Xiao-Ming Li : Citation Profile

Are you Xiao-Ming Li?

Massey University

14

H index

16

i10 index

511

Citations

RESEARCH PRODUCTION:

35

Articles

1

Papers

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 18
   Journals where Xiao-Ming Li has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 9 (1.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli190
   Updated: 2024-12-03    RAS profile: 2024-06-08    
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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 Xiao-Ming Li.

Is cited by:

GUPTA, RANGAN (18)

Tiwari, Aviral (12)

Salisu, Afees (11)

Pierdzioch, Christian (9)

Mokni, Khaled (7)

Herrerias, Maria Jesus (6)

Zhou, Wei-Xing (6)

Ajmi, Ahdi Noomen (6)

Narayan, Seema (6)

Kočenda, Evžen (5)

Naifar, Nader (5)

Cites to:

Engle, Robert (24)

Fama, Eugene (15)

Perron, Pierre (13)

Sheppard, Kevin (13)

French, Kenneth (9)

Bollerslev, Tim (9)

Diebold, Francis (8)

Nguyen, Duc Khuong (7)

Hall, Stephen (7)

Lyons, Richard (7)

Evans, Martin (7)

Main data

Where Xiao-Ming Li has published?

Journals with more than one article published# docs
Applied Economics3
Applied Financial Economics3
Scottish Journal of Political Economy3
Journal of Banking & Finance3
Journal of International Money and Finance2
Journal of Chinese Economic and Business Studies2

Recent works citing Xiao-Ming Li (2024 and 2023)

YearTitle of citing document
2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB. (2023). Yu, Jishuang ; Wang, Wenqing ; He, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003472.

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility. (2024). Benkraiem, Ramzi ; Khan, Komal Akram ; Raza, Syed Ali ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005008.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises. (2024). Li, Jixin ; Xu, Jietian ; Liu, Liping. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004690.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms. (2023). Cho, Dooyeon ; Im, Pullip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2023International transmission of exchange rate volatility: Evidence from FIEs’ investments in China. (2023). Xu, Yangfei ; Li, Baoxin ; Dai, Yanke. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000166.

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2023The role of anchoring on investors’ gambling preference: Evidence from China. (2023). Wu, KE ; Wang, Ziyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001208.

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2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2023Are Chinese B-shares dead? An analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges. (2023). Zhang, Dalu ; Yin, Shuxing ; Ye, Caiwei ; Adcock, Chris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:306-315.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023On the International Spillover Effects of Uncertainty. (2023). Wesselbaum, Dennis ; Sen, Anindya. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09694-2.

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2024Economic policy uncertainty and cash dividend policy: evidence from China. (2024). Zhang, Yiwen ; Zhao, Liang ; Li, Chuanzhen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03055-9.

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2023Copula Estimation for Nonsynchronous Financial Data. (2023). Sen, Rituparna ; Chakrabarti, Arnab. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00276-3.

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Works by Xiao-Ming Li:

YearTitleTypeCited
2003China: Further Evidence on the Evolution of Stock Markets in Transition Economies In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article16
2006A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article16
2014Rethinking Long Memory and Structural Breaks in the Forward Premium In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article2
2000Reforming Chinas financial system and monetary policies: a sovereign remedy for locally initiated investment expansion? In: Journal of Development Economics.
[Full Text][Citation analysis]		article1
2017US economic policy uncertainty and co-movements between Chinese and US stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article64
2015Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market In: Economics Letters.
[Full Text][Citation analysis]		article71
2009The tail risk of emerging stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article23
2016Recent hikes in oil-equity market correlations: Transitory or permanent? In: Energy Economics.
[Full Text][Citation analysis]		article19
2014Testing the evolution of crude oil market efficiency: Data have the conn In: Energy Policy.
[Full Text][Citation analysis]		article14
2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2008How do policy and information shocks impact co-movements of Chinas T-bond and stock markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2011How do exchange rates co-move? A study on the currencies of five inflation-targeting countries In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2017Shortability and asset pricing model: Evidence from the Hong Kong stock market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2000The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in Chinas GDP Data In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article25
2021The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2017Order flow and exchange rate comovement In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2016The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article14
2017New evidence on economic policy uncertainty and equity premium In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article33
2014Has there been any change in the comovement between the Chinese and US stock markets? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article41
1998A comparison of the economic performance of different micro-states, and between micro-states and larger countries In: World Development.
[Full Text][Citation analysis]		article48
1997A Comparision of the economic performance of different micro-states and between micro-states and larger countries.(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2022How are economic policy uncertainty shocks transmitted to capital structure? Chinese evidence In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2023A Study of the Abnormal Dividend Decisions of New Zealand Firms during COVID-19 In: JRFM.
[Full Text][Citation analysis]		article0
2004A Quasi-Bayesian Analysis of Structural Breaks: Chinas Output and Productivity Series In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article2
2014Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article2
1996Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis. In: Economic Change and Restructuring.
[Citation analysis]		article3
2002A note on New Zealand Stock Market efficiency In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2007Market integration and extreme co-movements in APEC emerging equity markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2007Evaluating density forecasts of the model with a conditional skewed-t distribution for Chinas stock markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2009Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article9
1997Consumption demand, saving behaviour and rational expectations: an application of disequilibrium modelling to China 1952-92 In: Applied Economics.
[Full Text][Citation analysis]		article1
2001Government revenue, government expenditure, and temporal causality: evidence from China In: Applied Economics.
[Full Text][Citation analysis]		article35
2016Short-selling constraints and stock-valuation pattern: a regime–event analysis In: Applied Economics.
[Full Text][Citation analysis]		article0
2003Time-varying Informational Efficiency in Chinas A-Share and B-Share Markets In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]		article3
2004The Long-run and Short-run Multipliers of Fiscal Policy in the Chinese Economy In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]		article1
2006THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS WORLD BETAS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0

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