 2020. "Option-implied filtering: evidence from the GARCH option pricing model," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1037-1057, April.
    4. Cheng-Few Lee & Yibing Chen & John Lee, 2016. "Alternative methods to derive option pricing models: review and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 417-451, August.
    5. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.
    6. Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2014. "Assessing the performance of symmetric and asymmetric implied volatility functions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 373-397, April.
    7. Lee, Min-Ku, 2016. "Asymptotic approach to the pricing of geometric asian options under the CEV model," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 544-548.
    8. Lingling Xu & Hongjie Zhang & Fu Lee Wang, 2023. "Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method," Mathematics, MDPI, vol. 11(3), pages 1-14, January.
    9. Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2013. "Option pricing under non-normality: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 273-292, February.
    10. Hann-Shing Ju & Ren-Raw Chen & Shih-Kuo Yeh & Tung-Hsiao Yang, 2015. "Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 89-111, January.
    11. Min-Ku LEE & Sung-Jin YANG, PhD & Jeong-Hoon KIM, 2017. "Pricing Vulnerable Options with Constant Elasticity of Variance versus Stochastic Elasticity of Variance," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 233-247.
    12. Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017. "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 819-848, April.
    13. Rodrigo Hernández & Wayne Lee & Pu Liu & Tian-Shyr Dai, 2013. "Outperformance Certificates: analysis, pricing, interpretation, and performance," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 691-713, May.
    14. Oleg Sokolinskiy, 2020. "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 389-426, August.

  61. Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009. "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 63-85.

    Cited by:

    1. Maojun Zhang & Yang Zhao & Jiangxia Nan, 2022. "Economic policy uncertainty and volatility of treasury futures," Review of Derivatives Research, Springer, vol. 25(1), pages 93-107, April.

  62. Bi-Huei Tsai & Cheng-Few Lee & Lili Sun, 2009. "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), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 417-454.

    Cited by:

    1. Enrique Batiz‐Zuk & Fabrizio López‐Gallo & Abdulkadir Mohamed & Fátima Sánchez‐Cajal, 2022. "Determinants of loan survival rates for small and medium‐sized enterprises: Evidence from an emerging economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4741-4755, October.

  63. Ahmed Hachicha & Cheng-Few Lee, 2009. "Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 509-527.

    Cited by:

    1. Stephanos Papadamou & Costas Siriopoulos, 2012. "Banks’ lending behavior and monetary policy: evidence from Sweden," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 131-148, February.
    2. Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019. "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-013, Indira Gandhi Institute of Development Research, Mumbai, India.

  64. M Azali & R C Royfaizal & C Lee, 2009. "Japanese Yen as an Alternative Vehicle Currency in Asian Countries," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 6-16, May.

    Cited by:

    1. Lee, Grace H.Y. & Koh, Sharon G.M., 2012. "The prospects of a monetary union in East Asia," Economic Modelling, Elsevier, vol. 29(2), pages 96-102.
    2. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
    3. Wong, KKS & Chin, Lee & Azali, M, 2015. "Yen Synchronization among ASEAN-5, Korea and Japan: Evidence from The Multivariate GARCH Model," MPRA Paper 96863, University Library of Munich, Germany.

  65. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.

    Cited by:

    1. Yin-Hua Yeh & Pei-Gi Shu & Ya-Wei Yang, 2016. "How Insiders’ Personal Incentives and Timeliness of Information Revelation are Related to Their Sales Timing," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-26, June.
    2. Chang Vincent Y. & Wang Jennifer L. & Tzeng Larry Y., 2010. "A Reexamination of the Relationship between Organizational Forms and Distribution Channels in the U.S. Property Liability Insurance Industry," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 4(2), pages 1-26, July.
    3. Mark D. Walker & Qingqing Wu, 2024. "PIPEs, firm investment, and viability," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 171-194, January.
    4. Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018. "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 943-978, May.
    5. Onur Bayar & Yini Liu & Juan Mao, 2021. "How reverse merger firms raise capital in PIPEs: search costs and placement agent reputation," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 143-184, January.

  66. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2008. "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, Elsevier, vol. 48(1), pages 153-174, February.

    Cited by:

    1. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.
    2. Jing-Yi Lai, 2012. "An empirical study of the impact of skewness and kurtosis on hedging decisions," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1827-1837, December.
    3. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2022. "Carbon credit futures as an emerging asset: Hedging, diversification and downside risks," Energy Economics, Elsevier, vol. 113(C).
    4. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.

  67. Weihua Shi & Cheng-Few Lee, 2008. "Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 511-530.

    Cited by:

    1. Ying Jiang & Shamim Ahmed & Xiaoquan Liu, 2017. "Volatility forecasting in the Chinese commodity futures market with intraday data," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 1123-1173, May.

  68. Gili Yen & Cheng-few Lee, 2008. "Efficient Market Hypothesis (EMH): Past, Present and Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 305-329.

    Cited by:

    1. Nabiha Haouas, 2021. "Multifractal Analysis of the Foreign Exchange Markets Application to MENA Countries," Accounting and Finance Research, Sciedu Press, vol. 10(2), pages 1-17, May.
    2. Xu Li, 2011. "Behavioral theories and the pricing of IPOs’ discretionary current accruals," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 87-104, July.
    3. Jeffrey Harrison & Matthew Hart & Derek Oler, 2014. "Leverage and acquisition performance," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 571-603, October.
    4. Noda, Akihiko, 2016. "A test of the adaptive market hypothesis using a time-varying AR model in Japan," Finance Research Letters, Elsevier, vol. 17(C), pages 66-71.
    5. Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
    6. Paulo Ferreira & Éder J.A.L. Pereira & Hernane B.B. Pereira, 2020. "From Big Data to Econophysics and Its Use to Explain Complex Phenomena," JRFM, MDPI, vol. 13(7), pages 1-10, July.
    7. Xiaoli Wang & Michael S. Long & Ren Raw Chen & Jingfeng Zhang, 2016. "Economic growth potential creating a real put and the resulting valuation of the firm," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 453-474, October.
    8. Phillips, Emir, 2019. "Nassim Taleb heads international banking’s first Grey/Black Swan Committee," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 117-122.
    9. Kian‐Ping Lim & Robert Brooks, 2011. "The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 69-108, February.
    10. Deniz Ersan & Chifumi Nishioka & Ansgar Scherp, 2020. "Comparison of machine learning methods for financial time series forecasting at the examples of over 10 years of daily and hourly data of DAX 30 and S&P 500," Journal of Computational Social Science, Springer, vol. 3(1), pages 103-133, April.
    11. Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand, 2019. "A technical approach to equity investing in emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 389-403, July.
    12. Yardley, Ben, 2020. "The Effects of Donald Trump’s Tweets on The Stock Exchange," MPRA Paper 102578, University Library of Munich, Germany.
    13. Tienyu Hwang & Simon Gao & Heather Owen, 2014. "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 721-750, November.
    14. Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
    15. Al-Shboul, Mohammad & Alsharari, Nizar, 2019. "The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 119-135.
    16. Sulaiman Al-Jassar, 2019. "Fundamental and Technical Trading in the Emerging Market of an Oil-Based Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-19, March.
    17. Askari, Abolfazl & Hajizadeh, Ehsan, 2024. "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, vol. 66(C).
    18. Hornbach, Christian & Hellenkamp, André, 2011. "Fortgeschrittene technische Indikatoren am Aktienmarkt: Eine empirische Analyse," Studien zum Finanz-, Bank- und Versicherungsmanagement, Technische Universität Kaiserslautern, Lehrstuhl für Finanzdienstleistungen und Finanzmanagement, volume 16, number 16.
    19. Claire Y. C. Liang & Rengong Zhang, 2020. "Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 695-738, August.
    20. Broere, Mark & Christmann, Robin, 2019. "Takeovers, Shareholder Litigation, and the Free-riding Problem," MPRA Paper 93201, University Library of Munich, Germany.
    21. Tian Yuan & Rakesh Gupta & Robert J. Bianchi, 2015. "The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-28.
    22. Perera, Devmali & Białkowski, Jędrzej & Bohl, Martin T., 2020. "Does the tea market require a futures contract? Evidence from the Sri Lankan tea market," Research in International Business and Finance, Elsevier, vol. 54(C).
    23. Cedric L. Mbanga & Ali F. Darrat, 2016. "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 987-1002, November.
    24. Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 621-635, February.
    25. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, vol. 3(2), pages 1-15, June.
    26. Broere, Mark & Christmann, Robin, 2021. "Takeovers, shareholder litigation, and the free-riding problem," International Review of Law and Economics, Elsevier, vol. 65(C).
    27. Majumder, Debasish, 2014. "Asset pricing for inefficient markets: Evidence from China and India," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 282-291.
    28. Tran, Vu Le & Leirvik, Thomas, 2019. "A simple but powerful measure of market efficiency," Finance Research Letters, Elsevier, vol. 29(C), pages 141-151.
    29. John Eshleman & Peng Guo, 2014. "The market’s use of supplier earnings information to value customers," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 405-422, August.
    30. Arie Harel & Giora Harpaz & Jack Francis, 2011. "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 287-296, February.
    31. Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.
    32. Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011. "Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 868-879.
    33. Mobarek, Asma & Fiorante, Angelo, 2014. "The prospects of BRIC countries: Testing weak-form market efficiency," Research in International Business and Finance, Elsevier, vol. 30(C), pages 217-232.
    34. Taylor, Nick, 2014. "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 286-302.
    35. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Frontier markets’ efficiency: mutual information and detrended fluctuation analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 551-572, September.
    36. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    37. N'yoma Diamond & Grant Perkins, 2022. "Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning," Papers 2212.08734, arXiv.org, revised Dec 2022.
    38. Sharad Asthana & Rachana Kalelkar, 2020. "Impact of economic policy uncertainty on disclosure and pricing of earnings news," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1481-1512, November.
    39. Natália Costa & César Silva & Paulo Ferreira, 2019. "Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies," IJFS, MDPI, vol. 7(3), pages 1-12, September.
    40. Pawan Jain & Wen-Jun Xue, 2017. "Global Investigation of Return Autocorrelation and its Determinants," Working Papers 1704, Florida International University, Department of Economics.
    41. Charfeddine, Lanouar & Khediri, Karim Ben, 2016. "Time varying market efficiency of the GCC stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 487-504.
    42. Huong Higgins, 2011. "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 583-604, May.
    43. Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.
    44. Elyas Elyasiani & Jingyi Jia, 2011. "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 381-408, October.
    45. Vikash Ramiah, 2013. "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 383-401, February.
    46. Minea Elena Loredana, 2019. "A Critical Theoretical Analysis On The Implications Of Efficient Market Hypothesis (Emh)," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 298-303, December.
    47. Bianchi, Sergio & Pianese, Augusto, 2018. "Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 64-75.
    48. Jian Zhou & Jin Man Lee, 2013. "Adaptive market hypothesis: evidence from the REIT market," Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1649-1662, November.
    49. Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
    50. Michalis Makrominas, 2017. "Recognized intangibles and the present value of growth options," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 311-329, February.
    51. Dimitra Papadovasilaki & Federico Guerrero & Rattaphon Wuthisatian & Bhraman Gulati, 2022. "The 1920s technological revolution and the crash of 1929: the role of RCA, DuPont, General Motors, and Union Carbide," SN Business & Economics, Springer, vol. 2(5), pages 1-22, May.
    52. Hasan A?an Karaduman, 2016. "Stylized Facts And Weak-Form Efficiency In Turkish Stock Market," Proceedings of International Academic Conferences 4006651, International Institute of Social and Economic Sciences.
    53. Mohanty, Sunil K. & Mishra, Sibanjan, 2020. "Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    54. Katsiaryna Salavei Bardos & Brandon N. Cline & Gregory Koutmos, 2020. "Risk dynamics around restatement announcements," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1279-1313, May.
    55. Veronika Vinogradova, 2018. "Value creation through external growth strategy: the architecture of successful performance," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 847-882, October.
    56. Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto, 2017. "The return premiums to accruals quality," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 83-115, January.
    57. Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018. "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 943-978, May.
    58. Ray R. Sturm, 2016. "Is There a Presidential Election Cycle in Firm Financials?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-18, June.
    59. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.
    60. John Geppert & Stoyu Ivanov & Gordon Karels, 2011. "An analysis of the importance of S&P 500 discretionary constituent changes," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 21-34, July.
    61. Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014. "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 107-127.
    62. Oksana Kim, 2016. "Market Efficiency and Arbitrage Opportunities for Russian Depositary Receipts Cross-Listed on the London Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-36, June.
    63. Paulo Ferreira & Luís Carlos Loures, 2020. "An Econophysics Study of the S&P Global Clean Energy Index," Sustainability, MDPI, vol. 12(2), pages 1-9, January.
    64. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    65. Guohua Jiang & Donglin Li & Gang Li, 2012. "Capital investment and momentum strategies," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 165-188, August.

