Cheng-Few Lee - Publications

Affiliations: 
Rutgers The State University of New Jersey - Newark, United States 
Area:
Finance, Accounting Business Administration

97 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Zhao Y, Lee C, Yu M. Does equity market timing have a persistent impact on capital structure? Evidence from China British Accounting Review. 52: 100838. DOI: 10.1016/J.Bar.2019.100838  0.384
2020 Lee C, Hu C, Foley M. Differential risk effect of inside debt, CEO compensation diversification, and firm investment Review of Quantitative Finance and Accounting. 1-39. DOI: 10.1007/S11156-020-00901-0  0.352
2020 Lin JJ, Lee C. Does managerial reluctance of dividend cuts signal future earnings Review of Quantitative Finance and Accounting. 1-26. DOI: 10.1007/S11156-020-00899-5  0.348
2019 Kuo N, Lee C. Earnings Management in Response to Corporate Tax Rate Reduction Under an Imputation Tax System The International Journal of Accounting. 54: 1-34. DOI: 10.1142/S1094406019500021  0.345
2018 Kuo N, Lee C. Investor legal protection, capitalized development costs, and audit fees: A cross‐country analysis Journal of International Financial Management and Accounting. 29: 57-82. DOI: 10.1111/Jifm.12068  0.304
2018 Li J, Yao Y, Chen Y, Lee C. Option prices and stock market momentum: evidence from China Quantitative Finance. 18: 1517-1529. DOI: 10.1080/14697688.2018.1444461  0.379
2018 Lee C. Recap of the 28th annual conference on financial economics and accounting, November 10–11, 2017 Review of Quantitative Finance and Accounting. 50: 933-942. DOI: 10.1007/S11156-018-0704-Y  0.314
2018 Li J, Wei L, Lee C, Zhu X, Wu D. Financial statements based bank risk aggregation Review of Quantitative Finance and Accounting. 50: 673-694. DOI: 10.1007/S11156-017-0642-0  0.303
2017 Chiao C, Lin T, Lee C. The reactions to on-air stock reports: Prices, volume, and order submission behavior☆ Pacific-Basin Finance Journal. 44: 27-46. DOI: 10.1016/J.Pacfin.2017.05.004  0.344
2017 Rahman S, Lee C, Xiao Y. The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation Review of Quantitative Finance and Accounting. 49: 91-116. DOI: 10.1007/S11156-016-0581-1  0.391
2016 Chen H, Lee C, Shih W. Technical, Fundamental, and Combined Information for Separating Winners from Losers Pacific-Basin Finance Journal. 39: 224-242. DOI: 10.1016/J.Pacfin.2016.06.008  0.546
2016 Kuo N, Lee C. A potential benefit of increasing book–tax conformity: evidence from the reduction in audit fees Review of Accounting Studies. 21: 1287-1326. DOI: 10.1007/S11142-016-9367-X  0.327
2015 Chen HY, Lee AC, Lee CF. Alternative errors-in-variables models and their applications in finance research Quarterly Review of Economics and Finance. 58: 213-227. DOI: 10.1016/J.Qref.2014.12.002  0.526
2015 Lee CF, Liang Wl, Lin FL, Yang Y. Applications of simultaneous equations in finance research: methods and empirical results Review of Quantitative Finance and Accounting. DOI: 10.1007/S11156-015-0526-0  0.315
2015 Lee CF, Abarbanell J, Reed A. Recap of the 24th annual financial economics and accounting conference, November 15–16, 2013 Review of Quantitative Finance and Accounting. 44: 573-580. DOI: 10.1007/S11156-015-0509-1  0.314
2015 Lee CF, Chen Y, Lee J. Alternative methods to derive option pricing models: review and comparison Review of Quantitative Finance and Accounting. DOI: 10.1007/S11156-015-0505-5  0.3
2015 Brick IE, Chen HY, Hsieh CH, Lee CF. A comparison of alternative models for estimating firm’s growth rate Review of Quantitative Finance and Accounting. DOI: 10.1007/S11156-015-0504-6  0.541
2015 Lee C, Sokolinskiy O. R-2GAM stochastic volatility model: flexibility and calibration Review of Quantitative Finance and Accounting. 45: 463-483. DOI: 10.1007/S11156-014-0443-7  0.309
