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 1 6 8 690
A cross-sectional analysis of mutual funds' market timing and security selection skill 0 0 0 1 5 5 6 966
ASEAN-5+3 AND US STOCK MARKETS INTERDEPENDENCE BEFORE, DURING AND AFTER ASIAN FINANCIAL CRISIS 0 0 0 97 1 5 6 388
Alternative instruments for hedging inflation risk in the banking industry 0 0 0 0 1 1 1 919
Enhanced AHS Safety Through the Integration of Vehicle Control and Communication 0 0 0 3 0 0 2 31
Enhanced AHS Safety Through the Integration of Vehicle Control and Communication 0 0 0 3 1 1 1 19
Hedging with Foreign-listed Single Stock Futures 0 0 3 8 2 3 9 52
Hedonic Index of Wartime Mortality and Older Age Mortality (July) 0 0 0 0 2 2 2 233
Information Cascades in Multi-Agent Models 0 0 0 2 1 1 4 641
Japanese Yen as an alternative vehicle currency in Asian 0 0 0 86 4 7 8 358
Labor Market Status of Older Males in Early Twentieth Century America 0 0 0 22 4 5 6 217
Life Cycle Savings in the United States, 1900-1990 0 0 0 73 1 2 4 500
Sectoral Shift and Labor Force Participation of Older Males in the United States, 1880-1940 0 0 0 31 3 4 9 240
THE ASEAN-5 FUTURE CURRENCY: MAASTRICHT CRITERIA 0 0 2 94 4 10 17 441
The Expected Length of Retirement in the United States, 1850-1990 0 0 0 93 3 4 4 720
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 9 12 118
The impact of market, industry, and interest rate risks on bank stock returns 0 0 0 3 2 5 10 677
Total Working Papers 0 0 5 516 39 70 109 7,210


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 1 1 2 148
A Brief Introduction to Capital Markets in Taiwan, R.O.C 0 0 0 2 1 3 4 19
A DSS Approach to Managing the Risks of Online Trading 0 1 1 1 1 4 7 16
A FUZZY REAL OPTION VALUATION APPROACH TO CAPITAL BUDGETING UNDER UNCERTAINTY ENVIRONMENT 0 1 2 11 2 4 6 25
A NOTE ON THE GENERALIZED MULTIBETA CAPM 0 0 0 10 1 1 1 44
A comparison of alternative models for estimating firm’s growth rate 0 0 0 10 3 3 9 58
A data deficiency based parameter estimating problem and case study in delay time PM modeling 0 0 0 14 2 4 6 82
A dynamic CAPM with supply effect: Theory and empirical results 0 0 1 47 4 5 8 197
A new measure to compare the hedging effectiveness of foreign currency futures versus options 0 2 2 42 1 5 5 92
A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model 0 0 0 166 3 6 9 520
A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees 0 1 2 23 3 5 11 181
A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market 0 0 0 26 2 4 4 95
A taste for live fish: Hong Kong's live reef fish market 0 0 0 12 6 8 10 71
ALTERNATIVE METHOD FOR DETERMINING INDUSTRIAL BOND RATINGS: THEORY AND EMPIRICAL EVIDENCE 0 0 0 3 1 4 4 11
Achieving environmental justice: Perspectives on the path forward through collective action to eliminate health disparities 0 0 0 0 1 4 4 5
Alternative Methods to Estimate Implied Variance: Review and Comparison 0 0 0 4 3 6 9 33
Alternative errors-in-variables models and their applications in finance research 0 0 0 8 3 3 4 41
Alternative methods to derive option pricing models: review and comparison 0 0 4 24 1 10 16 103
Alternative statistical distributions for estimating value-at-risk: theory and evidence 0 0 1 20 3 5 8 85
An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model 0 0 0 0 1 4 5 62
An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance 0 0 1 241 1 4 5 791
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model 0 0 0 23 4 5 7 90
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 3 4 27
Applications of simultaneous equations in finance research: methods and empirical results 1 3 11 107 12 22 54 437
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 4 4 7 93
Are Multiple Directorships Beneficial in East Asia? 0 0 3 12 2 3 7 50
Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? 0 1 1 5 1 4 9 27
Asset pricing with disequilibrium price adjustment: theory and empirical evidence 0 0 1 9 2 4 6 28
Associations between Alternative Accounting Profitability Measures and Security Returns 0 1 1 5 1 3 4 26
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 2 3 14
Cash Holdings, Corporate Governance Structure and Firm Valuation 0 0 0 29 4 5 8 77
Characteristics of Earnings-Leading versus Price-Leading Firms 0 0 0 12 1 2 4 73
