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Leon Li
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Diversification and risk-adjusted performance: A quantile regression approach
BS Lee, MYL Li
Journal of Banking & Finance 36 (7), 2157-2173, 2012
1372012
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach
MYL Li, P Miu
Journal of Empirical Finance 17 (4), 818-833, 2010
1342010
Estimating value-at-risk via Markov switching ARCH models–an empirical study on stock index returns
MY Leon Li*, HW Lin
Applied Economics Letters 11 (11), 679-691, 2004
712004
Predicting corporate bankruptcy: What matters?
L Li, R Faff
International Review of Economics & Finance 62, 1-19, 2019
682019
Effects of firm size, financial leverage and R&D expenditures on firm earnings: An analysis using quantile regression approach
MYL Li, NR Hwang
Abacus 47 (2), 182-204, 2011
582011
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing
L Li
Finance Research Letters 28, 191-197, 2019
532019
CEO equity compensation and earnings management: The role of growth opportunities
L Li, CS Kuo
Finance Research Letters 20, 289-295, 2017
502017
Volatility states and international diversification of international stock markets
MY Leon Li
Applied Economics 39 (14), 1867-1876, 2007
502007
Examining the volatility of Taiwan stock index returns via a three-volatility-regime Markov-switching ARCH model
MYL Li, HWW Lin
Review of Quantitative Finance and Accounting 21 (2), 123-139, 2003
482003
CEO Stock‐Based Incentive Compensation and Firm Performance: A Quantile Regression Approach
MYL Li, TH Yang, SE Yu
Journal of International Financial Management & Accounting 26 (1), 39-71, 2015
422015
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa
A Alhassan, L Li, K Reddy, G Duppati
International Journal of Finance & Economics 26 (1), 353-374, 2021
372021
Non-uniform effects of CEO equity-based compensation on firm performance–An application of a panel threshold regression model
CS Kuo, MYL Li, SE Yu
The British Accounting Review 45 (3), 203-214, 2013
372013
The impact of formal financial inclusion on informal financial intermediation and cash preference: evidence from Africa
A Alhassan, L Li, K Reddy, G Duppati
Applied Economics 51 (42), 4597-4614, 2019
352019
Impact of ownership concentration, institutional ownership and earnings management on stock market liquidity
AI Hunjra, U Perveen, L Li, MI Chani, R Mehmood
Corporate Ownership & Control 17 (2), 77-87, 2020
312020
The dynamics of the relationship between spot and futures markets under high and low variance regimes
MYL Li
Applied Stochastic Models in Business and Industry 25 (6), 696-718, 2009
292009
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory
BS Lee, L Li
Journal of Behavioral Finance 17 (2), 124-143, 2016
272016
Dynamic hedge ratio for stock index futures: application of threshold VECM
MYL Li
Applied Economics 42 (11), 1403-1417, 2010
272010
Analysts’ forecast dispersion and stock returns: A quantile regression approach
MY Li, JS Wu
Journal of Behavioral Finance 15 (3), 175-183, 2014
252014
Corporate governance and correlation in corporate defaults
JMR Fernando, L Li, Y Hou
Corporate Governance: An International Review 28 (3), 188-206, 2020
222020
Corporate governance and default prediction: a reality test
JMR Fernando, L Li, Y Hou
Applied Economics 51 (24), 2669-2686, 2019
212019
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