| A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach MYL Li, P Miu Journal of Empirical Finance 17 (4), 818-833, 2010 | 128 | 2010 |
| Diversification and risk-adjusted performance: A quantile regression approach BS Lee, MYL Li Journal of Banking & Finance 36 (7), 2157-2173, 2012 | 125 | 2012 |
| Estimating value-at-risk via Markov switching ARCH models–an empirical study on stock index returns MY Leon Li*, HW Lin Applied Economics Letters 11 (11), 679-691, 2004 | 65 | 2004 |
| Effects of firm size, financial leverage and R&D expenditures on firm earnings: An analysis using quantile regression approach MYL Li, NR Hwang Abacus 47 (2), 182-204, 2011 | 54 | 2011 |
| Volatility states and international diversification of international stock markets MY Leon Li Applied Economics 39 (14), 1867-1876, 2007 | 49 | 2007 |
| Predicting corporate bankruptcy: What matters? L Li, R Faff International Review of Economics & Finance 62, 1-19, 2019 | 46 | 2019 |
| Examining the volatility of Taiwan stock index returns via a three-volatility-regime Markov-switching ARCH model MYL Li, HWW Lin Review of Quantitative Finance and Accounting 21 (2), 123-139, 2003 | 44 | 2003 |
| CEO equity compensation and earnings management: The role of growth opportunities L Li, CS Kuo Finance Research Letters 20, 289-295, 2017 | 40 | 2017 |
| Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing L Li Finance Research Letters 28, 191-197, 2019 | 36 | 2019 |
| CEO Stock‐Based Incentive Compensation and Firm Performance: A Quantile Regression Approach MYL Li, TH Yang, SE Yu Journal of International Financial Management & Accounting 26 (1), 39-71, 2015 | 32 | 2015 |
| Non-uniform effects of CEO equity-based compensation on firm performance–An application of a panel threshold regression model CS Kuo, MYL Li, SE Yu The British Accounting Review 45 (3), 203-214, 2013 | 27 | 2013 |
| The dynamics of the relationship between spot and futures markets under high and low variance regimes MYL Li Applied Stochastic Models in Business and Industry 25 (6), 696-718, 2009 | 26 | 2009 |
| Impact of ownership concentration, institutional ownership and earnings management on stock market liquidity AI Hunjra, U Perveen, L Li, MI Chani, R Mehmood Corporate Ownership & Control 17 (2), 77-87, 2020 | 24 | 2020 |
| The impact of formal financial inclusion on informal financial intermediation and cash preference: evidence from Africa A Alhassan, L Li, K Reddy, G Duppati Applied Economics 51 (42), 4597-4614, 2019 | 24 | 2019 |
| The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory BS Lee, L Li Journal of Behavioral Finance 17 (2), 124-143, 2016 | 24 | 2016 |
| Dynamic hedge ratio for stock index futures: application of threshold VECM MYL Li Applied Economics 42 (11), 1403-1417, 2010 | 24 | 2010 |
| The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa A Alhassan, L Li, K Reddy, G Duppati International Journal of Finance & Economics 26 (1), 353-374, 2021 | 21 | 2021 |
| Analysts’ forecast dispersion and stock returns: A quantile regression approach MY Li, JS Wu Journal of Behavioral Finance 15 (3), 175-183, 2014 | 21 | 2014 |
| Re-examining the risk–return relationship in banks using quantile regression MYL Li The Service Industries Journal 30 (11), 1871-1881, 2010 | 19 | 2010 |
| Pricing and allocation mechanisms in underpricing of Chinese IPOs JR Chiou, MYL Li, L Cheng, SY Chang Chinese economy 43 (1), 93-108, 2010 | 19 | 2010 |
HSIOU WEI LIN(林修葳)National Taiwan University, TaiwanVerified email at ntu.edu.tw