  69. Jow-Ran Chang & Mao-Wei Hung & Cheng-Few Lee & Hsin-Min Lu, 2007. "The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 265-288.

    Cited by:

    1. Ahmed Hachicha & Fatma Hachicha & Afif Masmoudi, 2012. "A comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, vol. 38(4), pages 479-493, May.
    2. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
    3. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.
    4. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    5. Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2013. "Option pricing under non-normality: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 273-292, February.
    6. Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017. "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 819-848, April.

  70. Sheng-Syan Chen & Tsai-Yen Chung & Kim Wai Ho & Cheng-Few Lee, 2007. "Intra-Industry Effects of Delayed New Product Introductions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 415-443.

    Cited by:

    1. Tiantian Gu & Anand Venkateswaran, 2018. "Firm-supplier relations and managerial compensation," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 621-649, October.
    2. Xiaoli Wang & Michael S. Long & Ren Raw Chen & Jingfeng Zhang, 2016. "Economic growth potential creating a real put and the resulting valuation of the firm," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 453-474, October.
    3. Aigbe Akhigbe & Jeff Madura & Anna Martin, 2015. "Intra-industry effects of negative stock price surprises," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 541-559, October.
    4. Chengru Hu & Wei Jiang & Cheng-few Lee, 2013. "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 273-294, August.
    5. Ding, Li & Lam, Hugo K.S. & Cheng, T.C.E. & Zhou, Honggeng, 2021. "The contagion and competitive effects across national borders: Evidence from the 2016 Kumamoto earthquakes," International Journal of Production Economics, Elsevier, vol. 235(C).
    6. David Smith & Jianguo Chen & Hamish Anderson, 2012. "The relationship between capital structure and product markets: evidence from New Zealand," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 1-24, January.
    7. John Geppert & Stoyu Ivanov & Gordon Karels, 2011. "An analysis of the importance of S&P 500 discretionary constituent changes," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 21-34, July.

  71. Cheng-few Lee & Keshab Shrestha & Robert Welch, 2007. "Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 163-185, February.

    Cited by:

    1. Ming-Hua Liu & Tianyun Liu & Keshab Shrestha & Yang Zhang, 2021. "The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1195-1213, November.

  72. Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007. "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, vol. 11(3), pages 323-355, July.

    Cited by:

    1. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    2. Albrecher, Hansjörg & Constantinescu, Corina & Pirsic, Gottlieb & Regensburger, Georg & Rosenkranz, Markus, 2010. "An algebraic operator approach to the analysis of Gerber-Shiu functions," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 42-51, February.
    3. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    4. Chen, Yu-Ting & Chen, Yu-Tzu & Sheu, Yuan-Chung, 2017. "First exit from an open set for a matrix-exponential Lévy process," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 104-110.
    5. Chi, Yichun, 2010. "Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 385-396, April.
    6. Ming-Chi Chang & Yuan-Chung Sheu, 2013. "Free boundary problems and perpetual American strangles," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1149-1155, July.
    7. Tenorio Villal¢n, Angel F. & Martín Caraballo, Ana M. & Paralera Morales, Concepción & Contreras Rubio, Ignacio, 2013. "Ecuaciones diferenciales y en diferencias aplicadas a los conceptos económicos y financieros || Differential and Difference Equations Applied to Economic and Financial Concepts," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 165-199, December.
    8. Corina D. Constantinescu & Jorge M. Ramirez & Wei R. Zhu, 2019. "An application of fractional differential equations to risk theory," Finance and Stochastics, Springer, vol. 23(4), pages 1001-1024, October.
    9. Chi, Yichun & Jaimungal, Sebastian & Lin, X. Sheldon, 2010. "An insurance risk model with stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 52-66, February.

  73. Lee, L.H. & Lee, C. & Bao, J., 2006. "Inventory control in the presence of an electronic marketplace," European Journal of Operational Research, Elsevier, vol. 174(2), pages 797-815, October.

    Cited by:

    1. Verhagen, T., 2008. "Investigating the impact of C2C electronic marketplace quality on trust," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Johansen, Søren Glud & Thorstenson, Anders, 2014. "Emergency orders in the periodic-review inventory system with fixed ordering costs and compound Poisson demand," International Journal of Production Economics, Elsevier, vol. 157(C), pages 147-157.
    3. Zhen, Lu & Wang, Shuaian & Zhuge, Dan, 2017. "Dynamic programming for optimal ship refueling decision," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 100(C), pages 63-74.
    4. Dey, Oshmita & Chakraborty, Debjani, 2009. "Fuzzy periodic review system with fuzzy random variable demand," European Journal of Operational Research, Elsevier, vol. 198(1), pages 113-120, October.
    5. Johansen, Søren Glud, 2019. "Emergency orders in the periodic-review inventory system with fixed ordering costs and stochastic lead times for normal orders," International Journal of Production Economics, Elsevier, vol. 209(C), pages 205-214.

  74. Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.

    Cited by:

    1. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
    2. Julio E. Sandubete & León Beleña & Juan Carlos García-Villalobos, 2023. "Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)," Mathematics, MDPI, vol. 11(2), pages 1-29, January.
    3. Sandubete, Julio E. & Escot, Lorenzo, 2020. "Chaotic signals inside some tick-by-tick financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    4. Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, vol. 23(3), pages 322-338, September.

  75. Cheng-Few Lee, 2005. "15th Annual Conference on Financial Economics and Accounting," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 73-83, August.

    Cited by:

    1. Cheng-Few Lee, 2010. "Second decade review of the annual conference on financial economics and accounting," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 335-370, October.

  76. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Keshab Shrestha, 2004. "Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions," Review of Quantitative Finance and Accounting, Springer, vol. 22(2), pages 141-169, March.

    Cited by:

    1. Stavros E. Arvanitis & Theodoros V. Stamatopoulos & Dimitris Terzakis, 2018. "Is There a Non-linear Relationship of Market Value with Cash and Ownership?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(1), pages 3-25, January-M.
    2. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012. "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 286-297.
    3. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
    4. Antonio Pedro Soares Pinto & Mario Gomes Augusto, 2014. "Are There Non-linear Effects of Banking Relationships and Ownership Concentration on Operational Performance? Empirical Evidence from Portuguese SMEs Using Cross-section Analysis and Panel Data," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 67-84, October.
    5. Cathy Cao & Chongyang Chen & Joyce Wang, 2015. "Underwriter reputation and pricing of risk: evidence from seasoned equity offerings," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 609-643, May.
    6. Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
    7. Florackis, Chrisostomos & Kostakis, Alexandros & Ozkan, Aydin, 2009. "Managerial ownership and performance," Journal of Business Research, Elsevier, vol. 62(12), pages 1350-1357, December.
    8. M. Hamadi & A. Heinen, 2015. "Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel," Working Paper CRENoS 201502, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    9. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    10. Yabei Hu & Shigemi Izumida, 2008. "Ownership Concentration and Corporate Performance: A Causal Analysis with Japanese Panel Data," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(4), pages 342-358, July.
    11. Díaz Díaz, Belén & Sanfilippo Azofra, Sergio & López Gutiérrez, Carlos, 2013. "Synergies or overpayment in European corporate M&A," MPRA Paper 51070, University Library of Munich, Germany.
    12. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015. "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 353-378, February.
    13. Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018. "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 943-978, May.

  77. Cheng-Few Lee & Jack C. Lee & H.F. Ni & C.C. Wu, 2004. "On a Simple Econometric Approach for Utility-Based Asset Pricing Model," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 331-344, June.

    Cited by:

    1. Wu, C.C. & Lee, Jack C., 2007. "Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)," Economic Modelling, Elsevier, vol. 24(2), pages 329-349, March.

  78. Shiu-Wan Hung & Chyan Yang & Cheng-Few Lee, 2004. "The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 547-569.

    Cited by:

    1. Xiuping Hua & Ying Jiang & Qian Sun & Xinyi Xing, 2019. "Do antidumping measures affect Chinese export-related firms?," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 871-900, April.
    2. Ann Ling-Ching Chan & Edward Lee & Jirada Petaibanlue & Ning Tan, 2017. "Do board interlocks motivate voluntary disclosure? Evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 441-466, February.

  79. Cheng-Few Lee, 2004. "Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003," Review of Quantitative Finance and Accounting, Springer, vol. 22(4), pages 345-355, June.

    Cited by:

    1. Cheng-Few Lee, 2010. "Second decade review of the annual conference on financial economics and accounting," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 335-370, October.

  80. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2004. "An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 359-386, April.

    Cited by:

    1. Jitmaneeroj, Boonlert, 2018. "The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 282-298.
    2. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    3. Donald Lien & Keshab Shrestha, 2005. "Estimating the optimal hedge ratio with focus information criterion," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(10), pages 1011-1024, October.
    4. Aglasan, Serkan & Wu, Shenan & Goodwin, Barry K., 2021. "Cross-hedging with Agricultural Commodities: A Copula-GARCH Approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313960, Agricultural and Applied Economics Association.
    5. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.
    6. Čech, František & Zítek, Michal, 2022. "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, vol. 113(C).
    7. Wang Haoyu & Junpeng Di & Qing Han, 2023. "Adaptive hedging horizon and hedging performance estimation," Papers 2302.00251, arXiv.org.
    8. Yang (Greg) Hou & Mark Holmes, 2020. "Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures," Australian Journal of Management, Australian School of Business, vol. 45(2), pages 240-265, May.
    9. Yu‐Sheng Lai, 2018. "Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1370-1390, November.
    10. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
    11. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    12. Yudong Wang & Chongfeng Wu & Li Yang, 2015. "Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?," Management Science, INFORMS, vol. 61(12), pages 2870-2889, December.
    13. Hou, Yang & Holmes, Mark, 2017. "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper 82000, University Library of Munich, Germany.
    14. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019. "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    15. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.
    16. Gurmeet Singh, 2017. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures," Jindal Journal of Business Research, , vol. 6(2), pages 108-131, December.
    17. Yingying Xu & Donald Lien, 2020. "Optimal futures hedging for energy commodities: An application of the GAS model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1090-1108, July.

