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 2 5 10 375
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 1 2 32 3 4 5 165
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 1 24 0 2 3 107
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 23 0 2 2 112
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 2 2 5 44
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 1 6 6 41
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 0 21 0 3 6 109
Hedging with Chinese metal futures 0 0 0 40 5 6 8 160
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 0 2 3 143
Oil price shocks and agricultural commodity prices 0 0 1 177 2 6 15 532
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 0 5 17 443 5 20 68 1,246
Optimal production strategy under demand fluctuations: Technology versus capacity 1 1 1 62 3 3 3 300
Options expiration effects and the role of individual share futures contracts 0 0 0 2 0 1 1 15
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 0 3 0 0 0 41
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 1 3 4 74
The effects of structural breaks and long memory on currency hedging 0 0 0 3 1 2 2 24
The value of public information in commodity futures markets 0 0 0 79 2 5 6 247
Total Journal Articles 1 7 23 1,125 27 72 147 3,856


Statistics updated 2026-01-09