Leon Li
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Identifer
Contact
Affiliations
-
University of Waikato
/ Waikato Management School
Research profile
author of:
- Re-examining covariance risk dynamics in international stock markets using quantile regression analysis (repec:aka:aoecon:v:61:y:2011:i:1:p:33-59)
by M. Y. L. Li & S. M. F. Yen - Predictors of low back pain onset in a prospective British study (repec:aph:ajpbhl:2001:91:10:1671-1678_7)
by Power, C. & Frank, J. & Hertzman, C. & Schierhout, G. & Li, L. - Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach (repec:bla:abacus:v:47:y:2011:i:2:p:182-204)
by Ming‐Yuan Leon Li & Nen‐Chen Richard Hwang - Could Dynamic Beta Measures Enhance Performance Of Capital‐Asset‐Pricing Model On Fitting Stock Returns? A Reality Test (repec:bla:manchs:v:79:y:2011:i:3:p:349-366)
by Ming‐Yuan Leon Li - Change In Volatility Regimes And Diversification In Emerging Stock Markets (repec:bla:sajeco:v:77:y:2009:i:1:p:59-80)
by Ming‐yuan leon Li - The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? (repec:bpj:sndecm:v:26:y:2022:i:3:p:475-497:n:8)
by Li Leon & Scrimgeour Frank - Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management (repec:cbt:econwp:19/09)
by Leon Li & Nen-Chen Richard Hwang & Gilbert V. Nartea - Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study (repec:ebl:ecbull:eb-07c70007)
by Ming-Yuan Li & Hsuan-Ho Cheng & Yu-Chen Lin & Alan T. Wang - Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation (repec:eee:ecofin:v:40:y:2017:i:c:p:116-135)
by Li, Leon - Are cryptocurrencies a safe haven for stock investors? A regime-switching approach (repec:eee:empfin:v:70:y:2023:i:c:p:367-385)
by Li, Leon & Miu, Peter - The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk (repec:eee:eneeco:v:105:y:2022:i:c:s0140988321006009)
by Li, Leon - Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis (repec:eee:finlet:v:18:y:2016:i:c:p:100-107)
by Li, Leon & Chen, Carl R. - CEO equity compensation and earnings management: The role of growth opportunities (repec:eee:finlet:v:20:y:2017:i:c:p:289-295)
by Li, Leon & Kuo, Chii-Shyan - Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing (repec:eee:finlet:v:28:y:2019:i:c:p:191-197)
by Li, Leon - Value or volume strategy? (repec:eee:finlet:v:6:y:2009:i:4:p:210-218)
by Li, Ming-Yuan Leon - Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility (repec:eee:jocoma:v:36:y:2024:i:c:s2405851324000448)
by Li, Leon & Miu, Peter - Predicting corporate bankruptcy: What matters? (repec:eee:reveco:v:62:y:2019:i:c:p:1-19)
by Li, Leon & Faff, Robert - Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon (repec:eee:reveco:v:76:y:2021:i:c:p:185-204)
by Ruwani Fernando, Jayasuriya Mahapatabendige & Li, Leon & Hou, Greg - Dynamic correlations and domestic-global diversification (repec:eee:riibaf:v:39:y:2017:i:pa:p:280-290)
by Li, Leon - Unknown
- Long memory volatility in Asian stock markets (repec:eme:parpps:par-02-2016-0009)
by Geeta Duppati & Anoop S. Kumar & Frank Scrimgeour & Leon Li - Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market (repec:ids:ijbpma:v:10:y:2008:i:1:p:30-38)
by Ming-Yuan Leon Li - Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression (repec:jda:journl:vol.43:year:2009:issue1:pp:137-154)
by Ming-Yuan Leon Li - Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model (repec:kap:rqfnac:v:21:y:2003:i:2:p:123-39)
by Li, Ming-Yuan Leon & Lin, Hsiou-Wei William - Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs (repec:mes:chinec:v:43:y:2010:i:1:p:93-108)
by Jeng-Ren Chiou & Ming-Yuan Leon Li & Li Cheng & Shih-Yuan Chang - Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA (repec:mes:emfitr:v:56:y:2020:i:3:p:673-692)
by Jayasuriya Mahapatabendige Ruwani Fernando & Leon Li & Greg Hou - When Safe-Haven Asset Is Less than a Safe-Haven Play (repec:oup:jfinec:v:22:y:2024:i:4:p:808-838.)
