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 2 3 8 109
Cash trading and index futures price volatility 0 0 0 2 0 1 5 36
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume 0 0 1 162 0 7 26 594
Determinants and information of REIT pricing 0 0 1 44 2 2 13 138
Intradaily periodicity and volatility spillovers between international stock index futures markets 0 0 0 3 2 3 7 28
Is Illiquidity a Risk Factor? A Critical Look at Commission Costs 0 0 0 0 0 2 7 8
Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance 0 0 2 45 0 2 16 308
PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES 1 5 12 174 1 6 32 435
Stochastic volatility, liquidity and intraday information flow 0 0 0 23 1 1 6 109
The Information Content of the NCREIF Index 0 0 0 181 1 1 9 759
The Information Content of the NCREIF Index 0 0 0 1 0 1 8 12
To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance 0 0 1 13 0 0 6 113
When noise trading fades, volatility rises 0 0 1 13 1 1 17 74
Total Journal Articles 1 5 18 678 10 30 160 2,723

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Statistics updated 2026-08-07