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 0 118
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets 0 0 3 134 0 1 7 355
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data 0 0 1 30 0 0 2 158
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets 0 0 0 20 0 0 1 101
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market 0 0 0 21 0 0 0 105
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis 0 0 0 0 0 0 0 37
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies 0 0 0 0 0 0 0 33
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 17 0 0 4 87
Hedging with Chinese metal futures 0 0 1 39 0 0 2 149
Intraday return and volatility spill-over across international copper futures markets 0 0 0 36 0 0 0 138
Oil price shocks and agricultural commodity prices 3 5 15 164 5 7 34 473
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 0 4 20 378 2 13 67 1,040
Optimal production strategy under demand fluctuations: Technology versus capacity 0 0 0 60 0 0 7 295
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 40
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China 0 0 0 18 0 0 0 69
The effects of structural breaks and long memory on currency hedging 0 0 0 2 0 0 0 20
The value of public information in commodity futures markets 0 0 0 76 3 8 21 223
Total Journal Articles 3 9 41 1,024 10 29 146 3,455


Statistics updated 2023-01-04