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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:"Lee, Cheng F."
~person:"Madan, Dilip B."
~subject:"Aktie"
~subject:"Aktienindex"
~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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11
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11
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10
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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
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11
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8
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5
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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ECONIS (ZBW)
17
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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
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
3
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:
4
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:
5
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
6
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:
7
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:
8
Assessing the impact of political unrest on currency returns : a look at Latin America
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 155-162
Persistent link: https://www.econbiz.de/10001648626
Saved in:
9
Dynamic relationship between stock prices and exchange rates of G-7 countries
Nieh, Chien-chung
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
4
,
pp. 477-490
Persistent link: https://www.econbiz.de/10001615343
Saved in:
10
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
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