Access Statistics for Cheng Few Lee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures Vs Options 0 0 0 0 4 4 8 688
A cross-sectional analysis of mutual funds' market timing and security selection skill 0 0 0 1 0 0 1 961
ASEAN-5+3 AND US STOCK MARKETS INTERDEPENDENCE BEFORE, DURING AND AFTER ASIAN FINANCIAL CRISIS 0 0 1 97 2 2 5 385
Alternative instruments for hedging inflation risk in the banking industry 0 0 0 0 0 0 0 918
Enhanced AHS Safety Through the Integration of Vehicle Control and Communication 0 0 0 3 0 0 0 18
Enhanced AHS Safety Through the Integration of Vehicle Control and Communication 0 0 0 3 0 0 3 31
Hedging with Foreign-listed Single Stock Futures 0 1 3 8 0 3 6 49
Hedonic Index of Wartime Mortality and Older Age Mortality (July) 0 0 0 0 0 0 0 231
Information Cascades in Multi-Agent Models 0 0 0 2 0 0 3 640
Japanese Yen as an alternative vehicle currency in Asian 0 0 0 86 1 2 2 352
Labor Market Status of Older Males in Early Twentieth Century America 0 0 0 22 0 1 1 212
Life Cycle Savings in the United States, 1900-1990 0 0 0 73 1 1 4 499
Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940 0 0 0 31 0 3 5 236
THE ASEAN-5 FUTURE CURRENCY: MAASTRICHT CRITERIA 0 0 2 94 1 4 8 432
The Expected Length of Retirement in the United States, 1850-1990 0 0 0 93 0 0 0 716
The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach 0 0 0 0 4 4 8 113
The impact of market, industry, and interest rate risks on bank stock returns 0 0 0 3 0 1 5 672
Total Working Papers 0 1 6 516 13 25 59 7,153


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
15th Annual Conference on Financial Economics and Accounting 0 0 0 21 0 1 1 147
A Brief Introduction to Capital Markets in Taiwan, R.O.C 0 0 0 2 0 0 1 16
A DSS Approach to Managing the Risks of Online Trading 1 1 1 1 3 4 6 15
A FUZZY REAL OPTION VALUATION APPROACH TO CAPITAL BUDGETING UNDER UNCERTAINTY ENVIRONMENT 1 1 2 11 2 3 4 23
A NOTE ON THE GENERALIZED MULTIBETA CAPM 0 0 0 10 0 0 0 43
A comparison of alternative models for estimating firm’s growth rate 0 0 0 10 0 4 6 55
A data deficiency based parameter estimating problem and case study in delay time PM modeling 0 0 0 14 1 2 3 79
A dynamic CAPM with supply effect: Theory and empirical results 0 0 1 47 0 1 3 192
A new measure to compare the hedging effectiveness of foreign currency futures versus options 2 2 2 42 2 2 3 89
A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model 0 0 0 166 1 3 4 515
A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees 1 1 3 23 1 5 10 177
A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market 0 0 0 26 0 0 0 91
A taste for live fish: Hong Kong's live reef fish market 0 0 0 12 1 1 4 64
ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE 0 0 0 3 1 1 1 8
Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities 0 0 0 0 1 1 2 2
Alternative Methods to Estimate Implied Variance: Review and Comparison 0 0 0 4 1 2 5 28
Alternative errors-in-variables models and their applications in finance research 0 0 0 8 0 1 2 38
Alternative methods to derive option pricing models: review and comparison 0 0 6 24 6 7 15 99
Alternative statistical distributions for estimating value-at-risk: theory and evidence 0 1 1 20 1 3 5 81
An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model 0 0 0 0 0 0 1 58
An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance 0 1 2 241 1 2 3 788
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model 0 0 0 23 1 2 4 86
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios 0 0 0 2 1 1 2 25
Applications of simultaneous equations in finance research: methods and empirical results 2 4 10 106 6 13 38 421
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 0 2 3 89
Are Multiple Directorships Beneficial in East Asia? 0 1 3 12 0 1 4 47
Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? 0 0 0 4 1 4 6 24
Asset pricing with disequilibrium price adjustment: theory and empirical evidence 0 0 1 9 2 2 4 26
Associations between Alternative Accounting Profitability Measures and Security Returns 0 0 0 4 0 0 1 23
Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i 0 0 0 0 1 1 2 13
Cash Holdings, Corporate Governance Structure and Firm Valuation 0 0 0 29 1 4 4 73
Characteristics of Earnings-Leading versus Price-Leading Firms 0 0 0 12 1 3 3 72
China-Concept Factor and Stock Returns in Taiwan 0 0 0 0 1 1 2 16
Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets 0 2 6 266 1 4 17 729
Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective 0 0 0 0 0 0 0 7
Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan 0 0 0 1 0 3 6 18
Determinants of the Permethrin Impregnated Bednets (PIB) in the Republic of Benin: the role of women in the acquisition and utilization of PIBs 0 0 0 2 0 0 0 40
Differential risk effect of inside debt, CEO compensation diversification, and firm investment 0 1 2 7 1 3 6 55
Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan 0 0 0 10 0 0 4 82
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 2 2 3 81
Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments? 0 0 0 6 0 0 3 32
Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options? 0 0 0 6 1 2 2 47
Does equity market timing have a persistent impact on capital structure? Evidence from China 0 0 0 10 1 2 3 50
Does managerial reluctance of dividend cuts signal future earnings? 0 0 1 13 1 2 8 54
Does quality of alternatives matter for internet banking? 0 0 0 72 0 0 1 203
Does revenue momentum drive or ride earnings or price momentum? 1 1 3 30 6 9 16 148
Dynamic relationship between stock prices and exchange rates for G-7 countries 0 0 5 684 1 6 25 1,772
EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE 0 1 2 21 0 3 5 42
EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS 0 0 0 0 0 0 0 5
Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System 0 0 0 1 3 4 9 50
Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System 0 0 0 4 0 1 9 31
Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements 0 0 0 18 1 1 3 115
Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan 0 0 1 37 1 2 4 193
Efficient Market Hypothesis (EMH): Past, Present and Future 2 3 12 307 6 10 33 736
Empirical Performance of the Constant Elasticity Variance Option Pricing Model 0 0 1 6 1 1 3 26
Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan 0 0 0 1 1 2 5 25
Financial econometrics, mathematics, statistics, and financial technology: an overall view 0 2 4 33 2 7 28 152
Financial statements based bank risk aggregation 0 0 1 18 0 0 4 105
Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government 0 0 0 6 1 3 3 25
Forecast Performance of the Taiwan Weighted Stock Index 1 1 2 3 1 2 4 27
Forecasting accuracy of alternative dividend models 0 0 0 38 1 1 1 92
Futures hedge ratios: a review 0 1 2 372 4 7 12 820
Futures mispricing, order imbalance, and short-selling constraints 0 0 0 17 0 2 4 96
Fuzzy multi-criteria decision-making for evaluating mutual fund strategies 0 0 0 23 1 1 4 87
Hedging and Optimal Hedge Ratios for International Index Futures Markets 0 0 0 12 1 1 1 36
How Does Strategic Competition Affect Firm Values? 0 0 0 0 0 1 2 181
How the market judges bank risk 0 0 1 87 1 1 4 209
INNOVATIVE BUSINESS MODELS IN SEMICONDUCTOR FOUNDRY INDUSTRY: FROM SILICON INTELLECTUAL PROPERTY PERSPECTIVES 0 0 1 9 2 3 5 32
Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization 0 0 0 0 1 1 2 3
Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach 0 0 0 67 0 1 1 275
Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging 0 0 0 0 0 2 4 221
International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach 0 0 0 1 0 0 0 13
Intra-Industry Effects of Delayed New Product Introductions 0 0 0 0 0 2 4 19
Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market 0 0 0 3 0 1 1 19
Intraday Return Volatility Process: Evidence from NASDAQ Stocks 0 0 1 50 0 1 2 188
Inventory control in the presence of an electronic marketplace 0 0 0 13 0 1 3 68
Investment opportunities, free cash flow and market reaction to international joint ventures 0 0 0 103 2 7 10 315
Investment, Financing, Dividend, and Production Policies: Review and Integration 0 1 1 8 0 1 2 20
Investor protection and convertible debt design 0 0 0 116 2 2 3 361
Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis? 0 0 0 35 1 3 5 81
Linear and generalized functional form market models for electric utility firms 0 0 0 6 0 1 2 35
Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore 0 0 0 1 1 1 2 14
Managerial flexibility and the wealth effect of new product introductions 0 0 0 8 2 2 3 58
Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation 0 0 3 877 0 3 11 2,510
Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach 0 0 0 16 0 2 4 114
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 1 1 2 382
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 1 5 0 0 1 17
