- “Chiao, Chaoshin, David C. Cheng, and Yunju Shao (2006), "The Informative Content of the Net-Buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis," Review of Pacific Basin Financial Markets and Policies, 9, 661-697. [Econlit]
- “Overreaction after Controlling for Size and Book-to-Market Effects and its Minicking Portfolio in Japan, ” Review of Quantitative Finance and Accounting, 24:65-91, 2005. (With CS Chiao and W.Hung). ECONLIT
- “自供需面探討資產證券化中信用評等與信用增強角色”,台灣金融財務季刊, 2002年12月。(與李同龢合著)
- “Toward Asian Pacific Financial Centers: A Comparative Study of Financial Development in Taiwan, Hong Kong, and Singapore,” Review of Pacific Basin Financial Markets and Polices, Vo1. 2, No. 1, March 1999. pp. 2-27. (With H.Yang, K. Hung) ECONLIT
- “Alternative Specifications and Estimation Methods for Determining Random Beta Coefficients: Comparison and Extensions,” Journal of Financial Studies, Vo1. 4, No. 2, October 1996. (With R. Fok, C.F. Lee) TSSCI
- “Use of Region, Life-Cycle, and Role Variables in the Short-Run Estimation of the Demand for Gasoline and Miles Traveled,” Applied Economics, 1995, 27, pp. 643-656. (With L.Greening et.al.) SSCI
- “Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications,” Review of Quantitative Finance and Accounting, 5(1995): 43-54 1995 Kluwer Academic Publishers, Boston. (With M. Karson, C.F. Lee) ECONLIT
- “Japan's ODA and Its Role in China's Economic Reform,” Advances in Pacific Basin Business, Economics, and Finance, 1995, PP.145-162, JAI Press, Inc.
- “Impacts of Investment Horizon on Relative Risk Aversion Parameter Estimates: Theory and Empirical Results,” Advances in Quantitative Analysis of Finance and Accounting, Vol. 2, Part A, pp. 67-92.JAI Press, 1993. (With M. Karson C.F. Lee)
- .“U.S. Deindustrialization and Pacific Imports,” in Economic, Industrial and Managerial Coordination between Japan and the USA, Abe/Gunther et al (eds), (Macmillan, UK), 1992. (With W. Gunther and K.Abe)
- “Liquidity, Tobin's q and Corporate Investment,” The Review of Business Studies, Vol. 1, No. 1, 1992. (With H. Chappell and D. Richards) ECONLIT
- “Exchange Rate Policies and R.O.C. - U.S. Trade Imbalances,” in U.S. - R.O.C. Relations since 1979; Review and Prospects Proceedings. July 1991, Institute of American Culture, Academia Sinica.
- “Geometric Mean Approximations and Risk Policy in Long-Term Investment,” Advances in Quantitative Analysis of Finance and Accounting, Vol. I, Part B. JAI Press April 1991. (With M. Karson)
- “Financial Determinants of Bank Takeovers,” Journal of Money, Credit and Banking,Vol. 21, No.4(November 1989)pp. 524-535. (With B. Gup, L. Wall) SSCI
- “Barriers to Entry, Concentration, and Tobin's q Ratio,” Quarterly Journal of Business and Economics, Vol. 28, No. 2, April 1989, pp. 69-86. (With K.C. Chen, G. Hite) SSCI
- “Ramsey's Specification Error Test and Alternative Specifications of the Market Model: Methods and Applications,” Quarterly Reviews of Economics and Business,Vol. 26, No. 3, Autumn 1996.(With C.F. Lee) SSCI
- “Systematic Risk and Market Power: An Application of Tobins's q,” Quarterly Review of Economics and Business, Vol. 26, No. 3, Autumn 1986. (With K.C. Chen, G. Hite) SSCI
- “The Demand and Supply of Mortgage Funds and Mortgage Loan Terms,” Journal of American Real Estate & Urban Economics Association, Vol. 14, No. 1, Spring 1986, pp. 91-109.(With L. Zumpano) SSCI
- “Primary Metal Industry in Alabama: Impacts on Economic Development,” Alabama Issues 1986, The Center for Government Services, Auburn University, 1986.
- “Alabama: Profile of Recovery,” The Southern Banker, December 1985, pp. 35,(with C. Ferguson)
- “Estimation of Multi-Period Expected Rates of Return When Investment Relatives Are Lognormally Distributed,” Journal of Business and Economic Statistics, Vol. 3, No. 4, April 1985, pp. 140-148. (With M. Karson) SSCI
- “Alabama Economic Outlook 1985,” Office State Planning and Federal Programs, March 1985.(with C. Ferguson)
- “A Simulation Study of Principal Component Regression Analysis and Alternative Estimators for Variance Component Models,” The Journal of the Alabama Academy of Sciences, January 1985,Vol. 56, pp. 1-11.
