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 1 1 122
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 0 0 0 138 0 0 15 385
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 1 32 1 1 15 176
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 0 24 1 2 8 113
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 23 0 0 7 117
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 0 2 10 52
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 0 14 49
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 22 0 0 14 120
Hedging with Chinese metal futures 0 0 0 40 0 4 21 175
Intraday return and volatility spill‐over across international copper futures markets 0 1 1 37 1 2 13 154
Oil price shocks and agricultural commodity prices 0 1 2 179 5 10 47 573
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 4 26 464 3 10 93 1,319
Optimal production strategy under demand fluctuations: Technology versus capacity 0 0 2 63 2 2 17 314
Options expiration effects and the role of individual share futures contracts 0 0 0 2 1 1 7 21
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 1 4 1 4 12 53
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 1 2 11 82
The effects of structural breaks and long memory on currency hedging 1 1 1 4 2 2 11 33
The value of public information in commodity futures markets 0 0 0 79 0 1 16 258
Total Journal Articles 2 7 35 1,153 18 44 332 4,116


Statistics updated 2026-10-11