On a Simple Econometric Approach for Utility-Based Asset Pricing Model 0 0 0 60 0 0 2 190
On multiple‐class prediction of issuer credit ratings 0 0 1 8 0 1 2 16
On the aggregation of credit, market and operational risks 0 0 3 59 2 2 10 210
Optical absorption and refraction index change of a confined exciton in a spherical quantum dot nanostructure 0 0 0 3 0 0 1 29
Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence 0 0 0 46 2 2 2 309
Option prices and stock market momentum: evidence from China 0 0 0 12 1 2 4 35
Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities 0 0 0 1 0 0 1 4
Product market competition and real activities manipulation: Theory and implications 1 1 1 4 2 2 5 27
Production of freshwater prawns in the Mekong Delta 0 0 0 2 0 0 0 29
Public health and brownfields: Reviving the past to protect the future 0 0 0 0 2 2 2 4
R-2GAM stochastic volatility model: flexibility and calibration 0 0 0 2 2 4 4 48
Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998 0 0 0 0 2 2 3 10
Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 0 1 1 1 10
Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 0 0 1 1 7
Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference 0 0 0 0 1 1 1 6
Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003 0 0 0 27 1 1 3 137
Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 0 0 0 7
Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005 0 0 0 9 0 0 0 39
Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech) 0 0 1 20 0 1 2 72
Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA) 0 0 0 1 1 1 1 13
Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 1 1 2 10
Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 0 0 0 8 1 2 3 57
Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 2 1 1 3 14
Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 2 0 0 1 11
Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010 0 0 0 3 0 0 0 18
Recap of the 22nd Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 1 0 0 1 17
Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 0 0 1 4 0 0 2 25
Recap of the 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 4 1 1 1 23
Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 0 0 0 3 1 1 3 24
Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 4 0 0 2 24
Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 0 0 0 2 0 1 1 14
Recap of the 25th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 4 0 0 1 29
Recap of the 25th annual financial economics and accounting conference, November 14–15, 2014 0 0 1 1 1 1 3 17
Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 0 1 3 13
Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015 0 0 0 0 0 0 3 16
Recap of the 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 3 2 2 4 34
Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference 0 0 0 2 2 3 3 9
Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 1 1 2 5 1 2 3 34
Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018 0 0 0 10 0 0 4 54
Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019 0 0 1 6 0 0 1 33
Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 0 0 1 5
Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 0 0 0 7
Recap of the Tenth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 0 0 1 5
Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 0 0 0 5
Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 1 0 0 1 9
Recurrent de novo mutations implicate novel genes underlying simplex autism risk 0 0 0 0 0 0 1 1
Refining the delay-time-based PM inspection model with non-negligible system downtime estimates of the expected number of failures 0 0 0 8 0 0 1 75
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 1 1 2 385
Reprint: Building and testing models of long-term agricultural intensification and population dynamics: A case study from the Leeward Kohala Field System, Hawai’i 0 0 0 1 2 2 2 10
Review Of Hydrogen Fuel For Internal Combustion Engines 1 2 4 54 2 6 14 165
Review: Family Life and Illicit Love in Earlier Generations, the Spatial Components of Manufacturing Change, 1950–1960, the Suburban Environment: Sweden and the United States, Living with Capitalism: Class Relations and the Modern Factory, Changing Rural Landscapes, Colonial Urban Development: Culture, Social Power and Environment, Landscape Planning for a New Australian Town, Land Policy: An Exploration of the Nature of Land in Society, CES Review 0 0 0 0 0 0 1 1
