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Shunned stocks and market states
Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717
Persistent link: https://www.econbiz.de/10013373312
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Market segmentation and price differentials between A shares and H shares in the Chinese stock markets
Li, Yuming; Yan, Daying; Greco, Joe - In: Journal of multinational financial management 16 (2006) 3, pp. 232-248
Persistent link: https://www.econbiz.de/10003328756
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The day-of-the-week effect
Cai, Jinghan; Li, Yuming; Qi, Yuehua - In: The Chinese economy 39 (2006) 2, pp. 71-88
Persistent link: https://www.econbiz.de/10003341933
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Policy change and lead-lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-289
Persistent link: https://www.econbiz.de/10003710638
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Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?
Wu, Yuliang; Li, Youwei; Hamill, Philip - In: The financial review : the official publication of the … 47 (2012) 3, pp. 501-530
Persistent link: https://www.econbiz.de/10009577036
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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841
Persistent link: https://www.econbiz.de/10009384755
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The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 226-241
Persistent link: https://www.econbiz.de/10002781729
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The predictability of REIT returns and market segmentation
Li, Yuming - In: The journal of real estate research 10 (1995) 4, pp. 471-482
Persistent link: https://www.econbiz.de/10001198928
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The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US
Guo, Yawei; Li, Jianping; Li, Yehua; You, Wan-hai - In: Energy economics 97 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820832
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Risk spillover and network connectedness analysis of China's green bond and financial markets : evidence from financial events of 2015-2020
Gao, Yang; Li, Yangyang; Wang, Yaojun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822084