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Modern portfolio theory : foundations, analysis, and new developments + website

Francis, Jack Clark; Kim, Dongcheol - 2013

Persistent link: https://www.econbiz.de/10009719876

Francis, Jack Clark - 2019

Empirical data from 113 mutual funds are analyzed to discern the role of skewness in investors' decisions. Monthly and annual differencing intervals are used to formulate different models. Different results from different formulations of the econometric models suggest that different conclusions...

Persistent link: https://www.econbiz.de/10012904363

International hedge ratios for index futures market : a simultaneous equations approach

Lee, Cheng F.; Lin, Fu-lai; Chen, Mei-ling - In: Review of Pacific Basin financial markets and policies 13 (2010) 2, pp. 203-213

Persistent link: https://www.econbiz.de/10008857150

Institutional trading and opening price behavior : evidence from a fast-emerging market

Chiao, Chaoshin; Hung, Weifeng; Lee, Cheng F. - In: The journal of financial research 34 (2011) 1, pp. 131-154

Persistent link: https://www.econbiz.de/10009010653

Does revenue momentum drive or ride earnings or price momentum?

Chen, Hong-Yi; Chen, Sheng-syan; Hsin, Chin-wen; Lee, … - In: Journal of banking & finance 38 (2014), pp. 166-185

Persistent link: https://www.econbiz.de/10010340782

Mutual fund herding its impact on stock returns : evidence from the Taiwan stock market

Hung, Weifeng; Lu, Chia-chi; Lee, Cheng F. - In: Pacific-Basin finance journal 18 (2010) 5, pp. 477-493

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Technical, fundamental, and combined information for separating winners from losers

Chen, Hong-Yi; Lee, Cheng F.; Shih, Wei K. - In: Pacific-Basin finance journal 39 (2016), pp. 224-242

Persistent link: https://www.econbiz.de/10011669253

The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation

Rahman, Shafiqur; Lee, Cheng F.; Xiao, Yaqing - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 91-116

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The influences of information demand and supply on stock price synchronicity

Chen, Yu-Fen; Lee, Cheng F.; Lin, Fu-Lai - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1151-1176

Persistent link: https://www.econbiz.de/10014342174

The reactions to on-air stock reports : prices, volume, and order submission behavior

Chiao, Chaoshin; Lin, Tung-Ying; Lee, Cheng F. - In: Pacific-Basin finance journal 44 (2017), pp. 27-46

Persistent link: https://www.econbiz.de/10011800738