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Li Yang

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This is information that was supplied by Li Yang in registering through RePEc. If you are Li Yang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Li
Middle Name:
Last Name: Yang
Suffix:

RePEc Short-ID: pya242

Email:
Homepage: http://www.banking.unsw.edu.au/liyang
Postal Address:
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Affiliation

School of Banking and Finance
Australian School of Business
University of New South Wales
Location: Sydney, Australia
Homepage: http://www.asb.unsw.edu.au/schools/bankingandfinance/
Email:
Phone:
Fax:
Postal: Sydney NSW 2052
Handle: RePEc:edi:sbnswau (more details at EDIRC)

Works

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Articles

  1. Donald Lien & Li Yang, 2009. "Intraday return and volatility spill-over across international copper futures markets," International Journal of Managerial Finance, Emerald Group Publishing, vol. 5(1), pages 135-149, February.
  2. Lien, Donald & Yang, Li, 2008. "Hedging with Chinese metal futures," Global Finance Journal, Elsevier, vol. 19(2), pages 123-138.
  3. Lien, Donald & Yang, Li, 2008. "Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 187-198, February.
  4. Lien, Donald & Yang, Li, 2005. "Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 730-747, September.
  5. Lien, Donald & Yang, Li, 2004. "Alternative settlement methods and Australian individual share futures contracts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 473-490, December.
  6. Lien, Donald & Yang, Li, 2003. "Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market," International Review of Economics & Finance, Elsevier, vol. 12(4), pages 495-512.
  7. Garcia, Philip & Irwin, Scott H. & Leuthold, Raymond M. & Yang, Li, 1997. "The value of public information in commodity futures markets," Journal of Economic Behavior & Organization, Elsevier, vol. 32(4), pages 559-570, April.

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Corrections

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