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The evolution of capital asset pricing models
Shih, Yi-cheng; Chen, Sheng-syan; Lee, Cheng F.; Chen, … - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 414-448
Persistent link: https://www.econbiz.de/10010391623
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On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.; Lee, Cheng F.; Wang, R. S.; Lin, T. I. - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 271-295
Persistent link: https://www.econbiz.de/10002225835
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The constant elasticity of variance models : new evidence from S&P 500 index options
Lee, Cheng F.; Wu, Ta-peng; Chen, Ren-Raw - In: Review of Pacific Basin financial markets and policies 7 (2004) 2, pp. 173-190
Persistent link: https://www.econbiz.de/10002131787
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The determinants of returns on China-concept stocks listed in Taiwan stock market
Yang, Chau-chen; Lee, Cheng F.; Lin, Chung-jiun; Chung, … - In: Review of Pacific Basin financial markets and policies 7 (2004) 2, pp. 213-231
Persistent link: https://www.econbiz.de/10002131801
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The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Chiao, Chaoshin; Hung, Ken; Lee, Cheng F. - In: Journal of empirical finance 11 (2004) 5, pp. 709-731
Persistent link: https://www.econbiz.de/10002260905
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A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.; Tzeng, Gwo-hshiung; Wang, Shin-yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
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On a simple econometric approach for utility-based asset pricing model
Lee, Cheng F.; Lee, Jack C.; Ni, H. F.; Wu, C. C. - In: Review of quantitative finance and accounting 22 (2004) 4, pp. 331-344
Persistent link: https://www.econbiz.de/10002145902
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Single stock futures
Hung, Mao-Wei; Lee, Cheng F.; So, Leh-chyan - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 129-151
Persistent link: https://www.econbiz.de/10003104081
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The vertical disintegration of Taiwan's semiconductor industries : price and non-price
Hung, Shiu-Wan; Yang, Chyan; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 7 (2004) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10002436335
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A multivariate test of the covariance-co-skewness restriction for the three moment CAPM
Lee, Ahyee - In: Journal of economics & business 48 (1996) 5, pp. 515-523
Persistent link: https://www.econbiz.de/10001210389