Bin Li

Griffith University - Department of Accounting, Finance and Economics

Nathan

Brisbane, Queensland, 4111

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

253

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Testing Consumption-Based CAPM: Evidence from Alternative Models

Number of pages: 24 Posted: 15 Aug 2011
Griffith University - Department of Accounting, Finance and Economics, Louisiana Tech University - College of Business and Department of Banking and Finance, Monash University
Downloads 175 (193,565)
Citation 4

Abstract:

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consumption CAPM, GMM, habit formation, recursive utility

2.

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 78 (347,815)

Abstract:

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

3.

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

Australian Journal of Management, Vol. 42, No. 4, 2017
Posted: 02 Jun 2020
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Griffith University - Department of Accounting, Finance and Economics, Curtin University and Griffith University - Department of Accounting, Finance and Economics

Abstract:

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Asset pricing, ICAPM, inflation, over-fitting problem

4.

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

Australian Journal of Management, Vol. 44, No. 2, 2019
Posted: 03 May 2019
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 Flinders University

Abstract:

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