  81. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2003. "Futures hedge ratios: a review," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 433-465.

    Cited by:

    1. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," KIER Working Papers 717, Kyoto University, Institute of Economic Research.
    2. Jui-Cheng Hung & Chien-Liang Chiu & Ming-Chih Lee, 2006. "Hedging with zero-value at risk hedge ratio," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 259-269.
    3. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics 10/19, University of Canterbury, Department of Economics and Finance.
    4. Hung, Mao-wei & Lee, Cheng-few & So, Leh-chyan, 2005. "Hedging with Foreign-listed Single Stock Futures," MPRA Paper 52372, University Library of Munich, Germany.
    5. Dark, Jonathan, 2015. "Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 269-285.
    6. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    7. Cao, Min & Conlon, Thomas, 2023. "Composite jet fuel cross-hedging," Journal of Commodity Markets, Elsevier, vol. 30(C).
    8. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2021. "Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector," Risks, MDPI, vol. 9(12), pages 1-14, December.
    9. Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017. "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, vol. 53(3), pages 1039-1058, November.
    10. Donald Lien & Keshab Shrestha, 2005. "Estimating the optimal hedge ratio with focus information criterion," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(10), pages 1011-1024, October.
    11. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. Thomas Conlon & John Cotter, 2012. "Downside risk and the energy hedger's horizon," Working Papers 201219, Geary Institute, University College Dublin.
    13. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics 10/03, University of Canterbury, Department of Economics and Finance.
    14. Stavros Degiannakis & Christos Floros & Enrique Salvador & Dimitrios Vougas, 2022. "On the stationarity of futures hedge ratios," Operational Research, Springer, vol. 22(3), pages 2281-2303, July.
    15. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018. "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, vol. 70(C), pages 545-562.
    16. Wan-Yi Chiu, 2021. "Mean-variance hedging in the presence of estimation risk," Review of Derivatives Research, Springer, vol. 24(3), pages 221-241, October.
    17. Zhiyuan Pan & Xianchao Sun, 2014. "Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 107-121.
    18. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.
    19. Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y., 2014. "Riskiness-minimizing spot-futures hedge ratio," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 154-164.
    20. Pan, Zhiyuan & Xiao, Dongli & Dong, Qingma & Liu, Li, 2022. "Structural breaks, macroeconomic fundamentals and cross hedge ratio," Finance Research Letters, Elsevier, vol. 47(PA).
    21. Bi, Hongwei & Huang, Rachel J. & Tzeng, Larry Y. & Zhu, Wei, 2019. "Higher-order Omega: A performance index with a decision-theoretic foundation," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 43-57.
    22. Hilal, Sawsan & Poon, Ser-Huang & Tawn, Jonathan, 2011. "Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2374-2387, September.
    23. Massimiliano Barbi & Silvia Romagnoli, 2016. "Optimal hedge ratio under a subjective re-weighting of the original measure," Applied Economics, Taylor & Francis Journals, vol. 48(14), pages 1271-1280, March.
    24. Capitani, Daniel Henrique Dario & Mattos, Fabio, 2012. "Risk measurement in commodities markets: How much price risk do agricultural producers really face?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124761, Agricultural and Applied Economics Association.
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    32. Woo, Chi-Keung & Horowitz, Ira & Olson, Arne & Horii, Brian & Baskette, Carmen, 2006. "Efficient frontiers for electricity procurement by an LDC with multiple purchase options," Omega, Elsevier, vol. 34(1), pages 70-80, January.
    33. Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008. "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 213-230, December.
    34. M. Frömmel & M. Luetje, 2014. "Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/873, Ghent University, Faculty of Economics and Business Administration.
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    41. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
    42. Mattos, Fabio & Garcia, Philip & Nelson, Carl H., 2005. "Relaxing Standard Hedging Assumptions in the Presence of Downside Risk," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19040, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    43. Jules Sadefo Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 631-655, September.
    44. George E. Halkos & Apostolos S. Tsirivis, 2019. "Energy Commodities: A Review of Optimal Hedging Strategies," Energies, MDPI, vol. 12(20), pages 1-19, October.
    45. Su, Kuangxi & Yao, Yinhong & Zheng, Chengli & Xie, Wenzhao, 2023. "A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 35-50.
    46. Frestad, Dennis, 2012. "Liquidity and dirty hedging in the Nordic electricity market," Energy Economics, Elsevier, vol. 34(5), pages 1341-1355.
    47. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
    48. Bina, Justin D. & Schroeder, Ted C. & Tonsor, Glynn T., 2022. "Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices," Journal of Commodity Markets, Elsevier, vol. 26(C).
    49. Woo, C.K. & Olson, A. & Horowitz, I., 2006. "Market efficiency, cross hedging and price forecasts: California's natural-gas markets," Energy, Elsevier, vol. 31(8), pages 1290-1304.
    50. Gianluca Stefani & Marco Tiberti, 2013. "Textbook Estimators of Multiperiod Optimal Hedging Ratios: Methodological Aspects and Application to the European Wheat Market," Working Papers - Economics wp2013_29.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    51. Fu, Junhui, 2014. "Multi-objective hedging model with the third central moment and the capital budget," Economic Modelling, Elsevier, vol. 36(C), pages 213-219.
    52. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
    53. Zheng, Chengli & Su, Kuangxi & Yao, Yinhong, 2021. "Hedging futures performance with denoising and noise-assisted strategies," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    54. Bessler, Wolfgang & Wolff, Dominik, 2014. "Hedging European government bond portfolios during the recent sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 379-399.
    55. Thomas Conlon & John Cotter & Ramazan Gençay, 2016. "Commodity futures hedging, risk aversion and the hedging horizon," The European Journal of Finance, Taylor & Francis Journals, vol. 22(15), pages 1534-1560, December.
    56. Sanders, Daniel J. & Baker, Timothy G., 2012. "Hedgers’ Participation in Futures Markets Under Varying Price Regimes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124872, Agricultural and Applied Economics Association.
    57. Wang, Shuang & Wallace, Stein W. & Lu, Jing & Gu, Yewen, 2020. "Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 133(C).
    58. Caporin, Massimiliano, 2013. "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 261-275.
    59. Woo, C.K. & Moore, J. & Schneiderman, B. & Ho, T. & Olson, A. & Alagappan, L. & Chawla, K. & Toyama, N. & Zarnikau, J., 2016. "Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 299-312.
    60. Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020. "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 297-334, January.
    61. Ronald D. Ripple & Imad A. Moosa, 2007. "Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures," Applied Financial Economics, Taylor & Francis Journals, vol. 17(9), pages 683-689.
    62. Ibrahim D. Raheem & Oluyele Akinkugbe & Agboola H. Yusuf & Mahdi Ghaemi Asl, 2023. "Hedging strategies among financial markets: the case of green and brown assets," Empirical Economics, Springer, vol. 65(2), pages 831-873, August.
    63. Kunlapath Sukcharoen & Hankyeung Choi & David J. Leatham, 2015. "Optimal gasoline hedging strategies using futures contracts and exchange-traded funds," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3482-3498, July.
    64. Gilbert Fridgen & Christian König & Philipp Mette & Andreas Rathgeber, 2013. "Die Absicherung von Rohstoffrisiken — Eine Disziplinen über greifende Herausforderung für Unternehmen," Schmalenbach Journal of Business Research, Springer, vol. 65(2), pages 167-190, March.
    65. Donald Lien & Keshab Shrestha & Jing Wu, 2016. "Quantile Estimation of Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 194-214, February.
    66. Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).
    67. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    68. Lin, Xiaoqiang & Chen, Qiang & Tang, Zhenpeng, 2014. "Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market," Economic Modelling, Elsevier, vol. 40(C), pages 81-90.
    69. Barbi, Massimiliano & Romagnoli, Silvia, 2018. "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 14-29.
    70. Bessler, Wolfgang & Conlon, Thomas & Huan, Xing, 2019. "Does corporate hedging enhance shareholder value? A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 222-232.
    71. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
    72. Kuang-Liang Chang, 2011. "The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2627-2640.
    73. Lim, Siew Hoon & Turner, Peter A., 2016. "Airline Fuel Hedging: Do Hedge Horizon and Contract Maturity Matter?," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 55(1), April.
    74. Néjib Hachicha & Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah & Jean-Luc Prigent, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," Post-Print hal-03745047, HAL.
    75. Асатуров К.Г. & Теплова Т.В., 2014. "Построение Коэффициентов Хеджирования Для Высоколиквидных Акций Российского Рынка На Основе Моделей Класса Garch," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 50(1), pages 37-54, январь.
    76. Dark, Jonathan, 2012. "Will tighter futures price limits decrease hedge effectiveness?," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2717-2728.
    77. Jahangir Sultan & Antonios K. Alexandridis & Mohammad Hasan & Xuxi Guo, 2019. "Hedging performance of multiscale hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1613-1632, December.
    78. Hung, Jui-Cheng, 2015. "Evaluation of realized multi-power variations in minimum variance hedging," Economic Modelling, Elsevier, vol. 51(C), pages 672-679.
    79. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.
    80. Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2019. "New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies," Working Papers hal-02417459, HAL.
    81. Pan, Zhiyuan & Fu, Ziqian & Wang, Yudong & Dong, Qingma, 2024. "Exploiting the sentiments: A simple approach for improving cross hedging effectiveness," Energy Economics, Elsevier, vol. 134(C).
    82. Peter Albrecht, 2011. "Zur Theorie des Value at Risk-minimalen Hedges," Schmalenbach Journal of Business Research, Springer, vol. 63(1), pages 2-18, February.

  82. Chang, Jow-ran & Hung, Mao-wei & Lee, Cheng-few, 2003. "An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance," Review of Quantitative Finance and Accounting, Springer, vol. 20(4), pages 415-433, June.

    Cited by:

    1. G.V. Satya Sekhar, 2016. "Ten Myths of Performance Evaluation of Mutual Funds: a Snapshot View," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(1), pages 59-65, February.
    2. Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020. "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 589-616, February.
    3. Wenzelburger, Jan, 2020. "Mean-variance analysis and the Modified Market Portfolio," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).

  83. Chang-Wen Duan & William T. Lin & Cheng Few Lee, 2003. "Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 87-112.

    Cited by:

    1. Lee, Meng-Yu & Yeh, Fang-Bo & Chen, An-Pin, 2008. "The generalized sequential compound options pricing and sensitivity analysis," Mathematical Social Sciences, Elsevier, vol. 55(1), pages 38-54, January.
    2. Denise A. Jones, 2018. "Using real options theory to explain patterns in the valuation of research and development expenditures," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 575-593, October.
    3. Chia-Chi Lu & Weifeng Hung & Jyh-Jian Sheu & Pai-Ta Shih, 2011. "Investment with network externality under uncertainty," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 555-564, May.
    4. Liu, Yu-hong & Jiang, I-Ming & Hsu, Wei-tze, 2018. "Compound option pricing under a double exponential Jump-diffusion model," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 30-53.
    5. Sascha Mölls & Karl-Heinz Schild, 2012. "Decision-making in sequential projects: expected time-to-build and probability of failure," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 1-25, July.
    6. Ndiaye, A.A. & Armstrong, M., 2013. "Evaluating a small deposit next to an economically viable gold mine in West Africa from the points of view of the mining company, the government and the local community," Resources Policy, Elsevier, vol. 38(2), pages 113-122.

