Yuming Li

California State University

Associate Professor

School of Business Box 6848

Fullerton, CA 92834-9480

United States

  • California State University

    • Email
    • Tel: 714-278-2217
    • Fax: 714-278-2161
SCHOLARLY PAPERS

8

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Rank 46,427

SSRN RANKINGS

Top 46,427

in Total Papers Downloads

2,288

TOTAL CITATIONS
Rank 33,181

SSRN RANKINGS

Top 33,181

in Total Papers Citations

18

Scholarly Papers (8)

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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 501 (121,050)
Citation 5

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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 477 (128,436)

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

3.

Consumption Habit and International Stock Returns

Downloads 367 (173,690)
Citation 1

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 259 (249,829)

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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 108 (541,766)
Citation 1

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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 350 (183,070)
Citation 2

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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 265 (245,640)

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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 206 (314,230)
Citation 6

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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 122 (490,600)
Citation 4

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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

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