User profiles for Cheng F. Lee

Cheng-Few Lee

Rutgers University
Verified email at business.rutgers.edu
Cited by 12819

[BOOK][B] Statistics for business and financial economics

CF Lee, JC Lee, AC Lee - 2000 - Springer
… and Objectives; the complete solutions to the text problems by Cheng F. Lee, John C. …
are the Overview and Objectives; the complete solutions to the text problems by Cheng F. …

Stock returns and volatility on China's stock markets

CF Lee, G Chen, OM Rui - Journal of Financial Research, 2001 - Wiley Online Library
We examine time‐series features of stock returns and volatility, as well as the relation
between return and volatility in four of China's stock exchanges. Variance ratio tests reject the …

Determinants of capital structure choice: A structural equation modeling approach

C Chang, AC Lee, CF Lee - The quarterly review of economics and finance, 2009 - Elsevier
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 …

[BOOK][B] Handbook of quantitative finance and risk management

CF Lee, AC Lee, JC Lee - 2010 - Springer
… Professor Lee has been ranked the most published finance professor worldwide during …
She is coauthor of Statistics for Business and Financial Economics, 2e (with Cheng F. Lee and …

Synthesis of 1-benzyl-3-(5 '-hydroxymethyl-2 '-furyl) indazole Analogues as Novel Antiplatelet Agents

…, SC Tsai, CM Teng, CC Wu, FC Cheng… - Journal of medicinal …, 2001 - ACS Publications
1-Benzyl-3-(5‘-hydroxymethyl-2‘-furyl)indazole (28, YC-1) was selected as the lead compound
for systemic structural modification. After screening for antiplatelet activity, SARs of YC-1 …

Hedging with the Nikkei index futures: The convential model versus the error correction model

WL Chou, KKF Denis, CF Lee - The Quarterly Review of Economics and …, 1996 - Elsevier
This study estimates and compares the hedge ratios of the conventional and the error correction
models using Japan's Nikkei Stock Average (NSA) index and the NSA index futures with …

Analysis of the impacts of combining carbon taxation and emission trading on different industry sectors

CF Lee, SJ Lin, C Lewis - Energy Policy, 2008 - Elsevier
Application of price mechanisms has been the important instrument for carbon reduction,
among which the carbon tax has been frequently advocated as a cost-effective economic tool. …

Does trading volume contain information to predict stock returns? Evidence from China's stock markets

CF Lee, OM Rui - Review of quantitative finance and accounting, 2000 - Springer
This paper examines empirical contemporaneous and causal relationships between trading
volume, stock returns and return volatility in China's four stock exchanges and across these …

Generalized financial ratio adjustment processes and their implications

TJ Frecka, CF Lee - Journal of Accounting Research, 1983 - JSTOR
Previously, Lev [1969] used a log-linear partial adjustment model to examine financial ratio
adjustment processes. His results were consistent with the hypothesis that financial ratios …

[PDF][PDF] Use of three stock index futures in hedging decisions

JC Junkus, CF Lee - BEBR faculty working paper; no. 1041, 1984 - ideals.illinois.edu
In this study, Working, Johnson and Rutledge hedge models are used to show how three
stock index futures can be used to do hedging deci-sions. These three hedge models led to …