Cheng F Lee
Biographic Data
| ID | 5849366 |
|---|---|
| NAME | Cheng F Lee |
| GIVEN NAMES | Cheng F |
| FAMILY NAME | Lee |
| SIGNATURE | LEE C F |
| AFFILIATIONS | University of Illinois Urbana-Champaign |
| VERIFIED | No |
| TOTAL WORKS | 7 |
| TOTAL CITATIONS | 28 |
| AUTHOR COUNT | 7 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1976 |
| LATEST PUBLICATION YEAR | 2007 |
| H-INDEX | 3 |
Identification of Regional Air Pollution Characteristic and the Correlation with Public Health in Taiwan
This study aims to classify regions with different air pollution characteristics into groups in Taiwan, and further to evaluate and compare the air quality of various groups. A selected multivariate analysis technique, cluster analysis, is applied to the pollution monitoring dataset which including PM10, SO2, NO2, CO and O3. The obtained results have proved that the regions with similar air pollution characteristic can be appropriately grouped by…
Time Aggregation and the Estimation of the Market Model
Data for heavily and lightly traded firms are used to evaluate the effects of temporal aggregation on beta estimates, t values, and R 2 estimates. In addition to our analysis of the standard market model, dynamic and random coefficient models are estimated. This study evaluates differences in the short-term and long-term dynamic relationships between the market and each type of firm. It is found that temporal aggregation has important effects on …
Empirical Tests of Granger's Propositions on the Dividend Effect Controversy
Structural shifts in urban population density gradients
The elasticity of substitution in urban housing production
Investment Horizon and the Functional Form of the Capital Asset Pricing Model
D UE to Sharpe (1964), Lintner (1965) and Mossin (1966), the Capital Asset Pricing Model (CAPM) has been employed to estimate systematic and performance measure and to predict the risk-return relationship. The predictive ability of this model has been examined by Friend and Blume (FB) (1973), Black, and Scholes (BJS) (1972) and Blume and Friend (BF) (1970). They have concluded that the empirical results obtained from the CAPM are significantly di…
Functional Form, Density Gradient and Price Elasticity of Demand for Housing
Investment Horizon and the Functional Form of the Capital Asset Pricing Model
D UE to Sharpe (1964), Lintner (1965) and Mossin (1966), the Capital Asset Pricing Model (CAPM) has been employed to estimate systematic and performance measure and to predict the risk-return relationship. The predictive ability of this model has been examined by Friend and Blume (FB) (1973), Black, and Scholes (BJS) (1972) and Blume and Friend (BF) (1970). They have concluded that the empirical results obtained from the CAPM are significantly di…
Functional Form, Density Gradient and Price Elasticity of Demand for Housing
The elasticity of substitution in urban housing production
Structural shifts in urban population density gradients
Empirical Tests of Granger's Propositions on the Dividend Effect Controversy
Time Aggregation and the Estimation of the Market Model
Data for heavily and lightly traded firms are used to evaluate the effects of temporal aggregation on beta estimates, t values, and R 2 estimates. In addition to our analysis of the standard market model, dynamic and random coefficient models are estimated. This study evaluates differences in the short-term and long-term dynamic relationships between the market and each type of firm. It is found that temporal aggregation has important effects on …
Identification of Regional Air Pollution Characteristic and the Correlation with Public Health in Taiwan
This study aims to classify regions with different air pollution characteristics into groups in Taiwan, and further to evaluate and compare the air quality of various groups. A selected multivariate analysis technique, cluster analysis, is applied to the pollution monitoring dataset which including PM10, SO2, NO2, CO and O3. The obtained results have proved that the regions with similar air pollution characteristic can be appropriately grouped by…
Economics (6 works) · Computer Science (4 works) · Econometrics (4 works) · Housing Market and Economics (3 works) · Mathematics (3 works) · Microeconomics (3 works) · Elasticity (physics (2 works) · Financial economics (2 works) · Financial Markets and Investment Strategies (2 works) · Geography (2 works)