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The cross section of Chinese commodity futures return

Li, Bin; Sun, Cheng; Zhou, Yang - In: Journal of management science and engineering 6 (2021) 2, pp. 146-164

This paper investigates the cross-section of expected commodity futures returns in China using a large panel of 13 individual factors. We find that 6 out of 13 individual factors produce positive and significant returns. To aggregate the information among these factors, we apply not only the...

Persistent link: https://www.econbiz.de/10013206195

Separating information about cash flows from information about risk in losses

Li, Bin - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3570-3595

Persistent link: https://www.econbiz.de/10012606952

The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

Does corporate governance still affect firm performance after controlling the distress factor?

Lai, Syouching; Li, Hungchih; Li, Bin - In: Applied economics 48 (2016) 13/15, pp. 1197-1209

Persistent link: https://www.econbiz.de/10011433044

The other month effect : a re-examination of the "other January" anomaly

Darrat, Ali F.; Li, Bin; Chung, Richard - In: Review of Pacific Basin financial markets and policies 16 (2013) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10010233331

Stock return predictability in South Africa : the role of major developed markets

Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265

Persistent link: https://www.econbiz.de/10011553256

R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

Superstitions and stock trading : some new evidence

Chung, Richard; Darrat, Ali F.; Li, Bin - In: Journal of the Asia Pacific economy 19 (2014) 4, pp. 527-538

Persistent link: https://www.econbiz.de/10010499841

Arbitrage risk and the cross-section of stock returns : evidence from China

Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012414438

Exploration vs. acquisition of oil and gas reserves : effect on stock returns

Misund, Bård; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-18

This paper examines how oil and gas companies’ reserves growth affects their share price returns. In particular we examine three issues affecting the relation between reserves changes and oil and gas firm returns. First, we examine if investors value reserves replacement as a result of...

Persistent link: https://www.econbiz.de/10011903149