Research Publications for Leon Li

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Author's Publications

Publications ByLI, Leon

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  • Li, L. (2017). Dynamic correlations and domestic-global diversification. Research in International Business and Finance, 39, 280-290. doi:10.1016/j.ribaf.2016.08.001

  • Duppati, G., Kumar, A. S., Scrimgeour, F., & Li, L. (2017). Long memory volatility in Asian stock markets. Pacific Accounting Review, online, 00. doi:10.1108/PAR-02-2016-0009

  • Li, L. (2017). Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. North American Journal of Economics and Finance, 40, 116-135. doi:10.1016/j.najef.2017.02.006

  • Li, L., & Lee, B. (2016). The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory. Journal of Behavioral Finance, 17(2), 124-143. doi:10.1080/15427560.2016.1133624

  • Li, L., Holmes, M. J., & Lee, B. S. (2016). The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach. Applied Economics, 48(57), 5525-5545. doi:10.1080/00036846.2016.1181707

  • Li, L., & Kuo, C. -S. (2016). CEO equity compensation and earnings management: The role of growth opportunities. Finance Research Letters, 2017, 289-295. doi:10.1016/j.frl.2016.10.013

  • Li, L., & Chen, C. R. (2016). Analysts' forecast dispersion and stock returns: A panel threshold regression analysis based on conditional limited market participation hypothesis. Finance Research Letters, 18, 100-107. doi:10.1016/j.frl.2016.04.006

  • Li, L., Yang, T. -H., & Yu, S. -E. (2015). CEO Stock-Based Incentive Compensation and Firm Performance: A Quantile Regression Approach. Journal of International Financial Management & Accounting, 26(1), 39-71. doi:10.1111/jifm.12022

  • Li, L., & Wu, J. -S. (2014). Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach. Journal of Behavioral Finance, 15(3), 175-183. doi:10.1080/15427560.2014.942420

  • Kuo, C. -S., Li, L., & Yu, S. -E. (2013). Non-uniform effects of CEO equity-based compensation on firm performance – An application of a panel threshold regression model. The British Accounting Review, 45(3), 203-214. doi:10.1016/j.bar.2013.06.008

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