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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

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

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

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

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

Stock returns and financial distress risk : evidence from the Asian-Pacific markets

Li, Hung-Chi; Lai, Syouching; Conover, James A.; Wu, … - In: Research in finance 33 (2018), pp. 123-158

Persistent link: https://www.econbiz.de/10012227951

Returns and volatility of water investments

Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33

This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX), S-Network Global Water Index (S-Net), S&P Global Water...

Persistent link: https://www.econbiz.de/10011898922

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