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The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

Consumption-based CAPM models : international evidence

Darrat, Ali F.; Li, Bin; Park, Jung Chul - In: Journal of banking & finance 35 (2011) 8, pp. 2148-2157

Persistent link: https://www.econbiz.de/10009247264

The other month effect : a re-examination of the "other January" anomaly

Darrat, Ali F.; Li, Bin; Chung, Richard - In: Review of Pacific Basin financial markets and policies 16 (2013) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10010233331

Testing Consumption-Based CAPM : Evidence from Alternative Models

Li, Bin - 2012

Despite its intuitive appeal, empirical evidence on the consumption-based CAPM remains unclear at best. Model restrictions are often rejected, parameters are estimated imprecisely, and inferences can be highly sensitive to model specifications and choice of instruments. This paper tests the fit...

Persistent link: https://www.econbiz.de/10013114285

Stock returns and consumption factors in the Australian market : cross-sectional tests

Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian journal of management 36 (2011) 2, pp. 247-266

Persistent link: https://www.econbiz.de/10009303247

R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

Does corporate governance still affect firm performance after controlling the distress factor?

Lai, Syouching; Li, Hungchih; Li, Bin - In: Applied economics 48 (2016) 13/15, pp. 1197-1209

Persistent link: https://www.econbiz.de/10011433044

Augmenting the intertemporal CAPM with inflation : further evidence from alternative models

Shi, Qi; Li, Bin; Cheung, Adrian Wai Kong; Chung, Richard - In: Australian journal of management 42 (2017) 4, pp. 653-672

Persistent link: https://www.econbiz.de/10011819083

Investigating linear multi-factor models in asset pricing : considerable supplemental evidence

Shi, Qi; Cheung, Adrian Wai Kong; Li, Bin - In: Asia-Pacific journal of accounting & economics : … 27 (2020) 2, pp. 242-260

Persistent link: https://www.econbiz.de/10012174395

Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors

Shi, Qi; Li, Bin - In: Finance research letters 29 (2019), pp. 125-128

Persistent link: https://www.econbiz.de/10012417985