Similar Search Results

Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of risk and financial management : JRFM 12 (2019) 1/16, pp. 1-23

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Persistent link: https://www.econbiz.de/10011961522

Corruption costs lives : evidence from a cross-country study

Li, Qiang; An, Lian; Xu, Jing; Baliamoune-Lutz, Mina - In: The European journal of health economics : HEPAC ; … 19 (2018) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10011946177

Does stock market index adjustment affect environmental information disclosure? : Evidence from China

Li, Qiang; Wang, Shengying; He, Zichun; Li, Hanqiao; … - In: International review of financial analysis 87 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014460498

Semiparametric estimation of stochastic production frontier models

Fan, Yanqin - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 460-477

Persistent link: https://www.econbiz.de/10001209340

Estimating a stochastic production frontier when the adjusted error is symmetric

Li, Qi - In: Economics letters 52 (1996) 3, pp. 221-228

Persistent link: https://www.econbiz.de/10001212521

Kernel estimation of multivariate conditional distributions

Racine, Jeffrey; Li, Qi; Zhu, Xi - In: Annals of economics and finance 5 (2004) 2, pp. 211-235

Persistent link: https://www.econbiz.de/10002544874

Efficiency of thin and thick markets

Gan, Li; Li, Qi - 2004

Persistent link: https://www.econbiz.de/10002347383

The prediction of price gap anomaly in Chinese stock market : evidence from the dependent functional logit model

Su, Zhifang; Bao, Haohua; Li, Qifang; Xu, Boyu; Cui, Xin - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553704

Measuring correlations of integrated but not cointegrated variables : a semiparametric approach

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267

Persistent link: https://www.econbiz.de/10009301926

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179

Persistent link: https://www.econbiz.de/10010255448