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Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
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Functional form of stock return model : some international evidence
Chaudhury, Mohammed M. - In: The quarterly review of economics and finance : journal … 37 (1997) 1, pp. 151-183
Persistent link: https://www.econbiz.de/10001218133
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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
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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
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Determinants of capital structure choice : a structural equation modeling approach
Chang, Chingfu; Lee, Alice C.; Lee, Cheng F. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 197-213
Persistent link: https://www.econbiz.de/10003852259
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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
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A dynamic CAPM with supply effect : theory and empirical results
Lee, Cheng F.; Tsai, Chiung-min; Lee, Alice C. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 811-828
Persistent link: https://www.econbiz.de/10003873632
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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
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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
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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377