Dr. Cheng Few Lee's Speech Materials

(The files can be downloaded by click the title)



Signaling and Risk-mitigating Effects on Sequential Conversion Behavior of Convertible Bonds: A Recurrent Survival Approach *paper

Financial Econometric and Statistics Methods and Applications


Alternative Methods to Estimate Implied Variance:Review and Comparison  *paper


The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach *paper


Dividend Policy: Theory and Empirical Evidence


Dynamic Model of Optimal Growth Rate and Payout Ratio:
A Joint Optimization Approach


Optimal Payout Ratio under Perfect Market and Uncertainty:
Theory and Empirical Evidence


2010 PBFEAM Panel Session V: Asia Economic Forum


Real Estate Markets in Asia before/after the Subprime Crisis vs Government Macro Economy Tools (handout)


Overview of Quantitative Finance and Risk Management Past, Present, and Future Frontiers


Dynamic CAPM with Supply Effect: Theory and Empirical Results (paper)


Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence (paper)