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 1 2 47 0 2 5 106
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 0 34 0 2 3 156
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 1 5 88 0 3 9 189
Total Working Papers 0 2 7 169 0 7 17 451

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 6 1 3 5 59
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 1 2 5 0 1 4 9
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach 0 0 3 21 1 3 14 46
Are large banks less risky? 0 0 0 6 0 0 1 49
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? 0 0 3 8 0 0 4 16
CEO equity compensation and earnings management: The role of growth opportunities 0 0 1 38 1 2 5 157
CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS 0 0 2 38 0 0 2 126
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL‐ASSET‐PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST 0 0 0 16 0 1 1 47
Corporate governance and default prediction: a reality test 0 0 0 5 1 2 4 27
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study 0 0 2 6 1 1 5 44
Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility 0 0 1 1 0 1 5 5
Do large firms overly use stock-based incentive compensation? 0 0 1 17 0 0 1 71
Dynamic correlations and domestic-global diversification 0 0 0 3 0 1 1 59
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 0 112 0 1 3 454
Earnings management and earnings predictability: A quantile regression approach 0 1 1 10 0 5 9 27
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 7 178
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 0 151 0 1 2 398
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 0 0 0 361
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 0 0 0 11 0 0 1 61
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 4 0 1 1 16
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 0 1 5 1 4 9 27
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 0 14 0 2 5 54
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 1 1 4 47
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM 0 0 0 25 0 1 3 76
Predicting corporate bankruptcy: What matters? 0 0 1 54 1 7 14 172
Predictors of low back pain onset in a prospective British study 0 0 0 0 0 0 0 3
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 0 10 1 3 3 95
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 0 1 1 185
Purchasing power parity under high and low volatility regimes 0 0 0 19 0 0 2 78
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 11 0 0 1 54
Re-examining the risk--return relationship in banks using quantile regression 0 0 0 13 0 0 0 34
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 0 13 0 0 2 47
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 0 0 1 37
The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory 0 1 1 8 1 2 2 17
The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach 0 0 0 7 0 1 4 32
The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? 0 0 1 4 1 1 5 13
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 0 0 0 8 0 2 4 24
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk 0 0 2 8 0 1 4 31
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 0 0 1 0 0 1 7
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 0 1 3 140
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 1 4 7 22 1 5 13 47
The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours 0 0 2 2 0 0 4 5
Value or volume strategy? 0 0 0 40 1 1 1 247
Volatility states and international diversification of international stock markets 0 0 0 46 0 1 3 117
When Safe-Haven Asset Is Less than a Safe-Haven Play* 2 2 2 2 2 3 7 7
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 3 9 33 1,077 16 62 173 4,115
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05