  84. Keshab Shrestha & Sheng‐Syan Chen & Cheng‐few Lee, 2002. "Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(3), pages 305-320, September.

    Cited by:

    1. Adel A. Al-Sharkas & Marwan Al-Zoubi, 2011. "Stock Prices and Inflation: Evidence from Jordan, Saudi Arabia, Kuwait, and Morocco," Working Papers 653, Economic Research Forum, revised 12 Jan 2011.
    2. K.R. Shanmugam & Biswa Swarup Misra, 2008. "Stock Returns-Inflation Relation in India," Finance Working Papers 22514, East Asian Bureau of Economic Research.
    3. Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
    4. Eric Kam & Paul Missios, 2003. "Wealth effects in a cash-in-advance economy," Economics Bulletin, AccessEcon, vol. 5(2), pages 1-7.
    5. Somayeh Madadpour & Mohsen Asgari, 2019. "The puzzling relationship between stocks return and inflation: a review article," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(2), pages 115-145, June.
    6. Kam, Eric, 2005. "A note on time preference and the Tobin Effect," Economics Letters, Elsevier, vol. 89(1), pages 127-132, October.

  85. Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping, 2002. "Intraday Return Volatility Process: Evidence from NASDAQ Stocks," Review of Quantitative Finance and Accounting, Springer, vol. 19(2), pages 155-180, September.

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    1. B. Craven & Sardar Islam, 2008. "A model for stock market returns: non-Gaussian fluctuations and financial factors," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 355-370, May.
    2. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016. "Intraday volatility interaction between the crude oil and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 1-13.
    3. Rashmi Ranjan Paital & Naresh Kumar Sharma, 2016. "Bid-Ask Spreads, Trading Volume and Return Volatility: Intraday Evidence from Indian Stock Market," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(1), pages 24-40.
    4. B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022. "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 117067, University Library of Munich, Germany, revised 05 Jan 2023.
    5. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2023. "Discovering the drivers of stock market volatility in a data-rich world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    6. Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
    7. Chortareas, Georgios & Jiang, Ying & Nankervis, John. C., 2011. "Forecasting exchange rate volatility using high-frequency data: Is the euro different?," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1089-1107, October.
    8. M. Illueca & J. A. LaFuente, 2006. "New evidence on expiration‐day effects using realized volatility: An intraday analysis for the Spanish stock exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(9), pages 923-938, September.
    9. Ekong, Christopher N. & Onye, Kenneth U., 2017. "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper 88309, University Library of Munich, Germany.
    10. Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
    11. Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
    12. Cheng-Few Lee & Oleg Sokolinskiy, 2015. "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 463-483, October.
    13. Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1167-1186, November.
    14. Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018. "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, vol. 44(C), pages 88-99.
    15. Aliyev, Fuzuli & Ajayi, Richard & Gasim, Nijat, 2020. "Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    16. Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015. "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 251-278, August.
    17. Sayo Ayodeji, 2015. "Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 4(3), pages 1-2.
    18. Jose Luis Miralles-Marcelo & Jose Luis Miralles-Quiros & Maria del Mar Miralles-Quiros, 2010. "Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 223-235.

  86. Sheng‐Syan Chen & Kim Wai Ho & Cheng‐few Lee & Gillian H.H. Yeo, 2002. "Wealth Effects of Private Equity Placements: Evidence from Singapore," The Financial Review, Eastern Finance Association, vol. 37(2), pages 165-183, May.

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    1. Lin, Jing & An, Yunbi & Yang, Jun & Liang, Yinhe, 2019. "Price inversion and post lock-up period returns on private investments in public equity in China: An interest transfer perspective," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 47-84.
    2. Anjali Tuli & Abha Shukla, 2015. "Informational Effect of Select Private Placements of Equity: An Empirical Analysis in Indian Capital Market," Vikalpa: The Journal for Decision Makers, , vol. 40(2), pages 165-190, June.
    3. Otsubo, Minoru, 2017. "Why do firms underwrite private placement shares of other firms? Case of Japanese firms," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 75-92.
    4. Liang, Hsiao-Chen & Jang, Woan-Yuh, 2013. "Information asymmetry and monitoring in equity private placements," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 460-475.
    5. Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015. "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 41-50.
    6. Holderness, Clifford G., 2018. "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, vol. 129(3), pages 415-439.
    7. Suichen Xu & Janice How & Peter Verhoeven & Tom Smith, 2017. "Corporate governance and private placement issuance in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 907-933, September.
    8. Hsu-Huei Huang & Min-Lee Chan, 2013. "The initial private placement of equity and changes in operating performance in Taiwan," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(3), pages 711-730, September.
    9. Normazia, M. & Hassan, Taufiq & Ariff, M. & Shamsher, M., 2013. "Private placement, share prices, volume and financial crisis: An emerging market study," Global Finance Journal, Elsevier, vol. 24(3), pages 203-221.
    10. Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F., 2006. "Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 367-394, September.
    11. Shi, Jinyan & Yu, Conghui & Guo, Sicen & Li, Yanxi, 2020. "Market effects of private equity placement: Evidence from Chinese equity and bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    12. Fonseka, M.M. & Colombage, Sisira R.N. & Tian, Gao-Liang, 2014. "Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 126-149.

  87. C. Lee, 2002. "Telecommunications Reforms In Malaysia," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 73(4), pages 521-540, December.

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    1. Derek Gill & Ponciano S. Intal, 2016. "The Development of Regulatory Management Systems in East Asia: Country Studies," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2015-rpr-04 edited by Derek Gill & Ponciano Intal, Jr., enero-mar.
    2. Dato’ Abdul Latif Bin Haji Abu Semam & Hank Lim & Shahriza Bahari, 2016. "Regulatory Coherence: The Contrasting Cases of Malaysia and Singapore," Chapters, in: Derek Gill & Ponciano Intal, Jr. (ed.), The Development of Regulatory Management Systems in East Asia: Country Studies, chapter 9, pages 393-430, Economic Research Institute for ASEAN and East Asia (ERIA).
    3. Lee, Cassey, 2002. "The Institutional and Policy Framework for Regulation and Competition in Malaysia," Centre on Regulation and Competition (CRC) Working papers 30699, University of Manchester, Institute for Development Policy and Management (IDPM).
    4. Quamrul Alam & Mohammad Abu Yusuf & Ken Coghill, 2010. "Unilateral liberalisation and WTO GATS commitments: the telecommunications sector in selected countries," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 24(1), pages 43-64, May.
    5. Wisuttisak, Pornchai & Kim, Chul Ju & Rahim, Mia Mahmudur, 2021. "PPPs and challenges for competition law and policy in ASEAN," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 291-306.
    6. Amassaghrou, Soumaya & Gutiérrez-Hita, Carlos & Zhukova, Vita, 2022. "An assessment of the liberalization and the evolution of competition in the Moroccan mobile market," Telecommunications Policy, Elsevier, vol. 46(5).
    7. Amiruddin BIN MUHAMED & Rebecca STRÄTLING & Aly SALAMA, 2014. "The Impact Of Government Investment Organizations In Malaysia On The Performance Of Their Portfolio Companies," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 85(3), pages 453-473, September.

  88. Chien, Chin-Chen & Lee, Cheng-few & Wang, Andrew M. L., 2002. "A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 155-162.

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    1. Al-Khazali, Osamah M. & Koumanakos, Evangelos P. & Pyun, Chong Soo, 2008. "Calendar anomaly in the Greek stock market: Stochastic dominance analysis," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 461-474, June.
    2. Casalin, Fabrizio, 2018. "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, vol. 49(C), pages 45-67.
    3. Brian Lucey & Angel Pardo, 2005. "Why investors should not be cautious about the academic approach to testing for stock market anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 15(3), pages 165-171.
    4. Meneu, Vicente & Pardo, Angel, 2004. "Pre-holiday effect, large trades and small investor behaviour," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 231-246, March.
    5. Camilleri, Silvio John, 2008. "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper 62493, University Library of Munich, Germany.
    6. Bety Agnany & Henry Aray, 2007. "The January Effect across Volatility Regimes," ThE Papers 07/04, Department of Economic Theory and Economic History of the University of Granada..
    7. Shaikh Hamid & Tej Dhakar, 2008. "The behaviour of the US consumer price index 1913-2003: a study of seasonality in the monthly US CPI," Applied Economics, Taylor & Francis Journals, vol. 40(13), pages 1637-1650.
    8. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
    9. Miyano, Takaya & Tatsumi, Kenichi, 2012. "Determining anomalous dynamic patterns in price indexes of the London Metal Exchange by data synchronization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5500-5511.
    10. Yuan, Tian & Gupta, Rakesh, 2014. "Chinese Lunar New Year effect in Asian stock markets, 1999–2012," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 529-537.
    11. Gardeazabal, Javier & Regulez, Marta, 2004. "A factor model of seasonality in stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 224-236, May.
    12. Muhammad Surajo Sanusi & Farooq Ahmad, 2016. "An analysis of seasonality fluctuations in the oil and gas stock returns," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1128133-112, December.
    13. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.

  89. Sheng-Syan Chen & Kim Wai Ho & Kueh Hwa Ik & Cheng-few Lee, 2002. "How Does Strategic Competition Affect Firm Values?," Financial Management, Financial Management Association, vol. 31(2), Summer.

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    1. Sheng‐Syan Chen, 2008. "Organizational Form and the Economic Impact of Corporate New Product Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(1‐2), pages 71-101, January.
    2. Peillex, Jonathan, 2023. "Réaction des investisseurs à la création de fonds éthiques [Investor reaction to the creation of ethical funds]," MPRA Paper 118930, University Library of Munich, Germany.
    3. Chen, Sheng-Syan & Lin, Chih-Yen & Tsai, Yun-Ching, 2018. "New product strategies and firm performance: CEO optimism," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 37-53.
    4. Jiafeng Gu, 2021. "Spatiotemporal context and firm performance: The mediating effect of strategic interaction," Growth and Change, Wiley Blackwell, vol. 52(1), pages 371-391, March.
    5. Mark Bagnoli & Stanley Levine & Susan G. Watts, 2005. "Analyst estimation revision clusters and corporate events, Part I," Annals of Finance, Springer, vol. 1(3), pages 245-265, August.
    6. Chien-Wei Chen & Min-Hsien Chiang & Chi-Lin Yang, 2014. "New product preannouncements, advertising investments, and stock returns," Marketing Letters, Springer, vol. 25(2), pages 207-218, June.
    7. Nguyen, Hang T. & Chaudhuri, Malika, 2019. "Making new products go viral and succeed," International Journal of Research in Marketing, Elsevier, vol. 36(1), pages 39-62.
    8. Liang Li, 2012. "How Much Are Resource Projects Worth? A Capital Market Perspective," Economics Discussion / Working Papers 12-13, The University of Western Australia, Department of Economics.
    9. Parmjit Kaur & Randeep Kaur, 2019. "Effects of Strategic Investment Decisions on Value of Firm: Evidence from India," Paradigm, , vol. 23(1), pages 1-19, June.

  90. Sheng-Syan Chen & Kim Wai Ho & Cheng-Few Lee & Gillian H. H. Yeo, 2002. "Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 417-438.

