Cheng F. Lee | lit.salon

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Cheng F. Lee | lit.salon

Cheng F. Lee

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Books by Cheng F. Lee (50 max)

Advances in financial planning and forecasting: a research annual.

1985

Advances in quantitative analysis of finance and accounting. Vol. 1- (1991).

1990

Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives

2023

Sampling properties of composite performance measures and their implications

1979

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

1980

On the measurement errors and ranking of composite performance measures

1980

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

1980

Financial analysis and planning: theory and application : a bookof readings

1983

Financial Analysis and Planning: Theory and Application

1984

Value line investment survey rank changes and beta coefficients

1986

Corporate finance: theory, method, and applications

1989

Cheng F. Lee, Cheng Lee, Joseph Finnerty

Statistics for business and financial economics

1993

Advances in Quantitative Analysis of Finance and Accounting

2004

Advances in quantitative analysis of finance and accounting.

2006

Ivan E. Brick, Cheng F. Lee

Intermediate Futures and Options: An Active Learning Approach

2023

Cheng F. Lee, John C. Lee, Alice C. Lee

Investigating the structure of international interest rates with simultaneous equation models

1976

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

1976

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

1977

Alternative switching regression techniques for detecting structural changes: an application to the common stock returns of merging firms

1977

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

1977

Some effects of utility regulation on firm operating and financial strategies

1977

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

1977

Real vs. nominal rates of return matrices in portfolio management: a statistical analysis

1977

Market information vs. accounting information in capital asset pricing: a complementary analysis

1977

The single vs. simultaneous equation model in capital asset pricing

1978

A Bayesian approach to estimate the time varying security beta

1978

Some effects of utility regulation on firm operating elasticity and capital structure

1978

Investment horizon, risk proxies and mutual fund performance: an empirical investigation

1978

Dividend policies of non-life insurance companies: a theoretical and empirical analysis

1978

A re-examination of the effectiveness of dividend policy a pooled time-series and cross-sectional data approach

1979

Mutual fund rates of return generating process a generalized functional form approach

1979

Dividend policy, dividend yield and equity value for the commercial banking industry

1979

Readings in investments

1980

Jack Clark Francis, Cheng F. Lee, Donald Eugene Farrar

Specification error, random coefficient and the risk-return relationship

1980

Further evidence on the beta stability and tendency: an application of a variable mean response regression model

1980

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

1980

Specification errors, residual analysis and capital asset pricing

1980

Random coefficient, measurement errors, and the capital asset pricing model

1980

Three alternative errors-in-variable estimation methods: a review and extension

1981

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

1981

Measuring and interpreting current permanent and transitory earnings and dividends: methods and applications

1981

Investment horizon, risk, and return in commodity futures markets

1981

Impacts of investment horizon on the estimation of beta coefficient, Jensen measure, and efficient frontier: lognormal vs. normal distribution

1981

Financial Analysis and Planning: A Linear Programming and Simultaneous Equation Approach

1981

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

1981

Inflation and capital asset pricing determination: a theoretical and empirical investigation

1982

Financial analysis and planning: an overview

1982

The structure of international interest rates under different exchange rate regimes: an econometric analysis

1982

Conditional vs. unconditional efficiency in beta forecasting : methods and evidence

1982

Alternative errors-in-variables beta estimates and their implications to capital asset pricing determination

1982