2015 Li J, Zhu X, Lee C, Wu D, Feng J, Shi Y. On the aggregation of credit, market and operational risks Review of Quantitative Finance and Accounting. 44: 161-189. DOI: 10.1007/S11156-013-0426-0  0.32
2015 Yu H, Sopranzetti BJ, Lee C. The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective Review of Quantitative Finance and Accounting. 44: 353-378. DOI: 10.1007/S11156-013-0402-8  0.359
2014 Lee KW, Lee CF. Are Multiple Directorships Beneficial in East Asia? Accounting and Finance. 54: 999-1032. DOI: 10.1111/Acfi.12008  0.355
2014 Chen Y, Lee C, Shi Y. How the Market Judges Bank Risk? An Empirical Comparison between US and China Procedia Computer Science. 30: 14-23. DOI: 10.1016/J.Procs.2014.05.376  0.375
2014 Chen H, Chen S, Hsin C, Lee C. Does Revenue Momentum Drive or Ride Earnings or Price Momentum Journal of Banking and Finance. 38: 166-185. DOI: 10.1016/J.Jbankfin.2013.09.021  0.58
2014 Lee CF, Kuo NT. Effects of ultimate ownership structure and corporate tax on capital structures: Evidence from Taiwan International Review of Economics and Finance. 29: 409-425. DOI: 10.1016/J.Iref.2013.07.004  0.318
2014 Shih Y, Chen S, Lee C, Chen P. The evolution of capital asset pricing models Review of Quantitative Finance and Accounting. 42: 415-448. DOI: 10.1007/S11156-013-0348-X  0.366
2013 Lee C, Tsai C, Lee AC. Asset pricing with disequilibrium price adjustment: theory and empirical evidence Quantitative Finance. 13: 227-239. DOI: 10.1080/14697688.2011.572901  0.381
2013 Kuo NT, Lee CF. Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements Pacific Basin Finance Journal. 25: 157-180. DOI: 10.1016/J.Pacfin.2013.08.007  0.355
2013 Chen H, Gupta MC, Lee AC, Lee C. Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach Journal of Banking and Finance. 37: 1205-1222. DOI: 10.1016/J.Jbankfin.2012.11.019  0.511
2013 Lin E, Lee C, Wang K. Futures mispricing, order imbalance, and short-selling constraints International Review of Economics & Finance. 25: 408-423. DOI: 10.1016/J.Iref.2012.08.001  0.371
2013 Chiou P, Lee C. Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan Review of Quantitative Finance and Accounting. 40: 341-381. DOI: 10.1007/S11156-011-0257-9  0.37
2012 Kao L, Lee C. Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence International Journal of Information Technology and Decision Making. 11: 1215-1235. DOI: 10.1142/S0219622012500332  0.3
2012 Yu H, Sopranzetti BJ, Lee C. Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach The Quarterly Review of Economics and Finance. 52: 286-297. DOI: 10.1016/J.Qref.2012.07.002  0.33
2012 Kao L, Wu P, Lee C. Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study International Review of Economics & Finance. 21: 115-129. DOI: 10.1016/J.Iref.2011.05.001  0.328
2012 Hu C, Jiang W, Lee C. Managerial flexibility and the wealth effect of new product introductions Review of Quantitative Finance and Accounting. 41: 273-294. DOI: 10.1007/S11156-012-0310-3  0.555
2012 Lee C, Su J. Alternative statistical distributions for estimating value-at-risk: theory and evidence Review of Quantitative Finance and Accounting. 39: 309-331. DOI: 10.1007/S11156-011-0256-X  0.332
2011 Chen H, Lee C, Tai T, Wang K. Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government Review of Pacific Basin Financial Markets and Policies. 14: 153-169. DOI: 10.1142/S0219091511002172  0.368
2011 Lee C, Gupta MC, Chen H, Lee AC. Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence Journal of Corporate Finance. 17: 483-501. DOI: 10.1016/J.Jcorpfin.2011.02.004  0.556
2010 Jaggi B, Winder JP, Lee CF. Is there a future for fair value accounting after the 2008-2009 financial crisis? Review of Pacific Basin Financial Markets and Policies. 13: 469-493. DOI: 10.1142/S0219091510002037  0.356
