Yuming Li

California State University

Associate Professor

School of Business Box 6848

Fullerton, CA 92834-9480

United States

SCHOLARLY PAPERS

8

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1,981

SSRN CITATIONS
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SSRN RANKINGS

Top 28,044

in Total Papers Citations

11

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 450 (74,666)
Citation 5

Abstract:

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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 424 (80,091)

Abstract:

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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 (115,128)
Citation 3

Abstract:

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4.
Downloads 302 (117,612)
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 225 (157,981)

Abstract:

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Consumption-based CAPM, habit formation, international asset pricing

Consumption Habit and International Stock Returns

Number of pages: 33 Posted: 15 Jun 2004
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 77 (364,274)

Abstract:

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Consumption-based CAPM, habit formation, international asset pricing

5.

International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

Number of pages: 56 Posted: 14 Dec 2003
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Downloads 231 (154,458)

Abstract:

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international asset pricing, consumption-based model, habit formation

6.

Expected Returns and Habit Persistence

Number of pages: 57 Posted: 04 Nov 2000
Yuming Li
California State University
Downloads 180 (194,537)
Citation 6

Abstract:

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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 86 (337,879)
Citation 4

Abstract:

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

8.

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

Posted: 14 Sep 1998
Yuming Li
California State University

Abstract:

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