Xiao-Ming Li

Names

Contact

Affiliations

• Massey University → Business School → Department of Economics and Finance
  • website
  • location: Auckland, New Zealand

Research profile

author of:

• Time-varying Informational Efficiency in China's A-Share and B-Share Markets
  by Xiao-Ming Li
• Reforming China's financial system and monetary policies: a sovereign remedy for locally initiated investment expansion?
  by Li, Xiaoming
• The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data
  by Li, Xiao-Ming
• China: Further Evidence on the Evolution of Stock Markets in Transition Economies
  by Xiao‐Ming Li
• Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis.
  by Li, Xiaoming & Ma, Yue
• A Comparision of the economic performance of different micro-states and between micro-states and larger countries
  by H. Armstrong, R. de Kervenoael, Xiao-Ming Li and R. Read
• The Long-run and Short-run Multipliers of Fiscal Policy in the Chinese Economy
  by Xiao-Ming Li
• A comparison of the economic performance of different micro-states, and between micro-states and larger countries
  by Armstrong, H. & De Kervenoael, R. J. & Li, X. & Read, R.
• CHINA'S ECONOMIC GROWTH: WHAT DO WE LEARN FROM MULTIPLE‐BREAK UNIT ROOT TESTS?
  by Xiao‐Ming Li
• A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION
  by Xiao‐Ming Li
• IS TECHNICAL ANALYSIS USEFUL FOR STOCK TRADERS IN CHINA? EVIDENCE FROM THE SZSE COMPONENT A‐SHARE INDEX
  by Kong‐Jun Chen & Xiao‐Ming Li
• How do policy and information shocks impact co-movements of China's T-bond and stock markets?
  by Li, Xiao-Ming & Zou, Li-Ping
• Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
  by Qing Xu & Xiao-Ming Li
• The tail risk of emerging stock markets
  by Li, Xiao-Ming & Rose, Lawrence C.
• How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
  by Li, Xiao-Ming
• Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
  by Xiao-Ming Li & Qing Xu
• Market integration and extreme co-movements in APEC emerging equity markets
  by Xiao-Ming Li & Lawrence Rose
• Has there been any change in the comovement between the Chinese and US stock markets?
  by Zhang, Bing & Li, Xiao-Ming
• A Quasi-Bayesian Analysis of Structural Breaks: China's Output and Productivity Series
  by Xiao-Ming Li
• Testing the evolution of crude oil market efficiency: Data have the conn
  by Zhang, Bing & Li, Xiao-Ming & He, Fei
• Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks
  by Xiao-Ming Li
• Rethinking Long Memory and Structural Breaks in the Forward Premium
  by Xiao-Ming Li
• Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market
  by Li, Xiao-Ming & Zhang, Bing & Gao, Ruzhao
• Recent hikes in oil-equity market correlations: Transitory or permanent?
  by Zhang, Bing & Li, Xiao-Ming
• US economic policy uncertainty and co-movements between Chinese and US stock markets
  by Li, Xiao-Ming & Peng, Lu
• Shortability and asset pricing model: Evidence from the Hong Kong stock market
  by Bai, Min & Li, Xiao-Ming & Qin, Yafeng
• Order flow and exchange rate comovement
  by Kleinbrod, Vincent M. & Li, Xiao-Ming
• Short-selling constraints and stock-valuation pattern: a regime–event analysis
  by Min Bai & Xiao-Ming Li & Yafeng Qin
• THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS' WORLD BETAS
  by XIAO-MING LI & LAWRENCE C. ROSE
• New evidence on economic policy uncertainty and equity premium
  by Li, Xiao-Ming
• The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms
  by Li, Xiao-Ming & Qiu, Mei