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Residential investment and interest rates : an empirical test of land development as a real option
Capozza, Dennis R.; Li, Yuming - In: Real estate economics : journal of the American Real … 29 (2001) 3, pp. 503-519
Persistent link: https://www.econbiz.de/10001715349
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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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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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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International asset returns and exchange rates
Li, Yuming; Zhong, Maosen - In: The European journal of finance 15 (2009) 3/4, pp. 263-285
Persistent link: https://www.econbiz.de/10003875448
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The predictability of industry portfolio returns
Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881
Persistent link: https://www.econbiz.de/10009356666
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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 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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A new look at the Monday effect
Wang, Ko - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2171-2186
Persistent link: https://www.econbiz.de/10001232324
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Predictability in equilibrium : the price dynamics of real estate investment trusts
Capozza, Dennis R.; Israelsen, Ryan D. - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 541-567
Persistent link: https://www.econbiz.de/10003640817