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The impact of formal financial inclusion on informal financial intermediation and cash preference : evidence from Africa
Alhassan, Abidin; Li, Leon; Reddy, Krishna; Duppati, Geeta - In: Applied economics 51 (2019) 42, pp. 4597-4614
Persistent link: https://www.econbiz.de/10012197051
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Long memory volatility in Asian stock markets
Duppati, Geeta; Kumar, Anoop S.; Scrimgeour, Frank G.; … - In: Pacific accounting review 29 (2017) 3, pp. 423-442
Persistent link: https://www.econbiz.de/10011759243
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Long memory volatility in Asian stock markets
Duppati, Geeta; Kumar, Anoop S.; Scrimgeour, Frank; Li, Leon - In: Pacific Accounting Review 29 (2017) 3, pp. 423-442
Purpose The purpose of this paper is to assess to what extent intraday data can explain and predict long-term memory. Design/methodology/approach This article analysed the presence of long-memory volatility in five Asian equity indices, namely, SENSEX, CNIA, NIKKEI225, KO11 and FTSTI, using...
Persistent link: https://www.econbiz.de/10014968875
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The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon - In: Energy economics 105 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
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Is there a trade-off between accrual-based and real earnings management? : evidence from equity compensation and market pricing
Li, Leon - In: Finance research letters 28 (2019), pp. 191-197
Persistent link: https://www.econbiz.de/10012388305
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Dynamic correlations and domestic-global diversification
Li, Leon - In: Research in international business and finance 39 (2017), pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
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Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon - In: The North American journal of economics and finance : a … 40 (2017), pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon - In: Applied economics 56 (2024) 7, pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
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The efficacy of the principle-based corporate governance practices : a case study of New Zealand
Reddy, Krishna - In: International journal of corporate governance : IJCG 4 (2013) 2, pp. 138-161
Persistent link: https://www.econbiz.de/10010227181
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Corporate governance and correlation in corporate defaults
Fernando, Jayasuriya M.R.; Li, Leon; Hou, Yang (Greg) - In: Corporate Governance: An International Review 28 (2020) 3, pp. 188-206
Persistent link: https://www.econbiz.de/10012190859