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~isPartOf:"International advances in economic research"
~isPartOf:"Journal of accounting, auditing & finance : JAAF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~language:"zho"
~person:"Cont, Rama"
~person:"Lee, Cheng F."
~subject:"Aktie"
~subject:"Autocorrelation"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Cont, Rama
Lee, Cheng F.
Jarrow, Robert A.
14
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11
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11
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10
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10
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8
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5
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4
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4
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4
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4
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4
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4
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International advances in economic research
Journal of accounting, auditing & finance : JAAF
Mathematical finance : an international journal of mathematics, statistics and financial theory
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Review of quantitative finance and accounting
15
Review of Pacific Basin financial markets and policies
11
International review of economics & finance : IREF
5
Advances in financial planning and forecasting
4
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of banking & finance
4
Pacific-Basin finance journal
4
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4
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3
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2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
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1
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1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Long memory in economics : with 50 tables
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research confronting the crisis
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Special issue on pensions
1
The British accounting review : the journal of the British Accounting Association
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of computational finance
1
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ECONIS (ZBW)
14
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1
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14
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1
The value of the tax deferral option
Kuo, Nan-Ting
;
Lee, Cheng F.
- In:
Journal of accounting, auditing & finance : JAAF
38
(
2023
)
2
,
pp. 331-359
Persistent link: https://www.econbiz.de/10014294243
Saved in:
2
Fire sales forensics : measuring endogenous risk
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
Saved in:
3
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
4
Alternative errors-in-variables models and their applications in finance research
Chen, Hong-Yi
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 213-227
Persistent link: https://www.econbiz.de/10011574260
Saved in:
5
Running for the exit : distressed selling and endogenous correlation in financial markets
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 718-741
Persistent link: https://www.econbiz.de/10010187675
Saved in:
6
Co-determination of capital structure and stock returns : a LISREL approach ; an empirical test of Taiwan stock markets
Yang, Chau-chen
;
Lee, Cheng F.
;
Gu, Yan-xiang
;
Lee, Yen-wen
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 222-233
Persistent link: https://www.econbiz.de/10008688953
Saved in:
7
Constant proportion portfolio insurance in the presence of jumps in asset prices
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-401
Persistent link: https://www.econbiz.de/10003882496
Saved in:
8
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
9
A reexamination of the market efficiency hypothesis : evidence from an electronic intra-day, inter-dealer FX market
Lo, Melody
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10003416642
Saved in:
10
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
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