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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/10008214395

International asset returns and exchange rates

Li, Yuming; Zhong, Maosen - In: The European journal of finance 15 (2009) 3, pp. 263-286

Persistent link: https://www.econbiz.de/10008234974

Expected Returns and Habit Persistence

Li, Yuming - In: The review of financial studies 14 (2013) 3, pp. 861-860

Persistent link: https://www.econbiz.de/10010114382

Expected Returns and Habit Persistence

Li, Yuming - In: The review of financial studies 14 (2001) 3, pp. 861-900

Persistent link: https://www.econbiz.de/10007042439

Expected stock returns, risk premiums and volatilities of economic factors

Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-98

Persistent link: https://www.econbiz.de/10007248451

Policy change and lead–lag relations among China's segmented stock markets

Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276

Persistent link: https://www.econbiz.de/10007995503

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) 24, pp. 1831-1842

Persistent link: https://www.econbiz.de/10009289536

Policy change and lead–lag relations among China's segmented stock markets

Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-290

Persistent link: https://www.econbiz.de/10008884198

Time-varying stock returns and labor income risks in the US and UK

Li, Yuming - In: The European journal of finance 17 (2011) 4, pp. 321-337

Persistent link: https://www.econbiz.de/10008894113

Time Variations in Risk Premia, Volatility, and Reward-to-Volatility

Li, Yuming - In: Journal of Financial Research 21 (1998) 4, pp. 431-46

In this paper I relate the risk premia in the stock and bond markets to the conditional volatility of returns and time-varying reward-to-volatility variables. I find that the relation between the expected returns on the stocks and bonds and the volatility of returns is time varying. I provide an...

Persistent link: https://www.econbiz.de/10008518622