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Publications

by members of

Lingnan University → Department of Finance and Insurance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2026

  1. Jingyuan Li & Ilia Tsetlin & Fan Wang, 2026, "A Kernel-Clean Lean Mechanization of Classical Lottery in Action and the Wakker--Debreu--Koopmans Representation Layer," Papers, arXiv.org, number 2606.08902, Jun.

2025

  1. Jingyuan Li, 2025, "Geometric Formalization of First-Order Stochastic Dominance in $N$ Dimensions: A Tractable Path to Multi-Dimensional Economic Decision Analysis," Papers, arXiv.org, number 2505.12840, May.
  2. Li Jingyuan, 2025, "From Axioms to Algorithms: Mechanized Proofs of the vNM Utility Theorem," Papers, arXiv.org, number 2506.07066, Jun.
  3. Jingyuan Li & Zhou Lin, 2025, "Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance," Papers, arXiv.org, number 2507.07052, Jul.

2016

  1. Cedric Okou & Olfa Maalaoui Chun & Georges Dionne & Jingyuan Li, 2016, "Can Higher-Order Risks Explain the Credit Spread Puzzle?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-1, May.

2014

  1. Georges Dionne & Jingyuan Li, 2014, "When can expected utility handle first-order risk aversion?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 11-1, Sep.

2012

  1. Georges Dionne & Jingyuan Li, 2012, "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche, CIRPEE, number 1211.
  2. Georges Dionne & Jingyuan Li & Cedric Okou, 2012, "An Extension of the Consumption-based CAPM Model," Cahiers de recherche, CIRPEE, number 1214.
  3. Georges Dionne & Jingyuan Li, 2012, "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche, CIRPEE, number 1226.

2011

  1. Georges Dionne & Jingyuan Li, 2011, "First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification," Cahiers de recherche, CIRPEE, number 1111.

2010

  1. Jingyuan Li & Georges Dionne, 2010, "The Impact of Prudence on Optimal Prevention Revisited," Cahiers de recherche, CIRPEE, number 1024.
  2. Jingyuan Li & Georges Dionne, 2010, "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche, CIRPEE, number 1047.

Journal articles

2026

  1. Li, Jingyuan & Lin, Qian & Tian, Weidong, 2026, "Ambiguity overprecision and optimal capital requirements in continuous time," Journal of Economic Dynamics and Control, Elsevier, volume 183, issue C, DOI: 10.1016/j.jedc.2025.105240.
  2. Wang, Shaolin & Wang, Jianli & Dong, Minghua & Li, Jingyuan, 2026, "Peer effects of corporate ESG practice: Incorporating the impact of ESG rating disagreement," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101411.

2025

  1. Wang, Jianli & Wang, Hongxia & Li, Jingyuan, 2025, "Substituting one risk increase for another: Extension and application," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112185.
  2. Wang, Xi & Xie, Huobao & Li, Jingyuan & Liu, Xiaolong, 2025, "The effect of ESG performance on value creation of strategic alliances," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103093.
  3. Wang, Jianli & Xiao, Xiao & Dong, Minghua & Li, Jingyuan, 2025, "Does ESG rating disagreement discourage corporate green innovation? Evidence from China," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103146.
  4. Andy Cheng & Tsun Se Cheong & Michal Wojewodzki, 2025, "Linking the dots: Housing prices and crime rates across Chinese provinces," Economics Bulletin, AccessEcon, volume 45, issue 1, pages 544-554.
  5. Lau, Chi Keung Marco & Wojewodzki, Michal & Dai, Xingyu & Wang, Qunwei, 2025, "Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108242.
  6. Ullah, Alishba Rahman & Khurshid, Shahzeb & Ullah, Asma Rehman & Wojewodzki, Michal & Yoon, Seong-Min, 2025, "ReFi tokens as climate-finance assets: Connectedness with renewable energy token and fossil energy," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108790.
  7. Cheng, Louis T.W. & Cheong, Tsun Se & Wojewodzki, Michal & Chui, David, 2025, "The effect of ESG divergence on the financial performance of Hong Kong-listed firms: An artificial neural network approach," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102616.
  8. Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025, "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, volume 210, issue C, DOI: 10.1016/j.techfore.2024.123863.
  9. Tsun Se Cheong & Felix Tang & Andy Cheng & Michal Wojewodzki & Sunny Chan, 2025, "Long-term evolution of business ethics in Hong Kong," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 19, issue 1, pages 45-66.
  10. Yujie Zeng & Tsun Se Cheong & Michal Wojewodzki & Xing Shi, 2025, "Mapping the dynamics of FDI in China: Convergence, divergence, and policy insights within free trade zones and beyond," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 34, issue 4, pages 894-912, May, DOI: 10.1080/09638199.2024.2339465.
  11. Mohamad H. Shahrour & Alireza Rohani & Michal Wojewodzki & Dung V. Tran, 2025, "Carbon Performance and Financial Performance: How R&D Makes a Difference Pre‐ and Post‐Paris Accord," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 4082-4094, October, DOI: 10.1002/ijfe.3109.

