公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2001 | A Comparative Study of Futures Hedge Ratios: Theory and Empirical Analysis | SHENG-SYAN CHEN ; Cheng-few Lee; Keshab Shrestha | The 2001 Financial Management Association Annual Meeting | | | |
2001 | An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon | SHENG-SYAN CHEN ; Cheng-few Lee; Keshab Shrestha | The Ninth Conference on Pacific Basin Finance, Economics and Accounting | | | |
2004 | An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-run Hedge Ratios | SHENG-SYAN CHEN ; Lee, Cheng-few; Keshab Shrestha | Journal of Futures Markets | | | |
2002 | Are Expected Inflation and Expected Real Rates Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis | Keshab Shrestha; SHENG-SYAN CHEN ; Lee, Cheng-few | Journal of Financial Research | | | |
2007 | Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios | Chen, Sheng-Syan ; Lee, Cheng-few; Keshab Shrestha | Quarterly Review of Economics and Finance | 13 | 0 | |
2003 | Futures Hedge Ratios: A Review | SHENG-SYAN CHEN ; Lee, Cheng-few; Keshab Shrestha | Quarterly Review of Economics and Finance | | | |
2001 | Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions | SHENG-SYAN CHEN ; Kim Wai Ho; Cheng-few Lee; Keshab Shrestha | Annual Research Conference in Finance and Financial Market in the 21st Century | | | |
1999 | Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions | SHENG-SYAN CHEN ; Kim Wai Ho; Cheng-few Lee; Keshab Shrestha | The Seventh Conference on Pacific Basin Finance, Economics and Accounting | | | |
2004 | Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions | SHENG-SYAN CHEN ; Ho, Kim Wai; Lee, Cheng-few; Keshab Shrestha | Review of Quantitative Finance and Accounting | | | |
2001 | On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio | Chen, Sheng-Syan ; Cheng-few Lee; Keshab Shrestha | Journal of Futures Markets | | | |
2000 | Short and Long Run Tests of the Fisher Hypothesis | Keshab Shrestha; Chen, Sheng-Syan | Advances in Financial | | | |