Li Li

University of California, San Diego (UCSD)

9500 Gilman Drive

Mail Code 0502

La Jolla, CA 92093-0502

United States

SCHOLARLY PAPERS

2

DOWNLOADS

459

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Responses of the Stock Market to Macroeconomic Announcements Across Economic States

IMF Working Paper No. 98/79
Number of pages: 29 Posted: 15 Feb 2006
Li Li and Zuliu Hu
University of California, San Diego (UCSD) and affiliation not provided to SSRN
Downloads 459 (66,419)

Abstract:

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Stock markets, macroeconomic news, large caps, small caps

2.

Macroeconomic Announcements and Volatility of Treasury Futures

UCSD Economics Discussion Paper 98-27
Posted: 17 Feb 1999
Li Li and Robert F. Engle
University of California, San Diego (UCSD) and New York University - Leonard N. Stern School of Business - Department of Economics

Abstract:

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