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Leon Li

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Personal Details

First Name:Leon
Middle Name:
Last Name:Li
RePEc Short-ID:pli552
Hamilton, New Zealand

: 64 7 838 4477
64 7 838 4063
Private Bag 3105, Hamilton
RePEc:edi:wmwainz (more details at EDIRC)
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  1. Li, Leon & Kuo, Chii-Shyan, 2017. "CEO equity compensation and earnings management: The role of growth opportunities," Finance Research Letters, Elsevier, vol. 20(C), pages 289-295.
  2. Li, Leon, 2017. "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 116-135.
  3. Li, Leon, 2017. "Dynamic correlations and domestic-global diversification," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 280-290.
  4. Li, Leon & Chen, Carl R., 2016. "Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis," Finance Research Letters, Elsevier, vol. 18(C), pages 100-107.
  5. M. Y. L. Li & S. M. F. Yen, 2011. "Re-examining covariance risk dynamics in international stock markets using quantile regression analysis," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 61(1), pages 33-59, March.
  6. 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, June.
  7. 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.
  8. 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, June.
  9. 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.
  10. 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.
  11. 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.
  12. Chun-Nan Chen & Ming-Yuan Leon Li & Yi Chou & Li-Ling Chen & Wan-Ru Liou, 2010. "Are large banks less risky?," The Service Industries Journal, Taylor & Francis Journals, vol. 31(13), pages 2111-2116, March.
  13. 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.
  14. 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.
  15. Ming-Yuan Leon Li, 2009. "Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 137-154, September.
  16. 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, March.
  17. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
  18. 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.
  19. Ming-Yuan Leon Li, 2008. "Re-examining the risk--return relationship in banks using quantile regression," The Service Industries Journal, Taylor & Francis Journals, vol. 30(11), pages 1871-1881, October.
  20. 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.
  21. Ming-Yuan Leon Li, 2008. "Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market," International Journal of Business Performance Management, Inderscience Enterprises Ltd, vol. 10(1), pages 30-38.
  22. Ming-Yuan Li & Hsuan-Ho Cheng & Yu-Chen Lin & Alan T. Wang, 2007. "Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-13.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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 123-139, September.

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