Details about Xiao-Ming Li

Access statistics for papers by Xiao-Ming Li.

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Short-id: pli190

Working Papers

Undated

1. 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 A comparison of the economic performance of different micro-states, and between micro-states and larger countries, World Development, Elsevier (1998) View citations (46) (1998)

Journal Articles

2024

1. Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs
   International Review of Economics & Finance, 2024, 94, (C)
2. Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations
   Global Finance Journal, 2024, 59, (C)

2023

3. A Study of the Abnormal Dividend Decisions of New Zealand Firms during COVID-19
   JRFM, 2023, 16, (10), 1-20

2022

4. How are economic policy uncertainty shocks transmitted to capital structure? Chinese evidence
   International Journal of Managerial Finance, 2022, 19, (4), 910-929

2021

5. The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms
   Journal of International Money and Finance, 2021, 110, (C) View citations (11)

2017

6. New evidence on economic policy uncertainty and equity premium
   Pacific-Basin Finance Journal, 2017, 46, (PA), 41-56 View citations (33)
7. Order flow and exchange rate comovement
   Journal of International Money and Finance, 2017, 77, (C), 199-215 View citations (3)
8. Shortability and asset pricing model: Evidence from the Hong Kong stock market
   Journal of Banking & Finance, 2017, 85, (C), 15-29 View citations (4)
9. US economic policy uncertainty and co-movements between Chinese and US stock markets
   Economic Modelling, 2017, 61, (C), 27-39 View citations (67)

2016

10. Recent hikes in oil-equity market correlations: Transitory or permanent?
    Energy Economics, 2016, 53, (C), 305-315 View citations (19)
11. Short-selling constraints and stock-valuation pattern: a regime–event analysis
    Applied Economics, 2016, 48, (56), 5462-5484
12. The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China
    Journal of Multinational Financial Management, 2016, 37-38, 12-28 View citations (16)

2015

13. Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market
    Economics Letters, 2015, 132, (C), 91-96 View citations (73)

2014

14. Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks
    Asia-Pacific Financial Markets, 2014, 21, (1), 15-34 View citations (2)
15. 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 (41)
16. Rethinking Long Memory and Structural Breaks in the Forward Premium
    Scottish Journal of Political Economy, 2014, 61, (4), 455-485 View citations (2)
17. Testing the evolution of crude oil market efficiency: Data have the conn
    Energy Policy, 2014, 68, (C), 39-52 View citations (14)

2011

18. 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 (20)

2009

19. Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
    Applied Financial Economics, 2009, 19, (4), 273-290 View citations (9)
20. The tail risk of emerging stock markets
    Emerging Markets Review, 2009, 10, (4), 242-256 View citations (23)

2008

21. 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 (30)

2007

22. 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
23. Market integration and extreme co-movements in APEC emerging equity markets
    Applied Financial Economics, 2007, 18, (2), 99-113 View citations (4)

2006

24. 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 (16)
25. 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 (5)
26. THE IMPACT OF EVOLVING MARKET INTEGRATION ON APEC EMERGING STOCK MARKETS' WORLD BETAS
    Annals of Financial Economics (AFE), 2006, 02, (01), 1-17

2005

27. 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)

2004

28. 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 (2)
29. 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)

2003

30. China: Further Evidence on the Evolution of Stock Markets in Transition Economies
    Scottish Journal of Political Economy, 2003, 50, (3), 341-358 View citations (18)
31. 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)

2002

32. A note on New Zealand Stock Market efficiency
    Applied Economics Letters, 2002, 9, (13), 879-883 View citations (3)

2001

33. Government revenue, government expenditure, and temporal causality: evidence from China
    Applied Economics, 2001, 33, (4), 485-497 View citations (35)

2000

34. 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)
35. 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 (25)

1998

36. 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 (46)
    See also Working Paper A Comparision of the economic performance of different micro-states and between micro-states and larger countries, Working Papers View citations (2)

1997

37. Consumption demand, saving behaviour and rational expectations: an application of disequilibrium modelling to China 1952-92
    Applied Economics, 1997, 29, (11), 1411-1424 View citations (1)

1996

38. Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis
    Economic Change and Restructuring, 1996, 29, (2), 117-30 View citations (4)