Jinliang Li

Names

Identifer

Contact

Affiliations

• Tsinghua University / School of Economics and Management
  • EDIRC entry
  • location:

Research profile

author of:

• To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance (RePEc:bla:finrev:v:39:y:2004:i:2:p:271-292)
  by Wei Zhang & Jinliang Li & Chunchi Wu
• Presidential Election Uncertainty And Common Stock Returns In The United States (RePEc:bla:jfnres:v:29:y:2006:i:4:p:609-622)
  by Jinliang Li & Jeffery A. Born
• Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance (RePEc:eee:ecolet:v:87:y:2005:i:2:p:273-278)
  by Zhang, Wei David & Seyedian, Mojtaba & Li, Jinliang
• The Information Content of the NCREIF Index (RePEc:jre:issued:v:31:n:1:2009:p:93-116)
  by Jinliang Li & Robert M. Mooradian & Shiawee X. Yang
• When noise trading fades, volatility rises (RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0508-2)
  by Jinliang Li
• Determinants and information of REIT pricing (RePEc:taf:apeclt:v:18:y:2011:i:15:p:1501-1505)
  by Jinliang Li & Liang Lei
• Stochastic volatility, liquidity and intraday information flow (RePEc:taf:apeclt:v:18:y:2011:i:16:p:1511-1515)
  by Jinliang Li & Chunchi Wu
• Bounded influence estimator for GARCH models: evidence from foreign exchange rates (RePEc:taf:applec:v:42:y:2010:i:11:p:1437-1445)
  by Jinliang Li & Chihwa Kao & Wei David Zhang
• The Information Content of the NCREIF Index (RePEc:taf:rjerxx:v:31:y:2009:i:1:p:93-116)
  by Jinliang Li & Robert Mooradian & Shiawee Yang
• Is Illiquidity a Risk Factor? A Critical Look at Commission Costs (RePEc:taf:ufajxx:v:63:y:2007:i:4:p:28-39)
  by Jinliang Li & Robert Mooradian & Wei David Zhang
• Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume (RePEc:ucp:jnlbus:v:79:y:2006:i:5:p:2697-2740)
  by Jinliang Li & Chunchi Wu
• Intradaily periodicity and volatility spillovers between international stock index futures markets (RePEc:wly:jfutmk:v:25:y:2005:i:6:p:553-585)
  by Chunchi Wu & Jinliang Li & Wei Zhang
• Cash trading and index futures price volatility (RePEc:wly:jfutmk:v:31:y:2011:i:5:p:465-486)
  by Jinliang Li