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 6 11 16 381
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 1 32 4 7 8 169
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 1 24 4 6 7 111
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 23 3 4 5 115
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 1 3 6 45
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 3 6 41
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 0 21 4 6 10 113
Hedging with Chinese metal futures 0 0 0 40 3 8 10 163
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 3 3 5 146
Oil price shocks and agricultural commodity prices 0 0 1 177 5 9 19 537
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 0 2 15 443 9 21 74 1,255
Optimal production strategy under demand fluctuations: Technology versus capacity 0 1 1 62 4 7 7 304
Options expiration effects and the role of individual share futures contracts 0 0 0 2 3 3 4 18
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 0 3 4 4 4 45
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 5 7 9 79
The effects of structural breaks and long memory on currency hedging 0 0 0 3 4 6 6 28
The value of public information in commodity futures markets 0 0 0 79 6 10 12 253
Total Journal Articles 0 3 20 1,125 68 118 208 3,924


Statistics updated 2026-02-12