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Size, Seasonality, and Stock Market Overreaction
Zarowin, Paul - In: Journal of Financial and Quantitative Analysis 25 (1990) 01, pp. 113-125
Persistent link: https://www.econbiz.de/10005609728
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The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications
Lee, Cheng F.; Wu, Chunchi; Wei, K. C. John - In: Journal of Financial and Quantitative Analysis 25 (1990) 03, pp. 361-376
Persistent link: https://www.econbiz.de/10005243740
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Abstract–Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation
Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 10 (1975) 04, pp. 689-689
Persistent link: https://www.econbiz.de/10008471672
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Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses
Chang, Hui-shyong; Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 12 (1977) 03, pp. 457-471
Persistent link: https://www.econbiz.de/10008476764
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On the Relationship between the Systematic Risk and the Investment Horizon
Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 11 (1976) 05, pp. 803-815
Persistent link: https://www.econbiz.de/10008476859
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Functional Form, Skewness Effect, and the Risk-Return Relationship
Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 12 (1977) 01, pp. 55-72
Persistent link: https://www.econbiz.de/10008476969
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The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation
Lee, Cheng F.; Lloyd, William P. - In: Journal of Financial and Quantitative Analysis 11 (1976) 02, pp. 237-249
Persistent link: https://www.econbiz.de/10008476975
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Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship
Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 11 (1976) 04, pp. 637-637
Persistent link: https://www.econbiz.de/10008477047
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A Note on the Interdependent Structure of Security Returns
Lee, Cheng F. - In: Journal of Financial and Quantitative Analysis 11 (1976) 01, pp. 73-86
Persistent link: https://www.econbiz.de/10008477052
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Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
Lee, Cheng F.; Jen, Frank C. - In: Journal of Financial and Quantitative Analysis 13 (1978) 02, pp. 299-312
Persistent link: https://www.econbiz.de/10005139135