Research Publications for Ming Yuan Y (Leon) Li

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Author's Publications

Publications ByLI, Ming Yuan Y (Leon)

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  • 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

  • Duppati, G., Kumar, A. S., Scrimgeour, F., & Li, L. (2017). Long memory volatility in Asian stock markets. Pacific Accounting Review, 29(3), 423-442. doi:10.1108/PAR-02-2016-0009

  • 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

  • Li, L., & Hwang, N. (2017). Prospect theory and earnings manipulation: Examination of the non-uniform relationship between earnings manipulation and stock returns using quantile regression (25/17). Waikato Management School.

  • Li, L. (2017). Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing (24/17).

  • 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/

  • 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., & 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/

  • Lee, B., & Li, L. (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., 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

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