Author Description

Vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers use earnings forecasts to fill a demand they perceive from analysts? / O Barron, J Cao, X Sheng, M Thevenot and B Xin. A potential benefit of increasing book-tax conformity: evidence from the reduction in audit fees / N-T Kuo and C F Lee. Gold in portfolio: A long-term or short-term diversifier? / F-L Lin, S-Y Yang and Y-F Chen. Econometric approach to financial analysis, planning, and forecasting / C F Lee. Forecast performance of the Taiwan weighted stock index: update and expansion / D-Y Ji, H-Y Chen and C F Lee. Parametric, semi-parametric, and non-parametric approaches for option-bound determination: review and comparison / C F Lee and P G Zhang. Measuring the collective correlation of a large number of stocks / W-F Niu and H H-S Lu. Key borrowers detected by the intensities of their interactions / F Aleskerov, I Andrievskaya, A Nikitina and S Shvydun. Application of the multivariate average F-test to examine relative performance of asset pricing models with individual security returns / S Rahman and M J Schneider. Hedge ratio and time series analysis / S-S Chen, C F Lee and K Shresth. Application of intertemporal CAPM on international corporate finance / J-R Chang, M-W Hung and C F Lee. What drives variation in the international diversification benefits? A cross-country analysis / W-J P Chiou and K Pukthuanthong. A Heteroskedastic black-litterman portfolio optimization model with views derived from a predictive regression / W-H Lin, H-W Teng and C-C Yang. Pricing fair deposit insurance: structural model approach / T Tai, C F Lee, T-S Dai, K L Wang and H-Y Chen. Application of structural equation modeling in behavioral finance: a study on the disposition effect / H-H Chang. External financing needs and early adoption of accounting standards: Evidence from the banking industry / S I-Ling Wang. Improving the stock market prediction with social