Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data

Autor: Shengkun Xie, Rebecca Luo, Yuanshun Li

Publikováno v: Risks, Vol 10, Iss 10, p 194 (2022)

The study of actuarial fairness in auto insurance has been an important issue in the decision making of rate regulation. Risk classification and estimating risk relativities through statistical modeling become essential to help achieve fairness in pr

Externí odkaz: https://doaj.org/article/a3029c95960148ad98475013ea5bf761

Do the Underlying Portfolios Matter? A Comparative Study of Equity-Linked Pay-at-Maturity Principal Protected Notes in Canada and the UK

Autor: Yuanshun Li, Scott Anderson, Patricia A. McGraw

Publikováno v: Journal of Risk and Financial Management; Volume 15; Issue 10; Pages: 462

This study examines the relationship between the return and the holding cost of equity-linked pay-at-maturity principal protected notes (EL-PAM-PPNs) and the mean return and volatility of the underlying portfolio using 1568 EL-PAM-PPNs issued in the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8b573dc62118615ba2098f2ca0191842
https://doi.org/10.3390/jrfm15100462

Investor attention and stock returns under negative shocks: an empirical analysis based on 'Dragon and Tiger' list in China

Autor: Xiao-ying Zhai, Yuanshun Li, Ying-ying Hou

Publikováno v: Journal of Business Economics and Management, Vol 21, Iss 3 (2020)
Journal of Business Economics and Management; Vol 21 No 3 (2020); 914-941

Using the “Dragon and Tiger” list, we construct a clean indicator that directly measures investor attention, empirically test the effect of investor attention on stock return under negative shocks and whether the effect is affected by the bull or

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d52b1e863177b242f2c403145470814b
https://journals.vgtu.lt/index.php/JBEM/article/view/11836

A separate monitoring organ and disclosure of firm-specific information

Autor: Shujun Ding, Yuanshun Li, Chunxin Jia, Zhenyu Wu

Publikováno v: The European Journal of Finance. 22:371-392

As the economy is recovering from the recent financial crisis, we explore the appropriateness of a corporate monitoring organ, which is a component separate from the board of directors, to enhance firm-specific information disclosure. Findings of thi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9258d260a796805b51cf12a3ff610535
https://doi.org/10.1080/1351847x.2012.762410

Executive compensation, supervisory board, and China’s governance reform: a legal approach perspective

Autor: Shujun Ding, Yuanshun Li, Zhenyu Wu, Chunxin Jia

Publikováno v: Review of Quantitative Finance and Accounting. 35:445-471

China’s corporate governance system implements both American and German style mechanisms, but the supervisory board, a typical feature of German style governance is generally considered dysfunctional. After 2006, the newly amended Chinese Corporate

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::822630fe7492a5ed5a1ea34b71e6f020
https://doi.org/10.1007/s11156-010-0168-1