Yuming Li

California State University

Associate Professor

School of Business Box 6848

Fullerton, CA 92834-9480

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 24,991

SSRN RANKINGS

Top 24,991

in Total Papers Downloads

1,953

SSRN CITATIONS
Rank 26,005

SSRN RANKINGS

Top 26,005

in Total Papers Citations

8

CROSSREF CITATIONS

20

Scholarly Papers (8)

1.

What Will Privatization Bring: The Non-Tradable Share Issue Reform in China

Number of pages: 25 Posted: 26 Apr 2007 Last Revised: 25 Sep 2012
Jinghan Cai, Yuming Li and Le Xia
University of Scranton, California State University and BBVA Research
Downloads 444 (66,729)
Citation 5

Abstract:

Loading...

privatization, wealth effect, price efficiency, China

2.

Liquidity, Information Asymmetry and Short Sales Constraints: Evidence from the Hong Kong Stock Market

Number of pages: 45 Posted: 26 Apr 2007 Last Revised: 24 Sep 2012
Jinghan Cai, Yuming Li and Le Xia
University of Scranton, California State University and The University of Hong Kong
Downloads 412 (73,161)

Abstract:

Loading...

Short sale constraints, information asymmetry, liquidity, Hong Kong Stock market

3.

Real Investment, Capital Intensity and Interest Rates

Number of pages: 16 Posted: 21 Oct 1996
Dennis R. Capozza and Yuming Li
Ross School of Business, University of Michigan and California State University
Downloads 308 (101,738)
Citation 2

Abstract:

Loading...

4.
Downloads 298 (105,524)
Citation 8

Consumption Habit and International Stock Returns

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 33 Posted: 19 Aug 2004
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 221 (143,009)

Abstract:

Loading...

Consumption-based CAPM, habit formation, international asset pricing

Consumption Habit and International Stock Returns

Journal of Banking and Financing, Forthcoming
Number of pages: 33 Posted: 15 Jun 2004
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 77 (326,575)

Abstract:

Loading...

Consumption-based CAPM, habit formation, international asset pricing

5.

International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

AFA 2004 San Diego Meetings
Number of pages: 56 Posted: 14 Dec 2003
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 229 (138,559)

Abstract:

Loading...

international asset pricing, consumption-based model, habit formation

6.

Expected Returns and Habit Persistence

Review of Financial Studies
Number of pages: 57 Posted: 04 Nov 2000
Yuming Li
California State University
Downloads 179 (174,313)
Citation 4

Abstract:

Loading...

7.

Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach

Number of pages: 29 Posted: 06 Jun 2011
Zhuo Qiao, Yuming Li and Wing-Keung Wong
University of Macau, California State University and Asia University, Department of Finance
Downloads 83 (309,358)
Citation 3

Abstract:

Loading...

Markov Switching VAR, Regime-dependent Impulse Response, Hansen Test

8.

Time Variations in Risk Premia, Volatility, and Reward to Volatility

Journal of Financial Research
Posted: 14 Sep 1998
Yuming Li
California State University

Abstract:

Loading...