Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Ming-Yuan Leon Li"'
Publikováno v:
Journal of International Financial Management & Accounting. 26:39-71
This study employs the quantile regression model to examine the non-monotonic impact of CEO stock-based compensation on firm performance, using the data for U.S. non-financial firms from 1993 to 2005. The results indicate that while the impact of CEO
Autor:
Jyong-Sian Wu, Ming-Yuan (Leon) Li
Publikováno v:
Journal of Behavioral Finance. 15:175-183
Prior research has not provided conclusive evidence on the association between analysts’ forecast dispersion and subsequent stock returns. Since inferences from prior studies may be confounded by research design choices, we use the quantile regress
Autor:
Ming-Yuan Leon Li1 lmyleon@mail.ncku.edu.tw
Publikováno v:
Journal of Developing Areas. Fall2009, Vol. 43 Issue 1, p137-154. 18p. 7 Charts, 2 Graphs.
Publikováno v:
The British Accounting Review. 45:203-214
We use panel-data threshold models to examine the non-uniform relation between Chief Executive Officer (CEO) equity-based compensation and earnings-based performance. Prior studies examining this very issue have arbitrarily adopted various exogenous
Autor:
Ming-Yuan Leon Li1 lmyleon@mail.ncku.edu.tw
Publikováno v:
Applied Stochastic Models in Business & Industry. Nov/Dec2009, Vol. 25 Issue 6, p696-718. 23p.
Autor:
Jeng-Ren Chiou1 jerryc@mail.ncku.edu.tw, Ming-Yuan Leon Li2 lmyleon@mail.ncku.edu.tw, Li Cheng3 licheng@pu.edu.tw, Shih-Yuan Chang4 yuanfin@yahoo.com.tw
Publikováno v:
Chinese Economy. Jan/Feb2010, Vol. 43 Issue 1, p93-108. 16p. 5 Charts.
Autor:
Bong-Soo Lee, Ming-Yuan Leon Li
Publikováno v:
Journal of Banking & Finance. 36:2157-2173
The effect of diversification on firm performance has been debated. We reexamine the effect using a sample of 44,248 observations of non-financial US firms for the 1997–2009 period employing the quantile regression approach. Our empirical results s
Publikováno v:
The Service Industries Journal. 31:2111-2116
This study decomposes the unconditional stock return volatility into two categories: systematic versus idiosyncratic risk, to re-examine the link between size and risk in the banking industry. The feasibility of the model is tested using data for US
Publikováno v:
Abacus. 47:182-204
As documented in the literature, the effects of firm size, financial leverage, and R&D expenditures on firm earnings are inclusive. Our hypothesis is that the inconsistent empirical results of such effects may be driven by the regression models imple
Autor:
Ming-Yuan Leon Li
Publikováno v:
The Manchester School. 79:349-366
Certain dynamic beta measures based on the ARCH (autoregressive conditional heteroskedasticity)/GARCH (generalized ARCH) and Markov-switching models are adopted and a comparative analysis derived from examining the performance of the capital asset pr