Cheng F. Lee
85 works on record
Works
The single vs. simultaneous equation model in capital asset pricing
A random coefficient model for reexamining risk decomposition method and risk-return relationship test
Inflation and capital asset pricing determination
Three alternative errors-in-variable estimation methods
Further evidence on the beta stability and tendency
Impacts of rate-base methods on firm operating elasticity and capital structure
Alternative switching regression techniques for detecting structural changes
Financial analysis and planning
Time aggregation, coefficient of determination and systematic risk of the market model
The structure of international interest rates under different exchange rate regimes
Investigating the structure of international interest rates with simultaneous equation models
Some effects of utility regulation on firm operating and financial strategies
Conditional vs. unconditional efficiency in beta forecasting : methods and evidence
Multivariate regression approach to re-examine the dividend effect of the electric utility industry
Measuring and interpreting current permanent and transitory earnings and dividends
Effects of measurement errors on systematic risk and performance measure of a portfolio
Investment horizon, risk, and return in commodity futures markets
Alternative errors-in-variables beta estimates and their implications to capital asset pricing determination
Current vs. permanent dividend payments behavioral model
Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier
Real vs. nominal rates of return matrices in portfolio management
An integration of random coefficient and errors-in-variables models for beta estimates
A Bayesian approach to estimate the time varying security beta
Some effects of utility regulation on firm operating elasticity and capital structure
Market information vs. accounting information in capital asset pricing
Investment horizon, risk proxies and mutual fund performance
Dividend policies of non-life insurance companies
Specification errors, residual analysis and capital asset pricing
The impacts of skewness and kurtosis on the risk estimation and determination
Random coefficient, measurement errors, and the capital asset pricing model
An evaluation of the distributional and causal relationships between the stock and commodity futures market indices
A re-examination of the effectiveness of dividend policy
Alternative approaches to the effect of unfunded pension liabilities on share prices
Allocations of permanent and transitory earnings between retained earnings and dividend payments
The stability of return, risk and the cost of capital for the electric utility industry
Specification error, random coefficient and the risk-return relationship
Value line investment survey rank changes and beta coefficients
Interactions of dividends and investment
Expectation formation and the financial ratio adjustment process
Trans-log functional form for the capital asset pricing model
Risk-return tradeoff, income measurement and capital asset pricing for life insurers
Advances in quantitative analysis of finance and accounting
A further empirical investigation of the dividends adjustment process
A generalized linear combination approach to investigate the relationship between APT and CAPM
Mutual fund rates of return generating process
Income measures, ownership, capacity ratios and the dividend decision of the non-life insurance industry
Financial Analysis and Planning: A Linear Programming and Simultaneous Equation Approach
Fama's hypotheses of the relationship between inflation and nominal interest rates
Empirical evidence of some aspects on temporal aggregation problem in estimatin beta coefficients
Dividend policy, dividend yield and equity value for the commercial banking industry
A simultaneous test of the intertemporal capital asset pricing model, the arbitrage pricing theory, and the index model
Some empirical issues for estimating stock index futures hedge ratios
On the measurement errors and ranking of composite performance measures
Capital market equilibrium under market imperfections and incompleteness
Specification error, random coefficient and the risk-return relationship test in capital asset pricing
Advances in quantitative analysis of finance and accounting
An analytical and empirical comparison of alternative cost of equity capital estimation methods
Multi-factor, multi-indicator approach to asset pricing
Sampling properties of composite performance measures and their implications
Encyclopedia of finance
Advances in investment analysis and portfolio management
Readings in investments
Advances in financial planning and forecasting
Financial analysis and planning
Advances in quantitative analysis of finance and accounting
Advances in Pacific Basin business, economics and finance
Advances in investment analysis and portfolio management
Advances in quantitative analysis of finance and accounting
Financial analysis, planning & forecasting
Corporate Finance and Strategy
Corporate Finance Theory, Method and Application
Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives
Intermediate Futures and Options
Advances in Quantitative Analysis of Finance and Accounting
Advances in Quantitative Analysis of Finance and Accounting, Part B (Advances in Quantitative Analysis of Finance and Accounting)
Financial analysis and planning
Advances in Quantitative Analysis of Finance and Accounting, Part A (Advances in Quantitative Analysis of Finance and Accounting)
Advances in Financial Planning and Forecasting
The APT versus the multi-factor CAPM
Advances in Financial Planning and Forecasting (Advances in Financial Planning & Forecasting)
Statistics for business and financial economics
Advances in Quantitative Analysis of Finance and Accounting, Part A
Corporate finance
Advances in Quantitative Analysis of Finance and Accounting, 1991, Part B (Advances in Quantitative Analysis of Finance & Accounting)
Foundations of financial management