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    1. Liang, Hsiao-Chen & Jang, Woan-Yuh, 2013. "Information asymmetry and monitoring in equity private placements," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 460-475.
    2. Ioannis V. Floros & Nandu J. Nagarajan & Shiva Sivaramakrishnan, 2020. "The certification role of insider participation in PIPEs," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1417-1447, May.
    3. Kai-Shi Chuang, 2020. "Private placements, market discounts and firm performance: the perspective of corporate life cycle analysis," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 541-564, February.

  91. Sheng‐Syan Chen & Cheng‐Few Lee & Keshab Shrestha, 2001. "On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 581-598, June.

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    1. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    2. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, December.
    3. Chevallier, Julien & Ielpo, Florian, 2017. "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 763-778.
    4. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.

  92. Nieh, Chien-Chung & Lee, Cheng-Few, 2001. "Dynamic relationship between stock prices and exchange rates for G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 477-490.

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    1. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    2. Chien-Chung Nieh & Yu-Shan Wang, 2005. "ARDL Approach to the Exchange Rate Overshooting in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 55-71, August.
    3. Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
    4. Hizir Sofyan & M. Shabri Abd. Majid & Moh. Rizky Rahmanda, 2019. "Modeling Dynamic Causalities between the Indonesian Rupiah and Forex Markets of ASEAN, Japan and Europe," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
    5. Kabir, Mustafa & Masih, Mansur, 2019. "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper 100574, University Library of Munich, Germany.
    6. Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015. "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers 1512, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    7. Yu Hsing, 2011. "The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 1(1), pages 12-18.
    8. Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013. "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series 4189, CESifo.
    9. Yu Hsing, 2013. "Effects of Fiscal Policy and Monetary Policy on the Stock Market in Poland," Economies, MDPI, vol. 1(3), pages 1-7, October.
    10. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 41-69, March.
    11. Muhammad Aftab & Rubi Ahmad & Izlin Ismail & Kate Phylaktis, 2021. "Economic integration and the currency and equity markets nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5278-5301, October.
    12. Patrick Kanda & Michael Burke & Rangan Gupta, 2017. "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers 201778, University of Pretoria, Department of Economics.
    13. NUHIU Artor & ALIU Florin & ALIU Fisnik & HOTI Arbër, 2023. "Measuring Market Efficiency Through Valuation Techniques: The Case Of Visegrad Countries Stock Markets," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 18(1), pages 198-217, April.
    14. Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
    15. Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008. "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper 11925, University Library of Munich, Germany.
    16. Malik, Farooq, 2021. "Volatility spillover between exchange rate and stock returns under volatility shifts," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 605-613.
    17. Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    18. Arfaoui, Mongi & Ben Rejeb, Aymen, 2015. "Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?," MPRA Paper 61520, University Library of Munich, Germany.
    19. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Causal Relationship between Stock Prices and Exchange Rates," Discussion Paper Series 2010_01, Department of Economics, University of Macedonia, revised Jan 2010.
    20. Andrieș, Alin Marius & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2014. "Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet," Economic Modelling, Elsevier, vol. 41(C), pages 227-238.
    21. Guo, Liang, 2016. "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 309-334.
    22. Zhang, Bing & Li, Xiao-Ming, 2014. "Has there been any change in the comovement between the Chinese and US stock markets?," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 525-536.
    23. Abdul Qayyum & Muhammad Arshad Khan, 2014. "Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling," PIDE-Working Papers 2014:103, Pakistan Institute of Development Economics.
    24. Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2016. "Stock markets and effective exchange rates in European countries: threshold cointegration findings," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 215-274, August.
    25. Jiranyakul, Komain & Batavia, Bala, 2009. "Does Purchasing Power Parity hold in Thailand?," MPRA Paper 47032, University Library of Munich, Germany.
    26. Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023. "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, vol. 54(C).
    27. Yau, Hwey-Yun & Nieh, Chien-Chung, 2006. "Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate," Journal of Asian Economics, Elsevier, vol. 17(3), pages 535-552, June.
    28. Anisha & Aastha Khera, 2020. "Relationship analysis of stocks prices and exchange rates of three leading Asian economies," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 179-192, Autumn.
    29. Nusair, Salah A. & Olson, Dennis, 2022. "Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    30. Tobias E Anheluk & Pradosh Simlai, 2011. "Information spillovers between size and value premium in average stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 12(6), pages 395-406, December.
    31. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.
    32. NEIFAR, MALIKA & HarzAllah, AMIRA, 2020. "Can Canadian Stock market provide complete hedge against Inflation ?," MPRA Paper 99093, University Library of Munich, Germany.
    33. Ülkü, Numan & Demirci, Ebru, 2012. "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 55-86.
    34. Ayesha Siddiqui & Mohd Shamim & Mohammad Asif & Mamdouh Abdulaziz Saleh Al-Faryan, 2022. "Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis," Economies, MDPI, vol. 10(4), pages 1-25, April.
    35. Bram Daelemans & Joseph P. Daniels & Farrokh Nourzad, 2018. "Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA," Open Economies Review, Springer, vol. 29(1), pages 141-163, February.
    36. R. Ratneswary V. Rasiah, 2010. "Macroeconomic Activity And The Malaysian Stock Market: Empirical Evidence Of Dynamic Relations," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 59-69.
    37. Adewumi Otonne & Terzungwe Usar & Adebayo Adereni, 2018. "Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 4(5), pages 131-144, 05-2018.
    38. Salem Alshihab, 2021. "Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, vol. 11(2), pages 56-66.
    39. Yu Hsing, 2011. "Macroeconomic Variables and the Stock Market: the Case of Lithuania," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 3(1), pages 031-037, June.
    40. Bing Zhang, 2015. "Is there co-movement between the China and US agricultural futures markets?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(5), pages 205-213.
    41. Nieh, Chien-Chung & Yau, Hwey-Yun, 2004. "Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets," Journal of Asian Economics, Elsevier, vol. 15(1), pages 171-188, February.
    42. Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange," MPRA Paper 47229, University Library of Munich, Germany, revised 04 Apr 2013.
    43. Oğuzhan ŞENGÜL, 2021. "Does exchange rate volatility affect financial depth? Evidence from BRICS countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(626), S), pages 247-258, Spring.
    44. Turgut Türsoy, 2017. "Causality between Stock Prices and Exchange Rates in Turkey: Empirical Evidence from the ARDL Bounds Test and a Combined Cointegration Approach," IJFS, MDPI, vol. 5(1), pages 1-10, March.
    45. Ding, Liang, 2021. "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 452-463.
    46. Chien-Chung Nieh & Hwey-Yun Yau & Ken Hung & Hong-Kou Ou & Shine Hung, 2013. "Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes," Empirical Economics, Springer, vol. 44(2), pages 545-561, April.
    47. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
    48. Babajide Fowowe, 2015. "The relationship between stock prices and exchange rates in South Africa and Nigeria: structural breaks analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(1), pages 1-14, January.
    49. Wong, Hock Tsen, 2017. "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 340-352.
    50. Abbas Ghulam & Bhowmik Roni & Koju Laxmi & Wang Shouyang, 2017. "Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan," Journal of Systems Science and Information, De Gruyter, vol. 5(1), pages 1-20, February.
    51. Manish Kumar, 2009. "A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates," Economics Bulletin, AccessEcon, vol. 29(4), pages 2884-2895.
    52. Arfaoui Mongi & Ben Rejeb Aymen, 2015. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 46(1), pages 72-100, June.
    53. Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK, 2013. "Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 65-86, March.
    54. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
    55. Cuestas, Juan Carlos & Tang, Bo, 2016. "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," RIEI Working Papers 2016-03, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
    56. Andreas Andrikopoulos & Aristeidis Samitas & Konstantinos Kougepsakis, 2014. "Volatility transmission across currencies and stock markets: GIIPS in crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(19), pages 1261-1283, October.
    57. Hande Aksoz Yilmaz & Fatih Guzel, 2021. "How Do the Exchange Rates Affect the Sector Indices? A Dynamic Panel Data Analysis for Borsa Istanbul," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(71-2), pages 411-434, December.
    58. Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle, 2010. "Fractional integration and cointegration in stock prices and exchange rates," Working Papers halshs-00536140, HAL.
    59. Marko Korhonen, 2014. "The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?," Proceedings of International Academic Conferences 0201346, International Institute of Social and Economic Sciences.
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    61. Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014. "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, vol. 180(2), pages 251-264.
    62. Ayub, Aishaton & Masih, Mansur, 2013. "The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach," MPRA Paper 59618, University Library of Munich, Germany.
    63. Yu Hsing & Wen-jen Hsieh, 2011. "Impacts of macroeconomic variables on the stock market index in Poland: new evidence," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 334-343, May.
    64. Zhao, Hua, 2010. "Dynamic relationship between exchange rate and stock price: Evidence from China," Research in International Business and Finance, Elsevier, vol. 24(2), pages 103-112, June.
    65. Mustafa Ozer & Melik Kamisli, 2016. "Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey," International Business Research, Canadian Center of Science and Education, vol. 9(1), pages 176-186, January.
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    97. Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2016. "Downside and upside risk spillovers between exchange rates and stock prices," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 76-96.
    98. Lin, Jeng-Bau & Fu, Shan-Heng, 2016. "Investigating the dynamic relationships between equity markets and currency markets," Journal of Business Research, Elsevier, vol. 69(6), pages 2193-2198.
    99. Moussa Wajdi, 2019. "On the co-movements among Stock prices and exchange rates cointegration: a VAR/VECM approach," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(1), pages 1-5.
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    101. Serpil Kahraman Akdogu & Ayse Ozden Birkan, 2016. "Interaction between Stock Prices and Exchange Rate in Emerging Market Economies," Research in World Economy, Research in World Economy, Sciedu Press, vol. 7(1), pages 80-94, June.
    102. Samadi, Ali Hussein & Owjimehr, Sakine & Nezhad Halafi, Zohoor, 2021. "The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 34-55.
    103. Dai, Zhifeng & Zhu, Huan & Dong, Xiaodi, 2020. "Forecasting Chinese industry return volatilities with RMB/USD exchange rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    104. Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
    105. Salah A. Nusair & Jamal A. Al-Khasawneh, 2022. "On the relationship between Asian exchange rates and stock prices: a nonlinear analysis," Economic Change and Restructuring, Springer, vol. 55(1), pages 361-400, February.
    106. Abdullah M. Noman & Sarkar Humayun Kabir & Omar K.M.R. Bashar, 2012. "Causality between stock and foreign exchange markets in Bangladesh," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(3), pages 174-186, July.
    107. Jimoh Olajide Raji & Yusnidah Ibrahim & Siti-Aznor Ahmad, 2017. "Stock Price Index and Exchange Rate Nexus in African Markets," International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 112-134, January.
    108. Bouezmarni, Taoufik & El Ghouch, Anouar, 2012. "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics 14150, Universidad Carlos III de Madrid. Departamento de Economía.
    109. Mei Qiu & Pinfold & Rose, 2015. "A currency preferential approach to international equity investment," Applied Economics, Taylor & Francis Journals, vol. 47(49), pages 5247-5261, October.
    110. Mehmet PEKKAYA & Ersin AÇIKGÖZ & Veli YILANCI, 2017. "Panel causality analysis between exchange rates and stock indexes for fragile five," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(611), S), pages 33-44, Summer.
    111. Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008. "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper 12445, University Library of Munich, Germany.
    112. Kishor K. Guru-Gharana & Matiur Rahman & Anisul M. Islam, 2021. "Japan s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 107-122.
    113. Tsagkanos, Athanasios & Siriopoulos, Costas, 2013. "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 106-118.
    114. Gregor von Schweinitz & Lena Tonzer & Manuel Buchholz, 2021. "Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1382-1406, December.
    115. Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016. "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 365-402, November.
    116. Jibrin Daggash & Terfa W. Abraham, 2017. "Effect of Exchange Rate Returns on Equity Prices: Evidence from South Africa and Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 35-47, November.
    117. Moore, Tomoe & Wang, Ping, 2014. "Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 1-11.
    118. Fredynandy M. John & Zakayo S. Kisava, 2018. "The Relationship between Stock Prices and Exchange Rates: The Focus on Dar Es Salaam Stock Exchange (DSE)," Business and Economic Research, Macrothink Institute, vol. 8(1), pages 1-12, March.
    119. Hamisu Sadi ALI & Umar MUKHTAR & Ganthi Selvi MANIAM, 2015. "Dynamic Links between Exchange Rates and Stock Prices in Malaysia: An Asymmetric Cointegration analysis," Journal of Economics and Political Economy, KSP Journals, vol. 2(3), pages 411-417, September.
    120. Ihsan Erdem Kayral & Semra Karacaer, 2017. "Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(5), pages 1-5.
    121. Yau, Hwey-Yun & Nieh, Chien-Chung, 2009. "Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan," Japan and the World Economy, Elsevier, vol. 21(3), pages 292-300, August.
    122. Wan Mahmood, Wan Mansor & Abdul Fatah, Faizatul Syuhada, 2007. "Multivariate Causal Estimates of Dividend Yields, Price Earning Ratio and Expected Stock Returns: Experience from Malaysia," MPRA Paper 14614, University Library of Munich, Germany.

