Works by Li, Leon

Results: 50

Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists?

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 1, p. 73, doi. 10.1080/15427560.2020.1841767

By:

Li, Leon;
Miu, Peter

Publication type:

Article

The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory.

Published in:

Journal of Behavioral Finance, 2016, v. 17, n. 2, p. 124, doi. 10.1080/15427560.2016.1133624

By:

Lee, Bong-Soo;
Li, Leon

Publication type:

Article

Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach.

Published in:

Journal of Behavioral Finance, 2014, v. 15, n. 3, p. 175, doi. 10.1080/15427560.2014.942420

By:

Li, Ming-Yuan (Leon);
Wu, Jyong-Sian

Publication type:

Article

An interactive algorithm for vehicle routeing for winter--gritting.

Published in:

Journal of the Operational Research Society, 1996, v. 47, n. 2, p. 217, doi. 10.2307/2584343

By:

Li, Leon Y. O.;
Eglese, Richard W.

Publication type:

Article

COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL-ASSET-PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST.

Published in:

Manchester School (1463-6786), 2011, v. 79, n. 3, p. 349, doi. 10.1111/j.1467-9957.2009.02161.x

By:

LI, MING-YUAN LEON

Publication type:

Article

Genetic syndromes with diabetes: A systematic review.

Published in:

Obesity Reviews, 2021, v. 22, n. 9, p. 1, doi. 10.1111/obr.13303

By:

Shi, Daniel;
Motamed, Mehras;
Mejía‐Benítez, Aurora;
Li, Leon;
Lin, Ethan;
Budhram, Dalton;
Kaur, Yuvreet;
Meyre, David

Publication type:

Article

The other side of false belief: Constructing the objectivity of reality.

Published in:

Infant & Child Development, 2023, v. 32, n. 3, p. 1, doi. 10.1002/icd.2416

By:

Li, Leon

Publication type:

Article

Price transmission, foreign exchange rate risks and global diversification of ADRs.

Published in:

Applied Economics, 2010, v. 42, n. 14, p. 1811, doi. 10.1080/00036840701736057

By:

Wang, Alan Tse-Shih;
Li, Ming-Yuan Leon;
Chen, Ti-Chen

Publication type:

Article

Dynamic hedge ratio for stock index futures: application of threshold VECM.

Published in:

Applied Economics, 2010, v. 42, n. 11, p. 1403, doi. 10.1080/00036840701721380

By:

Li, Ming-Yuan Leon

Publication type:

Article

Volatility states and international diversification of international stock markets.

Published in:

Applied Economics, 2007, v. 39, n. 14, p. 1867, doi. 10.1080/00036840500428088

By:

Leon Li, Ming-Yuan

Publication type:

Article

Examining the Volatility of Taiwan Stock Index Returns via a Three-Volatility-Regime Markov-Switching ARCH Model.

Published in:

Review of Quantitative Finance & Accounting, 2003, v. 21, n. 2, p. 123, doi. 10.1023/A:1024887315531

By:

Li, Ming-Yuan Leon;
Lin, Hsiou-Wei William

Publication type:

Article

Risk of investing in volatility products: A regime-switching approach.

Published in:

Investment Analysts Journal, 2021, v. 50, n. 1, p. 1, doi. 10.1080/10293523.2020.1814047

By:

Li, Leon

Publication type:

Article

Of Papers and Pens: Polysemes and Homophones in Lexical (mis)Selection.

Published in:

Cognitive Science, 2017, v. 41, p. 1532, doi. 10.1111/cogs.12402

By:

Li, Leon;
Slevc, L. Robert

Publication type:

Article

The impact of formal financial inclusion on informal financial intermediation and cash preference: evidence from Africa.

Published in:

Applied Economics, 2019, v. 51, n. 42, p. 4597, doi. 10.1080/00036846.2019.1593316

By:

Alhassan, Abidin;
Li, Leon;
Reddy, Krishna;
Duppati, Geeta

Publication type:

Article

Corporate governance and default prediction: a reality test.

Published in:

Applied Economics, 2019, v. 51, n. 24, p. 2669, doi. 10.1080/00036846.2018.1558351

By:

Fernando, Jayasuriya Mahapatabendige Ruwani;
Li, Leon;
Hou, Yang (Greg)

Publication type:

Article

The domino effect of credit defaults: test of asymmetric default correlations using realised default data.

Published in:

Applied Economics, 2018, v. 50, n. 44, p. 4803, doi. 10.1080/00036846.2018.1467553

By:

Li, Leon;
Chen, Carl

Publication type:

Article

Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs.

Published in:

Chinese Economy, 2010, v. 43, n. 1, p. 93, doi. 10.2753/CES1097-1475430105

By:

Jeng-Ren Chiou;
Ming-Yuan Leon Li;
Li Cheng;
Shih-Yuan Chang

Publication type:

Article

Are lexical representations graded or discrete?

