Journal
Nguyen, TTT., Pham, SD., Li, XM., & Do, HX. (2024). Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs.
International Review of Economics and Finance. 94
[Journal article]Authored by: Do, X., Li, X.Read article at Massey Research Online:
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Li, XM. (2024). The diverse effects of non-tariff measures on free trade agreements: Global empirical evidence from binary response models.
Scottish Journal of Political Economy.
[Journal article]Authored by: Li, X.Read article at Massey Research Online:
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Pham, SD., Nguyen, TTT., & Li, XM. (2024). Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations.
Global Finance Journal. 59
[Journal article]Authored by: Li, X.Read Online:
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Qiu, M., & Li, XM. (2023). A Study of the Abnormal Dividend Decisions of New Zealand Firms during COVID-19.
Journal of Risk and Financial Management. 16(10)
[Journal article]Authored by: Li, X., Qiu, M.Read article at Massey Research Online:
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Li, XM., & Qiu, M. (2023). How are economic policy uncertainty shocks transmitted to capital structure? Chinese evidence.
International Journal of Managerial Finance. 19(4), 910-929
[Journal article]Authored by: Li, X., Qiu, M.Read Online:
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Li, XM. (2022). Manacled short sellers and return premium: New evidence.
European Financial Management. 28(2), 403-432
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Li, X., & Qiu, M. (2021). The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms.
Journal of International Money and Finance. 110, Retrieved from https://www.sciencedirect.com/science/article/pii/S0261560620302357
[Journal article]Authored by: Li, X., Qiu, M.Read Online:
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Li, XM., & Qiu, M. (2021). The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms.
Journal of International Money and Finance. 110
[Journal article]Authored by: Li, X.Read Online:
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Li, XM. (2017). New evidence on economic policy uncertainty and equity premium.
Pacific Basin Finance Journal. 46, 41-56
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Bai, M., Li, XM., & Qin, Y. (2017). Shortability and asset pricing model: Evidence from the Hong Kong stock market.
Journal of Banking and Finance. 85, 15-29
[Journal article]Authored by: Li, X., Qin, Y.Read article at Massey Research Online:
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Kleinbrod, VM., & Li, XM. (2017). Order flow and exchange rate comovement.
Journal of International Money and Finance. 77, 199-215
[Journal article]Authored by: Li, X.Read Online:
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Li, XM., & Peng, L. (2017). US economic policy uncertainty and co-movements between Chinese and US stock markets.
Economic Modelling. 61, 27-39
[Journal article]Authored by: Li, X.Read Online:
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Zou, L., Tang, T., & Li, X. (2016). The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China.
Journal of Multinational Financial Management. 37-38, 12-28
[Journal article]Authored by: Li, X., Zou, L.Read Online:
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Bai, M., Li, XM., & Qin, Y. (2016). Short-selling constraints and stock-valuation pattern: a regime–event analysis.
Applied Economics. 48(56), 5462-5484
[Journal article]Authored by: Li, X., Qin, Y.Read Online:
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Dassanayake, W., Li, X-M., & Buhr, K. (2015). A revisit of price discovery dynamics across Australia and New Zealand.
Research Report Series. 3/2015(3), 1-26 Retrieved from http://www.unitec.ac.nz/epress/
[Journal article]Authored by: Li, X.Read article at Massey Research Online:
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Li, XM., Zhang, B., & Gao, R. (2015). Economic policy uncertainty shocks and stock-bond correlations: Evidence from the US market.
Economics Letters. 132, 91-96
[Journal article]Authored by: Li, X.Read Online:
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Li, X. (2014). Rethinking long memory and structural breaks in the forward premium.
Scottish Journal of Political Economy. 61(4), 455-485
[Journal article]Authored by: Li, X.Read Online:
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Zhang, B., & Li, X. (2014). Has there been any change in the comovement between the Chinese and US stock markets.
International Review of Economics and Finance. 29, 525-536 Retrieved from http://www.sciencedirect.com/science/article/pii/S1059056013000750?via=ihub
[Journal article]Authored by: Li, X.Read Online:
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Zhang, B., & Li, XM. (2016). Recent hikes in oil-equity market correlations: Transitory or permanent?.
