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Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang; Li, Steven - In: Studies in economics and finance 32 (2015) 1, pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
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Price discovery in Chinese stock index futures market : new evidence based on intraday data
Hou, Yang; Li, Steven - In: Asia-Pacific financial markets 20 (2013) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10009718886
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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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Do greenhouse gas emission affect financial performance? : an empirical examination of Australian public firms
Wang, Lei; Li, Steven; Gao, Simon S. - In: Business strategy and the environment 23 (2014) 8, pp. 505-519
Persistent link: https://www.econbiz.de/10010509783
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Implied transaction costs by Leland option pricing model : a new approach and empirical evidence
Li, Steven; Abdullah, Mimi Hafizah - In: Journal of derivatives & hedge funds 18 (2012) 4, pp. 333-360
Persistent link: https://www.econbiz.de/10009674530
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The usefulness of derivative-related disclosure : evidence from major Australian banks
Li, Steven; Gao, Simon S. - In: International journal of accounting, auditing and … 4 (2007) 3, pp. 248-262
Persistent link: https://www.econbiz.de/10003629436
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Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan; Li, Steven - In: Journal of international financial markets, … 34 (2015), pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
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Stock or cash dividends? : The current dividend pattern of Chinese listed companies
Xue, Xiaorong; Zhang, Jane J.; Li, Steven - In: Globalization, competition and growth in China : …, (pp. 111-122). 2006
Persistent link: https://www.econbiz.de/10003297637
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International effects of the Andersen accounting and auditing scandals : some evidence from the US, UK and Australian stock markets
Handley-Schachler, Morrison; Li, Steven - 2005
Persistent link: https://www.econbiz.de/10003263994
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Corporate governance and corporate performance : some evidence from newly listed firms on Chinese stock markets
Chen, Langnan; Li, Steven; Chen, Yijia - 2005
Persistent link: https://www.econbiz.de/10003264030