Access Statistics for Leon Li

Author contact details at EconPapers.

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 0 2 37 0 1 7 80
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 1 32 0 1 6 146
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 2 82 0 1 11 168
Total Working Papers 0 0 5 151 0 3 24 394

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 0 3 0 0 3 39
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 0 1 2 0 0 2 4
Are large banks less risky? 0 0 0 6 0 0 1 47
CEO equity compensation and earnings management: The role of growth opportunities 0 0 1 34 0 4 13 139
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 1 3 0 0 2 17
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study 0 0 1 3 0 0 3 36
Do large firms overly use stock-based incentive compensation? 0 0 0 16 0 0 1 70
Do market participants value earnings management? An analysis using the quantile regression method 0 0 1 2 0 0 3 10
Dynamic correlations and domestic-global diversification 0 0 1 3 0 2 15 52
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 0 112 0 0 2 448
Earnings management and earnings predictability: A quantile regression approach 0 1 4 6 0 1 4 10
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 1 2 6 168
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 2 150 0 0 2 395
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 0 0 1 359
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 0 0 2 11 0 0 2 60
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 2 0 0 1 11
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 1 2 2 1 2 10 10
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 0 0 1 56
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing 0 0 2 5 0 0 8 29
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 0 0 0 224
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 8 0 0 0 42
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 1 25 0 0 2 71
Predicting corporate bankruptcy: What matters? 0 3 9 46 1 4 20 132
Predictors of low back pain onset in a prospective British study 0 0 0 0 0 0 0 1
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 0 10 0 0 0 88
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 1 1 1 184
Purchasing power parity under high and low volatility regimes 0 0 0 19 0 0 1 76
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 1 1 1 11 1 1 1 52
Re-examining the risk--return relationship in banks using quantile regression 0 0 0 12 0 0 0 30
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 0 10 0 0 0 39
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 0 0 2 35
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory 0 0 2 3 0 0 4 8
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 2 7 0 0 3 26
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 0 0 1 6 0 0 2 18
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 0 0 0 1 1 3 5
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 0 0 0 137
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 0 2 4 10 0 4 9 19
Value or volume strategy? 0 0 1 39 1 2 10 236
Volatility states and international diversification of international stock markets 0 0 1 44 0 1 2 111
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 0 0 0 21
Total Journal Articles 1 8 40 960 7 25 140 3,685

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Statistics updated 2022-11-05