Energy Economics. 53, 305-315
[Journal article]Authored by: Li, X.Read Online:
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Zhang, B., Li, XM., & He, F. (2014). Testing the evolution of crude oil market efficiency: Data have the conn.
Energy Policy. 68, 39-52
[Journal article]Authored by: Li, X.Read Online:
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Li, X-M. (2014). Asset pricing and share reforms: An anatomy of China's investable stocks.
Asia-Pacific Financial Markets. 21(1), 15-34 Retrieved from http://link.springer.com/article/10.1007/s10690-013-9174-3
[Journal article]Authored by: Li, X.Read Online:
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Li, XM. (2011). How do exchange rates co-move? A study on the currencies of five inflation-targeting countries.
Journal of Banking and Finance. 35(2), 418-429
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Zou, L. (2009). A dynamic conditional correlation analysis for emerging market integration and portfolio correlation.
Journal of International Finance and Economics. 9(2), 116-128
[Journal article]Authored by: Li, X., Zou, L.Read Abstract:
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Xu, Q., & Li, XM. (2009). Estimation of dynamic asymmetric tail dependences: An empirical study on Asian developed futures markets.
Applied Financial Economics. 19(4), 273-290
[Journal article]Authored by: Li, X.Read Abstract:
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Li, XM., & Rose, LC. (2009). The tail risk of emerging stock markets.
Emerging Markets Review. 10(4), 242-256
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Zou, L. (2008). How do policy and information shocks impact co-moverments of China's T-Bond and stock markets.
Journal of Banking and Finance. 32(3), 347-359 Retrieved from http://www.sciencedirect.com/science/article/pii/S0378426607002142
[Journal article]Authored by: Li, X., Zou, L.Read Online:
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Buhr, K., Li, X., & Rose, LC. (2008). Forecasting stock market volatility and assessing information content present in S & PASX 200 index option prices in Australia.
Journal of Accounting and Finance. 7, 15-30
[Journal article]Authored by: Li, X.
Li, XM., & Xu, Q. (2008). Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets.
Applied Financial Economics. 18(3), 213-227
[Journal article]Authored by: Li, X.Read Online:
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Li, XM., & Rose, LC. (2008). Market integration and extreme co-movements in APEC emerging equity markets.
Applied Financial Economics. 18(2), 99-113
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Zou, L. (2007). Forecasting performance of CBOE implied volatility indices.
Journal of Accounting and Finance. 6, 99-122
[Journal article]Authored by: Li, X., Zou, L.Read Abstract:
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Zou, L., & Li, X. (2007). Intra-night T-bond futures trading for US Macroeconomic news releases: Australian Evidence.
Journal of Accounting and Finance. 6, 57-71
[Journal article]Authored by: Li, X., Zou, L.Read Abstract:
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Li, XM., & Rose, LC. (2006). THE IMPACT of EVOLVING MARKET INTEGRATION on APEC EMERGING STOCK MARKETS' WORLD BETAS.
Annals of Financial Economics. 2(1)
[Journal article]Authored by: Li, X.Read Online:
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Chen, KJ., & Li, XM. (2006). Is technical analysis useful for stock trades in China? Evidence from the SZSE Component A-Share Index.
Pacific Economic Review. 11(4), 477-488
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Rose, LC. (2006). The impact of evolving market integration on APEC emerging stock markets' world betas.
International Journal of Business Management and Economics. 2(8), 79-105
[Journal article]Authored by: Li, X.
Li, XM. (2006). A revisit of international stock market linkages: New evidence from rank tests for nonlinear cointegration.
Scottish Journal of Political Economy. 53(2), 174-197
[Journal article]Authored by: Li, X.Read Abstract:
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Meyer, TO., Li, X., & Rose, LC. (2005). Comparing mean variance tests with stochastic dominance tests when assessing international portfolio diversification benefits.
Financial Services Review:. 14(2), 149-168 Retrieved from http://www.questia.com/library/1P3-857337401/comparing-mean-variance-tests-with-stochastic-dominance
[Journal article]Authored by: Li, X.Read Abstract:
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Li, XM. (2005). China's economic growth: What do we learn from multiple-break unit root tests?.
