Shih-Cheng Lee

Yuan Ze University

135, Far-East Rd., Chung-Li

Taoyuan, ROC

Taiwan

SCHOLARLY PAPERS

7

DOWNLOADS

877

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Information Disclosure, Product Market Competition, and Firm Value

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 57 Posted: 19 Jan 2016
Zhongnan University of Economics and LawGuangdong University of Finance and Economics, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Keuka College
Downloads 345 (111,630)

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Information disclosure; Product market competition; Firm value

2.

Heterogeneity of Institutional Ownership and Stock Price Delay

Number of pages: 81 Posted: 15 Feb 2018
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 127 (282,040)

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institutional ownership, stock price delay, market frictions, information asymmetry, information efficiency

3.

Disclosure Quality, Price Efficiency, and Expected Returns

Number of pages: 62 Posted: 16 Feb 2018
Zhongnan University of Economics and LawGuangdong University of Finance and Economics, Yuan Ze University and Minjiang University - Newhuadu Business School
Downloads 113 (306,819)
Citation 1

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disclosure quality, information rating, price delay, expected returns, Taiwan stock market

4.

An Examination of Inflated Bank Capital and Credit Risks in China

Proceedings of World Business and Economics Research Conference 2012, December 10-11, 2012
Number of pages: 36 Posted: 02 Dec 2012
Yishu Fu, Shih-Cheng Lee, Xu Lei and Ralf Zurbruegg
University of Adelaide - Business School, Yuan Ze University, affiliation not provided to SSRN and University of Adelaide
Downloads 109 (314,612)

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subordinate debts, bank capital, risks, regulation, China

5.

Investment Horizons, Systematic Risk, and Managerial Skills of Institutional Investors

Number of pages: 50 Posted: 27 Feb 2018
University of Adelaide, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Minjiang University - Newhuadu Business School
Downloads 104 (324,806)
Citation 1

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institutional investors; investment horizons; portfolio risk; portfolio characteristics

6.

The Valuation of Reset Options When Underlying Assets are Autocorrelated

The International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 95-114, 2011
Number of pages: 20 Posted: 03 Jul 2011
Yu-Hong Liu, I-Ming Jiang, Shih-Cheng Lee and Yu-Ting Cheng
National Cheng Kung University, Yuan Ze University, Yuan Ze University and affiliation not provided to SSRN
Downloads 59 (449,966)

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Reset Option, Autocorrelation; MA(q) process, Delta Jump; Gamma Jump

7.

A Sovereign Risk-Based Approach to Implementing Countercyclical Capital Buffer Schemes

Number of pages: 36 Posted: 16 Aug 2018
Yuan Ze University, Deakin University - School of Accounting, Economics and Finance, Deakin University - Deakin Business SchoolDeakin University - Department of Finance and Deakin University - Department of Finance
Downloads 20 (649,065)

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Countercyclical Capital Buffers, Basel III, Pro-Cyclicality, Distance-to-Default, Sovereign Debt, Credit-to-GDP Ratio