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An empirical analysis of the r...
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ECONIS (ZBW)
RePEc
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OLC EcoSci
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8
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1
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
2
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
3
Nonlinear models in corporate finance research : review, critique, and extensions
Chen, Sheng-syan
;
Ho, Kim Wai
;
Lee, Cheng F.
;
Shrestha, …
- In:
Review of quantitative finance and accounting
22
(
2004
)
2
,
pp. 141-169
Persistent link: https://www.econbiz.de/10002006178
Saved in:
4
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
5
Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
Saved in:
6
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
7
Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
Saved in:
8
Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
-
2024
Persistent link: https://www.econbiz.de/10015046719
Saved in:
9
The valuation of new product introductions under uncertain competition : a real option approach
Chen, Sheng-syan
;
Ho, Kim Wai
;
Ik, Kueh Hwa
;
Lee, Cheng F.
- In:
Advances in financial planning and forecasting
11
(
2003
),
pp. 23-43
Persistent link: https://www.econbiz.de/10001762148
Saved in:
10
Long-run stock performance of equity-issuing firms : the case of private placements in Singapore
Chen, Sheng-syan
;
Ho, Kim Wai
;
Lee, Cheng F.
;
Yeo, …
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
3
,
pp. 417-438
Persistent link: https://www.econbiz.de/10001721014
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