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 0 0 121
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 0 0 1 138 1 4 19 385
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 1 32 6 6 14 175
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 1 24 0 0 7 111
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 23 2 2 7 117
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 3 4 9 49
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 8 8 14 49
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 1 1 22 1 6 15 119
Hedging with Chinese metal futures 0 0 0 40 4 6 16 169
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 3 5 10 151
Oil price shocks and agricultural commodity prices 0 1 1 178 9 22 39 559
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 2 5 15 448 11 32 88 1,287
Optimal production strategy under demand fluctuations: Technology versus capacity 0 1 2 63 5 7 14 311
Options expiration effects and the role of individual share futures contracts 0 0 0 2 1 2 6 20
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 1 1 1 4 3 4 8 49
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 0 1 10 80
The effects of structural breaks and long memory on currency hedging 0 0 0 3 1 3 9 31
The value of public information in commodity futures markets 0 0 0 79 3 4 16 257
Total Journal Articles 3 9 23 1,134 61 116 301 4,040


Statistics updated 2026-05-06