by Leon Li & Carl R Chen - Earnings management and earnings predictability: A quantile regression approach (repec:sae:ausman:v:46:y:2021:i:3:p:389-408)
by Leon Li & Nen-Chen Richard Hwang & Gilbert V Nartea - Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns (repec:taf:apeclt:v:11:y:2004:i:11:p:679-691)
by Ming-Yuan Leon Li & Hsiou-wei William Lin - The performance of the Markov-switching model on business cycle identification revisited (repec:taf:apeclt:v:12:y:2005:i:8:p:513-520)
by Ming-Yuan Leon Li & Hsiou-Wei William Lin & Rau Hsiu-hua - Purchasing power parity under high and low volatility regimes (repec:taf:apeclt:v:14:y:2007:i:8:p:581-589)
by Ming-Yuan Leon Li - Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM (repec:taf:apeclt:v:16:y:2009:i:18:p:1867-1873)
by Ming-Yuan Leon Li - Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets (repec:taf:apeclt:v:16:y:2009:i:2:p:183-191)
by Ming-Yuan Leon Li - Volatility states and international diversification of international stock markets (repec:taf:applec:v:39:y:2007:i:14:p:1867-1876)
by Ming-Yuan Leon Li - Dynamic hedge ratio for stock index futures: application of threshold VECM (repec:taf:applec:v:42:y:2010:i:11:p:1403-1417)
by Ming-Yuan Leon Li - Price transmission, foreign exchange rate risks and global diversification of ADRs (repec:taf:applec:v:42:y:2010:i:14:p:1811-1823)
by Alan Tse-Shih Wang & Ming-Yuan Leon Li & Ti-Chen Chen - The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach (repec:taf:applec:v:48:y:2016:i:57:p:5525-5545)
by Leon Li & Mark J. Holmes & Bong Soo Lee - The domino effect of credit defaults: test of asymmetric default correlations using realised default data (repec:taf:applec:v:50:y:2018:i:44:p:4803-4813)
by Leon Li & Carl Chen - Corporate governance and default prediction: a reality test (repec:taf:applec:v:51:y:2019:i:24:p:2669-2686)
by Jayasuriya Mahapatabendige Ruwani Fernando & Leon Li & Yang (Greg) Hou - The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours (repec:taf:applec:v:56:y:2024:i:7:p:779-795)
by Leon Li - Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach (repec:taf:hbhfxx:v:15:y:2014:i:3:p:175-183)
by Ming-Yuan (Leon) Li & Jyong-Sian Wu - The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory (repec:taf:hbhfxx:v:17:y:2016:i:2:p:124-143)
by Bong-Soo Lee & Leon Li - Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? (repec:taf:hbhfxx:v:23:y:2022:i:1:p:73-91)
by Leon Li & Peter Miu - Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model (repec:taf:japsta:v:37:y:2010:i:7:p:1173-1191)
by Ming-Yuan Leon Li & Chun-Nan Chen - Do large firms overly use stock-based incentive compensation? (repec:taf:japsta:v:38:y:2011:i:8:p:1591-1606)
by Ming-Yuan Leon Li & Shang-En Shine Yu - Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies (repec:taf:jocebs:v:5:y:2007:i:1:p:51-64)
by Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang - Hybrid versus highbred: combined economic models with time-series analyses (repec:taf:quantf:v:8:y:2008:i:6:p:637-647)
by Ming-Yuan Leon Li - Re-examining the risk--return relationship in banks using quantile regression (repec:taf:servic:v:30:y:2008:i:11:p:1871-1881)
by Ming-Yuan Leon Li - Are large banks less risky? (repec:taf:servic:v:31:y:2010:i:13:p:2111-2116)
by Chun-Nan Chen & Ming-Yuan Leon Li & Yi Chou & Li-Ling Chen & Wan-Ru Liou - Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing (repec:wai:econwp:17/24)
by Leon Li - Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression (repec:wai:econwp:17/25)
by Leon Li & Nen-Chen Richard Hwang - The dynamics of the relationship between spot and futures markets under high and low variance regimes (repec:wly:apsmbi:v:25:y:2009:i:6:p:696-718)
by Ming‐Yuan Leon Li - The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa (repec:wly:ijfiec:v:26:y:2021:i:1:p:353-374)
by Abidin Alhassan & Leon Li & Krishna Reddy & Geeta Duppati - Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness (repec:wly:jfutmk:v:45:y:2025:i:11:p:2166-2185)
by Leon Li & Carl R. Chen