Cheng F. Lee
· 85 obras en el catálogo
Obras
Financial analysis and planning
Alternative switching regression techniques for detecting structural changes
Multivariate regression approach to re-examine the dividend effect of the electric utility industry
Dividend policies of non-life insurance companies
The single vs. simultaneous equation model in capital asset pricing
Investigating the structure of international interest rates with simultaneous equation models
Time aggregation, coefficient of determination and systematic risk of the market model
Market information vs. accounting information in capital asset pricing
Measuring and interpreting current permanent and transitory earnings and dividends
Effects of measurement errors on systematic risk and performance measure of a portfolio
A random coefficient model for reexamining risk decomposition method and risk-return relationship test
Alternative errors-in-variables beta estimates and their implications to capital asset pricing determination
Conditional vs. unconditional efficiency in beta forecasting : methods and evidence
An integration of random coefficient and errors-in-variables models for beta estimates
The impacts of skewness and kurtosis on the risk estimation and determination
Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier
Three alternative errors-in-variable estimation methods
Impacts of rate-base methods on firm operating elasticity and capital structure
Further evidence on the beta stability and tendency
Investment horizon, risk, and return in commodity futures markets
An evaluation of the distributional and causal relationships between the stock and commodity futures market indices
The structure of international interest rates under different exchange rate regimes
Current vs. permanent dividend payments behavioral model