Scottish Journal of Political Economy. 52(2), 261-281
[Journal article]Authored by: Li, X.Read Abstract:
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Li, X. (2004). A quasi-bayesian analysis of structural breaks: China's output and productivity series.
International Journal of Business and Economics. 3(1), 57-65 Retrieved from http://www.ijbe.org/table%20of%20content/pdf/vol3-1/vol3-1-07.pdf
[Journal article]Authored by: Li, X.Read Abstract:
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Li, X. (2004). The long-run and short-run multipliers of fiscal policy in the Chinese economy.
Journal of Chinese Economic and Business Studies. 2(2), 115-131 Retrieved from http://www.tandfonline.com/doi/abs/10.1080/14765280410001684788
[Journal article]Authored by: Li, X.Read Online:
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Bing, Z., & Li, X. (2003). An evolving market efficiency test on Chinese stock market.
Jingji Yanjiu (Economic Research Journal). (1), 54-61 Retrieved from http://www.oriprobe.com/journals/caod_3175/2003_1.html
[Journal article]Authored by: Li, X.
Li, XM. (2003). China: Further evidence on the evolution of stock markets in transition economies.
Scottish Journal of Political Economy. 50(3), 341-358
[Journal article]Authored by: Li, X.Read Online:
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Li, X. (2003). Time-varying informational efficiency in China's A-share and B-share markets.
Journal of Chinese Economic and Business Studies. 1(1), 33-56 Retrieved from http://www.tandfonline.com/doi/abs/10.1080/1476528032000039730
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Xu, J. (2002). A note on New Zealand stock market efficiency.
Applied Economics Letters. 9(13), 879-883
[Journal article]Authored by: Li, X.Read Online:
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Li, X. (2001). The 'Inward and westward' Shifts in the Strategic Emphases of China's Economic Development.
Current Politics and Economics of China. 4(2), 183-204
[Journal article]Authored by: Li, X.
Li, X. (2001). Government revenue, government expenditure, and temporal causality: Evidence from China.
Applied Economics. 33(4), 485-497
[Journal article]Authored by: Li, X.Read Online:
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Li, XM. (2000). China's macroeconomic stabilization policies following the Asian financial crisis.
Asian Survey. 40(6), 938-957
[Journal article]Authored by: Li, X.
Li, X. (2000). Reforming China's financial system and monetary policies: A sovereign remedy for locally initiated investment expansion?.
Journal of Development Economics. 62(2), 423-443
[Journal article]Authored by: Li, X.Read Online:
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Li, XM. (2000). The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data.
Journal of Comparative Economics. 28(4), 814-827
[Journal article]Authored by: Li, X.Read Online:
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Armstrong, H., De Kervenoael, RJ., Li, X., & Read, R. (1998). A comparison of the economic performance of different micro-states, and between micro-states and larger countries.
WORLD DEVELOPMENT. 26(4), 639-656
[Journal article]Authored by: Li, X.Read Online:
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Armstrong, H., de Kervenoael, RJ., Li, X., & Read, R. (1998). A Comparison of the Economic Performance of Different Micro-States, and between Micro-States and Larger Countries.
World Development. 26(4), 639-656
[Journal article]Authored by: Li, X.Read Abstract:
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Li, X. (1997). Consumption demand, saving behaviour and rational expectations: An application of disequilibrium modelling to China 1952-92.
Applied Economics. 29(11), 1411-1424
[Journal article]Authored by: Li, X.Read Online:
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Li, XM., & Ma, Y. (1996). Financial reforms and regional investment conflicts in China: A game-theoretic analysis.
ECONOMICS OF PLANNING. 29(2), 117-130
[Journal article]Authored by: Li, X.Read Online:
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Li, X., & Ma, Y. (1996). Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis.
Economics of Planning. 29(2), 117-130
[Journal article]Authored by: Li, X.Read Abstract:
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Conference
Qiu, M., & Li, X.
The effect of dividend cancellations triggered by the Covid-19 pandemic: Evidence from Australia and New Zealand. . University of Waikato, Tauranga Campus
[Conference Paper]Authored by: Li, X., Qiu, M.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Zou, L., Tang, T., Li, X., & Young, M.(2019, July). Style Consistency and Industry Concentration of Chinese Mutual Funds.