2010 Lee C, Lin F, Chen M. International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach Review of Pacific Basin Financial Markets and Policies. 13: 203-213. DOI: 10.1142/S0219091510001913  0.383
2010 Yang C, Lee C, Gu Y, Lee Y. Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets The Quarterly Review of Economics and Finance. 50: 222-233. DOI: 10.1016/J.Qref.2009.12.001  0.362
2010 Chiou WP, Lee AC, Lee C. Stock return, risk, and legal environment around the world International Review of Economics & Finance. 19: 95-105. DOI: 10.1016/J.Iref.2009.05.001  0.732
2010 Lee C. Second decade review of the annual conference on financial economics and accounting Review of Quantitative Finance and Accounting. 35: 335-370. DOI: 10.1007/S11156-010-0210-3  0.311
2010 Chang C, Ho R, Lee C. Pricing credit card loans with default risks: a discrete-time approach Review of Quantitative Finance and Accounting. 34: 413-438. DOI: 10.1007/S11156-009-0130-2  0.381
2009 Lee K, Lee C. Cash Holdings, Corporate Governance Structure and Firm Valuation Review of Pacific Basin Financial Markets and Policies. 12: 475-508. DOI: 10.2139/Ssrn.1536481  0.354
2009 Lee C, Wang K, Chen YL. Hedging and Optimal Hedge Ratios for International Index Futures Markets Review of Pacific Basin Financial Markets and Policies. 12: 593-610. DOI: 10.1142/S0219091509001769  0.357
2009 Hachicha A, Lee C. Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? Review of Pacific Basin Financial Markets and Policies. 12: 509-527. DOI: 10.1142/S0219091509001721  0.311
2009 Chiou WP, Lee AC, Lee C. Variation in Stock Return Risks: An International Comparison Review of Pacific Basin Financial Markets and Policies. 12: 245-266. DOI: 10.1142/S0219091509001666  0.749
2009 Huang J, Huang H, Lee C. The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan Review of Pacific Basin Financial Markets and Policies. 12: 309-359. DOI: 10.1142/S0219091509001642  0.346
2009 Shi W, Eisenberg L, Lee C. Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market Review of Pacific Basin Financial Markets and Policies. 12: 63-85. DOI: 10.1142/S021909150900154X  0.31
2009 Lee C, Tsai C, Lee AC. A dynamic CAPM with supply effect: Theory and empirical results The Quarterly Review of Economics and Finance. 49: 811-828. DOI: 10.1016/J.Qref.2009.01.001  0.383
2009 Lee C, YiLin W. Two-stage models for the analysis of information content of equity-selling mechanisms choices Journal of Business Research. 62: 123-133. DOI: 10.1016/J.Jbusres.2008.01.004  0.386
2009 Lee C, Lee K, Yeo GH. Investor protection and convertible debt design Journal of Banking and Finance. 33: 985-995. DOI: 10.1016/J.Jbankfin.2008.10.010  0.351
2009 Lee C. Recap of the 18th Annual Conference on Financial Economics and Accounting, October 26, 2007 to October 27, 2007 Review of Quantitative Finance and Accounting. 32: 309-315. DOI: 10.1007/S11156-009-0116-0  0.318
2008 Yen G, Lee C. Efficient Market Hypothesis (EMH): Past, Present and Future Review of Pacific Basin Financial Markets and Policies. 11: 305-329. DOI: 10.1142/S0219091508001362  0.345
2008 Yang C, Lee C, Chen Y, Hu L. China-Concept Factor and Stock Returns in Taiwan Review of Pacific Basin Financial Markets and Policies. 11: 99-122. DOI: 10.1142/S0219091508001283  0.396
2008 Chen S, Lee C, Shrestha K. Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios The Quarterly Review of Economics and Finance. 48: 153-174. DOI: 10.1016/J.Qref.2005.10.002  0.319
2007 Chen SS, Chung TY, Ho KW, Lee CF. Intra-industry effects of delayed new product introductions Review of Pacific Basin Financial Markets and Policies. 10: 415-443. DOI: 10.1142/S0219091507001136  0.337
2007 Chang J, Hung M, Lee C, Lu H. The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht Review of Pacific Basin Financial Markets and Policies. 10: 265-288. DOI: 10.1142/S0219091507001069  0.307
