search query: @author Lee, C. F. / total: 19
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1.
Stock Returns and Volatility on China's Stock Markets
Journal of Financial Research
2001 : WINTER, VOL. 24:4, p. 523-544
 2001 Lee, C. F.
Chen, G.-m.
Rui, O. M.
2.
The heterogenous investment horizon and the capital asset pricing model: theory and implications.
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 361-376
 1990 Lee, C. F.
Wei, K. C. J.
Wu, C.
3.
The APT versus the multi-factor CAPM: empirical evidence
Quarterly Journal of Economics
1989 : WINT, VOL. 29:4, p.6-25
 1989 Lee, C. F.
Wei, J.
Bubnys, E.
4.
On the nonstationarity of convertible bond betas: theory and evidence.
Quarterly Review of Economics and Business
1988 : AUTUMN, VOL. 28:3, p. 15-27
 1988 Beatty, R. P.
Lee, C. F.
Chen, K. C.
5.
The generalized Stein/Rubinstein covariance formula and its application to estimate real systematic risk.
Management Science
1988 : OCT, VOL. 34:10, p. 1266-1270
 1988 Wei, K. C. V.
Lee, C. F.
6.
Expectations formation and financial ratio adjustment processes.
Accounting Review
1988 : APR, VOL. 63:2, p. 292-306
 1988 Lee, C. F.
Wu, C.
7.
Dividend payment behavior and dividend policy on REITs.
Quarterly Review of Economics and Business
1987 : SUMMER, VOL. 27:2, p. 6-21
 1987 Lee, C. F.
Kau, J. B.
8.
Ramsey's specification error test and alternative specifications of the market model: methods and applications.
Quarterly Review of Economics and Business
1986 : AUTUMN, VOL. 26:3, p. 6-24
 1986 Cheng, D. C.
Lee, C. F.
9.
The effects of the sample size, the investment horizon and market conditions on the validity of composite performance measures a generalisation.
Management Science
1986 : NOV, VOL. 32:11, p. 1410-1422
 1986 Chen, S-N.
Lee, C. F.
10.
The stock market and the commodity futures market : diversification and arbitrage potential.
Financial Analysts' Journal
1985 : JUL-AUG, VOL. 41:4, p. 53-60
 1985 Leuthold, R. M.
Lee, C. F.
Cordier, J. E.
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