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[Conference]Authored by: Li, X., Young, M., Zou, L.Read article at Massey Research Online:
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Li, X-M., Kleinbrod, V., & Ding, D.
Technical analysis using order flow: A multivariate fuzzy approach. . Dunedin, NZ
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X-M., & Peng, L.
US economic policy uncertainty and co-movements between Chinese and US stock markets. . Shanghai, China
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Zou, L., Tang, AT., & Li, X-M.
Tale of two styles: Do qualified foreign institutional investors have an edge over domestic funds managers in China. . Bankok, Thailand
[Conference Paper]Authored by: Li, X., Zou, L.Read Abstract:
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Ban, Y., Li, X-M., & Qiu, M.
Capital Structure under Economic Policy Uncertainty: Evidence from the US. . Dubai
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X-M.
Economic Policy Uncertainty and Equity Risk Premiums: Evidence from China. . Stockholm, Sweden.
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X-M.
Economic policy uncertainty and equity risk premiums: Evidence from China. . Sydney, Australia
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Ban, Y., Li, X., & Qiu, M. (2016, December). Capital structure under economic policy uncertainty: Evidence from the US. Presented at
The 2016 meeting of World Finance & Banking Symposium. Dubai, United Arab Emirates.
[Conference Oral Presentation]Authored by: Li, X., Qiu, M.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X., & Jiang, D.
Manacled short sellers and overconfident investors: Regulation-induced market-wide misvaluation. . Changsha, China
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X-M., Zou, L., & Bai, M.
Exploring a shortability-augmented asset pricing model. . Prague, Czech Republic
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X-M., Zou, L., & Bai, M.
Exploring a shortability-augmented asset pricing model. . Bali, Indonesia
[Conference Paper]Authored by: Li, X.Read Abstract:
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Li, XM.(2014).
Asset Pricing and Share Reforms: An Anatomy of China's Investable Stocks. Paper presented at the meeting of Asia-Pacific Financial Markets
[Conference Paper]Authored by: Li, X.Read Abstract:
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Li, X., & Bai, M.
Short-selling regimes and stock-valuation pattern: A broad perspective. . Nottingham, United Kingdom
[Conference Paper]Authored by: Li, X.Read Abstract:
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Dassanayake, W., Li, X-M., & Buhr, K.
An investigation of the price discovery for cross-listed stocks: Evidence from New Zealand and Australian stock markets. . Unitec Institute of Technology, Auckland, New Zealand
[Conference Paper]Authored by: Li, X.Read Abstract:
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Li, X., Zou, L., & Zhu, H.
Commodity Price and Exchange Rate Dynamics: Australia and New Zealand Evidence. . Shanghai, China
[Conference Paper]Authored by: Li, X.Read Abstract:
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Li, X., Zou, L., & Zhu, H.
Commodity price and exchange rate dynamics: Australia and New Zealand evidence. . Atlanta, Georgia, United States of America
[Conference Paper]Authored by: Li, X.Read Abstract:
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Li, X., Zhang, B., & Du, Z.
Correlation in commodity futures and equity markets around the world: Long-run trend and short-run fluctuation. . Taipei, Taiwan
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Bai, M., & Li, X.(2011).
Moving between opposite short-sale regimes: Are stock characteristics priced differently?. . University of Canterbury, NZ
[Conference Paper]Authored by: Li, X.Read Abstract:
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Buhr, K., Li, X., & Rose, LC.(2010).
The informational role of options trading volume in the Australian index options markets. . Melbourne, VIC, Australia
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Buhr, K., Li, X., & Rose, LC.(2010).
The informational role of options trading volume in the Australian index options markets. . Auckland, New Zealand
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X., & Duan, H.(2010).
Firm characteristics, stock returns and structural change: A panel data analysis of China's investable companies. . Hong Kong, China
[Conference Paper]Authored by: Li, X.Read Abstract:
![abstract icon](/massey/app_templates/_pagetemplates/pagelets/academic_outputs/images/abstract.jpg)
Li, X., & Zou, L.(2008).
