Cheng F. Lee
No biography available.
Works (34)

Advances in financial planning and forecasting

Advances in Financial Planning and Forecasting

Advances in quantitative analysis of finance and accounting

Foundations of financial management

Alternative switching regression techniques for detecting structural changes

Encyclopedia of finance

Advances in quantitative analysis of finance and accounting

Three alternative errors-in-variable estimation methods

Corporate finance

Financial analysis and planning

Advances in Quantitative Analysis of Finance and Accounting

Dividend policies of non-life insurance companies

Advances in investment analysis and portfolio management

Multivariate regression approach to re-examine the dividend effect of the electric utility industry

Effects of measurement errors on systematic risk and performance measure of a portfolio

The single vs. simultaneous equation model in capital asset pricing

Income measures, ownership, capacity ratios and the dividend decision of the non-life insurance industry

Investigating the structure of international interest rates with simultaneous equation models

An evaluation of the distributional and causal relationships between the stock and commodity futures market indices

Allocations of permanent and transitory earnings between retained earnings and dividend payments

The structure of international interest rates under different exchange rate regimes

Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier

Advances in investment analysis and portfolio management

A re-examination of the effectiveness of dividend policy

Specification error, random coefficient and the risk-return relationship test in capital asset pricing

Time aggregation, coefficient of determination and systematic risk of the market model

Measuring and interpreting current permanent and transitory earnings and dividends

On the measurement errors and ranking of composite performance measures

Specification error, random coefficient and the risk-return relationship

Statistics for business and financial economics

Value line investment survey rank changes and beta coefficients

Further evidence on the beta stability and tendency

Impacts of rate-base methods on firm operating elasticity and capital structure

A random coefficient model for reexamining risk decomposition method and risk-return relationship test