Cheng-Few Lee

TL;DR: This article found that there is no long-run significant relationship between stock prices and exchange rates in the G-7 countries and that the short run significant relationship has only been found for one day in certain G7 countries, and they also found that the record of stock price and the value of the dollar cannot be depended on when predicting the future in the US.

TL;DR: In this article, the authors empirically examined market timing and selectivity performance of a sample of mutual funds and found that at individual fund level there is some evidence of superior micro-and macro forecasting ability on the part of the fund manager.

TL;DR: In this article, the authors summarize from the methodological perspective the empirical findings from 1960s through 1990s bearing on the Efficient Market Hypothesis under the headings "supporting empirical findings as documented in 1960s", "mixed empirics as merged in the late 1970s through 1980s" and "challenging empirical results as appeared in 1990s".

TL;DR: In this paper, the effects of disclosure, and other corporate governance mechanisms, on equity liquidity, arguing that those companies adopting poor information transparency and disclosure practices will experience serious information asymmetry.

TL;DR: The Handbook of Quantitative Finance and Risk Management as mentioned in this paper is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications.