Leon Li
Leon Li
Associate Professor of Finance, Finance Subject Convenor, University of Waikato
Verified email at waikato.ac.nz - Homepage
Title
Cited by
Cited by
Year
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
1072010
Diversification and risk-adjusted performance: A quantile regression approach
BS Lee, MYL Li
Journal of Banking & Finance 36 (7), 2157-2173, 2012
992012
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
622004
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
472011
Volatility states and international diversification of international stock markets
MY Leon Li
Applied Economics 39 (14), 1867-1876, 2007
452007
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
382003
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
272015
Dynamic hedge ratio for stock index futures: application of threshold VECM
MYL Li
Applied Economics 42 (11), 1403-1417, 2010
252010
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
242009
Predicting corporate bankruptcy: What matters?
L Li, R Faff
International Review of Economics & Finance 62, 1-19, 2019
222019
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
222013
CEO equity compensation and earnings management: The role of growth opportunities
L Li, CS Kuo
Finance Research Letters 20, 289-295, 2017
212017
Pricing and allocation mechanisms in underpricing of Chinese IPOs
JR Chiou, MYL Li, L Cheng, SY Chang
Chinese economy 43 (1), 93-108, 2010
202010
Analysts’ forecast dispersion and stock returns: A quantile regression approach
MY Li, JS Wu
Journal of Behavioral Finance 15 (3), 175-183, 2014
192014
Re-examining the risk–return relationship in banks using quantile regression
MYL Li
The Service Industries Journal 30 (11), 1871-1881, 2010
172010
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
162019
Value or volume strategy?
MYL Li
Finance Research Letters 6 (4), 210-218, 2009
162009
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
152016
The performance of the Markov-switching model on business cycle identification revisited
MY Leon Li*, HW William Lin, R Hsiu-hua
Applied Economics Letters 12 (8), 513-520, 2005
122005
Change in volatility regimes and diversification in emerging stock markets
MY Li
South African Journal of Economics 77 (1), 59-80, 2009
112009
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