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 0 47 3 4 25 132
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 2 36 0 0 15 171
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 2 90 0 0 27 217
Total Working Papers 0 0 4 173 3 4 67 520

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 7 0 2 29 88
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 0 1 6 1 1 10 20
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach 0 1 3 24 2 5 24 70
Are large banks less risky? 0 0 0 6 0 1 9 59
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? 0 0 0 8 0 1 4 20
CEO equity compensation and earnings management: The role of growth opportunities 0 0 1 40 0 1 24 182
CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS 0 0 0 38 0 1 8 134
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST 0 0 0 16 0 2 10 57
Corporate governance and default prediction: a reality test 0 0 0 5 0 1 8 35
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study 0 0 0 6 0 0 10 56
Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility 1 1 2 3 3 5 25 31
Do large firms overly use stock-based incentive compensation? 0 0 0 17 0 1 7 78
Dynamic correlations and domestic-global diversification 0 0 0 3 0 0 8 67
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 2 114 1 1 10 464
Earnings management and earnings predictability: A quantile regression approach 0 0 0 10 0 3 15 42
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 0 0 3 181
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 0 151 0 0 10 408
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 0 1 10 371
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 0 0 1 12 0 0 12 73
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 4 0 0 3 20
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 0 1 6 0 0 9 36
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 1 1 12 69
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing 0 0 2 16 1 2 16 70
Long memory volatility in Asian stock markets 0 0 1 1 1 2 11 13
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 0 0 3 230
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 0 1 9 57
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 1 26 0 2 10 86
Predicting corporate bankruptcy: What matters? 0 0 1 55 0 1 8 182
Predictors of low back pain onset in a prospective British study 0 0 0 0 1 2 6 9
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 1 11 0 2 9 105
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 1 3 7 192
Purchasing power parity under high and low volatility regimes 0 1 1 20 1 3 14 92
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 11 2 3 8 62
Re-examining the risk--return relationship in banks using quantile regression 0 0 2 15 0 1 13 48
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 0 13 0 0 13 60
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 0 0 6 43
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory 0 0 0 8 0 0 8 25
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 1 8 0 1 20 52
The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? 0 0 0 4 0 0 9 22
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 0 0 5 14 1 3 14 39
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk 0 0 4 12 6 7 37 68
The dynamics of the relationship between spot and futures markets under high and low variance regimes 1 1 1 2 1 2 12 19
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 0 0 10 150
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 0 0 2 24 0 1 19 66
The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours 0 0 0 2 0 2 23 28
Value or volume strategy? 0 0 2 42 2 4 24 272
Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness 0 1 5 5 1 7 48 48
Volatility states and international diversification of international stock markets 0 0 0 46 0 2 9 126
When Safe-Haven Asset Is Less than a Safe-Haven Play* 0 0 4 6 1 46 57 64
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 0 0 5 29
Total Journal Articles 2 5 45 1,124 27 124 688 4,818
1 registered items for which data could not be found
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Statistics updated 2026-10-11