2007 Chen W, Chung H, Lee C, Liao W. Corporate Governance and Equity Liquidity: Analysis of S&P Transparency and Disclosure Rankings Corporate Governance: An International Review. 15: 644-660. DOI: 10.1111/J.1467-8683.2007.00594.X  0.31
2007 Lee C. Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008 Review of Quantitative Finance and Accounting. 33: 83-90. DOI: 10.1007/S11156-009-0126-Y  0.319
2007 Lee C, Shrestha K, Welch RL. Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses Review of Quantitative Finance and Accounting. 28: 163-185. DOI: 10.1007/S11156-006-0006-7  0.321
2006 Lee C. Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting Review of Pacific Basin Financial Markets and Policies. 9: 337-358. DOI: 10.1142/S0219091506000677  0.304
2005 Lee C. 15th Annual Conference on Financial Economics and Accounting Review of Quantitative Finance and Accounting. 25: 73-83. DOI: 10.1007/S11156-005-3180-0  0.319
2004 Hung S, Yang C, Lee C. The Vertical Disintegration of Taiwan's Semiconductor Industries: Price and Non-Price Factors Review of Pacific Basin Financial Markets and Policies. 7: 547-569. DOI: 10.1142/S0219091504000214  0.328
2004 Yang C, Lee C, Lin C, Chung Y. The Determinants of Returns on China-Concept Stocks Listed in Taiwan Stock Market Review of Pacific Basin Financial Markets and Policies. 7: 213-231. DOI: 10.1142/S0219091504000093  0.403
2004 Lee C. Recap of the 14th Annual Conference on Financial Economics and Accounting, October 31, 2003 to November 1, 2003 Review of Quantitative Finance and Accounting. 22: 345-355. DOI: 10.1023/B:Requ.0000032628.95999.96  0.318
2004 Lee C, Lee JC, Ni HF, Wu CC. On a Simple Econometric Approach for Utility-Based Asset Pricing Model Review of Quantitative Finance and Accounting. 22: 331-344. DOI: 10.1023/B:Requ.0000032602.44080.44  0.348
2004 Chen S, Lee C, Shrestha K. An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios Journal of Futures Markets. 24: 359-386. DOI: 10.1002/Fut.10121  0.31
2003 Chang J, Hung M, Lee C. An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance Review of Quantitative Finance and Accounting. 20: 415-433. DOI: 10.1023/A:1024076518110  0.347
2002 Chen S, Ho KW, Ik KH, Lee C. How Does Strategic Competition Affect Firm Values? A Study of New Product Announcements Financial Management. 31: 67. DOI: 10.2307/3666223  0.352
2002 Chen S, Ho KW, Lee C, Yeo GHH. Long-run Stock Performance of Equity-Issuing Firms: The Case of Private Placements in Singapore Review of Pacific Basin Financial Markets and Policies. 5: 417-438. DOI: 10.1142/S0219091502000766  0.369
2002 Chen S, Ho KW, Lee C, Yeo GHH. Wealth Effects of Private Equity Placements: Evidence from Singapore The Financial Review. 37: 165-183. DOI: 10.1111/1540-6288.00010  0.343
2002 Rahman S, Lee C, Ang KP. Intraday Return Volatility Process: Evidence from NASDAQ Stocks Review of Quantitative Finance and Accounting. 19: 155-180. DOI: 10.1023/A:1020683012149  0.375
2002 Chien C, Lee C, Wang AML. A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model The Quarterly Review of Economics and Finance. 42: 155-162. DOI: 10.1016/S1062-9769(00)00081-8  0.374
2001 Lee C, Chen G, Rui OM. Stock Returns and Volatility on China's Stock Markets Journal of Financial Research. 24: 523-543. DOI: 10.1111/J.1475-6803.2001.Tb00829.X  0.378
2001 Lee C. Recap of the Joint Symposium of the 11th Annual Conference on Financial Economics and Accounting and the 7th Mitsui Life Symposium on Global Financial Markets, November 3–4, 2000 Review of Quantitative Finance and Accounting. 16: 369-377. DOI: 10.1023/A:1011295525983  0.353
2001 Nieh C, Lee C. Dynamic relationship between stock prices and exchange rates for G-7 countries The Quarterly Review of Economics and Finance. 41: 477-490. DOI: 10.1016/S1062-9769(01)00085-0  0.38