Robust vehicle routing problem with deadlines and travel time/demand uncertainty 1 1 3 11 2 2 6 59
Second decade review of the annual conference on financial economics and accounting 0 0 0 2 0 0 1 24
Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan 0 0 0 1 2 2 3 15
Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns 0 0 0 62 1 1 3 256
Specification analysis of corporate equity financing decision: a conditional residual approach 0 0 0 28 0 1 10 181
Stock return, risk, and legal environment around the world 0 0 1 68 2 2 5 336
Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach 0 0 1 30 8 11 22 158
Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview 0 0 0 0 2 3 4 4
Systematic risk, wage rates, and factor substitution 0 0 0 4 0 1 2 42
Technical, fundamental, and combined information for separating winners from losers 0 0 1 33 0 2 9 127
Telecommunications Reforms In Malaysia 1 1 2 167 2 3 7 547
The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market 0 0 0 1 0 1 1 13
The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation 0 1 1 14 2 3 5 33
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach 0 0 0 6 0 1 2 32
The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht 0 0 0 1 0 0 2 13
The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan 0 0 0 0 0 0 0 14
The Rubik’s cube problem revisited: a statistical thermodynamic approach 0 0 0 5 0 0 1 24
The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors 0 0 0 2 0 0 1 16
The economic cost of environmental factors among North Carolina children living in substandard housing 0 0 0 0 1 1 1 4
The evolution of capital asset pricing models 4 5 10 96 7 8 18 264
The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective 0 0 0 26 5 6 7 142
The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation 0 0 0 23 1 2 6 138
The reactions to on-air stock reports: Prices, volume, and order submission behavior 0 0 0 12 1 1 1 66
Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study 0 0 0 24 0 0 2 124
Two-stage models for the analysis of information content of equity-selling mechanisms choices 0 0 0 15 0 1 1 119
Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression 1 1 2 13 5 5 14 62
Variation in Stock Return Risks: An International Comparison 0 0 0 0 0 1 2 16
Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market 0 0 0 0 0 1 1 15
Wealth Effects of Private Equity Placements: Evidence from Singapore 0 0 0 69 2 3 5 308
Total Journal Articles 21 38 118 5,682 164 305 706 20,137
2 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
From East to West:Memoirs of a Finance Professor on Academia, Practice, and Policy 0 0 0 7 0 0 4 47
Physical Science Today 0 0 0 0 0 0 0 91
Total Books 0 0 0 7 0 0 4 138


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications 0 0 0 1 0 0 0 3
A Dynamic CAPM with Supply Effect: Theory and Empirical Results 0 0 0 0 0 0 2 4
A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees 0 0 0 6 0 1 4 49
Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence 0 0 0 1 0 0 0 4
Alternative Methods for Determining Option Bounds: A Review and Comparison 0 0 2 2 0 0 2 8
Alternative Methods to Deal with Measurement Error 0 1 1 2 0 1 3 8
Alternative Methods to Derive Option Pricing Models: Review and Comparison 0 0 0 2 3 4 6 15
Alternative Security Valuation Model: Theory and Empirical Results 0 0 0 3 0 0 1 6
An Integral Equation Approach for Bond Prices with Applications to Credit Spreads 0 0 0 1 0 0 1 6
An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model 0 0 0 0 0 0 3 4
Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach 0 0 0 1 0 0 0 12
Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis 0 0 2 28 0 0 3 80
Application of Intertemporal CAPM on International Corporate Finance 0 0 0 3 1 2 5 16
Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions 0 0 0 3 1 1 1 9
Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence 0 0 0 1 0 0 2 6
Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error 0 1 1 3 1 3 3 12
Bond Portfolio Management, Swap Strategy, Duration, and Convexity 0 0 0 23 0 1 1 51
Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation 0 0 0 2 1 1 1 10
Contributions to Taiwan’s Economic and Financial Policies 0 0 0 0 0 0 0 0
Contributions to Taiwan’s Management Education 0 0 0 0 0 0 2 2
Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation 0 0 0 8 0 0 1 30
