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Intertemporal risk-return relationships in bull and bear markets

Wu, Shue-Jen; Lee, Wei-Ming - In: International review of economics & finance : IREF 38 (2015), pp. 308-325

Persistent link: https://www.econbiz.de/10011572377

The role of the past long-run oil price changes in stock market

Wu, Shue-Jen - In: International review of economics & finance : IREF 84 (2023), pp. 274-291

Persistent link: https://www.econbiz.de/10014343124

A note on endogenous propagation in one-sector business cycle models with dynamic complementarities

Hung, Mao-Wei; Wu, Shue-jen - In: Macroeconomic dynamics 16 (2012) 5, pp. 791-801

Persistent link: https://www.econbiz.de/10009746075

A simple specification test for conditional moment restrictions

Lee, Wei-ming - In: Applied economics letters 14 (2007) 10/12, pp. 839-843

Persistent link: https://www.econbiz.de/10003589440

Robust M tests using kernel-based estimators with bandwidth equal to sample size

Lee, Wei-ming - In: Economics letters 96 (2007) 3, pp. 295-300

Persistent link: https://www.econbiz.de/10003504591

The determinants and effects of board committees

Lee, Wei-Ming - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012423641

A new test of the martingale difference hypothesis

Kuan, Chung-ming (contributor); Lee, Wei-Ming (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4

Persistent link: https://www.econbiz.de/10002652254

A new test of the martingale difference hypothesis

Kuan, Chung-ming (contributor); Lee, Wei-ming (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001926905

Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix

Lee, Wei-Ming; Kuan, Chung-ming - 2010

This paper extends Kiefer, Vogelsang, and Bunzel - (2000, Econometrica) and Kiefer and Vogelsang - (2002b, Econometric Theory) to propose a class of over-identifying restrictions (OIR) tests that are robust to heteroskedasticity and serial correlations of unknown form. These OIR tests do not...

Persistent link: https://www.econbiz.de/10014197758

Board Dynamics : A Structural Investigation

Lee, Wei-Ming - 2014

This paper studies how board structure changes with CEO characteristics. I estimate a structural model that endogenizes board structure, CEO firing, and firm performance. Adopting such an approach mitigates endogeneity concerns and allows for the exploration of some within-firm results that are...

Persistent link: https://www.econbiz.de/10013048381