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Residential investment and interest rates : an empirical test of land development as a real option

Capozza, Dennis R.; Li, Yuming - In: Real estate economics : journal of the American Real … 29 (2001) 3, pp. 503-519

Persistent link: https://www.econbiz.de/10001715349

The wealth-consumption ratio and the consumption-habit ratio

Li, Yuming - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 226-241

Persistent link: https://www.econbiz.de/10002781729

Impacts of COVID-19 on global stock sectors : evidence from time-varying connectedness and asymmetric nexus analysis

Dong, Zibing; Li, Yanshuang; Zhuang, Xintian; Wang, Jian - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013534213

Partial time-varying regression modelling under general heterogeneity

Giraitis, Liudas; Kapetanios, George; Li, Yufei; … - 2024

This paper explores a semiparametric version of a time-varying regression, where a subset of the regressors have a fixed coefficient and the rest a time-varying one. We provide an estimation method and establish associated theoretical properties of the estimates and standard errors in extended...

Persistent link: https://www.econbiz.de/10015192982

Time-varying stock returns and labor income risks in the US and UK

Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336

Persistent link: https://www.econbiz.de/10009155399

The predictability of industry portfolio returns

Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881

Persistent link: https://www.econbiz.de/10009356666

Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach

Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Applied financial economics 21 (2011) 22/24, pp. 1831-1841

Persistent link: https://www.econbiz.de/10009384755

Long-term return reversals : value and growth or tax? ; UK evidence

Wu, Yuliang; Li, Youwei - In: Journal of international financial markets, … 21 (2011) 3, pp. 347-368

Persistent link: https://www.econbiz.de/10009266914

A lexicographic maxmin approach for allocating the fixed cost based upon data envelopment analysis

Liang, Liang; Li, Yong - In: Technology and innovation management : theories, …, (pp. 210-223). 2008

Persistent link: https://www.econbiz.de/10003669816

Testing of a market fraction model and power-law behaviour in the DAX 30

He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17

Persistent link: https://www.econbiz.de/10011489318