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 24 0 3 3 121
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 0 1 1 137 1 4 5 365
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 0 30 0 0 1 160
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 1 23 0 0 1 104
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 2 23 0 1 5 110
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 0 0 2 39
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 1 1 2 35
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 2 21 0 2 7 103
Hedging with Chinese metal futures 0 0 1 40 0 0 1 152
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 0 0 1 140
Oil price shocks and agricultural commodity prices 1 1 4 176 1 2 14 516
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 2 30 426 7 18 78 1,176
Optimal production strategy under demand fluctuations: Technology versus capacity 0 0 1 61 0 0 2 297
Options expiration effects and the role of individual share futures contracts 0 0 0 2 0 0 0 14
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 0 3 0 1 1 41
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 0 0 1 70
The effects of structural breaks and long memory on currency hedging 0 0 1 3 1 1 2 22
The value of public information in commodity futures markets 0 0 1 79 0 0 2 241
Total Journal Articles 2 4 44 1,102 11 33 128 3,706


Statistics updated 2024-12-04