Yuming Li

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Growth-security investment strategy for long and short runs

Yuming Li, 1993 .

Expected Returns and Habit Persistence

Yuming Li, Yuming Li, 2000 .

Time to wealth goals in capital accumulation

William T. Ziemba, W. Ziemba, Yuming Li, 2005 .

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

Yuming Li, Jinghan Cai, Le Xia, 2007 .

Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option

Yuming Li, D. Capozza, 2001 .

Market segmentation and price differentials between A shares and H shares in the Chinese stock markets

Daying Yan, Yuming Li, Joe Greco, 2006 .

Risks and rewards for momentum and reversal portfolios

Yuming Li, 2017, Financial Markets and Portfolio Management.

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

Wing-Keung Wong, Zhuo Qiao, Yuming Li, 2011 .

Univariate and multivariate measures of risk aversion and risk premiums

William T. Ziemba, Yuming Li, W. Ziemba, 1993, Ann. Oper. Res..

Characterizations of optimal portfolios by univariate and multivariate risk aversion

William T. Ziemba, W. Ziemba, Yuming Li, 1989 .

Consumption Habit and International Stock Returns

M. Zhong, Yuming Li, 2004 .

International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

M. Zhong, Yuming Li, 2003 .

Expected stock returns, risk premiums and volatilities of economic factors 1 The author is an Associ

Yuming Li, 1998 .

Policy change and lead–lag relations among China's segmented stock markets

Wing-Keung Wong, Zhuo Qiao, Yuming Li, 2008 .

The Wealth-Consumption Ratio and the Consumption-Habit Ratio

Yuming Li, 2005 .

The Predictability of REIT Returns and Market Segmentation

Yuming Li, Ko Wang, 1995 .

Risks and rewards for momentum and reversal portfolios

Yuming Li, 2017 .

Rules for diversification for all risk averters

W. Ziemba, Yuming Li, 1990 .

The Day-of-the-Week Effect: New Evidence from the Chinese Stock Market

Yuming Li, Jinghan Cai, Yuehua Qi, 2006 .

A New Look at the Monday Effect

Yuming Li, John Erickson, Ko Wang, 1997 .

Time Variations In Risk Premia, Volatility, And Reward-To-Volatility

Yuming Li, 1998 .

INTERTEMPORAL ASSET PRICING WITHOUT CONSUMPTION DATA: EMPIRICAL TESTS

Yuming Li, 1997 .

The Intensity and Timing of Investment: The Case of Land

Dennis R. Capozza, Yuming Li, Yuming Li, 1994 .

International Asset Pricing under Habit Formation and Idiosyncratic Risks

Yuming Li, 2004 .

Time-varying stock returns and labor income risks in the US and UK

Yuming Li, 2011 .

Wealth, Labor Income and House Prices

Yuming Li, Laura Yue Liu, 2014 .

Time-Varying Expected Returns and Information in Home Prices

Yuming Li, Zhong-Guo Zhou, 2000 .

Land Development in Emerging Markets

Yuming Li, 1999 .

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

Yuming Li, Jinghan Cai, Le Xia, 2006 .

Hide and Seek: Uninformed Traders and the Short-sales Constraints

Chiu Yu Ko, Yuming Li, Jinghan Cai, 2013 .

House Price Dynamics and Excess Risk

Yuming Li, Jing Yang, 2018 .