Data Mining Applications in Accounting and Finance Context 0 0 0 10 2 2 3 31
Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications 1 1 3 6 3 3 10 24
Does Revenue Momentum Drive or Ride Earnings or Price Momentum? 0 0 0 3 0 0 3 14
Econometric Approach to Financial Analysis, Planning, and Forecasting 0 0 0 7 0 0 0 25
Editing Journals and Writing Books 0 0 0 1 0 0 0 10
Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio 1 1 1 2 1 1 1 5
Empirical Performance of the Constant Elasticity Variance Option Pricing Model 0 0 0 2 1 1 2 10
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence 0 0 0 4 1 2 4 20
Errors-in-Variables and Reverse Regression 0 1 2 8 1 3 7 21
Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis 0 1 1 2 0 1 1 7
Experience in Training Ph.D. Students in Finance and Accounting 0 0 0 1 0 0 1 8
Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value 0 0 0 1 1 2 2 7
Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion 0 0 2 6 0 1 4 19
Forty Three Years of a Challenging and Rewarding Academic Career 0 0 0 0 0 1 1 6
From miracle to crisis and the mirage of the post-crisis reform 0 0 0 2 0 0 2 17
Fundamental Analysis, Technical Analysis, and Mutual Fund Performance 0 0 1 22 1 1 5 69
Happy Childhood of Kites and Geese 0 0 0 0 0 1 1 4
Happy Family Life 0 0 0 1 0 1 1 10
Hedge Ratio and Time Series Analysis 0 0 0 7 1 1 3 25
Hedging with Foreign-Listed Single Stock Futures 0 0 0 0 0 0 2 16
Hedging with Foreign-Listed Single Stock Futures 0 0 0 0 1 1 2 15
Help from President Lee Teng-hui 0 0 0 1 0 0 0 12
Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions 0 0 0 3 0 0 2 6
Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence 1 1 1 3 2 2 4 18
Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison 0 0 0 2 1 1 2 16
Innovative and Active Approach to Teaching Finance 0 0 0 4 1 1 1 8
Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning 1 2 4 70 2 4 8 133
Life Begins at 70 0 0 1 5 2 4 68 327
Market Model, CAPM, and Beta Forecasting 2 2 5 25 2 2 5 54
Mathematics and Chemistry at Chien Kuo (C.K.) High School 0 0 0 0 0 2 3 8
Misfortune May Be a Blessing in Disguise 0 0 0 0 0 2 4 21
My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government 0 0 0 0 0 0 1 3
Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence 0 0 0 4 0 1 1 12
Option Price and Stock Market Momentum in China 0 0 0 6 0 0 1 27
Options and Option Strategies: Theory and Empirical Results 0 0 0 6 1 1 1 10
Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison 0 0 0 4 1 1 2 13
Participation in Taiwanese Democratic Movements 0 0 0 0 0 1 1 5
Pricing Fair Deposit Insurance: Structural Model Approach 0 0 0 7 1 1 4 23
Relationship with Ex-Governor of the Central Bank Dr. Kuo-shu Liang 0 0 0 0 0 0 1 5
Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications 0 0 0 0 1 2 3 10
Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis 0 0 0 5 0 0 1 40
Single-Index Model, Multiple-Index Model, and Portfolio Selection 0 0 0 23 5 5 10 157
Statistical Distributions, European Option, American Option, and Option Bounds 0 0 0 1 1 2 3 11
Support Vector Machines Based Methodology for Credit Risk Analysis 0 0 1 3 0 1 2 11
Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach 0 0 0 1 2 2 3 16
Synthetic Options, Portfolio Insurance, and Contingent Immunization 0 0 0 7 1 1 2 19
Teaching Method and Educational Philosophy 0 0 0 0 1 1 1 4
Technical, Fundamental, and Combined Information for Separating Winners from Losers 0 0 0 2 1 1 2 11
The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization 0 0 0 1 1 1 1 5
The Evolution of Capital Asset Pricing Models: Update and Extension 1 1 1 23 1 2 5 43
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach 0 0 0 2 0 1 3 11
The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht 0 0 0 0 0 1 1 6
The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity 0 0 0 2 2 2 2 7
The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions 0 0 0 1 0 0 1 20
Time-Series Analysis: Components, Models, and Forecasting 0 0 0 5 1 1 2 14
Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach 1 1 1 1 1 2 4 9
Traveling and Lecturing All Over the World 0 0 0 0 0 2 2 4
Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model 0 0 0 6 0 0 0 19
VG NGARCH Versus GARJI Model for Asset Price Dynamics 0 0 0 5 0 1 3 14
World Records in Academic Achievements 0 0 0 0 0 0 0 15
Total Chapters 8 13 30 403 51 87 256 1,845


Statistics updated 2025-12-06