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Ming-Yuan Leon Li

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Personal Details

First Name: Ming-Yuan
Middle Name: Leon
Last Name: Li
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RePEc Short-ID: pli552

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Homepage: http://140.116.51.3/chinese/faculty/mingyuan/myweb11/index.htm
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Affiliation

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Works

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Articles

  1. Ming‐Yuan Leon Li, 2011. "Could Dynamic Beta Measures Enhance Performance Of Capital‐Asset‐Pricing Model On Fitting Stock Returns? A Reality Test," Manchester School, University of Manchester, vol. 79(3), pages 349-366, 06.
  2. Ming-Yuan Leon Li & Shang-En Shine Yu, 2011. "Do large firms overly use stock-based incentive compensation?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1591-1606, July.
  3. Ming‐Yuan Leon Li & Nen‐Chen Richard Hwang, 2011. "Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach," Abacus, Accounting Foundation, University of Sydney, vol. 47(2), pages 182-204, 06.
  4. Jeng-Ren Chiou & Ming-Yuan Leon Li & Li Cheng & Shih-Yuan Chang, 2010. "Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs," Chinese Economy, M.E. Sharpe, Inc., vol. 43(1), pages 93-108, January.
  5. Alan Tse-Shih Wang & Ming-Yuan Leon Li & Ti-Chen Chen, 2010. "Price transmission, foreign exchange rate risks and global diversification of ADRs," Applied Economics, Taylor & Francis Journals, vol. 42(14), pages 1811-1823.
  6. Ming-Yuan Leon Li, 2010. "Dynamic hedge ratio for stock index futures: application of threshold VECM," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1403-1417.
  7. Ming-Yuan Leon Li & Chun-Nan Chen, 2010. "Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(7), pages 1173-1191.
  8. Ming-Yuan Leon Li, 2009. "Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM," Applied Economics Letters, Taylor & Francis Journals, vol. 16(18), pages 1867-1873.
  9. Ming-Yuan Leon Li, 2009. "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, Taylor & Francis Journals, vol. 16(2), pages 183-191.
  10. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
  11. Ming-yuan leon Li, 2009. "Change In Volatility Regimes And Diversification In Emerging Stock Markets," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 59-80, 03.
  12. Ming-Yuan Leon Li, 2008. "Hybrid versus highbred: combined economic models with time-series analyses," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 637-647.
  13. Ming-Yuan Leon Li & Her-Jiun Sheu & Lin Lin & Yu-Chi Tang, 2007. "Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 5(1), pages 51-64.
  14. Ming-Yuan Leon Li, 2007. "Purchasing power parity under high and low volatility regimes," Applied Economics Letters, Taylor & Francis Journals, vol. 14(8), pages 581-589.
  15. Ming-Yuan Leon Li, 2007. "Volatility states and international diversification of international stock markets," Applied Economics, Taylor & Francis Journals, vol. 39(14), pages 1867-1876.
  16. Ming-Yuan Leon Li & Hsiou-Wei William Lin & Rau Hsiu-hua, 2005. "The performance of the Markov-switching model on business cycle identification revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 513-520.
  17. Ming-Yuan Leon Li & Hsiou-wei William Lin, 2004. "Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 679-691.
  18. Li, Ming-Yuan Leon & Lin, Hsiou-Wei William, 2003. " Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model," Review of Quantitative Finance and Accounting, Springer, vol. 21(2), pages 123-39, September.

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