Jinliang Li : Citation Profile


Are you Jinliang Li?

Tsinghua University

4

H index

3

i10 index

66

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   7 years (2004 - 2011). See details.
   Cites by year: 9
   Journals where Jinliang Li has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli725
   Updated: 2020-01-25    RAS profile: 2015-10-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jinliang Li.

Is cited by:

Pastor, Lubos (7)

JAWADI, Fredj (3)

Smales, Lee (3)

Lau, Chi Keung (2)

Hou, Yang (2)

Hoesli, Martin (2)

Bhaumik, Sumon (2)

Uhde, Andre (1)

Füss, Roland (1)

AROURI, Mohamed (1)

Bilgin, Mehmet (1)

Cites to:

Bollerslev, Tim (7)

Roll, Richard (5)

Andersen, Torben (4)

Kaul, Gautam (3)

Easley, David (3)

Subrahmanyam, Avanidhar (2)

merton, robert (2)

Tauchen, George (2)

Diebold, Francis (2)

Clark, Peter (2)

Franses, Philip Hans (2)

Main data


Where Jinliang Li has published?


Journals with more than one article published# docs
Applied Economics Letters2
Journal of Futures Markets2

Recent works citing Jinliang Li (2018 and 2017)


YearTitle of citing document
2017“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty. (2017). Smales, Lee. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:451-459.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12.

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2019Financial stress dynamics in the MENA region: Evidence from the Arab Spring. (2019). Yarovaya, Larisa ; Elsayed, Ahmed H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2018Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange. (2018). Karaa, Rabaa ; Hmaied, Dorra Mezzez ; Slim, Skander. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:88-99.

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2019Dividend policy and political uncertainty: Evidence from the US presidential elections. (2019). Ahmed, Neveen ; Farooq, Omar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:201-209.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01419295.

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20172016 U.S. Presidential Election and Stock Markets in China. (2017). Hoe, Singru ; Nippani, Srinivas . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:32-38.

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2018Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Zhao, LU ; Stein, Michael ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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2017Institutional Property-Type Herding in Real Estate Investment Trusts. (2017). Lantushenko, Viktoriya ; Nelling, Edward . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9553-4.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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2017Understanding the Relationship between Public and Private Commercial Real Estate Markets. (2017). Kishor, N. In: MPRA Paper. RePEc:pra:mprapa:83475.

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Works by Jinliang Li:


YearTitleTypeCited
2004To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance In: The Financial Review.
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article0
2006PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES In: Journal of Financial Research.
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article24
2005Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance In: Economics Letters.
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article2
2009The Information Content of the NCREIF Index In: Journal of Real Estate Research.
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article7
2011Determinants and information of REIT pricing In: Applied Economics Letters.
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article1
2011Stochastic volatility, liquidity and intraday information flow In: Applied Economics Letters.
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article0
2010Bounded influence estimator for GARCH models: evidence from foreign exchange rates In: Applied Economics.
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article1
2006Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume In: The Journal of Business.
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article21
2005Intradaily periodicity and volatility spillovers between international stock index futures markets In: Journal of Futures Markets.
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article10
2011Cash trading and index futures price volatility In: Journal of Futures Markets.
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article0

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