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 1 47 0 11 23 126
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 2 36 2 7 16 170
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 4 90 0 7 20 205
Total Working Papers 0 0 7 173 2 25 59 501

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 1 1 7 6 15 20 76
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 0 2 6 0 1 7 15
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach 0 1 4 23 2 6 22 61
Are large banks less risky? 0 0 0 6 1 5 8 57
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? 0 0 0 8 0 0 3 18
CEO equity compensation and earnings management: The role of growth opportunities 1 1 2 40 5 10 20 174
CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS 0 0 2 38 0 4 8 132
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST 0 0 0 16 1 5 6 52
Corporate governance and default prediction: a reality test 0 0 0 5 1 4 10 34
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 6 13 55
Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility 0 0 1 2 3 11 19 22
Do large firms overly use stock-based incentive compensation? 0 0 1 17 2 4 6 76
Dynamic correlations and domestic-global diversification 0 0 0 3 0 4 7 65
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 0 112 0 1 4 457
Earnings management and earnings predictability: A quantile regression approach 0 0 1 10 1 3 16 35
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 0 1 6 181
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 0 151 0 3 7 404
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 3 9 9 370
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 1 1 1 12 1 8 11 72
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 4 0 3 5 20
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 0 2 6 0 4 11 33
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 1 4 11 67
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing 0 1 1 15 0 4 14 65
Long memory volatility in Asian stock markets 0 0 1 1 0 4 5 7
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 0 2 2 229
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 5 8 54
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 0 25 0 0 7 82
Predicting corporate bankruptcy: What matters? 0 0 1 55 0 1 14 178
Predictors of low back pain onset in a prospective British study 0 0 0 0 0 1 3 6
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 1 11 0 2 8 100
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 0 1 4 188
Purchasing power parity under high and low volatility regimes 0 0 0 19 0 4 6 84
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 11 0 4 4 58
Re-examining the risk--return relationship in banks using quantile regression 0 1 2 15 0 4 9 43
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 0 13 0 8 10 56
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 1 4 6 43
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory 0 0 1 8 1 6 9 24
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 1 8 3 10 16 46
The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? 0 0 0 4 1 4 9 21
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 3 3 5 13 3 5 11 33
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk 0 0 4 12 2 14 27 56
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 0 0 1 1 3 7 14
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 1 6 11 149
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 0 0 5 23 0 5 16 57
The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours 0 0 0 2 7 15 16 21
Value or volume strategy? 0 1 1 41 3 10 17 263
Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness 1 2 3 3 4 13 17 17
Volatility states and international diversification of international stock markets 0 0 0 46 1 5 8 124
When Safe-Haven Asset Is Less than a Safe-Haven Play* 1 1 3 3 1 4 11 14
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 0 3 4 28
Total Journal Articles 7 13 46 1,108 56 258 508 4,536
1 registered items for which data could not be found
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Statistics updated 2026-04-09