2001 Chen S, Lee C, Shrestha K. On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio Journal of Futures Markets. 21: 581-598. DOI: 10.1002/Fut.1604  0.311
2000 Hsieh C, Lin B, Lee C. A DSS Approach to Managing the Risks of Online Trading Review of Pacific Basin Financial Markets and Policies. 3: 413-427. DOI: 10.1142/S0219091500000170  0.384
2000 Chen S, Ho KW, Lee C, Yeo GHH. Investment opportunities, free cash flow and market reaction to international joint ventures Journal of Banking and Finance. 24: 1747-1765. DOI: 10.1016/S0378-4266(99)00103-X  0.336
1999 Yeo GHH, Chen S, Ho KW, Lee C. Effects of Executive Share Option Plans on Shareholder Wealth and Firm Performance: The Singapore Evidence The Financial Review. 34: 1-20. DOI: 10.1111/J.1540-6288.1999.Tb00451.X  0.37
1998 Yang C, Chen DM, Lee C. A Brief Introduction to Capital Markets in Taiwan, R.O.C. Review of Pacific Basin Financial Markets and Policies. 1: 201-213. DOI: 10.1142/S0219091598000156  0.382
1998 Lee C, Porter DC, Weaver DG. Indirect tests of the Haugen‐Lakonishok small‐firm/January effect hypotheses: window dressing versus performance hedging The Financial Review. 33: 177-194. DOI: 10.1111/J.1540-6288.1998.Tb01376.X  0.329
1998 Shafiqur-Rahman, Coggin TD, Lee C. Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns Review of Quantitative Finance and Accounting. 11: 69-91. DOI: 10.1023/A:1008292410561  0.373
1997 Bao D, Chien C, Lee C. Characteristics of Earnings-Leading Versus Price-Leading Firms Review of Quantitative Finance and Accounting. 8: 229-244. DOI: 10.1023/A:1008210904315  0.362
1997 Chaudhury MM, Lee C. Functional form of stock return model: Some international evidence The Quarterly Review of Economics and Finance. 37: 151-183. DOI: 10.1016/S1062-9769(97)90063-6  0.37
1995 Lee C, Chen KC, Liaw KT. Systematic risk, wage rates, and factor substitution Journal of Economics and Business. 47: 267-279. DOI: 10.1016/0148-6195(95)00011-F  0.333
1995 Lee C. Recap of Fifth Conference on Financial Economics and Accounting and the third Mitsui life symposium on global financial markets Review of Quantitative Finance and Accounting. 5: 327-333. DOI: 10.1007/Bf01074845  0.373
1992 Lee C. Recap of third conference on financial economics and accounting Review of Quantitative Finance and Accounting. 2: 111-120. DOI: 10.1007/Bf02406999  0.34
1992 Simaan Y, Lee C. Alternate approach to unify CAPM and APT Review of Quantitative Finance and Accounting. 2: 391-408. DOI: 10.1007/Bf00939019  0.381
1991 Lee C. Markowitz, miller, and sharpe: The first nobel laureates in finance Review of Quantitative Finance and Accounting. 1: 209-228. DOI: 10.1007/Bf02409673  0.322
1990 Lee C, Liaw KT, Rahman S. Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach Journal of Economics and Business. 42: 237-241. DOI: 10.1016/0148-6195(90)90049-I  0.377
1989 Bubnys EL, Lee C. Linear and generalized functional form market models for electric utility firms Journal of Economics and Business. 41: 213-223. DOI: 10.1016/0148-6195(89)90019-2  0.351
1988 McDonald B, Lee C. An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model Journal of Business & Economic Statistics. 6: 505-509. DOI: 10.1080/07350015.1988.10509699  0.348
1981 Lee C, Zumwalt JK. Associations between Alternative Accounting Profitability Measures and Security Returns Journal of Financial and Quantitative Analysis. 16: 71-93. DOI: 10.2307/2330667  0.334
1980 Fabozzi FJ, Francis JC, Lee C. Generalized Functional Form for Mutual Fund Returns Journal of Financial and Quantitative Analysis. 15: 1107-1120. DOI: 10.2307/2330174  0.304
1974 Lee C. Errors‐In‐Variables Estimation Procedures With Applications To A Capital Asset Pricing Model* Journal of Finance. 29: 1332-1332. DOI: 10.1111/J.1540-6261.1974.Tb03114.X  0.315
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