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Publications

by members of

Department of Finance and Insurance
Lingnan University
Tuen Mun, Hong Kong

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

2016

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

2014

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

2012

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

2011

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

2010

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

Journal articles

2025

  1. Wang, Jianli & Wang, Hongxia & Li, Jingyuan, 2025. "Substituting one risk increase for another: Extension and application," Economics Letters, Elsevier, vol. 247(C).
  2. Andy Cheng & Tsun Se Cheong & Michal Wojewodzki, 2025. "Linking the dots: Housing prices and crime rates across Chinese provinces," Economics Bulletin, AccessEcon, vol. 45(1), pages 544-554.
  3. 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, vol. 143(C).
  4. 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, vol. 73(PA).
  5. 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, vol. 19(1), pages 45-66.

2024

  1. Li, Jingyuan & Wang, Jianli & Zhou, Lin, 2024. "Correlation aversion and bivariate stochastic dominance with respect to reference functions," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 157-174.
  2. 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), vol. 49(2), pages 194-233, September.
  3. Georges Dionne & Jingyuan Li & Cédric Okou, 2024. "Publisher Correction: 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), vol. 49(2), pages 234-234, September.
  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, vol. 23(5), pages 581-597, May.
  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, vol. 3(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, vol. 16(12), pages 1-21, June.

2023

  1. 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, vol. 64(C).
  2. Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).

2022

  1. Jianli Wang & Yingrong Su & Jingyuan Li & Ho Yin Yick, 2022. "Demand for insurance with nonadditive probabilistic beliefs," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 854-862, July.
  2. 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, vol. 23(1), pages 159-196, May.
  3. 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, vol. 42(2), pages 979-989.
  4. 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, vol. 49(1 Year 20), pages 31-62, June.

2021

  1. 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, vol. 7(1), pages 1-23, December.

2020

  1. Jianli Wang & Jingyuan Li, 2020. "Comparative Ambiguity Aversion in Intertemporal Decisions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(1), pages 195-212, March.
  2. 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, vol. 69(C).

2018

  1. 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, vol. 24(9), pages 735-760, June.

2016

  1. Guo, Xu & Li, Jingyuan, 2016. "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 141-149.
  2. 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, vol. 70(C), pages 144-149.
  3. Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
  4. Wang, Jianli & Li, Jingyuan, 2016. "Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 132-138.

2015

  1. Jianli Wang & Jingyuan Li, 2015. "Precautionary Effort: Another Trait for Prudence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(4), pages 977-983, December.
  2. Wang, Hongxia & Wang, Jianli & Li, Jingyuan & Xia, Xinping, 2015. "Precautionary paying for stochastic improvements under background risks," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 180-185.

2014

  1. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
  2. Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
  3. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  4. Wang, Jianli & Li, Jingyuan, 2014. "Decreasing Ross risk aversion: Higher-order generalizations and implications," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 136-142.

2012

  1. Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.

2011

  1. Dionne, Georges & Li, Jingyuan, 2011. "The impact of prudence on optimal prevention revisited," Economics Letters, Elsevier, vol. 113(2), pages 147-149.
  2. Li, Jingyuan, 2011. "The demand for a risky asset in the presence of a background risk," Journal of Economic Theory, Elsevier, vol. 146(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, vol. 77(4), pages 749-766, December.
  2. Wang, Jianli & Li, Jingyuan, 2010. "Multiplicative risk apportionment," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 79-81, July.

2009

  1. Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
  2. Li, Jingyuan & Liu, Yongming & Tian, Guoqiang, 2009. "A reputation strategic model of monetary policy in continuous-time," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 523-533, December.

2008

  1. 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, vol. 75(2), pages 517-519, June.

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