Market integration, portfolio correlation: A DCC analysis for seven Asian emerging markets. . Brisbane, Australia
[Conference Paper]Authored by: Li, X., Zou, L.
Buhr, K., Rose, LC., & Li, X.(2008).
Lead lag direction and price discovery of the s&p/asx 200 share price index and the s&p/asx 200 index options. . Sydney, NSW, Australia
[Conference Paper]Authored by: Li, X.
Buhr, K., Li, X., & Rose, LC. (2008). Lead lag direction and price discovery of the S&P/ASX200 share price index and the S&P/ASX200 index options.
Proceedings of the 12th New Zealand Finance Colloquium. (pp. unpaged - 44).
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X., Xu, Q., & Dincer, OC.(2007).
Evaluating copula-based multivariate density forecasts on foreign exchange rate markets. . Peking University, Beijing, PR China
[Conference Paper]Authored by: Li, X.
Li, X., & Omay, T.(2007).
The effects of Asia 1997 crisis on the stocks of Asia Pacific region: A non-linear approach. . Cesme, Izmir, Turkey
[Conference Paper]Authored by: Li, X.
Arin, KP., & Li, X.(2007).
Fiscal policy and human capital: OECD evidence. . La Trobe University, Melbourne, VIC
[Conference Paper]Authored by: Li, X.
Li, X. (2007). Price stability or export competitiveness?. In MH. Liu, & A. Tourani Rad (Eds.)
Proceedings of the 11th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Li, X.
Buhr, K., Li, X., & Rose, LC. (2007). Stock market volatility and assessing information content present in the S&P/ASX 200 index option prices. In MH. Liu, & A. Tourani Rad (Eds.)
Proceedings of the 11th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X., & Zou, L.(2006).
How do policy and information shocks impact co-movements of China's t-bond and stock markets?. . National Sun Yat-sen University, Kaohsiung, Taiwan
[Conference Paper]Authored by: Li, X.
Buhr, K., Rose, LC., & Li, X. (2006, December). Direct evidence of non-trading on the New Zealand Stock Exchange. Presented at
19th Australasian Finance and Banking Conference 2006. Sydney, NSW.
[Conference Oral Presentation]Authored by: Li, X.
Xu, Q., Li, X., & Mamun, AA. (2006). Dynamic asymmetric tail dependence in Asian developed futures markets. In JS. Chaput (Ed.)
Proceedings of the 10th Annual New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X., & Rose, LC. (2006). How does liberalization impact on exceedance correlation?: Evidence from emerging stock markets. In JS. Chaput (Ed.)
Proceedings of the 10th Annual New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X., & Zou, L. (2006). Intra-night trading for US macroeconomic news releases: Australian evidence.
Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Li, X., Zou, L.
Xu, Q., Li, X., & Mamun, AA.(2006).
Dynamic asymmetric tail dependences across Asia developed futures markets. . Washington University, St Louis, MO
[Conference Paper]Authored by: Li, X.
Li, X., & Zou, L.(2006).
Correlation between Chinese T-bond and equity markets: An asymmetric DCC Approach. . Salt Lake City, UT
[Conference Paper]Authored by: Li, X., Zou, L.
Xu, Q., Li, X., & Mamun, AA.(2005).
Dynamic asymetric tail dependence in Asia developed futures markets. Paper presented at the meeting of 13th SFM [Securities and Financial Markets] Conference: Conference on the Theories and Practices of Securities and Financial Markets
[Conference Paper]Authored by: Li, X.
Li, X., & Rose, LC. (2005, December). Market integration and extreme correlation in APEC emerging equity markets. Presented at
The 18th Australasian Finance and Banking Conference. Sydney, NSW.
[Conference Oral Presentation]Authored by: Li, X.
Buhr, K., Li, X., & Rose, LC.(2005).
Forecasting stock market volatility and assessing information content of implied volatility from S&P/ASX 200 index option prices.
[Conference Paper]Authored by: Li, X.
Li, X., & Rose, LC.(2005).
Market integration and extreme correlation in APEC emerging equity markets. Paper presented at the meeting of The 16th Asian Finance Association Conference
[Conference Paper]Authored by: Li, X.
Li, X., & Rose, LC. (2005). Market integration and extreme correlation in APEC emerging equity markets.
