Bin Li

Griffith University - Department of Accounting, Finance and Economics

Nathan

Brisbane, Queensland, 4111

Australia

  • Griffith University - Department of Accounting, Finance and Economics

SCHOLARLY PAPERS

8

DOWNLOADS

726

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (8)

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1.

Testing Consumption-Based CAPM: Evidence from Alternative Models

Number of pages: 24 Posted: 15 Aug 2011
Bin Li, Ali F. Darrat and Philip Gray
Griffith University - Department of Accounting, Finance and Economics, Louisiana Tech University - College of Business and Department of Banking and Finance, Monash University
Downloads 205 (246,390)
Citation 5

Abstract:

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consumption CAPM, GMM, habit formation, recursive utility

2.

Cross-Asset Time-Series Momentum Strategy: A New Suggestion

Number of pages: 50 Posted: 28 Sep 2022
dezhong xu, Bin Li, Tarlok Singh and Jung Chul Park
affiliation not provided to SSRN, Griffith University - Department of Accounting, Finance and Economics, Griffith University - Department of Accounting, Finance and Economics and University of South Florida
Downloads 185 (270,402)

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investment strategy, stock market, profitability, industrial metal assets

3.

Cross-Asset Time-Series Momentum Strategy: A New Perspective

Number of pages: 49 Posted: 20 Apr 2023
dezhong xu, Bin Li, Tarlok Singh and Jung Chul Park
affiliation not provided to SSRN, Griffith University - Department of Accounting, Finance and Economics, Griffith University - Department of Accounting, Finance and Economics and University of South Florida
Downloads 156 (312,823)

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Investment Strategy, Stock Market, profitability, industrial metal assets

4.

The Intertemporal Relation between Risk and Returns in Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 27 Posted: 25 Aug 2008
Bin Li
Griffith University - Department of Accounting, Finance and Economics
Downloads 105 (422,566)

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Risk-Return Trade-off, Volatility Models, ICAPM, Australian Market

5.

Price Contagion and Risk Spillover in the Global Commodities Market: COVID-19 Pandemic vs. Global Financial Crisis

Number of pages: 57 Posted: 23 Feb 2022 Last Revised: 25 Feb 2022
Md. Mostafa Kamal, Md. Mostafa Kamal, Eduardo Roca, Bin Li, Lin Chen and Rajibur Reza
Goethe University Frankfurt, Griffith University, Griffith University - Department of Accounting, Finance and Economics, School of Management, Northwestern Polytechnical University, China and Department of Accounting, Finance and Economics, Griffith Business School, Griffith University
Downloads 68 (550,806)

Abstract:

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COVID-19 pandemic, Commodity futures, PMFG, Spillover risk

6.

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

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 57 Posted: 18 Jan 2017
Di Mo, Rakesh Gupta, Bin Li and Tarlok Singh
RMIT University, Griffith University - Griffith Business School, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 7 (976,841)

Abstract:

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Macroeconomic determinants, Volatility, commodity futures, GARCH-MIDAS model

7.

Augmenting the Intertemporal CAPM with Inflation: Further Evidence from Alternative Models

Australian Journal of Management, Vol. 42, No. 4, 2017
Posted: 02 Jun 2020
Qi Shi, Bin Li, Adrian (Wai‐Kong) Cheung and Richard Chung
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Griffith University - Department of Accounting, Finance and Economics, Curtin University and Caritas Institute of Higher Education

Abstract:

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Asset pricing, ICAPM, inflation, over-fitting problem

8.

Can Microblogging Information Disclosure Reduce Stock Price Synchronicity? Evidence From China

Australian Journal of Management, Vol. 44, No. 2, 2019
Posted: 03 May 2019
Donghua Zhou, Yujie Zhao, Philip T Lin, Bin Li and Adrian (Wai-Kong) Cheung
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, affiliation not provided to SSRN, Griffith University - Department of Accounting, Finance and Economics and City University of Macau

Abstract:

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Analyst coverage, disclosure, fans following, microblogging, stock price synchronicity