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Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study

Kao, Lie Jane; Wu, Po-cheng; Lee, Cheng F. - In: International review of economics & finance : IREF 21 (2012) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10009428082

Time-changed GARCH versus GARJI model for extreme events : an empirical study

Kao, Lie Jane; Wu, Po-Cheng; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015046799

Why Share Repurchases are Not a Panacea for Increasing Share Prices

Chen, Tai-Yuan - 2017

This research examines factors deteriorating share price performance before and after repurchase announcements. We find share price performance before announcements can be attributed to operating performance and agency problems. But, operating performance is the primary factor determining...

Persistent link: https://www.econbiz.de/10012963667

The relationship between European convertible bond issues and corporate governance : a study of electronics companies in Taiwan

Huang, Jen-hung; Huang, Hyley; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 309-359

Persistent link: https://www.econbiz.de/10003871589

Intra-industry effects of delayed new product introductions

Chen, Sheng-syan; Chung, Tsai-Yen; Ho, Kim Wai; Lee, … - In: Review of Pacific Basin financial markets and policies 10 (2007) 3, pp. 415-443

Persistent link: https://www.econbiz.de/10003611886

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

Effects of dividend tax and signaling on firm valuation : evidence from taxable stock dividend announcements

Kuo, Nan-ting; Lee, Cheng F. - In: Pacific-Basin finance journal 25 (2013), pp. 157-180

Persistent link: https://www.econbiz.de/10010346749

Long-run stock performance of equity-issuing firms : the case of private placements in Singapore

Chen, Sheng-syan; Ho, Kim Wai; Lee, Cheng F.; Yeo, … - In: Review of Pacific Basin financial markets and policies 5 (2002) 3, pp. 417-438

Persistent link: https://www.econbiz.de/10001721014

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

Impact of foreign-listed single stock futures on the domestic underlying stock markets

Hung, Mao-Wei; Lee, Cheng F.; So, L.-C. - In: Applied economics letters 10 (2003) 9, pp. 567-574

Persistent link: https://www.econbiz.de/10001802025