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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
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Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
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Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei; Liu, Chang; Wang, Jun; Li, Jianping - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
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Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei; Wang, Jun; Yao, Yanzhen; Li, Jingyu; Li, … - In: International review of financial analysis 68 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
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Option prices and stock market momentum : evidence from China
Li, Jianping; Yao, Yanzhen; Chen, Yibing; Lee, Cheng F. - In: Quantitative finance 18 (2018) 9, pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
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Joint venture evolution : extending the real options approach
Li, Jing; Dhanaraj, Charles; Shockley, Richard L. - In: Managerial and decision economics : MDE ; the … 29 (2008) 4, pp. 317-336
Persistent link: https://www.econbiz.de/10003739730
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The information content of the NCREIF index
Li, Jinliang; Mooradian, Robert M.; Yang, Shiawee - In: The journal of real estate research 31 (2009) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10003831660
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FDI knowledge spillovers and product innovations of Chinese firms
Chen, Dong; Li, Jing; Shapiro, Daniel M. - 2008
Persistent link: https://www.econbiz.de/10003847472
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554