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Does the lead-lag effect exist in stock markets?

Fan, Ningyuan; Fan, Zhi-Ping; Li, Yongli; Li, Meng - In: Applied economics letters 29 (2022) 10, pp. 895-900

Persistent link: https://www.econbiz.de/10013411821

Size effect and growth options over firm lifecycle

Li, Qiang; Liu, Hao; Zeng, Yong - In: Journal of management science and engineering 7 (2022) 2, pp. 197-212

The size effect can be attributed to the relative importance of growth options versus assets-in-place in total assets. By incorporating the changing trend of growth options over firm lifecycle into the dynamic investment model developed by Berk et al. (1999), this paper demonstrates that the...

Persistent link: https://www.econbiz.de/10013272648

Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach

Li, Meng; Yang, Liang - In: Economic modelling 35 (2013), pp. 576-581

Persistent link: https://www.econbiz.de/10010336750

Taking matters into their own hands : how Investors' stock preferences affect mutual fund flows in China

Li, Shi; Fu, Rongsha; Li, Meng - In: Pacific-Basin finance journal 88 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015324174

Order imbalances explain 90% of returns of Nikkei 225 futures

Li, Meng; Endo, Misao; Zuo, Shiwei; Kishimoto, Kazuo - In: Applied economics letters 17 (2010) 13/15, pp. 1241-1245

Persistent link: https://www.econbiz.de/10008938327

Heterogeneous investors' reaction to exchange rate movements : new evidence from a unique emerging market

Bae, Sung-chul; Li, Mingsheng; Shi, Jing - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 7-22

Persistent link: https://www.econbiz.de/10009299062

Performance of the contrarian strategy after extreme market movements

Filbeck, Greg; Li, Mingsheng; Zhao, Xin - In: The journal of investing 22 (2013) 3, pp. 53-65

Persistent link: https://www.econbiz.de/10010194887

Flow-performance relationship and star effect : new evidence from Chinese mutual funds

Jun, Xiao; Li, Mingsheng; Yan, Wu; Zhang, Rui - In: Emerging markets finance & trade : a journal of the … 50 (2014) 3, pp. 81-101

Persistent link: https://www.econbiz.de/10010463994

Volatile market condition and investor clientele effects on mutual fund flow performance relationship

Jun, Xiao; Li, Mingsheng; Shi, Jing - In: Pacific-Basin finance journal 29 (2014), pp. 310-334

Persistent link: https://www.econbiz.de/10010495703

Which matters: "Paying to play" or stable business relationship? : evidence on analyst recommendation and mutual fund commission fee payment

Huang, Haozhi; Li, Mingsheng; Shi, Jing - In: Pacific-Basin finance journal 40 (2016), pp. 403-423

Persistent link: https://www.econbiz.de/10011712270