2024

  1. Tao Chen & Robert K. Larson & Han Mo, 2024, "Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, volume 25, issue 1, pages 92-110, January, DOI: 10.1080/15427560.2022.2100380.
  2. Li, Jingyuan & Wang, Jianli & Zhou, Lin, 2024, "Correlation aversion and bivariate stochastic dominance with respect to reference functions," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 157-174, DOI: 10.1016/j.insmatheco.2024.06.005.
  3. Georges Dionne & Jingyuan Li & Cédric Okou, 2024, "An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 49, issue 2, pages 194-233, September, DOI: 10.1057/s10713-023-00085-2.
  4. Mohamad H. Shahrour & Ryan Lemand & Michal Wojewodzki, 2024, "Board diversity, female executives and stock liquidity: evidence from opposing cycles in the USA," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 23, issue 5, pages 581-597, May, DOI: 10.1108/RAF-01-2024-0014.
  5. Yigang Wei & Yan Li & Julien Chevallier & Michal Wojewodzki, 2024, "The Efficiency of China’s Carbon Trading Schemes: A Tale of Seven Pilot Markets," Commodities, MDPI, volume 3, issue 3, pages 1-21, August.
  6. Zhijun Li & Yuanyuan Shi & Michal Wojewodzki & Yigang Wei & Meiyu Guo, 2024, "The Impact of New-Type Urbanization Policy on Urban Green Total Factor Productivity: New Evidence from China," Sustainability, MDPI, volume 16, issue 12, pages 1-21, June.
  7. Yigang Wei & Michal Wojewodzki & Tsun Se Cheong & Xunpeng Shi, 2024, "Cross-country distribution dynamics of carbon emissions and intensity: Before and after the global financial crisis," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 16, issue 3, pages 343-370, October, DOI: https://doi.org/10.15353/rea.v16i3..

2023

  1. Chen, Tao, 2023, "Common auditors and internal control similarity: Evidence from China," The British Accounting Review, Elsevier, volume 55, issue 2, DOI: 10.1016/j.bar.2022.101173.
  2. Sun, Qian & Cheng, Xiaoke & Gao, Shenghao & Chen, Tao & Liu, Jia, 2023, "Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102411.
  3. Guo, Fei & Kit-Ming Yan, Isabel & Chen, Tao & Hu, Chun-Tien, 2023, "Fiscal multipliers, monetary efficacy, and hand-to-mouth households," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102743.
  4. Liu, Baohua & Huang, Dan & Chen, Tao & Chan, Kam C., 2023, "Mandatory R&D disclosure and analyst forecast Accuracy: Evidence from an emerging market," Journal of Contemporary Accounting and Economics, Elsevier, volume 19, issue 3, DOI: 10.1016/j.jcae.2023.100366.
  5. Tao Chen, 2023, "Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 01, pages 1-38, March, DOI: 10.1142/S1094406023500038.
  6. Cheng, Louis T.W. & Shen, Jianfu & Wojewodzki, Michal, 2023, "A cross-country analysis of corporate carbon performance: An international investment perspective," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101888.
  7. Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023, "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, volume 188, issue C, DOI: 10.1016/j.techfore.2023.122325.