China-Concept Factor and Stock Returns in Taiwan 0 0 0 0 2 5 6 20
Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets 1 2 7 268 5 12 26 740
Coping with Capital Mobility and the Evolving Financial Architecture: The Southeast-Asian Perspective 0 0 0 0 4 4 4 11
Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan 0 0 0 1 1 2 8 20
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 0 1 7 3 5 9 59
Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan 0 0 0 10 2 3 7 85
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 5 7 8 86
Does CEO Power Affect the Association Between CEO Compensation and Tangible Assets Impairments? 0 0 0 6 5 7 10 39
Does Corporate Governance Curb Managers’ Opportunistic Behavior of Exploiting Inside Information for Early Exercise of Executive Stock Options? 0 0 0 6 5 9 10 55
Does equity market timing have a persistent impact on capital structure? Evidence from China 0 0 0 10 3 4 6 53
Does managerial reluctance of dividend cuts signal future earnings? 0 1 2 14 10 13 19 66
Does quality of alternatives matter for internet banking? 0 0 0 72 1 2 3 205
Does revenue momentum drive or ride earnings or price momentum? 0 1 2 30 6 18 26 160
Dynamic relationship between stock prices and exchange rates for G-7 countries 0 1 4 685 3 10 28 1,781
EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE 0 0 2 21 4 4 8 46
EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS 0 0 0 0 3 4 4 9
Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System 0 0 0 4 3 4 12 35
Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System 0 0 0 1 3 9 13 56
Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements 1 1 1 19 7 8 10 122
Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan 0 0 1 37 1 5 8 197
Efficient Market Hypothesis (EMH): Past, Present and Future 1 3 10 308 3 13 32 743
Empirical Performance of the Constant Elasticity Variance Option Pricing Model 0 0 1 6 0 1 3 26
Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan 0 0 0 1 3 5 8 29
Financial econometrics, mathematics, statistics, and financial technology: an overall view 1 1 5 34 2 11 35 161
Financial statements based bank risk aggregation 1 1 2 19 5 8 11 113
Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government 0 0 0 6 3 5 7 29
Forecast Performance of the Taiwan Weighted Stock Index 0 1 2 3 0 2 5 28
Forecasting accuracy of alternative dividend models 0 0 0 38 0 2 2 93
Futures hedge ratios: a review 0 1 3 373 3 9 17 825
Futures mispricing, order imbalance, and short-selling constraints 0 0 0 17 3 3 7 99
Fuzzy multi-criteria decision-making for evaluating mutual fund strategies 0 0 0 23 5 6 9 92
Hedging and Optimal Hedge Ratios for International Index Futures Markets 0 0 0 12 2 3 3 38
How Does Strategic Competition Affect Firm Values? 0 0 0 0 2 2 4 183
How the market judges bank risk 0 0 1 87 2 5 7 213
INNOVATIVE BUSINESS MODELS IN SEMICONDUCTOR FOUNDRY INDUSTRY: FROM SILICON INTELLECTUAL PROPERTY PERSPECTIVES 0 0 0 9 3 6 7 36
Identifying attributes and insecurity of a public-channel key exchange protocol using chaos synchronization 0 0 0 0 2 3 4 5
Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach 0 0 0 67 0 0 1 275
Indirect Tests of the Haugen-Lakonishok Small-Firm/January Effect Hypotheses: Window Dressing versus Performance Hedging 0 0 0 0 1 3 7 224
International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach 0 0 0 1 2 2 2 15
Intra-Industry Effects of Delayed New Product Introductions 0 0 0 0 1 1 3 20
Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market 0 0 0 3 2 3 4 22
Intraday Return Volatility Process: Evidence from NASDAQ Stocks 0 1 2 51 1 2 4 190
Inventory control in the presence of an electronic marketplace 0 0 0 13 2 5 8 73
Investment opportunities, free cash flow and market reaction to international joint ventures 0 0 0 103 4 9 17 322
Investment, Financing, Dividend, and Production Policies: Review and Integration 0 1 2 9 5 8 9 28
Investor protection and convertible debt design 0 0 0 116 1 4 5 363
Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis? 0 0 0 35 3 4 7 84
Linear and generalized functional form market models for electric utility firms 0 0 0 6 0 0 2 35
Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore 0 0 0 1 1 2 2 15
Managerial flexibility and the wealth effect of new product introductions 0 0 0 8 2 5 6 61
Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation 0 0 2 877 2 4 12 2,514
Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach 0 0 0 16 16 16 19 130
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 3 6 7 387
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 1 5 2 3 4 20
On a Simple Econometric Approach for Utility-Based Asset Pricing Model 0 0 0 60 1 2 4 192
On multiple‐class prediction of issuer credit ratings 0 0 1 8 1 1 3 17
On the aggregation of credit, market and operational risks 0 0 2 59 3 5 11 213
Optical absorption and refraction index change of a confined exciton in a spherical quantum dot nanostructure 0 0 0 3 4 4 5 33
Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence 0 0 0 46 1 6 6 313
Option prices and stock market momentum: evidence from China 0 1 1 13 2 4 7 38
Potential strategies to eliminate built environment disparities for disadvantaged and vulnerable communities 0 0 0 1 0 2 3 6
Product market competition and real activities manipulation: Theory and implications 0 1 1 4 1 3 5 28
Production of freshwater prawns in the Mekong Delta 0 0 0 2 2 4 4 33
Public health and brownfields: Reviving the past to protect the future 0 0 0 0 2 4 4 6
R-2GAM stochastic volatility model: flexibility and calibration 0 0 0 2 2 4 6 50
Recap for the Conferences on Pacific Basin Business, Economics and Finance 1993–1998 0 0 0 0 0 2 3 10
Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 0 1 2 2 11
Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 0 1 2 3 9
Recap of The Joint 14th Annual PBFEA and 2006 Annual Financial Engineering Association of Taiwan Conference 0 0 0 0 1 2 2 7
Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003 0 0 0 27 1 2 4 138
Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 1 1 1 8
Recap of the 16th Annual Conference on Financial Economics and Accounting, November 18, 2005 to November 19, 2005 0 0 0 9 1 1 1 40
Recap of the 17th Annual Conference on Financial Economics and Accounting (with PowerPoint of Professor Katherine Schipper's Keynote Speech) 0 0 1 20 3 4 6 76
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 4 4 16
Recap of the 19th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 4 5 6 14
Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 0 0 0 8 1 5 7 61
Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 2 0 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 1 1 1 19
Recap of the 22nd Annual Conference on Pacific Basin Finance, Economics, Accounting and Management 0 0 0 1 0 1 2 18
Recap of the 22nd annual conference on financial economics and accounting, November 18, 2011 to November 19, 2011 0 0 1 4 0 1 3 26
Recap of the 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 4 0 3 3 25
Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 0 0 0 3 0 2 3 25
Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 4 1 1 3 25
Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 0 0 0 2 3 3 4 17
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 2 3 5 19
Recap of the 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 0 1 1 4 14
Recap of the 26th annual financial economics and accounting conference, November 6–7, 2015 0 0 0 0 1 1 4 17
Recap of the 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management 0 0 0 3 4 7 9 39
Recap of the 28th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management & the 14th NCTU International Finance Conference 0 0 0 2 4 7 8 14
Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 0 1 1 5 1 2 3 35
Recap of the 29th annual conference on financial economics and accounting, November 16–17, 2018 0 0 0 10 1 1 4 55
Recap of the 30th annual conference on Financial Economics and Accounting, November 1–2, 2019 0 0 0 6 4 4 4 37
Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 1 2 2 7
Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 2 2 2 9
Recap of the Tenth Conference on Pacific Basin Finance, Economics, and Accounting 0 0 0 0 1 2 3 7
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 1 1 2 10
Recurrent de novo mutations implicate novel genes underlying simplex autism risk 0 0 0 0 1 1 2 2
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 2 3 77
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 3 4 5 388
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 1 4 4 12
