Details about Xiao-Ming Li
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- A Comparision of the economic performance of different micro-states and between micro-states and larger countries
Working Papers, Department of Economics, University of Lancaster View citations (2)
See also Journal Article in World Development (1998)
- New evidence on economic policy uncertainty and equity premium
Pacific-Basin Finance Journal, 2017, 46, (PA), 41-56 View citations (13)
- Order flow and exchange rate comovement
Journal of International Money and Finance, 2017, 77, (C), 199-215
- Shortability and asset pricing model: Evidence from the Hong Kong stock market
Journal of Banking & Finance, 2017, 85, (C), 15-29
- US economic policy uncertainty and co-movements between Chinese and US stock markets
Economic Modelling, 2017, 61, (C), 27-39 View citations (19)
- Recent hikes in oil-equity market correlations: Transitory or permanent?
Energy Economics, 2016, 53, (C), 305-315 View citations (10)
- Short-selling constraints and stock-valuation pattern: a regime–event analysis
Applied Economics, 2016, 48, (56), 5462-5484
- Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market
Economics Letters, 2015, 132, (C), 91-96 View citations (31)
- Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks
Asia-Pacific Financial Markets, 2014, 21, (1), 15-34
- Has there been any change in the comovement between the Chinese and US stock markets?
International Review of Economics & Finance, 2014, 29, (C), 525-536 View citations (21)
- Rethinking Long Memory and Structural Breaks in the Forward Premium
Scottish Journal of Political Economy, 2014, 61, (4), 455-485 View citations (1)
- Testing the evolution of crude oil market efficiency: Data have the conn
Energy Policy, 2014, 68, (C), 39-52 View citations (7)
- How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
Journal of Banking & Finance, 2011, 35, (2), 418-429 View citations (16)
- Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
Applied Financial Economics, 2009, 19, (4), 273-290 View citations (5)
- The tail risk of emerging stock markets
Emerging Markets Review, 2009, 10, (4), 242-256 View citations (7)
- How do policy and information shocks impact co-movements of China's T-bond and stock markets?
Journal of Banking & Finance, 2008, 32, (3), 347-359 View citations (16)
- Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Applied Financial Economics, 2007, 18, (3), 213-227
- Market integration and extreme co-movements in APEC emerging equity markets
Applied Financial Economics, 2007, 18, (2), 99-113 View citations (4)
- A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION
Scottish Journal of Political Economy, 2006, 53, (2), 174-197 View citations (11)
- IS TECHNICAL ANALYSIS USEFUL FOR STOCK TRADERS IN CHINA? EVIDENCE FROM THE SZSE COMPONENT A‐SHARE INDEX
Pacific Economic Review, 2006, 11, (4), 477-488 View citations (2)
- THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS' WORLD BETAS
Annals of Financial Economics (AFE), 2006, 02, (01), 1-17
- CHINA'S ECONOMIC GROWTH: WHAT DO WE LEARN FROM MULTIPLE‐BREAK UNIT ROOT TESTS?
Scottish Journal of Political Economy, 2005, 52, (2), 261-281 View citations (1)
- A Quasi-Bayesian Analysis of Structural Breaks: China's Output and Productivity Series
International Journal of Business and Economics, 2004, 3, (1), 57-65 View citations (1)
- The Long-run and Short-run Multipliers of Fiscal Policy in the Chinese Economy
Journal of Chinese Economic and Business Studies, 2004, 2, (2), 115-131 View citations (1)
- China: Further Evidence on the Evolution of Stock Markets in Transition Economies
Scottish Journal of Political Economy, 2003, 50, (3), 341-358 View citations (16)
- Time-varying Informational Efficiency in China's A-Share and B-Share Markets
Journal of Chinese Economic and Business Studies, 2003, 1, (1), 33-56 View citations (4)
- Reforming China's financial system and monetary policies: a sovereign remedy for locally initiated investment expansion?
Journal of Development Economics, 2000, 62, (2), 423-443 View citations (1)
- The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data
Journal of Comparative Economics, 2000, 28, (4), 814-827 View citations (16)
- A comparison of the economic performance of different micro-states, and between micro-states and larger countries
World Development, 1998, 26, (4), 639-656 View citations (36)
See also Working Paper
- Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis
Economic Change and Restructuring, 1996, 29, (2), 117-30 View citations (4)
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