  93. Christer, A. H. & Lee, C. & Wang, W., 2000. "A data deficiency based parameter estimating problem and case study in delay time PM modeling," International Journal of Production Economics, Elsevier, vol. 67(1), pages 63-76, August.

    Cited by:

    1. Liu, Gehui & Chen, Shaokuan & Jin, Hua & Liu, Shuang, 2021. "Optimum opportunistic maintenance schedule incorporating delay time theory with imperfect maintenance," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    2. Wang, Wenbin, 2012. "An overview of the recent advances in delay-time-based maintenance modelling," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 165-178.
    3. Zhao, Jianmin & Chan, A.H.C. & Roberts, C. & Madelin, K.B., 2007. "Reliability evaluation and optimisation of imperfect inspections for a component with multi-defects," Reliability Engineering and System Safety, Elsevier, vol. 92(1), pages 65-73.
    4. Jones, B. & Jenkinson, I. & Wang, J., 2009. "Methodology of using delay-time analysis for a manufacturing industry," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 111-124.

  94. Chen, Sheng-Syan & Ho, Kim Wai & Lee, Cheng-few & Yeo, Gillian H. H., 2000. "Investment opportunities, free cash flow and market reaction to international joint ventures," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1747-1765, November.

    Cited by:

    1. Kenneth Clements & Liang Li, 2017. "Understanding resource investments," Applied Economics, Taylor & Francis Journals, vol. 49(20), pages 1950-1962, April.
    2. Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013. "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum 047, Maastricht University, Graduate School of Business and Economics (GSBE).
    3. Cristina López-Duarte & Marta Vidal-Suárez, 2008. "Foreign direct investment through partial acquisitions: hostage effect or conflicts enhancement," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 12(3), pages 287-308, August.
    4. Yenn‐Ru Chen, 2008. "Corporate Governance and Cash Holdings: Listed New Economy versus Old Economy Firms," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(5), pages 430-442, September.
    5. Kenneth W. Clements & Liang Li, 2014. "Valuing Resource Investments," Economics Discussion / Working Papers 14-27, The University of Western Australia, Department of Economics.
    6. Shao-Chi Chang & Ming-Tse Tsai, 2013. "The effect of prior alliance experience on acquisition performance," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 765-773, February.
    7. Kung-Cheng Ho & Andreas karathanasopoulos & Chia Chun Lo & Xixi Shen, 2024. "Information disclosure ratings and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1323-1348, November.
    8. Yang, Minhua & He, Yu, 2019. "How does the stock market react to financial innovation regulations?," Finance Research Letters, Elsevier, vol. 30(C), pages 259-265.
    9. Stefana Maria Dima & Chiara Saccon, 2012. "Financial Reporting for Joint ventures and Capital Markets Reactions," Working Papers 23, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
    10. Chang, Shao-Chi & Huang, Ping-Chang, 2002. "Corporate multinationalism, organizational learning, and market reaction to international joint ventures: Evidence from Taiwan," Global Finance Journal, Elsevier, vol. 13(2), pages 181-194.
    11. Chen, Hung-Kun & Liang, Woan-lih, 2016. "Do venture capitalists improve the operating performance of IPOs?," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 291-304.
    12. Denning, Karen C. & Hulburt, Heather & Ferris, Stephen P., 2006. "Risk and wealth effects of U.S. firm joint venture activity," Review of Financial Economics, Elsevier, vol. 15(3), pages 271-285.
    13. Murhadi, Werner-Ria, 2008. "Study On Dividend Policy: Antecedent and Its Impact On Share Price," MPRA Paper 25596, University Library of Munich, Germany.
    14. Shao‐Chi Chang & Sheng‐Syan Chen & Jung‐Ho Lai, 2008. "The Wealth Effect of Japanese‐US Strategic Alliances," Financial Management, Financial Management Association International, vol. 37(2), pages 271-301, June.
    15. Cristina López-Duarte & Esteban García-Canal, 2007. "Stock market reaction to foreign direct investments: Interaction between entry mode and FDI attributes," Management International Review, Springer, vol. 47(3), pages 393-422, June.
    16. Bhagat, Sanjai & Malhotra, Shavin & Zhu, PengCheng, 2011. "Emerging country cross-border acquisitions: Characteristics, acquirer returns and cross-sectional determinants," Emerging Markets Review, Elsevier, vol. 12(3), pages 250-271, September.
    17. López-Duarte, Cristina & Vidal-Suárez, Marta M., 2013. "Cultural distance and the choice between wholly owned subsidiaries and joint ventures," Journal of Business Research, Elsevier, vol. 66(11), pages 2252-2261.
    18. Asep Risman & Ubud Salim & Sumiati Sumiati & Nur Khusniyah Indrawati, 2017. "Commodity Prices, Exchange Rates and Investment on Firm's Value Mediated by Business Risk: A Case from Indonesian Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 511-524.
    19. Nuru M. Ahmed & Jianfeng Wu, 2021. "Diversifying or Focused Acquisition? The Influence of CEOs Temporal Focus on Corporate Acquisition Target Choice and the Moderating Role of Corporate Governance," International Journal of Science and Business, IJSAB International, vol. 5(4), pages 80-104.
    20. Chang, Shao-Chi & Chen, Sheng-Syan & Lai, Jung-Ho, 2008. "The effect of alliance experience and intellectual capital on the value creation of international strategic alliances," Omega, Elsevier, vol. 36(2), pages 298-316, April.
    21. Karen C. Denning & Heather Hulburt & Stephen P. Ferris, 2006. "Risk and wealth effects of U.S. firm joint venture activity," Review of Financial Economics, John Wiley & Sons, vol. 15(3), pages 271-285.
    22. Parmjit Kaur & Randeep Kaur, 2019. "Effects of Strategic Investment Decisions on Value of Firm: Evidence from India," Paradigm, , vol. 23(1), pages 1-19, June.
    23. Chang, Shao-Chi & Chen, Sheng-Syan & Liu, Yichen, 2004. "Why firms use convertibles: A further test of the sequential-financing hypothesis," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1163-1183, May.
    24. Li, Dan & Miller, Stewart R. & Eden, Lorraine & Hitt, Michael A., 2012. "The Impact of Rule of Law on Market Value Creation for Local Alliance Partners in BRIC Countries," Journal of International Management, Elsevier, vol. 18(4), pages 305-321.
    25. Zhang, Xiaoxiang & Wen, Jie, 2016. "The impacts of economic importance difference of a joint venture (JV) held by partners and partners' size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 46-54.

  95. Christer, A. H. & Lee, C., 2000. "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, Elsevier, vol. 67(1), pages 77-85, August.

    Cited by:

    1. van Oosterom, C.D. & Elwany, A.H. & Çelebi, D. & van Houtum, G.J., 2014. "Optimal policies for a delay time model with postponed replacement," European Journal of Operational Research, Elsevier, vol. 232(1), pages 186-197.
    2. Peng, Rui & Liu, Bin & Zhai, Qingqing & Wang, Wenbin, 2019. "Optimal maintenance strategy for systems with two failure modes," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 624-632.
    3. Wang, Wenbin, 2012. "An overview of the recent advances in delay-time-based maintenance modelling," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 165-178.
    4. Carpitella, Silvia & Mzougui, Ilyas & Benítez, Julio & Carpitella, Fortunato & Certa, Antonella & Izquierdo, Joaquín & La Cascia, Marco, 2021. "A risk evaluation framework for the best maintenance strategy: The case of a marine salt manufacture firm," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    5. Zhao, Jianmin & Chan, A.H.C. & Roberts, C. & Madelin, K.B., 2007. "Reliability evaluation and optimisation of imperfect inspections for a component with multi-defects," Reliability Engineering and System Safety, Elsevier, vol. 92(1), pages 65-73.
    6. M J Carr & A H Christer, 2003. "Incorporating the potential for human error in maintenance models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(12), pages 1249-1253, December.

  96. Rashed, S. & Johnson, H. & Dongier, P. & Moreau, R. & Lee, C. & Crépeau, R. & Lambert, J. & Jefremovas, V. & Schaffer, C., 1999. "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, Elsevier, vol. 49(8), pages 993-1005, October.

    Cited by:

    1. Kempter, Elisabeth & Upadhayay, Neha Bhardwaj, 2022. "Uncovering the role of education in the uptake of preventive measures against Malaria in the African population," University of Tübingen Working Papers in Business and Economics 155, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    2. Richards, Esther & Theobald, Sally & George, Asha & Kim, Julia C. & Rudert, Christiane & Jehan, Kate & Tolhurst, Rachel, 2013. "Going beyond the surface: Gendered intra-household bargaining as a social determinant of child health and nutrition in low and middle income countries," Social Science & Medicine, Elsevier, vol. 95(C), pages 24-33.
    3. Rama Lionel Ngenzebuke & Yoko Akachi, 2017. "Female work status and child nutritional outcome in Nigeria," WIDER Working Paper Series wp-2017-196, World Institute for Development Economic Research (UNU-WIDER).
    4. Eve Worrall, 2009. "The Relationship Between Socio-Economic Status and Malaria: A Review of the Literature," Working Papers id:2021, eSocialSciences.

  97. Cheng-Few Lee & Khee-Giap Tan, 1999. "Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 231-264.

    Cited by:

    1. Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012. "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 447-468, November.

  98. Greenberg, M. & Lee, C. & Powers, C., 1998. "Public health and brownfields: Reviving the past to protect the future," American Journal of Public Health, American Public Health Association, vol. 88(12), pages 1759-1760.

