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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

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

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

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

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

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

Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand : A Markov Switching VAR Approach

Qiao, Zhuo - 2011

Adopting a MS-VAR model (Krolzig, 1997) and a recently developed regime-dependent impulse response analysis technique (Ehrmann, et al., 2003), this paper investigates the dynamic relationships among the stock markets of the US, Australia and New Zealand. Our results reveal the existence of two...

Persistent link: https://www.econbiz.de/10013124196