Access Statistics for Leon Li

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management 0 1 1 46 0 1 3 102
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 0 34 0 1 1 154
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 3 86 0 1 7 184
Total Working Papers 0 1 4 166 0 3 11 440

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis 0 0 1 6 0 1 6 56
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 1 1 4 0 1 3 8
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach 1 1 12 19 2 2 25 38
Are large banks less risky? 0 0 0 6 1 1 2 49
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? 0 1 3 8 0 1 3 15
CEO equity compensation and earnings management: The role of growth opportunities 0 0 1 38 0 0 4 154
CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS 0 0 0 36 0 0 0 124
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST 0 0 0 16 0 0 0 46
Corporate governance and default prediction: a reality test 0 0 0 5 0 0 2 24
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study 0 1 1 5 1 2 3 41
Do large firms overly use stock-based incentive compensation? 0 0 0 16 0 0 0 70
Dynamic correlations and domestic-global diversification 0 0 0 3 0 0 0 58
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 0 112 0 2 4 453
Earnings management and earnings predictability: A quantile regression approach 0 0 0 9 1 1 3 19
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 0 3 4 175
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 1 151 0 0 2 397
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 0 0 1 361
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 0 0 0 11 1 1 1 61
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 4 0 0 0 15
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 0 0 4 0 1 4 20
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 0 0 0 56
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing 0 0 2 14 1 1 5 51
Long memory volatility in Asian stock markets 0 0 0 0 0 0 0 2
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 0 0 2 227
Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets 0 0 0 9 2 2 2 45
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 0 25 1 1 3 75
Predicting corporate bankruptcy: What matters? 0 1 1 54 1 3 11 163
Predictors of low back pain onset in a prospective British study 0 0 0 0 0 0 1 3
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 0 10 0 0 2 92
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 0 0 0 184
Purchasing power parity under high and low volatility regimes 0 0 0 19 0 1 2 78
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 11 0 0 1 53
Re-examining the risk--return relationship in banks using quantile regression 0 0 1 13 0 0 1 34
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 1 13 0 0 4 46
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 0 0 2 37
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory 0 0 0 7 0 0 1 15
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 0 7 1 1 3 30
The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? 1 1 3 4 2 3 7 12
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 0 0 0 8 0 0 2 22
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk 0 0 2 7 0 0 2 28
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 0 1 1 0 0 2 7
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 0 1 1 138
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 0 1 3 18 1 4 10 41
Value or volume strategy? 0 0 0 40 0 0 1 246
Volatility states and international diversification of international stock markets 0 0 0 46 0 1 2 116
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 0 0 0 24
Total Journal Articles 2 7 34 1,057 15 34 134 4,009
1 registered items for which data could not be found
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Statistics updated 2025-03-03