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Leon Li

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First Name:Leon
Middle Name:
Last Name:Li
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RePEc Short-ID:pli552
[This author has chosen not to make the email address public]
http://www.waikato.ac.nz/staff-profiles/people/leonli

Affiliation

Waikato Management School
University of Waikato

Hamilton, New Zealand
https://www.management.ac.nz/
RePEc:edi:wmwainz (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Leon Li & Nen-Chen Richard Hwang & Gilbert V. Nartea, 2019. "Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management," Working Papers in Economics 19/09, University of Canterbury, Department of Economics and Finance.
  2. Leon Li, 2017. "Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing," Working Papers in Economics 17/24, University of Waikato.
  3. Leon Li & Nen-Chen Richard Hwang, 2017. "Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression," Working Papers in Economics 17/25, University of Waikato.

Articles

  1. Li, Leon & Miu, Peter, 2023. "Are cryptocurrencies a safe haven for stock investors? A regime-switching approach," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 367-385.
  2. Li, Leon, 2022. "The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk," Energy Economics, Elsevier, vol. 105(C).
  3. Leon Li & Peter Miu, 2022. "Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(1), pages 73-91, January.
  4. Li Leon & Scrimgeour Frank, 2022. "The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 475-497, June.
  5. Abidin Alhassan & Leon Li & Krishna Reddy & Geeta Duppati, 2021. "The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 353-374, January.
  6. Leon Li & Nen-Chen Richard Hwang & Gilbert V Nartea, 2021. "Earnings management and earnings predictability: A quantile regression approach," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 389-408, August.
  7. Ruwani Fernando, Jayasuriya Mahapatabendige & Li, Leon & Hou, Greg, 2021. "Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 185-204.
  8. Jayasuriya Mahapatabendige Ruwani Fernando & Leon Li & Greg Hou, 2020. "Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(3), pages 673-692, February.
  9. Li, Leon, 2019. "Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing," Finance Research Letters, Elsevier, vol. 28(C), pages 191-197.
  10. Li, Leon & Faff, Robert, 2019. "Predicting corporate bankruptcy: What matters?," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 1-19.
  11. Jayasuriya Mahapatabendige Ruwani Fernando & Leon Li & Yang (Greg) Hou, 2019. "Corporate governance and default prediction: a reality test," Applied Economics, Taylor & Francis Journals, vol. 51(24), pages 2669-2686, May.
  12. Leon Li & Carl Chen, 2018. "The domino effect of credit defaults: test of asymmetric default correlations using realised default data," Applied Economics, Taylor & Francis Journals, vol. 50(44), pages 4803-4813, September.
  13. Geeta Duppati & Anoop S. Kumar & Frank Scrimgeour & Leon Li, 2017. "Long memory volatility in Asian stock markets," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 29(3), pages 423-442, August.
  14. 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.
  15. 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.
  16. Li, Leon, 2017. "Dynamic correlations and domestic-global diversification," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 280-290.
  17. Leon Li & Mark J. Holmes & Bong Soo Lee, 2016. "The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach," Applied Economics, Taylor & Francis Journals, vol. 48(57), pages 5525-5545, December.
  18. 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.
  19. Bong-Soo Lee & Leon Li, 2016. "The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 17(2), pages 124-143, April.
  20. Ming-Yuan (Leon) Li & Jyong-Sian Wu, 2014. "Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 15(3), pages 175-183, July.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Jeng-Ren Chiou & Ming-Yuan Leon Li & Li Cheng & Shih-Yuan Chang, 2010. "Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs," Chinese Economy, Taylor & Francis Journals, vol. 43(1), pages 93-108, January.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Ming‐Yuan Leon Li, 2009. "The dynamics of the relationship between spot and futures markets under high and low variance regimes," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(6), pages 696-718, November.
  34. Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. Power, C. & Frank, J. & Hertzman, C. & Schierhout, G. & Li, L., 2001. "Predictors of low back pain onset in a prospective British study," American Journal of Public Health, American Public Health Association, vol. 91(10), pages 1671-1678.
    RePEc:eme:mfipps:mf-02-2018-0087 is not listed on IDEAS

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2019-09-09
  2. NEP-CBE: Cognitive and Behavioural Economics (1) 2017-10-29
  3. NEP-CFN: Corporate Finance (1) 2019-09-09
  4. NEP-RMG: Risk Management (1) 2017-10-29
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2017-10-29

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