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 9 17 382
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 1 32 0 7 8 169
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 1 24 0 4 7 111
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 23 0 3 5 115
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 1 4 6 46
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 1 6 41
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 0 21 3 7 13 116
Hedging with Chinese metal futures 0 0 0 40 0 8 10 163
Intraday return and volatility spill‐over across international copper futures markets 0 0 0 36 1 4 6 147
Oil price shocks and agricultural commodity prices 0 0 1 177 3 10 21 540
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 1 16 444 6 20 74 1,261
Optimal production strategy under demand fluctuations: Technology versus capacity 0 1 1 62 1 8 8 305
Options expiration effects and the role of individual share futures contracts 0 0 0 2 1 4 5 19
Spot‐futures spread, time‐varying correlation, and hedging with currency futures 0 0 0 3 1 5 5 46
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 0 6 9 79
The effects of structural breaks and long memory on currency hedging 0 0 0 3 2 7 8 30
The value of public information in commodity futures markets 0 0 0 79 1 9 13 254
Total Journal Articles 1 2 21 1,126 21 116 221 3,945


Statistics updated 2026-03-04