Access Statistics for Jinliang Li

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bounded influence estimator for GARCH models: evidence from foreign exchange rates 0 0 0 17 0 1 7 106
Cash trading and index futures price volatility 0 0 0 2 0 2 4 35
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume 0 0 1 162 2 12 21 589
Determinants and information of REIT pricing 0 0 1 44 0 3 12 136
Intradaily periodicity and volatility spillovers between international stock index futures markets 0 0 0 3 1 1 5 26
Is Illiquidity a Risk Factor? A Critical Look at Commission Costs 0 0 0 0 1 2 6 7
Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance 0 1 2 45 2 5 17 308
PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES 3 4 14 172 3 11 35 432
Stochastic volatility, liquidity and intraday information flow 0 0 0 23 0 2 5 108
The Information Content of the NCREIF Index 0 0 0 181 0 0 8 758
The Information Content of the NCREIF Index 0 0 1 1 1 5 10 12
To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance 0 0 1 13 0 3 6 113
When noise trading fades, volatility rises 0 1 1 13 0 4 17 73
Total Journal Articles 3 6 21 676 10 51 153 2,703


Statistics updated 2026-06-04