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Dr Yong Li

Honorary Research Fellow
School of Business
y.li@business.uq.edu.au

Publications

Journal Articles (11)

Journal Articles

Han, Minghui, Li, Yong, Wang, Ning and Zhang, Hao (2020). Cultural diversity in ownership and stock liquidity. Applied Economics Letters, 27 (21), 1772-1777. doi: 10.1080/13504851.2020.1723785
Huang, Jinbo, Ding, Ashley and Li, Yong (2019). Nonparametric Kernel Method to Hedge Downside Risk. International Review of Finance, 19 (4) irfi.12257, 929-944. doi: 10.1111/irfi.12257
Yi, Jianxin, Wang, Hefei and Li, Yong (2018). Designing efficient and incentive compatible mechanisms is almost impossible in quasi-linear environments. Economics Letters, 173, 113-117. doi: 10.1016/j.econlet.2018.09.018
Deng, Baijun, Li, Zhongfei and Li, Yong (2018). Foreign institutional ownership and liquidity commonality around the world. Journal of Corporate Finance, 51, 20-49. doi: 10.1016/j.jcorpfin.2018.04.005
Huang, Jinbo, Li, Yong and Yao, Haixiang (2018). Index tracking model, downside risk and non-parametric kernel estimation. Journal of Economic Dynamics and Control, 92, 103-128. doi: 10.1016/j.jedc.2018.04.008
Wang, Yizhong, Chen, Lifang, Huang, Ying Sophie and Li, Yong (2018). How does credit market distortion affect corporate investment efficiency? The role of managerial forecast. Finance Research Letters, 25, 266-273. doi: 10.1016/j.frl.2017.11.004
Li, Yong, Benson, Karen and Faff, Robert (2016). Political constraints and trading strategy in times of market stress: evidence from the Chinese national social security fund. Finance Research Letters, 19, 217-221. doi: 10.1016/j.frl.2016.08.002
Yi, Jianzin and Li, Yong (2016). A general impossibility theorem and its application to individual rights. Mathematical Social Sciences, 81, 79-86. doi: 10.1016/j.mathsocsci.2016.03.009
Yao, Haixiang, Li, Xun, Zhifeng, Hao and Li, Yong (2016). Dynamic asset–liability management in a Markov market with stochastic cash flows. Quantitative Finance, 16 (10), 1575-1597. doi: 10.1080/14697688.2016.1151070
Yao, Haixiang, Li, Yong and Benson, Karen (2015). A smooth non-parametric estimation framework for safety-first portfolio optimization. Quantitative Finance, 15 (11), 1865-1884. doi: 10.1080/14697688.2014.971857
Yao, Haixiang, Lai, Yongzeng and Li, Yong (2013). Continuous-time mean-variance asset-liability management with endogenous liabilities. Insurance: Mathematics and Economics, 52 (1), 6-17. doi: 10.1016/j.insmatheco.2012.10.001
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