Details about Leon Li
Access statistics for papers by Leon Li.
Last updated 2023-06-08. Update your information in the RePEc Author Service.
Short-id: pli552
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Working Papers
2019
- Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management
Working Papers in Economics, University of Canterbury, Department of Economics and Finance
2017
- Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing
Working Papers in Economics, University of Waikato View citations (1)
See also Journal Article Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing, Finance Research Letters, Elsevier (2019) View citations (12) (2019)
- Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression
Working Papers in Economics, University of Waikato
Journal Articles
2023
- Are cryptocurrencies a safe haven for stock investors? A regime-switching approach
Journal of Empirical Finance, 2023, 70, (C), 367-385 View citations (6)
2022
- Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?
Journal of Behavioral Finance, 2022, 23, (1), 73-91 View citations (2)
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?
Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (3), 475-497
- The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Energy Economics, 2022, 105, (C) View citations (16)
2021
- Earnings management and earnings predictability: A quantile regression approach
Australian Journal of Management, 2021, 46, (3), 389-408
- Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon
International Review of Economics & Finance, 2021, 76, (C), 185-204 View citations (2)
- The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa
International Journal of Finance & Economics, 2021, 26, (1), 353-374 View citations (5)
2020
- Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA
Emerging Markets Finance and Trade, 2020, 56, (3), 673-692 View citations (1)
2019
- Corporate governance and default prediction: a reality test
Applied Economics, 2019, 51, (24), 2669-2686 View citations (25)
- Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing
Finance Research Letters, 2019, 28, (C), 191-197 View citations (12)
See also Working Paper Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing, Working Papers in Economics (2017) View citations (1) (2017)
- Predicting corporate bankruptcy: What matters?
International Review of Economics & Finance, 2019, 62, (C), 1-19 View citations (15)
2018
- The domino effect of credit defaults: test of asymmetric default correlations using realised default data
Applied Economics, 2018, 50, (44), 4803-4813 View citations (1)
2017
- CEO equity compensation and earnings management: The role of growth opportunities
Finance Research Letters, 2017, 20, (C), 289-295 View citations (10)
- Dynamic correlations and domestic-global diversification
Research in International Business and Finance, 2017, 39, (PA), 280-290 View citations (1)
- Long memory volatility in Asian stock markets
Pacific Accounting Review, 2017, 29, (3), 423-442
- Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
The North American Journal of Economics and Finance, 2017, 40, (C), 116-135
2016
- Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis
Finance Research Letters, 2016, 18, (C), 100-107 View citations (5)
- The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory
Journal of Behavioral Finance, 2016, 17, (2), 124-143 View citations (1)
- The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach
Applied Economics, 2016, 48, (57), 5525-5545 View citations (2)
2014
- Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach
Journal of Behavioral Finance, 2014, 15, (3), 175-183 View citations (9)
2011
- COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST
Manchester School, 2011, 79, (3), 349-366
- Do large firms overly use stock-based incentive compensation?
Journal of Applied Statistics, 2011, 38, (8), 1591-1606 View citations (1)
- Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach
Abacus, 2011, 47, (2), 182-204 View citations (8)
- Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
Acta Oeconomica, 2011, 61, (1), 33-59
2010
- Are large banks less risky?
The Service Industries Journal, 2010, 31, (13), 2111-2116
- Dynamic hedge ratio for stock index futures: application of threshold VECM
Applied Economics, 2010, 42, (11), 1403-1417 View citations (4)
- Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model
Journal of Applied Statistics, 2010, 37, (7), 1173-1191 View citations (1)
- Price transmission, foreign exchange rate risks and global diversification of ADRs
Applied Economics, 2010, 42, (14), 1811-1823 View citations (2)
- Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs
Chinese Economy, 2010, 43, (1), 93-108 View citations (4)
2009
- CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS
South African Journal of Economics, 2009, 77, (1), 59-80 View citations (4)
- Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets
Applied Economics Letters, 2009, 16, (2), 183-191 View citations (2)
- Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM
Applied Economics Letters, 2009, 16, (18), 1867-1873
- Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression
Journal of Developing Areas, 2009, 43, (1), 137-154 View citations (1)
- The dynamics of the relationship between spot and futures markets under high and low variance regimes
Applied Stochastic Models in Business and Industry, 2009, 25, (6), 696-718 View citations (8)
- Value or volume strategy?
Finance Research Letters, 2009, 6, (4), 210-218 View citations (4)
2008
- Hybrid versus highbred: combined economic models with time-series analyses
Quantitative Finance, 2008, 8, (6), 637-647 View citations (3)
- Re-examining the risk--return relationship in banks using quantile regression
The Service Industries Journal, 2008, 30, (11), 1871-1881
- Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market
International Journal of Business Performance Management, 2008, 10, (1), 30-38
2007
- Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study
Economics Bulletin, 2007, 3, (10), 1-13
- Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies
Journal of Chinese Economic and Business Studies, 2007, 5, (1), 51-64
- Purchasing power parity under high and low volatility regimes
Applied Economics Letters, 2007, 14, (8), 581-589 View citations (6)
- Volatility states and international diversification of international stock markets
Applied Economics, 2007, 39, (14), 1867-1876 View citations (17)
2005
- The performance of the Markov-switching model on business cycle identification revisited
Applied Economics Letters, 2005, 12, (8), 513-520 View citations (6)
2004
- Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns
Applied Economics Letters, 2004, 11, (11), 679-691 View citations (24)
2003
- Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model
Review of Quantitative Finance and Accounting, 2003, 21, (2), 123-39 View citations (9)
2001
- Predictors of low back pain onset in a prospective British study
American Journal of Public Health, 2001, 91, (10), 1671-1678 View citations (4)
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