2022

  1. Tao Chen & Andreas Karathanasopoulos, 2022, "Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading?," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 4, pages 714-741, December, DOI: 10.1111/abac.12272.
  2. Kam C. Chan & Tao Chen & Baohua Liu & Junfeng Wu, 2022, "Air pollution and CEO compensation: Evidence from China," Journal of Economics & Management Strategy, Wiley Blackwell, volume 31, issue 2, pages 448-469, April, DOI: 10.1111/jems.12457.
  3. Tao Chen & Kam C. Chan & Haodong Chang, 2022, "Periodicity of trading activity in foreign exchange markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 45, issue 2, pages 445-465, June, DOI: 10.1111/jfir.12280.
  4. Tao Chen, 2022, "Are individuals informed in global markets?," Empirical Economics, Springer, volume 63, issue 1, pages 243-263, July, DOI: 10.1007/s00181-021-02141-0.
  5. Tao Chen, 2022, "A cross‐country study on informed herding," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 4336-4349, October, DOI: 10.1002/ijfe.2374.
  6. Tao Chen, 2022, "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 4556-4574, October, DOI: 10.1002/ijfe.2387.
  7. Tao Chen, 2022, "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 03, pages 1-28, September, DOI: 10.1142/S1094406022500123.
  8. Jianli Wang & Yingrong Su & Jingyuan Li & Ho Yin Yick, 2022, "Demand for insurance with nonadditive probabilistic beliefs," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 3, pages 854-862, July, DOI: 10.1111/boer.12322.
  9. Xiaoguang Liu & Jian Yu & Tsun Se Cheong & Michal Wojewodzki, 2022, "The Future Evolution of Housing Price-to-Income Ratio in 171 Chinese Cities," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 159-196, May.
  10. Xiaoguang Liu & Jian Yu & Tsun se Cheong & Michal Wojewodzki, 2022, "Transitional Dynamics and Spatial Convergence of House-Price-to-Income Ratio in Urban China," Economics Bulletin, AccessEcon, volume 42, issue 2, pages 979-989.
  11. Andrew David Williams & Tsun Se Cheong & Michal Wojewodzki, 2022, "Transitional dynamics and the evolution of information transparency: a global analysis," Estudios de Economia, University of Chile, Department of Economics, volume 49, issue 1 Year 20, pages 31-62, June.

2021

  1. Tao Chen, 2021, "Round‐number biases on trading time: Evidence from international markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 44, issue 3, pages 469-495, September, DOI: 10.1111/jfir.12247.
  2. Tan, Jianhua & Chen, Tao & Zhang, Peng & Chan, Kam C., 2021, "Environmental rule enforcement and cash holdings: Evidence from a natural experiment," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105618.
  3. Chen, Tao, 2021, "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100379.
  4. Tao Chen, 2021, "Does Country Matter to Investor Herding? Evidence from an Intraday Analysis," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 1, pages 56-64, January, DOI: 10.1080/15427560.2020.1716760.
  5. Tao Chen & Erin P. K. So & Isabel K. M. Yan, 2021, "Are crises sentimental?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 962-985, January, DOI: 10.1002/ijfe.1830.
  6. Wai Choi Lee & Jianfu Shen & Tsun Se Cheong & Michal Wojewodzki, 2021, "Detecting conflicts of interest in credit rating changes: a distribution dynamics approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-23, December, DOI: 10.1186/s40854-021-00263-z.

