1 |
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Option-implied volatility factors and the cross-section of market risk premia
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2012
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2 |
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The demand for a risky asset in the presence of a background risk
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Li, J.
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Elsevier Science B.V., Amsterdam
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2011
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3 |
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Volatility components, leverage effects, and the return-volatility relations
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2011
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4 |
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Bootstrap prediction intervals for SETAR models
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2011
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5 |
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Information structures with unawareness
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Li, J.
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Elsevier Science B.V., Amsterdam
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2009
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6 |
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Top management team restructuring in pre-IPO high technology startups: The influence of TMT characteristics and firm growth
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2008
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7 |
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The power of conventions: A theory of social preferences
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2008
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8 |
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Testing Granger Causality in the presence of threshold effects
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Li, J.
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Elsevier Science B.V., Amsterdam.
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2006
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