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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

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

Returns and volatility of water investments

Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33

This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX), S-Network Global Water Index (S-Net), S&P Global Water...

Persistent link: https://www.econbiz.de/10011898922

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets

Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - In: Economic modelling 70 (2018), pp. 543-560

Persistent link: https://www.econbiz.de/10012027983

Volatility forecasting using related markets' information for the Tokyo stock exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 90 (2020), pp. 143-158

Persistent link: https://www.econbiz.de/10012428085

The Macroeconomic Determinants of Commodity Futures Volatility : The Evidence from Chinese and Indian Markets

Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - 2023

This paper examines the macroeconomic determinants of volatility of commodity futures. The focus of this paper is on two emerging commodity markets, China and India. It covers commodity futures from different sectors, including agricultural commodity futures, metal futures and oil futures. The...

Persistent link: https://www.econbiz.de/10014353333

Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401

Persistent link: https://www.econbiz.de/10013342033

Climate policy uncertainty and stock market volatility : evidence from different sectors

Lv, Wendai; Li, Bin - In: Finance research letters 51 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014304837