Mingyang Li

Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE)

Tangjiawan, Zhuhai Campus

Room A449-1, 4th Floor, Haiqin 6th Building

Zhuhai, Guangdong 519082

China

Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

A 307, Economics Building

Xiamen, Fujian 10246

China

SCHOLARLY PAPERS

3

DOWNLOADS

1,101

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Published version: Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37 Posted: 19 Jul 2017 Last Revised: 12 Jul 2019
City University of Hong Kong (CityU) - Department of Management Sciences, Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Blockchain Research Center
Downloads 1,071 (26,168)
Citation 14

Abstract:

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Crypto-Currency, CRIX, Portfolio Investment, Asset Classes, Blockchain

2.

Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations

Number of pages: 34 Posted: 02 Mar 2021
Mingyang Li, Linlin Niu and Andrew Pua
Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE), Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Wang Yanan Institute for Studies in Economics
Downloads 28 (594,834)

Abstract:

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Stock price determination, Adaptive expectation, Time-varying discount rate, Incidental parameter bias

3.

Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR

Economics Letters, Forthcoming
Number of pages: 8 Posted: 19 Oct 2021
Mingyang Li and Linlin Niu
Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 2 (789,143)

Abstract:

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government spending multiplier, inside lag, mixed-frequency identification, SVAR model