Review Of Hydrogen Fuel For Internal Combustion Engines 0 2 4 55 3 6 15 169
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 0 2 4 12 4 10 14 67
Second decade review of the annual conference on financial economics and accounting 0 0 0 2 3 6 7 30
Sequential Capital Budgeting as Real Options: The Case of a New DRAM Chipmaker in Taiwan 0 0 0 1 1 6 7 19
Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns 0 0 0 62 0 1 2 256
Specification analysis of corporate equity financing decision: a conditional residual approach 0 0 0 28 2 2 12 183
Stock return, risk, and legal environment around the world 0 0 1 68 3 5 8 339
Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach 1 3 4 33 10 21 35 171
Symposium on integrating the science of environmental justice into decision-making at the Environmental Protection Agency: An overview 0 0 0 0 1 4 5 6
Systematic risk, wage rates, and factor substitution 0 0 0 4 0 1 2 43
Technical, fundamental, and combined information for separating winners from losers 0 0 1 33 4 4 10 131
Telecommunications Reforms In Malaysia 0 1 2 167 0 2 6 547
The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market 0 0 0 1 5 5 6 18
The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation 0 0 1 14 2 4 7 35
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach 1 1 1 7 2 2 3 34
The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht 0 0 0 1 3 5 6 18
The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan 0 0 0 0 4 5 5 19
The Rubik’s cube problem revisited: a statistical thermodynamic approach 0 0 0 5 2 2 2 26
The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors 0 2 2 4 7 9 10 25
The economic cost of environmental factors among North Carolina children living in substandard housing 0 0 0 0 0 2 2 5
The evolution of capital asset pricing models 0 4 8 96 7 20 28 277
The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective 0 0 0 26 5 12 14 149
The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation 0 0 0 23 7 10 14 147
The reactions to on-air stock reports: Prices, volume, and order submission behavior 0 0 0 12 4 5 5 70
Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study 0 0 0 24 3 4 6 128
Two-stage models for the analysis of information content of equity-selling mechanisms choices 0 0 0 15 3 5 6 124
Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression 0 1 2 13 2 9 18 66
Variation in Stock Return Risks: An International Comparison 0 0 0 0 0 2 4 18
Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market 0 0 0 0 1 1 2 16
Wealth Effects of Private Equity Placements: Evidence from Singapore 0 0 0 69 1 3 5 309
Total Journal Articles 8 44 121 5,705 395 745 1,207 20,718
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 2 5 8 52
Physical Science Today 0 0 0 0 3 3 3 94
Total Books 0 0 0 7 5 8 11 146


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 1 3 3 6
A Dynamic CAPM with Supply Effect: Theory and Empirical Results 0 0 0 0 2 2 4 6
A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees 0 0 0 6 1 2 4 51
Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence 0 0 0 1 2 2 2 6
Alternative Methods for Determining Option Bounds: A Review and Comparison 0 0 2 2 1 1 3 9
Alternative Methods to Deal with Measurement Error 0 0 1 2 0 0 2 8
Alternative Methods to Derive Option Pricing Models: Review and Comparison 0 0 0 2 1 4 7 16
Alternative Security Valuation Model: Theory and Empirical Results 0 0 0 3 0 1 2 7
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 1 3 4 7
Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach 0 0 0 1 1 1 1 13
Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis 0 0 2 28 0 0 2 80
Application of Intertemporal CAPM on International Corporate Finance 0 0 0 3 1 2 6 17
Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions 0 0 0 3 1 2 2 10
Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence 0 0 0 1 2 2 4 8
Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error 0 0 1 3 1 2 4 13
Bond Portfolio Management, Swap Strategy, Duration, and Convexity 0 0 0 23 3 3 4 54
Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation 0 0 0 2 1 4 4 13
Contributions to Taiwan’s Economic and Financial Policies 0 0 0 0 3 3 3 3
Contributions to Taiwan’s Management Education 0 0 0 0 2 2 4 4
Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation 0 0 0 8 0 1 2 31