The 16th Asian Finance Association Conference. (pp. 1 - 32). Kuala Lumpur, Malaysia
[Conference Paper in Published Proceedings]Authored by: Li, X.
Buhr, K., Rose, LC., & Li, X.(2005).
Direct evidence of non-trading on the New Zealand stock exchange. Paper presented at the meeting of 16th Asian Finance Association Conference
[Conference Paper]Authored by: Li, X.
Buhr, K., Rose, LC., & Li, X. (2005). Investors dilemma: The volatility of the New Zealand exchange rate: Short term performance of the NZ dollar versus the US dollar. In ML. Ed (Ed.)
New Zealand Finance Colloquium. (pp. 1 - 41). Wellington, NZ: 9th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Li, X.
Buhr, K., Rose, LC., & Li, X. (2004). Investors dilemma: The volatility of the New Zealand exchange rate: Short term performance of the NZ dollar versus the US dollar. (pp. unpaged). , 9th AIBF Banking and Finance Conference Melbourne, VIC: AIBF
[Conference Abstract]Authored by: Li, X.
Li, X.(2004).
The efficacy of China's fiscal expansion: A cointegration approach.
[Conference Paper]Authored by: Li, X.
Buhr, K., Rose, LC., & Li, X. (2004). Volatility of NZ exchange rate.
9th AIBF Banking and Finance Conference: Challenges in Banking and Finance. (pp. unpaged). Melbourne, VIC, Australia
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X., Flenley, JR., Rapson, GL., & Mclachlan, RI. (2004).
Interpreting vegetation dynamics with pollen data from undisturbed and disturbed sites in New Zealand. Poster session presented at the meeting of 47th Annual Meeting of International Association of Vegetation Science. Kailua-Kona, Hawaii
[Conference Poster]Authored by: Li, X., McLachlan, R.
Meyer, TO., Li, X., & Rose, LC. (2004). Comparing mean variance tests with stochastic dominance tests when assessing international portfolio diversification benefits.
Eighteenth Annual Meeting of the Academy of Financial Services. (pp. unpaged). New Orleans, LA
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X. (2004). Modelling beta risk for New Zealand industry portfolios. In A. Tourani-Rad, A. Gunasekarage, & AG. Eds (Eds.)
8th New Zealand Finance Colloquium. (pp. unpaged). Hamilton, NZ
[Conference Paper in Published Proceedings]Authored by: Li, X.
Xu, Q., & Li, X. (2004). Assessing Asian emerging market risks: an application of the GEV and GPD methods.
8th New Zealand Finance Colloquium. (pp. 1 - 52). Hamilton, NZ
[Conference Paper in Published Proceedings]Authored by: Li, X.
Xu, Q., & Li, X. (2004, January). Assessing Asian emerging market risks: An application of the GEV and GPD methods. Presented at
The 8th New Zealand Finance Colloquium. University of Waikato, Hamilton, NZ.
[Conference Oral Presentation]Authored by: Li, X.
Meyer, TO., Li, X., & Rose, LC. (2004, October). Stochastic dominance tests of international portfolio diversification benefits. Presented at
18th Annual Meeting of the Academy of Financial Services. New Orleans, LA.
[Conference Oral Presentation]Authored by: Li, X.
Xu, Q., & Li, X. (2003). Do the New Zealand daily exchange rates behave nonlinearly or like chaos. In WR. Wilson, CB. Malone, & JGP. Eds (Eds.)
7th New Zealand Finance Colloquium. (pp. unpaged). Palmerston North, NZ: 7th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X.(2003).
China's economic growth: What do we learn from multiple-break unit root tests?.
[Conference Paper]Authored by: Li, X.
Chen, K., & Li, X. (2003). China's stock markets: Does technical analysis incorporating data on volumes and returns provide additional evidence of return predictability?. In WR. Wilson, CB. Malone, & JGP. Eds (Eds.)
7th New Zealand Finance Colloquium. (pp. unpaged). Palmerston North, NZ: 7th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X. (2002, July). International stock market integration: Evidence form nonlinear cointegration analysis. Presented at
The 2002 (APFA/PACAP/FMA) International Finance Conference. Tokyo, Japan.
