A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market Q Cao, KB Leggio, MJ Schniederjans Computers & Operations Research 32 (10), 2499-2512, 2005 | 378 | 2005 |
Managing risk and uncertainty in complex capital projects TM Alessandri, DN Ford, DM Lander, KB Leggio, M Taylor The Quarterly review of economics and finance 44 (5), 751-767, 2004 | 203 | 2004 |
The three-factor model and artificial neural networks: predicting stock price movement in China Q Cao, ME Parry, KB Leggio Annals of Operations Research 185, 25-44, 2011 | 74 | 2011 |
An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures KB Leggio, D Lien Journal of Economics and Finance 27 (2), 211-223, 2003 | 70 | 2003 |
Using weather derivatives to hedge precipitation exposure KB Leggio Managerial Finance 33 (4), 246-252, 2007 | 60 | 2007 |
Mergers in the electric utility industry in a deregulatory environment KB Leggio, D Lien Journal of Regulatory Economics 17 (1), 69-85, 2000 | 53 | 2000 |
Hedging gas bills with weather derivatives KB Leggio, D Lien Journal of Economics and Finance 26 (1), 88-100, 2002 | 47 | 2002 |
Comparing Alternative Investment Strategies Using Risk-Adjusted Performance Measures. KB Leggio, D Lien Journal of Financial Planning 16 (1), 2003 | 40 | 2003 |
Does loss aversion explain dollar-cost averaging? KB Leggio, D Lien Financial Services Review 10 (1-4), 117-127, 2001 | 40 | 2001 |
Herding and flash events: Evidence from the 2010 Flash Crash R Demirer, KB Leggio, D Lien Finance Research Letters 31, 2019 | 35 | 2019 |
Managing Enterprise Risk: What the electric industry experience implies for contemporary business KB Leggio Elsevier, 2006 | 19 | 2006 |
Covered call investing in a loss aversion framework KB Leggio, D Lien The Journal of Psychology and Financial Markets 3 (3), 182-191, 2002 | 17 | 2002 |
Alleviating the bullwhip effect in supply chain management using the multi-agent approach: an empirical study Q Cao, KB Leggio International journal of computer applications in technology 31 (3-4), 225-237, 2008 | 11 | 2008 |
The Application of Real Options to the R & D Outsourcing Decision Q Cao, DN Ford, KB Leggio Outsourcing Management Information Systems, 312-323, 2007 | 11 | 2007 |
Assessment of credit risk models on rule 144A corporate bonds M Johnson, K Leggio, YS Shin The Journal of Fixed Income 28 (2), 65-83, 2018 | 10 | 2018 |
Efficiency measurement in: Branch bank service with data envelopment analysis Q Cao, KB Leggio, MJ Schniederjans International Journal of Information Systems in the Service Sector (IJISSS …, 2012 | 6 | 2012 |
Derivative trading by utility Firms KB Leggio, D Lien Journal of Economics and Finance 24, 1-14, 2000 | 6 | 2000 |
Leland Model More Accurately Evaluates Efficacy of Portfolio Hedging Strategies. KB Leggio, D Lien Journal of Financial Planning 21 (1), 2008 | 5 | 2008 |
Covered Calls: A Lose/Lose Investment? KB Leggio, D Lien Journal of Financial Planning 18 (5), 72, 2005 | 5 | 2005 |
Is Covered Call Investing Wise?: Evaluating the Strategy using Risk-Adjusted Performance Measures KB Leggio, D Lien Advances in Quantitative Analysis of Finance and Accounting: New Series, 187-204, 2005 | 4 | 2005 |