8
H index
4
i10 index
158
Citations
University of Waikato | 8 H index 4 i10 index 158 Citations RESEARCH PRODUCTION: 45 Articles 3 Papers RESEARCH ACTIVITY: 22 years (2001 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli552 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leon Li. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Applied Economics | 6 |
Applied Economics Letters | 5 |
Finance Research Letters | 4 |
Journal of Behavioral Finance | 3 |
Journal of Applied Statistics | 2 |
The Service Industries Journal | 2 |
International Review of Economics & Finance | 2 |
Year | Title of citing document |
---|---|
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper |
2023 | Early warning of critical transitions in crude oil price. (2023). Wang, Anjian ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s0360544223014834. Full description at Econpapers || Download paper |
2023 | Effect of cash flow risk on corporate failures, and the moderating role of earnings management and abnormal compensation. (2023). Kannothra, Chacko George ; Bu, Ziwen ; Gupta, Jairaj ; Li, Xia. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002788. Full description at Econpapers || Download paper |
2023 | Off-balance sheet disclosure and leverage adjustment speed. (2023). Xie, Yutong ; Kim, Tae-Nyun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005256. Full description at Econpapers || Download paper |
2023 | Do business trainings for audit committees matter in organizations? Focusing on earnings management. (2023). Sonu, Catherine Heyjung ; Kim, Bum-Joon ; Chung, Heesun ; Song, Bomi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006006. Full description at Econpapers || Download paper |
2023 | The breadth of ownership and corporate earnings management. (2023). Zhang, Limin ; Xu, Yekun ; Wang, Yihong ; Ma, Guangyuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007255. Full description at Econpapers || Download paper |
2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper |
2023 | Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015. Full description at Econpapers || Download paper |
2023 | The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441. Full description at Econpapers || Download paper |
2023 | Labor protection and dynamic leverage adjustments in the OECD countries. (2023). Qin, Yafeng ; Lu, Yue ; Ho, L Y ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:502-527. Full description at Econpapers || Download paper |
2023 | Determinants of financial inclusion in South Asia: The moderating and mediating roles of internal conflict settlement. (2023). Avarado, Rafael ; Vetchagool, Witchulada ; Kumpamool, Chamaiporn ; Al-Tal, Raad Mahmoud ; Ahmed, Rizwan ; Murshed, Muntasir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000065. Full description at Econpapers || Download paper |
2023 | Determining of the Bankrupt Contingency as the Level Estimation Method of Western Ukraine Gas Distribution Enterprises’ Competence Capacity. (2023). Demchuk, Anton ; Pavlova, Olena ; Sala, Dariusz ; Cicho, Dariusz ; Matiichuk, Liubomur. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1642-:d:1060139. Full description at Econpapers || Download paper |
2023 | Do Liquidity and Capital Structure Predict Firms’ Financial Sustainability? A Panel Data Analysis on Quoted Non-Financial Establishments in Ghana. (2023). Asiamah, Juliana Anyei ; Agyemang, Joseph Kwasi ; Su, Yongzheng ; Zhou, Yutong ; Zhang, Lijuan ; Musah, Mohammed ; Zhao, Jingyi ; Li, Kaodui ; Wu, Ning ; Yao, Linnan ; Cao, Siqi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2240-:d:1046606. Full description at Econpapers || Download paper |
2023 | Board Characteristics and Corporate Sustainability Reporting: Evidence from Chinese Listed Companies. (2023). Ahiaku, Wilhelmina Seyome ; Ahoto, Ahotovi Thomas ; Edziah, Bless Kofi ; Kong, Yusheng ; Anyigbah, Emmanuel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3553-:d:1069097. Full description at Econpapers || Download paper |
2023 | Global Financial Crisis: A critical study on Role of Auditor’s and Stakeholder. (2023). Wadood, Fazli ; Ul, Zain ; Nadim, Muhammad ; Farooq, Palwasha ; Asghar, Fahad. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:452-458. Full description at Econpapers || Download paper |
2023 | A dynamic performance evaluation of distress prediction models. (2023). Tone, Kaoru ; Ouenniche, Jamal ; Mousavi, Mohammad Mahdi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:756-784. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2011 | Re-examining covariance risk dynamics in international stock markets using quantile regression analysis In: Acta Oeconomica. [Full Text][Citation analysis] | article | 0 |
2001 | Predictors of low back pain onset in a prospective British study In: American Journal of Public Health. [Citation analysis] | article | 4 |
2011 | Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach In: Abacus. [Citation analysis] | article | 8 |
2011 | COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL?ASSET?PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2009 | CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
2022 | The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2019 | Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2017 | Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2022 | The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2016 | Analysts forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | CEO equity compensation and earnings management: The role of growth opportunities In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2019 | Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2017 | Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing.(2017) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Value or volume strategy? In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2019 | Predicting corporate bankruptcy: What matters? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
2021 | Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Dynamic correlations and domestic-global diversification In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 0 | |
2008 | Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwans IPO market In: International Journal of Business Performance Management. [Full Text][Citation analysis] | article | 0 |
2009 | Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
2003 | Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2010 | Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs In: Chinese Economy. [Full Text][Citation analysis] | article | 4 |
2020 | Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2004 | Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns In: Applied Economics Letters. [Full Text][Citation analysis] | article | 22 |
2005 | The performance of the Markov-switching model on business cycle identification revisited In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2007 | Purchasing power parity under high and low volatility regimes In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2009 | Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2007 | Volatility states and international diversification of international stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
2010 | Dynamic hedge ratio for stock index futures: application of threshold VECM In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2010 | Price transmission, foreign exchange rate risks and global diversification of ADRs In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2016 | The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2018 | The domino effect of credit defaults: test of asymmetric default correlations using realised default data In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Corporate governance and default prediction: a reality test In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2014 | Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 8 |
2016 | The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
2011 | Do large firms overly use stock-based incentive compensation? In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2007 | Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwans High-Tech Companies In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 0 |
2008 | Hybrid versus highbred: combined economic models with time-series analyses In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Re-examining the risk--return relationship in banks using quantile regression In: The Service Industries Journal. [Full Text][Citation analysis] | article | 0 |
2010 | Are large banks less risky? In: The Service Industries Journal. [Full Text][Citation analysis] | article | 0 |
2017 | Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | The dynamics of the relationship between spot and futures markets under high and low variance regimes In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 8 |
2021 | The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team