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Linear Conditional Expectation, Return Distributions, and Capital Asset Pricing Theories

Wei, K C John; Lee, Cheng F; Lee, Alice C - In: Journal of Financial Research 22 (1999) 4, pp. 471-87

We show that E[X(g(Y[subscript 1],...,Y[subscript n])] (where E[.] is the expectation operator) can be decomposed into a product of two expected values plus a sum of n comovement terms, if X, Y[subscript 1], . . . , Y[subscript n] follow a distribution that admits linear conditional expectation...

Persistent link: https://www.econbiz.de/10008518797

Block Recursive Systems in Asset Pricing Models.

Lloyd, William P; Lee, Cheng F - In: Journal of Finance 31 (1976) 4, pp. 1101-13

Persistent link: https://www.econbiz.de/10005691064

Empirical Tests of Granger's Propositions on the Dividend Effect Controversy.

Gilmer Jr., R H; Lee, Cheng F - In: The Review of Economics and Statistics 68 (1986) 2, pp. 351-55

Persistent link: https://www.econbiz.de/10005692658

Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications.

Karson, Marvin J; Cheng, David C; Lee, Cheng F - In: Review of Quantitative Finance and Accounting 5 (1995) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10005542116

Time Aggregation and the Estimation of the Market Model: Empirical Evidence.

Cartwright, Phillip A; Lee, Cheng F - In: Journal of Business & Economic Statistics 5 (1987) 1, pp. 131-43

Persistent link: https://www.econbiz.de/10005732848

The Impacts of Kurtosis on Risk Stationarity: Some Empirical Evidence.

Lee, Cheng F; Wu, Chunchi - In: The Financial Review 20 (1985) 4, pp. 263-69

Persistent link: https://www.econbiz.de/10005226866

Advances in Quantitative Analysis of Finance and Accounting.

Lee, Cheng F - 2008

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and...

Persistent link: https://www.econbiz.de/10012687130

Advances in Quantitative Analysis of Finance and Accounting.

Lee, Cheng F - 2006

Persistent link: https://www.econbiz.de/10012687164

The efficiency of the Chinese commodity future markets : development and empirical evidence

Yu, Xin; Chen, Gong-meng; Firth, Michael Anthony - In: China & world economy 14 (2006) 2, pp. 79-92

Persistent link: https://www.econbiz.de/10003350643

Exploring the desirability and feasibility of reforming China's governmental accounting system

Chang, C. Janie; Chen, Gong-meng; Chow, Chee W. - In: Journal of public budgeting, accounting & financial … 20 (2008) 4, pp. 482-509

Persistent link: https://www.econbiz.de/10003818825