Jiandong Li

Central University of Finance and Economics

Assistant Professor

Beijing, Beijing

China

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 26,906

SSRN RANKINGS

Top 26,906

in Total Papers Downloads

2,182

SSRN CITATIONS
Rank 35,494

SSRN RANKINGS

Top 35,494

in Total Papers Citations

3

CROSSREF CITATIONS

19

Scholarly Papers (5)

1.

The Dynamic Correlation between Stock and Bond Returns: Evidence from the U.S. Market

Number of pages: 43 Posted: 22 Mar 2009
Thomas Chinan Chiang and Jiandong Li
Drexel University - Department of Finance and Central University of Finance and Economics
Downloads 1,093 (23,618)
Citation 2

Abstract:

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Stock-bond correlation,Volatility, DCC model, Fed model, Credit spread

2.

The Dynamic Correlation between Stock and Bond Returns

Number of pages: 41 Posted: 19 Mar 2009
Thomas Chinan Chiang and Jiandong Li
Drexel University - Department of Finance and Central University of Finance and Economics
Downloads 533 (62,683)
Citation 1

Abstract:

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Stock-bond correlation, Volatility, DCC model, Fed model, Credit spread

Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

Multinational Finance Journal, Vol. 17, No. 3/4, p. 165-200, 2013
Number of pages: 36 Posted: 18 Jun 2015
Drexel University - Department of Finance, Central University of Finance and Economics, California State Polytechnic University, Pomona and Drexel University - Department of Finance
Downloads 232 (157,929)
Citation 1

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herding behavior, stock return dispersion, kalman filter, nonlinearity, pacific-basin markets

Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 165-200
Number of pages: 38 Posted: 14 Jun 2013 Last Revised: 27 Nov 2014
Drexel University - Department of Finance, Central University of Finance and Economics, California State Polytechnic University, Pomona and Drexel University - Department of Finance
Downloads 150 (234,011)

Abstract:

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Herding behavior, Stock return dispersion, Kalman filter, Nonlinearity, Pacific-Basin markets

Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect

Number of pages: 40 Posted: 29 Aug 2012
Jiandong Li
Central University of Finance and Economics
Downloads 120 (278,892)

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stock dividend effect, Chinese stock market, signaling, retained earnings hypothesis, efficient market

Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect

Number of pages: 40 Posted: 28 Aug 2012
Jiandong Li
Central University of Finance and Economics
Downloads 45 (488,479)

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stock dividend effect, Chinese stock market, signaling, retained earnings hypothesis, efficient market

5.

A Theory of Value, Profits and Economic Crises

Number of pages: 22 Posted: 15 Aug 2018
Jiandong Li and Yuchun Zou
Central University of Finance and Economics and Chinese Academy of Social Sciences (CASS) - Institute of Sociology
Downloads 9 (693,792)

Abstract:

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value, profit, economic crisis, rich-poor divergence