Published in:

Quarterly Journal of Experimental Psychology, 2024, v. 77, n. 5, p. 909, doi. 10.1177/17470218231187027

By:

Li, Leon;
Buxó-Lugo, Andrés;
Jacobs, Cassandra L;
Slevc, L Robert

Publication type:

Article

REEXAMINING ASYMMETRIC EFFECTS OF MONETARY AND GOVERNMENT SPENDING POLICIES ON ECONOMIC GROWTH USING QUANTILE REGRESSION.

Published in:

Journal of Developing Areas, 2009, v. 43, n. 1, p. 137, doi. 10.1353/jda.0.0039

By:

Ming-Yuan Leon Li

Publication type:

Article

The dynamics of the relationship between spot and futures markets under high and low variance regimes.

Published in:

Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 6, p. 696, doi. 10.1002/asmb.753

By:

Ming-Yuan Leon Li

Publication type:

Article

The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours.

Published in:

Applied Economics, 2024, v. 56, n. 7, p. 779, doi. 10.1080/00036846.2023.2170970

By:

Li, Leon

Publication type:

Article

Low-dose Spironolactone Combined with ACEIs/ARBs May Reduce Cardiovascular Events in Patients with CKD Stages 3b-5: A Nationwide Population-Based Cohort Study in Taiwan.

Published in:

International Journal of Medical Sciences, 2025, v. 22, n. 6, p. 1404, doi. 10.7150/ijms.103390

By:

Li-Nien Chien;
Po-Jen Hsiao;
Chih-Chien Chiu;
Wan-Ting Chen;
Chih-Jen Cheng;
Leon Li-Ming Tsou;
Yung-Hsi Kao;
Chu-Lin Chou;
Te-Chao Fang

Publication type:

Article

The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2022, v. 26, n. 3, p. 475, doi. 10.1515/snde-2019-0141

By:

Li, Leon;
Scrimgeour, Frank

Publication type:

Article

CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS.

Published in:

South African Journal of Economics, 2009, v. 77, n. 1, p. 59, doi. 10.1111/j.1813-6982.2009.01204.x

By:

Li, Ming-Yuan Leon

Publication type:

Article

When Safe-Haven Asset Is Less than a Safe-Haven Play.

Published in:

Journal of Financial Econometrics, 2024, v. 22, n. 4, p. 808, doi. 10.1093/jjfinec/nbad009

By:

Li, Leon;
Chen, Carl R

Publication type:

Article

Market Conditions and Abnormal Returns of IPO–An Empirical Study of Taiwan's High-Tech Companies.

Published in:

Journal of Chinese Economic & Business Studies, 2007, v. 5, n. 1, p. 51, doi. 10.1080/14765280601109329

By:

Li, Ming-Yuan Leon;
Sheu, Her-Jiun;
Lin, Lin;
Tang, Yu-Chi

Publication type:

Article

Temperature-Mediated Template Release: Facile Growth of Copper(I) Mixed Ethynediide/Isopropylethynide Nanoclusters.

Published in:

Angewandte Chemie, 2017, v. 129, n. 51, p. 16446, doi. 10.1002/ange.201708760

By:

Zhang, Leon Li‐Min;
Mak, Thomas C. W.

Publication type:

Article

Using the Graphics Processing Unit to Evaluate American-Style Derivatives.

Published in:

Journal of Financial Data Science, 2023, v. 5, n. 3, p. 88, doi. 10.3905/jfds.2023.1.127

By:

Leon Xing Li;
Ren-Raw Chen

Publication type:

Article

Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA.

Published in:

Emerging Markets Finance & Trade, 2020, v. 56, n. 3, p. 673, doi. 10.1080/1540496X.2018.1545644

By:

Fernando, Jayasuriya Mahapatabendige Ruwani;
Li, Leon;
Hou, Greg

Publication type:

Article

Hybrid versus highbred: combined economic models with time-series analyses.

Published in:

Quantitative Finance, 2008, v. 8, n. 6, p. 637, doi. 10.1080/14697680701660472

By:

Leon Li, Ming-Yuan

Publication type:

Article

CEO Stock-Based Incentive Compensation and Firm Performance: A Quantile Regression Approach.

Published in:

Journal of International Financial Management & Accounting, 2015, v. 26, n. 1, p. 39, doi. 10.1111/jifm.12022

By:

Li, Ming‐Yuan Leon;
Yang, Tung‐Hsiao;
Yu, Shang‐En

Publication type:

Article

Silver Thiolate Nano-sized Molecular Clusters and Their Supramolecular Covalent Frameworks: An Approach Toward Pre-templated Synthesis.

Published in:

Chemistry - An Asian Journal, 2017, v. 12, n. 20, p. 2763, doi. 10.1002/asia.201701150

By:

Chen, Zi ‐ Yi;
Tam, Dennis Y. S.;
Zhang, Leon Li ‐ Min;
Mak, Thomas C. W.

Publication type:

Article

The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach.

Published in:

Applied Economics, 2016, v. 48, n. 57, p. 5525, doi. 10.1080/00036846.2016.1181707

By:

Li, Leon;
Holmes, Mark J.;
Lee, Bong Soo

Publication type:

Article

GPU-Accelerated American Option Pricing: The Case of the Longstaff-Schwartz Monte Carlo Model.

