Dynamic hedge ratio for stock index futures : application of threshold VECM

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics (2010)

Value or volume strategy?

von Li, Ming-yuan Leon
Veröffentlicht in Finance research letters (2009)

Could dynamic beta measures enhance performance of capital-asset-pricing model on fitting stock returns? : a reality test

von Li, Ming-yuan Leon
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2011)

Change in volatility regimes and diversification in emerging stock markets

von Li, Ming-yuan Leon
Veröffentlicht in The South African journal of economics (2009)

Purchasing power parity under high and low volatility regimes

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics letters (2007)

Re-examining the risk-return relationship in banks using quantile regression

von Li, Ming-yuan Leon
Veröffentlicht in The service industries journal (2010)

Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics letters (2009)

Would various benchmark measurements affect abnormal return performances of IPO? : evidence from Taiwan's IPO market

von Li, Ming-yuan Leon
Veröffentlicht in International journal of business performance management (2008)

Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics letters (2009)

Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression

von Li, Ming-yuan Leon
Veröffentlicht in The journal of developing areas (2009)

Volatility states and international diversification of international stock markets

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics (2007)

Reexamining covariance risk dynamics in global stock markets using quantile regression analysis

von Li, Ming-yuan Leon
Veröffentlicht in Emerging markets (2010)

A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach

von Li, Ming-yuan Leon
Veröffentlicht in Journal of empirical finance (2010)

Diversification and risk-adjusted performance : a quantile regression approach

von Lee, Bong-soo
Veröffentlicht in Journal of banking & finance (2012)

Analysts' forecast dispersion and stock returns : a quantile regression approach

von Li, Ming-yuan Leon
Veröffentlicht in The journal of behavioral finance (2014)

Effects of firm size, financial leverage and R&D expenditures on firm earnings : an analysis using quantile regression approach

von Li, Ming-yuan Leon
Veröffentlicht in Abacus (2011)

Examining the volatility of Taiwan Stock Index returns via a three-volatility-regime Marvov-switching ARCH model

von Li, Ming-yuan Leon
Veröffentlicht in Review of quantitative finance and accounting (2003)

Re-examining covariance risk dynamics in international stock markets using quantile regression analysis

von Li, Ming-yuan Leon
Veröffentlicht in Acta oeconomica (2011)

Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns

von Li, Ming-yuan Leon
Veröffentlicht in Applied economics letters (2004)

Non-uniform effects of CEO equity-based compensation on firm performance : an application of a panel threshold regression model

von Kuo, Chii-shyan
Veröffentlicht in The British accounting review (2013)