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 3 121
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 0 0 1 137 0 0 5 365
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 1 1 31 0 1 1 161
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 0 23 0 0 0 104
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 1 23 0 0 4 110
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 1 1 2 40
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 0 2 35
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 21 0 0 5 103
Hedging with Chinese metal futures 0 0 0 40 0 1 1 153
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 0 1 1 141
Oil price shocks and agricultural commodity prices 0 0 2 176 1 3 13 519
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 0 2 24 428 6 11 72 1,187
Optimal production strategy under demand fluctuations: Technology versus capacity 0 0 1 61 0 0 1 297
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 0 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 0 0 2 22
The value of public information in commodity futures markets 0 0 1 79 0 0 2 241
Total Journal Articles 0 3 33 1,105 8 18 116 3,724


Statistics updated 2025-03-03