Data Mining Applications in Accounting and Finance Context 0 0 0 10 0 4 5 33
Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications 1 2 4 7 3 8 13 29
Does Revenue Momentum Drive or Ride Earnings or Price Momentum? 0 0 0 3 1 1 2 15
Econometric Approach to Financial Analysis, Planning, and Forecasting 0 0 0 7 1 1 1 26
Editing Journals and Writing Books 0 0 0 1 0 2 2 12
Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio 0 1 1 2 3 4 4 8
Empirical Performance of the Constant Elasticity Variance Option Pricing Model 0 0 0 2 0 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 3 6 22
Errors-in-Variables and Reverse Regression 0 0 2 8 0 1 7 21
Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis 0 0 1 2 0 0 1 7
Experience in Training Ph.D. Students in Finance and Accounting 0 0 0 1 3 4 5 12
Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value 0 0 0 1 3 5 6 11
Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion 0 0 2 6 0 0 4 19
Forty Three Years of a Challenging and Rewarding Academic Career 0 0 0 0 1 1 2 7
From miracle to crisis and the mirage of the post-crisis reform 0 0 0 2 2 3 5 20
Fundamental Analysis, Technical Analysis, and Mutual Fund Performance 0 0 0 22 4 6 9 74
Happy Childhood of Kites and Geese 0 0 0 0 3 3 4 7
Happy Family Life 0 0 0 1 3 3 4 13
Hedge Ratio and Time Series Analysis 0 0 0 7 3 4 5 28
Hedging with Foreign-Listed Single Stock Futures 0 0 0 0 2 4 4 18
Hedging with Foreign-Listed Single Stock Futures 0 0 0 0 2 3 4 19
Help from President Lee Teng-hui 0 0 0 1 3 4 4 16
Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions 0 0 0 3 0 2 4 8
Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence 0 1 1 3 1 4 6 20
Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison 0 0 0 2 0 4 5 19
Innovative and Active Approach to Teaching Finance 0 0 0 4 2 4 4 11
Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning 0 2 5 71 1 5 11 136
Life Begins at 70 0 0 1 5 5 8 64 333
Market Model, CAPM, and Beta Forecasting 0 3 5 26 3 6 8 58
Mathematics and Chemistry at Chien Kuo (C.K.) High School 0 0 0 0 1 1 4 9
Misfortune May Be a Blessing in Disguise 0 0 0 0 1 2 6 23
My Relationships with Important People in Academic Institutes, the Industry, and Taiwan Government 0 0 0 0 1 1 2 4
Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence 0 0 0 4 1 1 2 13
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 0 1 1 10
Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison 0 0 0 4 0 1 2 13
Participation in Taiwanese Democratic Movements 0 0 0 0 2 3 4 8
Pricing Fair Deposit Insurance: Structural Model Approach 0 0 0 7 1 5 8 27
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 2 3 4 12
Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis 0 0 0 5 3 3 4 43
Single-Index Model, Multiple-Index Model, and Portfolio Selection 0 0 0 23 1 8 10 160
Statistical Distributions, European Option, American Option, and Option Bounds 0 0 0 1 2 3 5 13
Support Vector Machines Based Methodology for Credit Risk Analysis 0 0 1 3 3 3 5 14
Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach 0 0 0 1 2 6 7 20
Synthetic Options, Portfolio Insurance, and Contingent Immunization 0 0 0 7 2 3 4 21
Teaching Method and Educational Philosophy 0 0 0 0 2 4 4 7
Technical, Fundamental, and Combined Information for Separating Winners from Losers 0 0 0 2 4 5 6 15
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 2 4 4 8
The Evolution of Capital Asset Pricing Models: Update and Extension 0 1 1 23 0 3 6 45
The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach 0 0 0 2 0 2 5 13
The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht 0 0 0 0 0 0 1 6
The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity 0 0 0 2 0 3 3 8
The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions 0 0 0 1 2 2 3 22
Time-Series Analysis: Components, Models, and Forecasting 0 0 0 5 1 4 5 17
Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach 0 1 1 1 1 2 5 10
Traveling and Lecturing All Over the World 0 0 0 0 2 2 4 6
Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model 0 0 0 6 2 3 3 22
VG NGARCH Versus GARJI Model for Asset Price Dynamics 0 0 0 5 0 1 3 15
World Records in Academic Achievements 0 0 0 0 0 0 0 15
Total Chapters 1 11 31 406 112 217 391 2,011


Statistics updated 2026-02-12