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Does external shock trigger systemic banking distress?
Li, Xiaojun; Fang, Yan - In: Journal of economic policy reform 18 (2015) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10011326162
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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven; Alfay, Elia - 2005
Persistent link: https://www.econbiz.de/10003042375
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Implied transaction costs by Leland option pricing model : a new approach and empirical evidence
Li, Steven; Abdullah, Mimi Hafizah - In: Journal of derivatives & hedge funds 18 (2012) 4, pp. 333-360
Persistent link: https://www.econbiz.de/10009674530
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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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International effects of the Andersen accounting and auditing scandals : some evidence from the US, UK and Australian stock markets
Handley-Schachler, Morrison; Li, Steven - 2005
Persistent link: https://www.econbiz.de/10003263994
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Corporate governance and corporate performance : some evidence from newly listed firms on Chinese stock markets
Chen, Langnan; Li, Steven; Chen, Yijia - 2005
Persistent link: https://www.econbiz.de/10003264030
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Corporate governance and corporate performance : some evidence from newly listed firms on Chinese stock markets
Chen, Langnan; Li, Steven; Lin, Weibin - In: International journal of accounting, auditing and … 4 (2007) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10003569831
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Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan; Li, Steven - In: Journal of international financial markets, … 34 (2015), pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
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Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
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Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang; Li, Steven - In: Studies in economics and finance 32 (2015) 1, pp. 128-154
Persistent link: https://www.econbiz.de/10011380764