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 2 5 26 134
Is there a Trade-Off between Accrual-Based and Real Earnings Management? Evidence from Equity Compensation and Market Pricing 0 0 1 36 5 5 16 176
Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression 0 0 1 90 1 1 26 218
Total Working Papers 0 0 2 173 8 11 68 528

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 4 5 33 92
Analysts’ Forecast Dispersion and Stock Returns: A Quantile Regression Approach 0 0 1 6 2 3 11 22
Are cryptocurrencies a safe haven for stock investors? A regime-switching approach 4 4 7 28 10 14 31 80
Are large banks less risky? 0 0 0 6 1 1 10 60
Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? 0 0 0 8 0 0 2 20
CEO equity compensation and earnings management: The role of growth opportunities 0 0 1 40 1 2 22 183
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 2 3 12 59
Corporate governance and default prediction: a reality test 0 0 0 5 2 3 9 37
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 4 4 13 60
Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility 0 1 1 3 1 5 24 32
Do large firms overly use stock-based incentive compensation? 0 0 0 17 1 2 8 79
Dynamic correlations and domestic-global diversification 0 0 0 3 0 0 7 67
Dynamic hedge ratio for stock index futures: application of threshold VECM 0 0 2 114 0 1 10 464
Earnings management and earnings predictability: A quantile regression approach 0 0 0 10 1 3 13 43
Effects of Firm Size, Financial Leverage and R&D Expenditures on Firm Earnings: An Analysis Using Quantile Regression Approach 0 0 0 0 1 1 4 182
Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns 0 0 0 151 3 3 13 411
Examining the Volatility of Taiwan Stock Index Returns Via a Three-Volatility-Regime Markov-Switching ARCH Model 0 0 0 120 2 2 12 373
Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model 0 0 1 12 1 1 11 74
Financial versus Non-Financial Information for Default Prediction: Evidence from Sri Lanka and the USA 0 0 0 4 1 1 4 21
Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon 0 0 0 6 1 1 8 37
Hybrid versus highbred: combined economic models with time-series analyses 0 0 0 10 1 2 10 70
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 71
Long memory volatility in Asian stock markets 0 0 1 1 1 2 12 14
Market Conditions and Abnormal Returns of IPO-An Empirical Study of Taiwan's High-Tech Companies 0 0 0 60 1 1 4 231
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 1 2 8 87
Predicting corporate bankruptcy: What matters? 0 0 1 55 1 1 9 183
Predictors of low back pain onset in a prospective British study 0 0 0 0 2 4 7 11
Price transmission, foreign exchange rate risks and global diversification of ADRs 0 0 1 11 1 2 10 106
Pricing and Allocation Mechanisms in Underpricing of Chinese IPOs 0 0 0 66 2 4 8 194
Purchasing power parity under high and low volatility regimes 0 1 1 20 2 5 15 94
Re-examining covariance risk dynamics in international stock markets using quantile regression analysis 0 0 0 11 2 5 10 64
Re-examining the risk--return relationship in banks using quantile regression 0 0 1 15 0 1 12 48
Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression 0 0 0 13 3 3 16 63
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation 0 0 0 2 1 1 6 44
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 0 8 2 3 21 54
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 8 22
The domino effect of credit defaults: test of asymmetric default correlations using realised default data 0 0 5 14 1 3 14 40
The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk 0 0 1 12 4 11 38 72
The dynamics of the relationship between spot and futures markets under high and low variance regimes 0 1 1 2 1 3 13 20
The performance of the Markov-switching model on business cycle identification revisited 0 0 0 38 1 1 9 151
The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa 0 0 2 24 1 1 19 67
The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours 0 0 0 2 2 4 25 30
Value or volume strategy? 0 0 2 42 0 3 23 272
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 3 7 51 51
Volatility states and international diversification of international stock markets 0 0 0 46 2 3 11 128
When Safe-Haven Asset Is Less than a Safe-Haven Play* 2 2 6 8 11 55 66 75
Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market 0 0 0 2 1 1 6 30
Total Journal Articles 6 10 44 1,130 86 187 729 4,904
1 registered items for which data could not be found
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Statistics updated 2026-11-12