[Conference Oral Presentation]Authored by: Li, X.
Li, X.(2002).
International stock market integration: Evidence from nonlinear cointegration analysis. Paper presented at the meeting of APFA/PACAP/FMA Finance Conference. Tokyo, Japan
[Conference Paper]Authored by: Li, X.
Rose, LC., Elayan, FA., & Li, X.(2001).
Global markets response to and the determinants of sovereign credit ratings.
[Conference Paper]Authored by: Li, X.
Li, X. (2001). Testing for breaking trend functions in macroeconomic time series: An application to China's national and sectoral productivity data.
New Zealand Association of Economists. (pp. 1 - 33).
[Conference Paper in Published Proceedings]Authored by: Li, X.
Li, X.(2001).
Testing for breaking trend functions in macroeconomic time series: An application to China's national and sectoral productivity data.
[Conference Paper]Authored by: Li, X.
Li, X., & Li, W. (2000, July). An empirical study on evolving market efficiency for China's stock market. Presented at
7th Annual Asia-Pacific Finance Association Conference. Shanghai, China.
[Conference Oral Presentation]Authored by: Li, X.
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Other
Li, X. (2007). From the EMS to EMU: Has there been any change in the behaviour of exchange rate correlation?.
In Department of Commerce Working Paper Series(pp. 1 - 16). : Massey University, Department of Commerce
[Working Paper]Authored by: Li, X.
Xu, Q., & Li, X. (2006). Dynamic asymmetric tail dependence in Asian developed futures market.
In Department of Commerce Working Paper Series(pp. 1 - 37). : Massey University, Department of Commerce
[Working Paper]Authored by: Li, X.
Li, X., & Zhao, X. (2006). Asymmetric dynamics in exchange rate correlations: Price stability or export competitiveness?.
In Department of Commerce Working Paper Series(pp. 1 - 8). : Massey University, Department of Commerce
[Working Paper]Authored by: Li, X.
Li, X., & Zou, L. (2006).
How do policy and information shocks impact co-movements of China's T-bond and stock markets?. : Massey University, Department of Commerce
[Internet publication]Authored by: Li, X., Zou, L.
Buhr, K., Li, X., & Rose, LC. (2005). Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices.
In Working Paper Series: Massey University, Department of Commerce
[Working Paper]Authored by: Li, X.
view more...
Arin, KP., & Li, X. (2005). The effects of fiscal policy on human capital accumulation: Evidence from OECD countries.
In Working Paper Series(pp. 1 - 5). : Massey University, Department of Commerce
[Working Paper]Authored by: Li, X.
Li, X., & Xu, Q. (2004).
Assessing tail-related risks in Asian equity markets: A GPD approach. Massey University, Department of Commerce
[Other]Authored by: Li, X.
Li, X., & Rose, LC. (2004).
Market integration, extreme correlation and systematic risk. (pp. 1 - 58). Massey University, Department of Commerce
[Other]Authored by: Li, X.
Meyer, TO., Rose, LC., & Li, X. (2004).
Comparing mean variance tests with stochastic dominance tests when assessing international portfolio diversification benefits. (pp. 1 - 34). Massey University, Department of Commerce
[Other]Authored by: Li, X.
Li, X., & Chen, K. (2003). On the value of technical analysis for stock traders in China.
In Working Paper Series(pp. 1 - 13). : Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.
Li, X. (2003). On unstable beta risk and its modelling techniques for the New Zealand industry portfolios.
In Working Paper Series(pp. 1 - 28). : Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.
Li, X. (2002). International stock market integration: Evidence from non-linear cointegration analysis.
In Working Paper Series(pp. 1 - 21). : Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.
Li, X. (2001). The inward and westward shifts in the strategic emphases of China's economic development.
In Working Paper Series(pp. 1 - 27). : Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.
Li, X. (2001). Testing for breaking trend functions in macroeconomic time series: An application to China's national and sectoral productivity data.
In Working Paper Series(pp. 1 - 20). : Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.
Li, X. (2000). Segmented trend modelling of China's output time series.
In Working Paper Series: Department of Commerce, Massey University
[Working Paper]Authored by: Li, X.