| Earnings quality and the coinsurance effect
|
2024 |
Nasev, Julia |
| Alternative methods for determining option bounds : a review and comparison
|
2024 |
Lee, Cheng F. |
| Time aggregation and the estimation of the market model : revision and extension
|
2024 |
Lee, Cheng F. |
| Entropic two-asset option
|
2024 |
Sebehela, Tumellano |
| Volatility risk measures and banks' leverage
|
2024 |
Anselmi, Giulio |
| Time-changed GARCH versus GARJI model for extreme events : an empirical study
|
2024 |
Kao, Lie-Jane |
| Does trading volume contain information to predict stock returns? : evidence from China's stock markets
|
2024 |
Lee, Cheng F. |
| Financial statement analysis
|
2024 |
Lenihan, Orla |
| A comparative static analysis approach to derive Greek letters : theory and applications
|
2024 |
Lee, Cheng F. |
| International hedge ratios for index futures market : a simultaneous equations approach
|
2024 |
Lee, Cheng F. |
| Style investing, momentum, and co-movement
|
2024 |
Wu, Chunchi |
| Leases on balance sheets
|
2024 |
Chinloy, Peter |
| Expected credit losses under IFRS 9 : concept, models, and disclosures
|
2024 |
Allini, Alessandra |
| Hedging with the international equity index futures : the conventional model versus the error correction model
|
2024 |
Lin, Fu-Lai |
| Value line investment survey rank changes and beta coefficients
|
2024 |
Lee, Cheng F. |
| Predicting stock return movement directions with sentiment analysis of news headlines : a machine learning approach
|
2024 |
Hu, Hanxin |
| Financial econometrics, mathematics, statistics, and financial technology : an overall view
|
2024 |
Lee, Cheng F. |
| Joint normality test for the returns on the futures and spot
|
2024 |
Chen, Sheng-syan |
| Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
|
2024 |
Lee, Cheng F. |
| Hedge ratios : theory and applications
|
2024 |
Chen, Sheng-syan |
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