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 2 9 32 0 5 34 60
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 1 1 2 29 1 2 9 123
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 6 78 0 3 32 136
Total Working Papers 1 3 17 139 1 10 75 319


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 1 5 32
Are large banks less risky? 0 0 0 6 0 1 2 44
CEO equity compensation and earnings management: The role of growth opportunities 0 1 2 31 1 2 14 117
CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS 0 0 1 36 0 0 2 123
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST 0 0 0 16 2 4 5 46
Corporate governance and default prediction: a reality test 0 0 0 2 1 2 3 13
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study 0 0 0 2 0 0 3 27
Do large firms overly use stock-based incentive compensation? 0 0 0 16 1 2 2 65
Do market participants value earnings management? An analysis using the quantile regression method 0 1 1 1 0 1 3 3
Dynamic correlations and domestic-global diversification 0 0 1 2 2 4 10 25
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 0 112 0 0 3 444
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 1 3 7 155
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 1 1 148 1 2 3 392
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 1 120 0 0 1 355
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 1 1 1 9 1 1 3 58
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 1 1 2 2 1 3 7 7
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 1 1 1 55
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing 0 1 1 2 1 2 5 12
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 0 1 5 222
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 1 3 42
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 1 24 0 1 3 68
Predicting corporate bankruptcy: What matters? 0 3 19 27 3 10 55 73
Predictors of low back pain onset in a prospective British study 0 0 0 0 0 0 0 0
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 0 10 1 1 4 87
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 1 1 66 0 1 1 181
Purchasing power parity under high and low volatility regimes 0 1 1 19 0 2 4 75
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 10 0 0 0 50
Re-examining the risk--return relationship in banks using quantile regression 0 0 1 12 0 1 5 28
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 2 10 0 1 5 39
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 0 2 4 30
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 2 5 0 0 6 19
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 1 1 2 4 1 1 5 12
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 0 0 0 0 0 1 1
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 0 0 3 136
Value or volume strategy? 0 0 0 37 1 3 10 213
Volatility states and international diversification of international stock markets 0 0 0 43 1 1 5 109
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 0 0 2 21
Total Journal Articles 3 12 40 895 20 55 200 3,379


Statistics updated 2021-01-03