2020

  1. Chen Tao, 2020, "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, volume 21, issue 4, pages 475-492, December, DOI: 10.1515/ger-2019-0041.
  2. Chen, Tao, 2020, "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, volume 109, issue C, pages 174-183, DOI: 10.1016/j.jbusres.2019.11.082.
  3. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020, "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 735-751, February, DOI: 10.1007/s11156-019-00805-8.
  4. Tao Chen, 2020, "Country herding in the global market," Journal of Behavioral Finance, Taylor & Francis Journals, volume 21, issue 2, pages 174-185, April, DOI: 10.1080/15427560.2019.1663852.
  5. Tao Chen, 2020, "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 579-597, October, DOI: 10.1002/ijfe.1768.
  6. Jianli Wang & Jingyuan Li, 2020, "Comparative Ambiguity Aversion in Intertemporal Decisions," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 87, issue 1, pages 195-212, March, DOI: 10.1111/jori.12253.
  7. Wojewodzki, Michal & Boateng, Agyenim & Brahma, Sanjukta, 2020, "Credit rating, banks' capital structure and speed of adjustment: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101260.

2019

  1. Chen, Tao, 2019, "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, volume 49, issue C, pages 195-203, DOI: 10.1016/j.japwor.2018.12.002.
  2. Chen, Tao, 2019, "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, volume 101, issue C, pages 300-314, DOI: 10.1016/j.jbusres.2019.04.032.

2018

  1. Tao Chen, 2018, "Dragon CEOs and Firm Value," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 51, issue 3, pages 382-395, September, DOI: 10.1111/1467-8462.12277.
  2. Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
  3. Miao Luo & Tao Chen & Jun Cai, 2018, "Stock return predictability when growth and accrual measures are negatively correlated," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 3, pages 401-422, December, DOI: 10.1108/CFRI-04-2018-0032.
  4. Tao Chen, 2018, "Does Investor Attention Matter To Renminbi Trading?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 63, issue 03, pages 667-689, June, DOI: 10.1142/S0217590815500721.
  5. Michal Wojewodzki & Winnie P.H. Poon & Jianfu Shen, 2018, "The role of credit ratings on capital structure and its speed of adjustment: an international study," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 9, pages 735-760, June, DOI: 10.1080/1351847X.2017.1354900.

2017

  1. Tao Chen, 2017, "Stock Return Anomalies from Ending-Digit Effects Around the World," Global Economic Review, Taylor & Francis Journals, volume 46, issue 4, pages 464-494, October, DOI: 10.1080/1226508X.2017.1355739.
  2. Tao Chen, 2017, "Investor Attention and Global Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 3, pages 358-372, July, DOI: 10.1080/15427560.2017.1331235.

2016

  1. Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016, "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 3-18, DOI: 10.18267/j.pep.533.
  2. Tao Chen, 2016, "Logo Colour, Earnings Management and Firm Value," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 459-475, DOI: 10.18267/j.pep.570.
  3. Guo, Xu & Li, Jingyuan, 2016, "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 141-149, DOI: 10.1016/j.insmatheco.2015.09.012.
  4. Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 144-149, DOI: 10.1016/j.insmatheco.2016.06.008.
  5. Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, volume 63, issue C, pages 100-105, DOI: 10.1016/j.jmateco.2016.01.002.
  6. Wang, Jianli & Li, Jingyuan, 2016, "Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences," Journal of Mathematical Economics, Elsevier, volume 65, issue C, pages 132-138, DOI: 10.1016/j.jmateco.2016.06.004.

2015

  1. Tao Chen & Erin Pik Ki So & Liang Wu & Isabel Kit Ming Yan, 2015, "The 2007–2008 U.S. Recession: What Did The Real-Time Google Trends Data Tell The United States?," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 2, pages 395-403, April.
  2. Jianli Wang & Jingyuan Li, 2015, "Precautionary Effort: Another Trait for Prudence," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 82, issue 4, pages 977-983, December.
  3. Wang, Hongxia & Wang, Jianli & Li, Jingyuan & Xia, Xinping, 2015, "Precautionary paying for stochastic improvements under background risks," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 180-185, DOI: 10.1016/j.insmatheco.2015.05.012.