    Cited by:

    1. Alina Maciejewska & Marianna Ulanicka-Raczyńska, 2023. "Lack of Spatial Planning as a Cause of Environmental Injustice in the Context of the Provision of Health Safety to Urban Residents Based on the Example of Warsaw," Sustainability, MDPI, vol. 15(3), pages 1-22, January.
    2. Wernstedt, Kris & Alberini, Anna & Heberle, Lauren & Meyer, Peter, 2004. "The Brownfields Phenomenon: Much Ado about Something or the Timing of the Shrewd?," RFF Working Paper Series dp-04-46, Resources for the Future.
    3. Michael Greenberg & Karen Lowrie & Henry Mayer & K. Tyler Miller & Laura Solitare, 2001. "Brownfield redevelopment as a smart growth option in the United States," Environment Systems and Decisions, Springer, vol. 21(2), pages 129-143, June.
    4. Wernstedt, Kris & Heberle, Lauren & Alberini, Anna & Meyer, Peter, 2004. "The Brownfields Phenomenon: Much Ado about Something or the Timing of the Shrewd?," Discussion Papers 10660, Resources for the Future.

  99. Lee, C. & Sadovy, Y., 1998. "A taste for live fish: Hong Kong's live reef fish market," Naga, The WorldFish Center, vol. 21(2), pages 38-42.

    Cited by:

    1. Kunzmann, A., 2004. "Corals, fishermen and tourists," Naga, The WorldFish Center, vol. 27(1-2), pages 15-19.

  100. Shafiqur-Rahman & Coggin, T Daniel & Lee, Cheng-Few, 1998. "Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns," Review of Quantitative Finance and Accounting, Springer, vol. 11(1), pages 69-91, July.

    Cited by:

    1. Padrón, Yaiza García & Boza, Juan García, 2006. "Which are the Risk Factors in the Pricing of Personal Pension in Spain?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.
    2. Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu, 2008. "Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM," MPRA Paper 12355, University Library of Munich, Germany.

  101. Lee, Cheng-few & Porter, David C & Weaver, Daniel G, 1998. "Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging," The Financial Review, Eastern Finance Association, vol. 33(2), pages 177-193, May.

    Cited by:

    1. Ortiz, Cristina & Sarto, José Luis & Vicente, Luis, 2012. "Portfolios in disguise? Window dressing in bond fund holdings," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 418-427.
    2. Luis Ferruz & Luis Vicente & Laura Andreu, 2009. "Performance persistence and its influence on money and investor flows into Spanish pension plans," Review of Quantitative Finance and Accounting, Springer, vol. 32(1), pages 85-100, January.
    3. Cristina Ortiz & Gloria Ramírez & Luis Vicente, 2015. "Mutual Fund Trading and Portfolio Disclosures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(1), pages 83-102, August.
    4. Alexandra Maria SERBU & Theodor Gabriel TRIFAN, 2024. "Drifting away from market efficiency: the presence of the January effect in the U.S. stock market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(638), S), pages 95-104, Spring.

  102. Bao, Da-Hsien & Chien, Chin-Chen & Lee, Cheng-Few, 1997. "Characteristics of Earnings-Leading versus Price-Leading Firms," Review of Quantitative Finance and Accounting, Springer, vol. 8(3), pages 229-244, May.

    Cited by:

    1. Derann Hsu & Cheng-Huei Chiao, 2011. "Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 477-507, November.

  103. Chin‐Wen Hsln & Jerry Kuo & Cheng‐Few Lee, 1994. "A new measure to compare the hedging effectiveness of foreign currency futures versus options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(6), pages 685-707, September.

    Cited by:

    1. Jui-Cheng Hung & Chien-Liang Chiu & Ming-Chih Lee, 2006. "Hedging with zero-value at risk hedge ratio," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 259-269.
    2. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
    3. Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017. "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, vol. 53(3), pages 1039-1058, November.
    4. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, December.
    5. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024. "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, vol. 33(C).
    6. Wan-Yi Chiu, 2021. "Mean-variance hedging in the presence of estimation risk," Review of Derivatives Research, Springer, vol. 24(3), pages 221-241, October.
    7. Sung Won Seo & Suk Joon Byun & Jun Sik Kim, 2020. "Index options open interest and stock market returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(6), pages 989-1010, June.
    8. Shashi Gupta & Himanshu Choudhary & D.R. Agarwal, 2017. "Hedging Efficiency of Indian Commodity Futures," Paradigm, , vol. 21(1), pages 1-20, June.
    9. Arie Harel & Jack Clark Francis & Giora Harpaz, 2018. "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 785-811, October.
    10. Ricardo Troncoso-Sepúlveda & Juan Cabas-Monje, 2019. "Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 9-44, Enero - J.
    11. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.
    12. Yuting Gong & Xueqin Wang & Mo Zhu & Ying‐En Ge & Wenming Shi, 2023. "Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(1), pages 69-89, January.
    13. Akron, Sagi, 2019. "The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation," Emerging Markets Review, Elsevier, vol. 41(C).
    14. Troncoso Sepúlveda, Ricardo & Cabas Monje, Juan, 2019. "Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 9-44, January.
    15. Sebastião, Helder & Godinho, Pedro, 2020. "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, vol. 33(C).
    16. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    17. Arumugam, Devika, 2023. "Algorithmic trading: Intraday profitability and trading behavior," Economic Modelling, Elsevier, vol. 128(C).
    18. Bugar, Gyöngyi & Maurer, Raimond, 2001. "International equity portfolios and currency hedging : the viewpoint of German and Hungarian investors," Papers 01-10, Sonderforschungsbreich 504.
    19. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    20. Kuang-Liang Chang, 2011. "The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2627-2640.
    21. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.

  104. Lee, Cheng-Few & Liaw, K. Thomas & Wu, Chunchi, 1992. "Forecasting accuracy of alternative dividend models," International Review of Economics & Finance, Elsevier, vol. 1(3), pages 261-270.

    Cited by:

    1. David Newton, 2019. "Are All Forecasts Made Equal? Conditioning Models on Fit to Improve Accuracy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-32, September.

  105. Lee, Cheng Few & Rahman, Shafiqur, 1990. "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation," The Journal of Business, University of Chicago Press, vol. 63(2), pages 261-278, April.

    Cited by:

    1. David A. Volkman, 1999. "Market Volatility And Perverse Timing Performance Of Mutual Fund Managers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 449-470, December.
    2. Karen L. Benson & David R. Gallagher & Patrick Teodorowski, 2007. "Momentum investing and the asset allocation decision," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 571-598, December.
    3. Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
    4. Mahfooz Alam & Valeed Ahmad Ansari, 2020. "Mutual fund managers’ market timing abilities: Indian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 21(4), pages 342-354, July.
    5. Tchamyou, Vanessa & Asongu, Simplice, 2017. "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper 82633, University Library of Munich, Germany.
    6. Friesen, Geoffrey C. & Sapp, Travis R.A., 2007. "Mutual fund flows and investor returns: An empirical examination of fund investor timing ability," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2796-2816, September.
    7. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
    8. Brahmadev Panda & Rudra Prasanna Mahapatra & Samson Moharana, 2015. "Myth of Equity Mutual Fund Performance," Vision, , vol. 19(3), pages 200-209, September.
    9. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
    10. Sanaullah & Muhammad Shahbaz Khan & Dr. Amna Noor & Salleh Khan, 2021. "An Investigation of Market Timing Ability of Mutual Fund Managers in Pakistan," iRASD Journal of Management, International Research Alliance for Sustainable Development (iRASD), vol. 3(1), pages 56-68, june.
    11. Su-Jane Chen & Ming-Hsiang Chen, 2009. "Discount Rate Changes and Market Timing: A Multinational Study," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 329-349, November.
    12. Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
    13. Francisco José López-Arceiz & Ana José Bellostas-Pérezgrueso & José Mariano Moneva, 2018. "Evaluation of the Cultural Environment’s Impact on the Performance of the Socially Responsible Investment Funds," Journal of Business Ethics, Springer, vol. 150(1), pages 259-278, June.
    14. Chacko, George & Das, Sanjiv Ranjan, 1999. "A theory of optimal timing and selectivity," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 929-965, June.
    15. Zabiulla, 2012. "Macro Forecasting Abilities of Mutual Fund Managers in the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 3(2), pages 06-11, May.
    16. Lawrence R. Glosten & Ravi Jagannathan, 1993. "A contingent claim approach to performance evaluation," Staff Report 159, Federal Reserve Bank of Minneapolis.
    17. D. K. Malhotra & Robert W. McLeod, 1997. "An Empirical Analysis Of Mutual Fund Expenses," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 175-190, June.
    18. Muhammad Zeeshan & Jiabin Han & Alam Rehman & Kashif Saleem & Raza Ullah Shah & Amir Ishaque & Naveed Farooq & Arif Hussain, 2020. "Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 151-157.
    19. Patro, Dilip Kumar, 2001. "Measuring performance of international closed-end funds," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1741-1767, September.
    20. Prather, Larry J. & Middleton, Karen L. & Cusack, Antony J., 2001. "Are N+1 heads better than one? The timing and selectivity of Australian-managed investment funds," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 379-400, August.
    21. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    22. Tezel, Ahmet & McManus, Ginette, 2001. "Evaluating a stock market timing strategy: the case of RTE Asset Management," Financial Services Review, Elsevier, vol. 10(1-4), pages 173-186.
    23. David R. Gallagher, 2001. "Attribution of investment performance: an analysis of Australian pooled superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(1‐2), pages 41-62, July.
    24. Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November.
    25. David A. Volkman & Mark E. Wohar, 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, John Wiley & Sons, vol. 5(2), pages 101-116.
    26. Chen, Li-Wen & Adams, Andrew & Taffler, Richard, 2013. "What style-timing skills do mutual fund “stars” possess?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 156-173.
    27. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
    28. Pin-Huang Chou & Robert P. Parks, 1993. "A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests," Finance 9307001, University Library of Munich, Germany, revised 18 Apr 1994.
    29. Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO 1060101, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    30. Prather, Laurie & Bertin, William J., 1998. "The implication of discount rate changes for market timing," Review of Financial Economics, Elsevier, vol. 7(1), pages 21-33.
    31. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
    32. Benjamin R. Auer, 2019. "Does the strength of capital market anomalies exhibit seasonal patterns?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 91-103, January.
    33. Holmes, Kathryn A. & Faff, Robert, 2008. "Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 998-1011, December.
    34. Bodson, Laurent & Cavenaile, Laurent & Sougné, Danielle, 2013. "A global approach to mutual funds market timing ability," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 96-101.
    35. Andrew W. Lo & A. Craig MacKinlay, 1995. "Maximizing Predictability in the Stock and Bond Markets," NBER Working Papers 5027, National Bureau of Economic Research, Inc.
    36. Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
    37. Subrata Roy, 2016. "Another Look in Conditioning Alphas on Economic Information: Indian Evidence," Global Business Review, International Management Institute, vol. 17(1), pages 191-213, February.
    38. Benson, Karen L. & Faff, Robert W., 2003. "A performance analysis of Australian international equity trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 69-84, February.
    39. Keith Cuthbertson & Simon Hayley & Dirk Nitzsche, 2016. "Market and Style Timing: German Equity and Bond Funds," European Financial Management, European Financial Management Association, vol. 22(4), pages 667-696, September.
    40. Ishaq Hacini & Khadra Dahou & Mohamed Benbouziane, 2012. "Investment style of Jordanian mutual funds," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 5(2), pages 113-127, August.
    41. Ortas, E. & Salvador, M. & Moneva, J.M., 2015. "Improved beta modeling and forecasting: An unobserved component approach with conditional heteroscedastic disturbances," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 27-51.
    42. Yi, Li & He, Lei, 2016. "False discoveries in style timing of Chinese mutual funds," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 194-208.
    43. Yi, Li & Liu, Zilan & He, Lei & Qin, Zilong & Gan, Shunli, 2018. "Do Chinese mutual funds time the market?," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 1-19.
    44. Stephen Lee & Simon Stevenson, 2003. "Empirical evidence on the micro and macro forecasting ability of real estate funds," Journal of Property Research, Taylor & Francis Journals, vol. 20(3), pages 207-234, January.
    45. Li-Wen Chen & Andrew Adams & Richard Taffler, 2010. "What Style-Timing Skills do Mutual Fund Stars Possess?," CFI Discussion Papers 1001, Centre for Finance and Investment, Heriot Watt University.
    46. Kathryn A. Holmes & Robert W. Faff, 2004. "Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 539-578, April.
    47. Laurie Prather & William J. Bertin, 1998. "The implication of discount rate changes for market timing," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 21-33.
    48. Christensen, Michael, 2005. "Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence," Finance Research Group Working Papers F-2005-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    49. Hallahan, Terrence A. & Faff, Robert W., 1999. "An examination of Australian equity trusts for selectivity and market timing performance," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 387-402, November.
    50. Yaping Xiao & Haishu Qiao & Ting Xie, 2019. "Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows," Sustainability, MDPI, vol. 11(22), pages 1-27, November.
    51. Tim Jenkinson & Stefan Morkoetter & Thomas Wetzer, 2018. "Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?," Working Papers on Finance 1813, University of St. Gallen, School of Finance.
    52. Cuthbertson, Keith & Nitzsche, Dirk, 2013. "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 86-101.
    53. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 391-411.
    54. Monika Mościbrodzka, 2021. "Alternative investment funds – the evaluation of managers’ abilities in the light of the amendments to the Act on Investment Fund," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 517-544.
    55. Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.
    56. Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff, 2008. "Analysing the performance of managed funds using the wavelet multiscaling method," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 55-70, July.
    57. Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012. "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1149-1175.

