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Functional form of stock return model: Some international evidence

Chaudhury, M. M.; Lee, C. F. - In: The Quarterly Review of Economics and Finance 37 (1997) 1, pp. 151-183

Persistent link: https://www.econbiz.de/10005378549

Determinants of capital structure choice: A structural equation modeling approach

Chang, Chingfu; Lee, Alice C.; Lee, Cheng F. - In: The Quarterly Review of Economics and Finance 49 (2009) 2, pp. 197-213

In their seminal research on the determinants of capital structure choice using structural equation modeling (SEM), Titman and Wessels [Titman, S., & Wessels, R. (1988). The determinants of capital structure choice. Journal of Finance, 43, 1-19] obtain weak results and hence call for further...

Persistent link: https://www.econbiz.de/10005077743

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

Dynamic relationship between stock prices and exchange rates for G-7 countries

Nieh, Chien-Chung; Lee, Cheng-Few - In: The Quarterly Review of Economics and Finance 41 (2001) 4, pp. 477-490

Persistent link: https://www.econbiz.de/10005378623

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

A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market

Lo, Melody; Lee, Cheng-Few - In: The Quarterly Review of Economics and Finance 46 (2006) 4, pp. 565-585

Persistent link: https://www.econbiz.de/10005378689

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

Chien, Chin-Chen; Lee, Cheng-few; Wang, Andrew M. L. - In: The Quarterly Review of Economics and Finance 42 (2002) 1, pp. 155-162

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

A dynamic CAPM with supply effect: Theory and empirical results

Lee, Cheng-Few; Tsai, Chiung-Min; Lee, Alice C. - In: The Quarterly Review of Economics and Finance 49 (2009) 3, pp. 811-828

Breeden [Breeden, D. T. (1979). An intertemporal asset pricing model with stochastic consumption and investment opportunities. Journal of Financial Economics 7, 265-196] and Grinols [Grinols, E. L. (1984). Production and risk leveling in the intertemporal capital asset pricing model. The Journal...

Persistent link: https://www.econbiz.de/10005077793

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

Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach

Yu, Hai-Chin; Sopranzetti, Ben J.; Lee, Cheng-Few - In: The Quarterly Review of Economics and Finance 52 (2012) 3, pp. 286-297

This paper examines how the number of banking relationships affects the interaction between managerial ownership and firm performance, and sheds light on the conditions under which banking relationships play a role in alleviating shareholder–manager conflicts. Our results provide several...

Persistent link: https://www.econbiz.de/10010602929