Published in:

Journal of Derivatives, 2024, v. 32, n. 2, p. 72, doi. 10.3905/jod.2024.1.216

By:

Li, Leon Xing;
Chen, Ren-Raw;
Fabozzi, Frank J.

Publication type:

Article

On the Moral Functions of Language.

Published in:

Social Cognition, 2021, v. 39, n. 1, p. 99, doi. 10.1521/soco.2021.39.1.99

By:

Li, Leon;
Tomasello, Michael

Publication type:

Article

Effect of Nicotinamide and Pentoxifylline on Normal Tissue and fsa Tumor Oxygenation.

Published in:

Acta Oncologica, 1995, v. 34, n. 3, p. 391, doi. 10.3109/02841869509093995

By:

Price, Matthew J.;
Li, Leon T.;
Tward, Jonathan D.;
Bublik, Irina;
McBride, William H.;
Lavey, Robert S.

Publication type:

Article

Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach.

Published in:

Abacus, 2011, v. 47, n. 2, p. 182, doi. 10.1111/j.1467-6281.2011.00338.x

By:

LI, MING-YUAN LEON;
HWANG, NEN-CHEN RICHARD

Publication type:

Article

Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM.

Published in:

Applied Economics Letters, 2009, v. 16, n. 18, p. 1867, doi. 10.1080/13504850701719595

By:

Li, Ming-Yuan Leon

Publication type:

Article

Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets.

Published in:

Applied Economics Letters, 2009, v. 16, n. 2, p. 183, doi. 10.1080/13504850601018148

By:

Li, Ming-Yuan Leon

Publication type:

Article

Purchasing power parity under high and low volatility regimes.

Published in:

Applied Economics Letters, 2007, v. 14, n. 8, p. 581, doi. 10.1080/13504850500461548

By:

Leon Li, Ming-Yuan

Publication type:

Article

The performance of the Markov-switching model on business cycle identification revisited.

Published in:

Applied Economics Letters, 2005, v. 12, n. 8, p. 513, doi. 10.1080/13504850500119963

By:

Leon Li *, Ming-Yuan;
William Lin, Hsiou-Wei;
Hsiu-hua, Rau

Publication type:

Article

Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns.

Published in:

Applied Economics Letters, 2004, v. 11, n. 11, p. 679, doi. 10.1080/1350485042000236539

By:

Leon Li *, Ming-Yuan;
Lin, Hsiou-wei William

Publication type:

Article

Young children conform more to norms than to preferences.

Published in:

PLoS ONE, 2021, v. 16, n. 5, p. 1, doi. 10.1371/journal.pone.0251228

By:

Li, Leon;
Britvan, Bari;
Tomasello, Michael

Publication type:

Article

The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa.

Published in:

International Journal of Finance & Economics, 2021, v. 26, n. 1, p. 353, doi. 10.1002/ijfe.1793

By:

Alhassan, Abidin;
Li, Leon;
Reddy, Krishna;
Duppati, Geeta

Publication type:

Article

Temperature-Mediated Template Release: Facile Growth of Copper(I) Mixed Ethynediide/Isopropylethynide Nanoclusters.

Published in:

Angewandte Chemie International Edition, 2017, v. 56, n. 51, p. 16228, doi. 10.1002/anie.201708760

By:

Zhang, Leon Li‐Min;
Mak, Thomas C. W.

Publication type:

Article

Sub-surface turbulence or non-breaking capillary waves: which dominates air–water gas transfer?

Published in:

Journal of Fluid Mechanics, 2025, v. 1009, p. 1, doi. 10.1017/jfm.2025.242

By:

Li, Leon;
Bullee, Pim A.;
Ellingsen, Simen Å.;
Hearst, R. Jason

Publication type:

Article

Spatial development of a turbulent boundary layer subjected to freestream turbulence.

Published in:

Journal of Fluid Mechanics, 2021, v. 911, p. 1, doi. 10.1017/jfm.2020.967

By:

Jooss, Yannick;
Li, Leon;
Bracchi, Tania;
Hearst, R. Jason

Publication type:

Article

Corporate governance and correlation in corporate defaults.

Published in:

Corporate Governance: An International Review, 2020, v. 28, n. 3, p. 188, doi. 10.1111/corg.12306

By:

Fernando, Jayasuriya M.R.;
Li, Leon;
Hou, Yang (Greg)

Publication type:

Article

Earnings management and earnings predictability: A quantile regression approach.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2021, v. 46, n. 3, p. 389, doi. 10.1177/0312896220945759

By:

Li, Leon;
Hwang, Nen-Chen Richard;
Nartea, Gilbert V

Publication type:

Article

Intensity and Direction of Volatility Spillover Effect in Carbon–Energy Markets: A Regime-Switching Approach.

Published in:

Algorithms, 2022, v. 15, n. 8, p. N.PAG, doi. 10.3390/a15080264

By:

Li, Leon

Publication type:

Article