2014

  1. Miao Luo & Tao Chen & Isabel Yan, 2014, "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 627-651, May, DOI: 10.1007/s11156-013-0355-y.
  2. Wai-Cheong Shum & Andy C. N. Kan & Tao Chen, 2014, "Does Warrant Trading Matter in Tracking Errors of China-Focused Exchange-Traded Funds?," Chinese Economy, Taylor & Francis Journals, volume 47, issue 1, pages 53-66, January.
  3. Tao Chen & Wally C. W. Yau, 2014, "Herding on Ending Digits in Security Trading," Chinese Economy, Taylor & Francis Journals, volume 47, issue 1, pages 67-102, January.
  4. Li, Jingyuan & Liu, Liqun, 2014, "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, volume 125, issue 2, pages 257-260, DOI: 10.1016/j.econlet.2014.09.006.
  5. Dionne, Georges & Li, Jingyuan, 2014, "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 403-422, DOI: 10.1016/j.jet.2014.09.019.
  6. Dionne, Georges & Li, Jingyuan, 2014, "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, volume 51, issue C, pages 128-135, DOI: 10.1016/j.jmateco.2013.08.001.
  7. Wang, Jianli & Li, Jingyuan, 2014, "Decreasing Ross risk aversion: Higher-order generalizations and implications," Journal of Mathematical Economics, Elsevier, volume 55, issue C, pages 136-142, DOI: 10.1016/j.jmateco.2014.02.002.

2013

  1. Tao Chen & Liang Wu & Isabel Kit-Ming Yan, 2013, "On the Use of International Commodity Futures Spread for Forecasting China's Net Imports of Commodities," The World Economy, Wiley Blackwell, volume 36, issue 7, pages 861-879, July.

2012

  1. Jingyuan Li, 2012, "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, volume 106, issue 3, pages 251-266, July, DOI: 10.1007/s00712-011-0244-6.

2011

  1. Wang, Anxing & Zhou, Jimei & Chen, Tao, 2011, "Which institutions matter to short-term market efficiency in Japan?," Research in Economics, Elsevier, volume 65, issue 3, pages 164-179, September.
  2. Tao Chen, 2011, "Price discovery with and without trading on the Tokyo Stock Exchange," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 2, issue 1, pages 56-78.
  3. Dionne, Georges & Li, Jingyuan, 2011, "The impact of prudence on optimal prevention revisited," Economics Letters, Elsevier, volume 113, issue 2, pages 147-149, DOI: 10.1016/j.econlet.2011.06.019.
  4. Li, Jingyuan, 2011, "The demand for a risky asset in the presence of a background risk," Journal of Economic Theory, Elsevier, volume 146, issue 1, pages 372-391, January.

2010

  1. Jingyuan Li, 2010, "Fear of Loss and Happiness of Win: Properties and Applications," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 4, pages 749-766, December, DOI: 10.1111/j.1539-6975.2010.01364.x.
  2. Wang, Jianli & Li, Jingyuan, 2010, "Multiplicative risk apportionment," Mathematical Social Sciences, Elsevier, volume 60, issue 1, pages 79-81, July.

2009

  1. Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009, "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, volume 20, issue 3, pages 527-541, September.
  2. Tao Chen, 2009, "Informational Efficiency: Which Institutions Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 16, issue 2, pages 141-168, June, DOI: 10.1007/s10690-009-9090-8.
  3. Li, Jingyuan, 2009, "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 3, pages 333-336, December.
  4. Li, Jingyuan & Liu, Yongming & Tian, Guoqiang, 2009, "A reputation strategic model of monetary policy in continuous-time," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 523-533, December.

2008

  1. Chen, Tao & Li, Jie & Cai, Jun, 2008, "Information content of inter-trade time on the Chinese market," Emerging Markets Review, Elsevier, volume 9, issue 3, pages 174-193, September.
  2. Jingyuan Li, 2008, "A Remark on “A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle”," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 75, issue 2, pages 517-519, June, DOI: 10.1111/j.1539-6975.2008.00270.x.

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