Access Statistics for Li Yang

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
Alternative settlement methods and Australian individual share futures contracts 0 0 0 23 0 0 8 114
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 1 1 3 123 1 2 13 334
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 0 28 0 0 0 153
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 0 20 0 1 2 93
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 21 1 1 4 102
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 0 0 3 36
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 0 3 31
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 12 0 0 10 68
Hedging with Chinese metal futures 0 0 0 37 0 2 7 141
Intraday return and volatility spill-over across international copper futures markets 0 0 0 35 0 0 4 132
Oil price shocks and agricultural commodity prices 0 2 9 133 1 9 47 388
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 6 24 327 4 20 89 866
Optimal production strategy under demand fluctuations: Technology versus capacity 1 3 4 60 4 9 15 255
Options expiration effects and the role of individual share futures contracts 0 0 0 2 0 0 2 12
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 0 1 0 0 3 32
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 0 0 1 68
The effects of structural breaks and long memory on currency hedging 0 0 0 1 0 0 3 18
The value of public information in commodity futures markets 0 1 1 70 0 2 8 176
Total Journal Articles 3 13 42 911 11 46 222 3,019


Statistics updated 2020-09-04