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Jinliang Li

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First Name:Jinliang
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Last Name:Li
RePEc Short-ID:pli725
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  1. Jinliang Li, 2011. "Cash trading and index futures price volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(5), pages 465-486, May.
  2. Jinliang Li & Chunchi Wu, 2011. "Stochastic volatility, liquidity and intraday information flow," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1511-1515.
  3. Jinliang Li & Liang Lei, 2011. "Determinants and information of REIT pricing," Applied Economics Letters, Taylor & Francis Journals, vol. 18(15), pages 1501-1505.
  4. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
  5. Jinliang Li & Robert M. Mooradian & Shiawee X. Yang, 2009. "The Information Content of the NCREIF Index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 93-116.
  6. Jinliang Li & Jeffery A. Born, 2006. "Presidential Election Uncertainty And Common Stock Returns In The United States," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(4), pages 609-622.
  7. Jinliang Li & Chunchi Wu, 2006. "Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2697-2740, September.
  8. Zhang, Wei David & Seyedian, Mojtaba & Li, Jinliang, 2005. "Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance," Economics Letters, Elsevier, vol. 87(2), pages 273-278, May.
  9. Chunchi Wu & Jinliang Li & Wei Zhang, 2005. "Intradaily periodicity and volatility spillovers between international stock index futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(6), pages 553-585, June.
  10. Wei Zhang & Jinliang Li & Chunchi Wu, 2004. "To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance," The Financial Review, Eastern Finance Association, vol. 39(2), pages 271-292, May.

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