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Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets

Yang, Chau-Chen; Lee, Cheng-few; Gu, Yan-Xiang; Lee, Yen-Wen - In: The Quarterly Review of Economics and Finance 50 (2010) 2, pp. 222-233

Titman and Wessels (1988) utilize a structural-equations model (LISREL) to find out the latent determinants of capital structure. Maddala and Nimalendran (1996) indicate that the problematic model specification causes the poor results in Titman and Wessels' research. Chang, Lee, & Lee (2009)...

Persistent link: https://www.econbiz.de/10008488819

A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model

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Persistent link: https://www.econbiz.de/10005394574

Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios

Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab - In: The Quarterly Review of Economics and Finance 48 (2008) 1, pp. 153-174

Persistent link: https://www.econbiz.de/10005378664

Futures hedge ratios: a review

Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab - In: The Quarterly Review of Economics and Finance 43 (2003) 3, pp. 433-465

Persistent link: https://www.econbiz.de/10005540446