  106. Lee, Cheng-Few & Thomas Liaw, K. & Rahman, Shafiqur, 1990. "Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach," Journal of Economics and Business, Elsevier, vol. 42(3), pages 237-241, August.

    Cited by:

    1. Lee, Cheng-Few & Chen, K. C. & Liaw, K. Thomas, 1995. "Systematic risk, wage rates, and factor substitution," Journal of Economics and Business, Elsevier, vol. 47(3), pages 267-279, August.
    2. Vivek Sharma, 2011. "Stock returns and product market competition: beyond industry concentration," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 283-299, October.
    3. Richard T. Thakor & Andrew W. Lo, 2015. "Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry," NBER Working Papers 20903, National Bureau of Economic Research, Inc.
    4. Esperanza Gracia, 1999. "Márgenes y cuotas de mercado. Un análisis con un micropanel," Investigaciones Economicas, Fundación SEPI, vol. 23(3), pages 393-428, September.
    5. Kit Pong Wong, 1995. "Cournot oligopoly and systematic risk," Journal of Economics and Business, Elsevier, vol. 47(4), pages 385-395, October.
    6. Donald Alexander & Paul Thistle, 1999. "Market Power, Efficiency and the Dispersion of Systematic Risk," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 14(4), pages 377-390, June.

  107. Bubnys, Edward L. & Lee, Cheng-Few, 1989. "Linear and generalized functional form market models for electric utility firms," Journal of Economics and Business, Elsevier, vol. 41(3), pages 213-223, August.

    Cited by:

    1. Chaudhury, M. M. & Lee, C. F., 1997. "Functional form of stock return model: Some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 151-183.

  108. McDonald, Bill & Lee, Cheng-Few, 1988. "An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 505-509, October.

    Cited by:

    1. Raphael Markellos & Terence Mills, 2003. "Asset pricing dynamics," The European Journal of Finance, Taylor & Francis Journals, vol. 9(6), pages 533-556.
    2. Blank, Steven C., 1993. "The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test: Reply," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-6, July.
    3. Blank, Steven C., 1991. "The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(2), pages 1-9, December.
    4. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.

  109. Elijah Brewer & Cheng-Few Lee, 1986. "How the market judges bank risk," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 10(Nov), pages 25-31.

    Cited by:

    1. Chia-Ying Chan & Iftekhar Hasan & Chih-Yung Lin, 2021. "Agency cost of CEO perquisites in bank loan contracts," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1221-1258, May.
    2. Lee, Chien-Chiang & Hsieh, Meng-Fen, 2013. "The impact of bank capital on profitability and risk in Asian banking," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 251-281.
    3. Hela Kallel & Mohamed Triki, 2024. "Foreign ownership, bank efficiency and stability: Whether the institutional quality of countries is important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 632-653, January.
    4. Papadamou, Stephanos & Tzivinikos, Trifon, 2013. "The risk relevance of International Financial Reporting Standards: Evidence from Greek banks," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 43-54.
    5. Lassaâd Mbarek & Dorra Mezzez Hmaied, 2012. "Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region," Working Papers 679, Economic Research Forum, revised 2012.
    6. Huang, Yu-Li & Shen, Chung-Hua, 2019. "Effect of interbank activities on bank risk: Why is China different?," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 308-327.
    7. Chaudhry, Mukesh K. & Christie-David, Rohan & Koch, Timothy W. & Reichert, Alan K., 2000. "The risk of foreign currency contingent claims at US commercial banks," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1399-1417, September.
    8. Andrievskaya, Irina & Semenova, Maria, 2013. "Market discipline and the Russian interbank market," BOFIT Discussion Papers 29/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
    9. Sanjay Sehgal & Tarunika Jain Agrawal, 2017. "Bank Risk Factors and Changing Risk Exposures in the Pre- and Post-financial Crisis Periods: An Empirical Study for India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 42(4), pages 356-378, November.
    10. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 99-112, March.
    11. Bitar, Mohammad & Saad, Wadad & Benlemlih, Mohammed, 2016. "Bank risk and performance in the MENA region: The importance of capital requirements," Economic Systems, Elsevier, vol. 40(3), pages 398-421.
    12. Javier Gómez‐Biscarri & Germán López‐Espinosa & Andrés Mesa‐Toro, 2022. "Drivers of depositor discipline in credit unions," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 93(4), pages 849-885, December.
    13. Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K., 2008. "Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 480-488, April.
    14. Changjun Zheng & Syed Moudud-Ul-Huq, 2017. "Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-27, June.
    15. Tarunika Jain Agrawal & Sanjay Sehgal, 2018. "Dynamic Interaction of Bank Risk Exposures: An Empirical Study for the Indian Banking Industry," IIM Kozhikode Society & Management Review, , vol. 7(2), pages 132-153, July.

  110. Lee, Cheng-Few & Zumwalt, J. Kenton, 1981. "Associations between Alternative Accounting Profitability Measures and Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(1), pages 71-93, March.

    Cited by:

    1. Kung-Cheng Ho & Andreas karathanasopoulos & Chia Chun Lo & Xixi Shen, 2024. "Information disclosure ratings and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1323-1348, November.
    2. Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
    3. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    4. Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318, World Scientific Publishing Co. Pte. Ltd..

Chapters

  1. Cheng Few Lee, 2020. "Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 1, pages 1-99, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021. "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1033-1060, October.

  2. Cheng Few Lee & Fu-Lai Lin, 2020. "Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 116, pages 4001-4023, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.

  3. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Kai Biehl & Franziska Disslbacher & Michael Ertl & Georg Feigl & Julia Hofmann & Markus Marterbauer & Patrick Mokre & Reinhold Russinger & Matthias Schnetzer & Jana Schultheiss & Tobias Schweitzer & T, 2020. "Der österreichische Sozialstaat in der Covid-19-Krise," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 46(4), pages 487-500.

  4. Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih, 2020. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 95, pages 3319-3365, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  5. Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu, 2020. "Support Vector Machines Based Methodology for Credit Risk Analysis," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 20, pages 791-822, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Ana López-Cheda & Yingwei Peng & María Amalia Jácome, 2023. "Rejoinder on: Nonparametric estimation in mixture cure models with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 513-520, June.

  6. Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2020. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 50, pages 1845-1901, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  7. Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2020. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 51, pages 1903-1942, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  8. Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020. "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  9. Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2020. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 100, pages 3517-3544, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  10. Nan-Ting Kuo & Cheng Few Lee, 2020. "A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 3, pages 151-197, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  11. Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu, 2020. "The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 52, pages 1943-1968, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  12. Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 97, pages 3413-3464, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  13. Lie-Jane Kao & Cheng Few Lee, 2020. "Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 57, pages 2081-2105, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  14. Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu, 2020. "An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 41, pages 1561-1598, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  15. Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2020. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 94, pages 3263-3318, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.

Books

  1. Cheng-Few Lee & John C. Lee (ed.), 2015. "Handbook of Financial Econometrics and Statistics," Springer Books, Springer, edition 127, number 978-1-4614-7750-1, June.

    Cited by:

    1. Bello Musa Zango & Sanni Mohammed Lekan & Mohammed Jibrin Katun, 2020. "Conventional Methods in Housing Market Analysis: A Review of Literature," Baltic Journal of Real Estate Economics and Construction Management, Sciendo, vol. 8(1), pages 227-241, January.
    2. Phillips, Emir, 2019. "Nassim Taleb heads international banking’s first Grey/Black Swan Committee," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 117-122.
    3. Liu, Yulin & Yin, Mogeng & Hansen, Mark, 2019. "Economic costs of air cargo flight delays related to late package deliveries," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 125(C), pages 388-401.
    4. Kun Liang & Cuiqing Jiang & Zhangxi Lin & Weihong Ning & Zelin Jia, 2017. "The nature of sellers’ cyber credit in C2C e-commerce: the perspective of social capital," Electronic Commerce Research, Springer, vol. 17(1), pages 133-147, March.
    5. Sharma, Rohit & Newman, Peter, 2018. "Does urban rail increase land value in emerging cities? Value uplift from Bangalore Metro," Transportation Research Part A: Policy and Practice, Elsevier, vol. 117(C), pages 70-86.
    6. Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2017. "Inflation Expectations and Monetary Policy Surprises," 2017 Meeting Papers 919, Society for Economic Dynamics.
    7. Emily Lin & Chu-Lan Michael Kao & Natasha Sonia Adityarini, 2021. "Data-driven tree structure for PIN models," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 411-427, August.
    8. Laura Garcia‐Jorcano & Alfonso Novales, 2021. "Volatility specifications versus probability distributions in VaR forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 189-212, March.
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    Cited by:

    1. Hanh Thi My Le & Qian Long Kweh & Irene Wei Kiong Ting & Mohammad Nourani, 2022. "CEO power and earnings management: Dual roles of foreign shareholders in Vietnamese listed companies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1240-1256, January.

  3. Cheng-Few Lee (ed.), 2006. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6235, December.

    Cited by:

    1. Bruce Lehmann, 2008. "Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk," NBER Working Papers 13848, National Bureau of Economic Research, Inc.

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    1. Mavroyannis, Constantine, 1980. "Quantum beats in two-photon resonance fluorescence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 102(1), pages 193-200.

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