Yuming Li

California State University

Associate Professor

School of Business Box 6848

Fullerton, CA 92834-9480

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 41,105

SSRN RANKINGS

Top 41,105

in Total Papers Downloads

2,194

SSRN CITATIONS
Rank 29,979

SSRN RANKINGS

Top 29,979

in Total Papers Citations

16

CROSSREF CITATIONS

19

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 485 (106,264)
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 467 (111,145)

Abstract:

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

3.
Downloads 346 (156,294)
Citation 9

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 247 (220,503)

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 99 (477,985)
Citation 1

Abstract:

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Consumption-based CAPM, habit formation, international asset pricing

4.

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 340 (159,257)
Citation 2

Abstract:

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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 249 (219,867)

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 198 (272,916)
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 109 (443,259)
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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