Cheng-Few Lee

Rutgers, The State University of New Jersey - New Brunswick/Piscataway

Professor of Finance

94 Rockafeller Road

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

6

DOWNLOADS

627

TOTAL CITATIONS

4

Scholarly Papers (6)

1.

Lead Independent Director and Earnings Management

European Financial Management, Forthcoming
Number of pages: 66 Posted: 03 May 2022 Last Revised: 17 Nov 2022
Yuan-Teng Hsu, Cheng-Few Lee, Chih-Yung Lin and Ning Tang
Shanghai Business School, Rutgers, The State University of New Jersey - New Brunswick/Piscataway, National Chiao Tung University and National Chiao Tung University
Downloads 231 (287,130)
Citation 2

Abstract:

Loading...

Lead Independent director, earnings management, disclosure transparency, corporate governance, firm riskiness.

2.

Applications of Fixed Effect Models to Managerial Risk-taking Incentives

Number of pages: 50 Posted: 11 Apr 2022 Last Revised: 01 Jun 2022
YinSiang Huang, Cheng-Few Lee and Chih-Yung Lin
Fuzhou University of International Studies and Trade, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and National Chiao Tung University
Downloads 134 (465,184)
Citation 2

Abstract:

Loading...

Fixed effect models, managerial risk-taking incentives, firm values, financing policy, and payout policy

3.

Applications of Box-Cox Models to Dividend Payout Policy

Number of pages: 42 Posted: 25 Jun 2024
Fuzhou University of International Studies and Trade, National Chiao Tung University, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and National Chiao Tung University
Downloads 110 (541,744)

Abstract:

Loading...

P16 Stock Price, Dividend Amounts, Box-Cox model, Logarithmic model

4.

Generalized Functional Form for Mutual Fund Returns

JOURNAL OF FINANCIAL & QUANTITATIVE ANALYSIS, 1980 December, XV(5), pages 1107-1120
Number of pages: 15 Posted: 01 Apr 2015 Last Revised: 12 Apr 2019
Johns Hopkins University - Carey Business School, Zicklin School of Business, Baruch College and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 76 (687,250)

Abstract:

Loading...

Jensen portfolio performance measure, return-generating model

5.

Estimated Sharpe Ratio of Asset Returns with Fat Tails: Theory and Empirical Evidence

Number of pages: 37 Posted: 23 Sep 2024
Lie-Jane Kao, Cheng-Few Lee and Han-Hsing Lee
Takming University of Science and Technology, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and affiliation not provided to SSRN
Downloads 45 (896,170)

Abstract:

Loading...

Fat tails, Tail index, Estimated Sharpe ratio, Asymptotic distribution, Asymptotic unbiasedness and normality

6.

Dual-Class Share Structure and Dynamics of Borrowing Costs

Number of pages: 37 Posted: 18 Jul 2022 Last Revised: 21 Nov 2023
Cheng-Few Lee, Xiaodan Li, Min‐Teh Yu and Yang Zhao
Rutgers, The State University of New Jersey - New Brunswick/Piscataway, Nanjing University of Science and Technology, National Tsing Hua University and NanKai University
Downloads 31 (1,035,187)

Abstract:

Loading...

borrowing costs, dual-class structure, firm age, bank relationship, information advantage, hold-up theory