Research Publications for Ming Yuan Y (Leon) Li

Welcome to the University of Waikato research publications search page. This database includes all research publications produced by the University from 1998.

See Also: Research Links | Student Research Theses | Research Commons

Author's Publications

Publications ByLI, Ming Yuan Y (Leon)

  Use our Online Phonebook to contact our current staff members.

  • Li, L. (2012). Modeling the Natural Gas Spot-futures Markets as a Regime Switching Vector Error Correction Model. Energy Sources, Part B: Economics, Planning, and Policy, 7(3), 301-313. doi:10.1080/15567240903117609

  • Li, M., & Kuo, C. H. (2012). Management of employee stock option pricing model input assumptions. Taiwan Accounting Review, 8, 1-27.

  • Lee, B. S., & Li, L. (2012). Diversification and risk-adjusted performance: A quantile regression approach. Journal of Banking & Finance, 36(7), 2157-2173. doi:10.1016/j.jbankfin.2012.03.020

  • Li, L., & Hwang, N. -C. (2011). Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach. Abacus, 47(2), 182-204. doi:10.1111/j.1467-6281.2011.00338.x

  • Li, M., & Yen, S. (2011). Re-examining covariance risk dynamics in international stock markets using quantile regression analysis. Acta Oeconomica, 61(1), 33-59. doi:10.1556/AOecon.61.2011.1.3

  • LI, L. (2011). Could dynamic beta measures enhance performance of capital-asset-pricing model on fitting stock returns? A reality test. The Manchester School, 79(3), 349-366. doi:10.1111/j.1467-9957.2009.02161.x

  • Chen, C. -N., Li, L., Chou, Y., Chen, L. -L., & Liou, W. -R. (2011). Are large banks less risky?. The Service Industries Journal, 31(13), 2111-2116. doi:10.1080/02642069.2010.503877

  • Li, L., & Yu, S. -E. S. (2011). Do large firms overly use stock-based incentive compensation?. Journal of Applied Statistics, 38(8), 1591-1606. doi:10.1080/02664763.2010.515676

  • Li, L., & Miu, P. (2010). A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. Journal of Empirical Finance, 17(4), 818-833. doi:10.1016/j.jempfin.2010.04.004

  • Li, L., & Chen, C. -N. (2010). Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model. Journal of Applied Statistics, 37(7), 1173-1191. doi:10.1080/02664760902939638

This page has been reformatted for printing.