13
H index
13
i10 index
434
Citations
Xiao-Ming Li : Citation Profile
Massey University | RESEARCH PRODUCTION: 30 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1996 - 2021). 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:
| Cites to:
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Main data
Where Xiao-Ming Li has published?
| Journals with more than one article published | # docs |
|---|---|
| Scottish Journal of Political Economy | 4 |
| Applied Financial Economics | 3 |
| Journal of Banking & Finance | 3 |
| Journal of International Money and Finance | 2 |
| Journal of Chinese Economic and Business Studies | 2 |
Recent works citing Xiao-Ming Li (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2023 | Global 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. Full description at Econpapers || Download paper |
| 2023 | Drivers 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. Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | ESG, 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. Full description at Econpapers || Download paper |
| 2023 | U.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. Full description at Econpapers || Download paper |
| 2023 | Frequency 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | Oil 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. Full description at Econpapers || Download paper |
| 2023 | International 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Return 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. Full description at Econpapers || Download paper |
| 2023 | News-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. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | Are 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. Full description at Econpapers || Download paper |
| 2023 | Can 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. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2023 | Copula 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. Full description at Econpapers || Download paper |
Works by Xiao-Ming Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | IS TECHNICAL ANALYSIS USEFUL FOR STOCK TRADERS IN CHINA? EVIDENCE FROM THE SZSE COMPONENT A?SHARE INDEX In: Pacific Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2003 | China: Further Evidence on the Evolution of Stock Markets in Transition Economies In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 15 |
| 2005 | CHINAS ECONOMIC GROWTH: WHAT DO WE LEARN FROM MULTIPLE?BREAK UNIT ROOT TESTS? In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
| 2006 | A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 16 |
| 2014 | Rethinking Long Memory and Structural Breaks in the Forward Premium In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2000 | Reforming Chinas financial system and monetary policies: a sovereign remedy for locally initiated investment expansion? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | US economic policy uncertainty and co-movements between Chinese and US stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 55 |
| 2015 | Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market In: Economics Letters. [Full Text][Citation analysis] | article | 68 |
| 2009 | The tail risk of emerging stock markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 22 |
| 2016 | Recent hikes in oil-equity market correlations: Transitory or permanent? In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2014 | Testing the evolution of crude oil market efficiency: Data have the conn In: Energy Policy. [Full Text][Citation analysis] | article | 13 |
| 2008 | How do policy and information shocks impact co-movements of Chinas T-bond and stock markets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
| 2011 | How do exchange rates co-move? A study on the currencies of five inflation-targeting countries In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2017 | Shortability and asset pricing model: Evidence from the Hong Kong stock market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2000 | The 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] | article | 25 |
| 2021 | The 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] | article | 5 |
| 2017 | Order flow and exchange rate comovement In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | New evidence on economic policy uncertainty and equity premium In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 29 |
| 2014 | Has there been any change in the comovement between the Chinese and US stock markets? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 37 |
| 1998 | A comparison of the economic performance of different micro-states, and between micro-states and larger countries In: World Development. [Full Text][Citation analysis] | article | 48 |
| 1997 | A 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 | |
| 2004 | A Quasi-Bayesian Analysis of Structural Breaks: Chinas Output and Productivity Series In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 1996 | Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis. In: Economic Change and Restructuring. [Citation analysis] | article | 3 |
| 2007 | Market integration and extreme co-movements in APEC emerging equity markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Evaluating density forecasts of the model with a conditional skewed-t distribution for Chinas stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Short-selling constraints and stock-valuation pattern: a regime–event analysis In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Time-varying Informational Efficiency in Chinas A-Share and B-Share Markets In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 3 |
| 2004 | The 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] | article | 1 |
| 2006 | THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS WORLD BETAS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team