- “The Impact of the Bankruptcy Reform Act on Business Bankruptcy Filings,” Alabama Law Review, Vol. 36, Winter 1985, No.2. (With G.. Marsh)
- “An Examination of the Impact of Statutory Changes and Economic Conditions on the Incidence of Business Bankruptcy Filings, 1972-1983,” Alabama Law Review, Vol. 36, No. 2, Winter 1985, pp. 515-547.
- “On the Use of the Geometric Mean in the Long-Term Investment,” The Journal for the American Institute for Decisions Sciences, Winter, 1985, pp. 1-13. (With M. Karson) SSCI
- “Exact Optimal Long-Term Risk Policy with Lognormal Returns,” American Statistical Association 1985 Proceedings, pp. 281-282.
- “Firm's Acquisition Decisions and Tobin's Q Ratio,” Issue of the Journal of Economics and Business, February, 1984. SSCI
- “Alabama: The Profile of Recovery,” The Southern Banker, December, 1984, p.39(with C. Ferguson)
- “Effects of a Prison Facility on the Regional Economy,” Journal of Criminal Justice, Vol. 12, 1984, pp. 521-539.
- “The Effects of Loan and Bank Characteristics on Bank Loan Criticism Accuracy: A Multivariate Logic Analysis,” Quarterly Journal of Business and Economics, Summer, 1984, pp. 3-17.(With H. K. Wu) SSCI
- “Alabama Economic Outlook-1982,” Office of State Planning and Federal Programs, the Principal Investigator.
- “Expections, Tobin's q, and Investment”, The Journal of Finance”, March, 1982, (With H. Chappell) SSCI
- “The Southeastern Economy and Focus on Alabama,” December, 1982, The Southern Banker.
- “Advertising and Firm Profitability: A Simultaneous-Equation Model,” Proceedings of the American Statistical Association, 1982 Annual Meeting. (With C. Ferguson)
- “The Alabama Economy: Prospects for Recovery, ”Public Sector, Fall, 1982. (With Carl E. Ferguson and C. Fowler)
- “Loan Characteristics, Bank Characteristics and Ultimate Dispositions of Criticized Bank Loans,” The Proceedings of American Statistical Association, 1981.
- “Weighted Estimators in Regression with Multicollinearity”, Journal of Statistical Computation and Simulation, 1980, Vol. 10.(With H. Iglarsh) SSCI
“An International Trade Model to Capture Linkage Among Supply-Constrained Economies”, Journal of Policy Modeling 2(2), 1980. (With C. Ferguson) SSCI
-
- “Specification Errors, Residual Analysis and Capital Asset Pricing,” The Proceeding of Southwestern Federation of Administrative Disciplines, 1980(with C. F. Lee).
- “Dynamic Demand Analysis for Gasoline-A study of Structural Change”, The Proceedings of the American Statistical Association, 1980.
- “Alabama Economic Outlook-1980,” Office of State Planning and Federal Programs, December 1980, the Principal Investigator.
- “Interest Rates, Specification Error, and Multicollinearity in the Demand for Money Function,” The Proceedings of the American Statistical Association, 1979.
- “Report of the Task Force on Taxation and Local Effort,” Alabama State Department of Education, August, 1978(With L. Zumpano)
- “Common Stock Prices-Further Observations on Causality: Comment,” Southern Economic Journal, Vol. 45, No. 1, July, 1978. (With D. Hooks) SSCI
- “Manufacturing: Primary Metals,” in Alabama Economic Outlook, Alabama Development Office, June, 1978.
- “The Economy of Tuscaloosa,” Chapter VI, in The Population and Economy of Tuscaloosa, City of Tuscaloosa, June, 1977.
- “Some Implications of Alabama's Beverage Control Act,” Midsouth Journal of Economics, Vol. 1, No. 1, 1977(with M. Fish).
- “Principal Component Estimators in Regression Analysis,” The Review of Economics and Statistics, Vol. III, No. 2, May, 1976. (With H. Iglarsh) SSCI
- “Weighted Estimator in Regression Analysis”, Journal of Alabama Academy of Science, 1976.
- “Multistage Pricing Under Uncertain Demand,” Annals of Economic and Social Measurement, NBER, April 2, 1975. (With C.Y. Chong) SSCI
|