Dr Matthew Li

  1. 2022
  2. E-pub ahead of print

    Conditional Sovereign CDS in Market Basket Risk Scenario: A Dynamic Vine-Copula Analysis

    Wang, Q., Liu, M., Xiao, L., Dai, X., Li, M. C. & Wu, F., 11 Jan 2022, (E-pub ahead of print) In: International Review of Financial Analysis. 102025.

    Research output: Contribution to journalArticlepeer-review

  3. 2021
  4. Published

    Did COVID-19 increase equity market risk exposure? Evidence from China, the UK, and the US

    Li, M. C., Lai, C. C. & Xiao, L., 8 Apr 2021, In: APPLIED ECONOMICS LETTERS.

    Research output: Contribution to journalArticlepeer-review

  5. 2020
  6. Published

    Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis

    Fu, X. M., Li, M. C. & Molyneux, P., 12 Mar 2020, In: Empirical Economics. 60, 5, p. 2203-2225 23 p.

    Research output: Contribution to journalArticlepeer-review

  7. 2019
  8. Published

    The role of cognitive reflection in decision making: Evidence from Pakistani Managers

    Sajid, M. & Li, M. C., 30 Sep 2019, In: Judgment and Decision Making. 14, 5, p. 591–604 14 p.

    Research output: Contribution to journalArticlepeer-review

  9. Published

    Determinants of leadership in online social trading: A signaling theory perspective

    Kromidha, E. & Li, M. C., Apr 2019, In: Journal of Business Research. 97, p. 184-197 14 p.

    Research output: Contribution to journalArticlepeer-review

  10. Published

    Corporate investment efficiency: The role of financial development in firms with financing constraints and agency issues in OECD non-financial firms

    Naeem, K. & Li, M. C., Mar 2019, In: International Review of Financial Analysis. 62, p. 53-68 16 p.

    Research output: Contribution to journalArticlepeer-review

  11. 2018
  12. Published

    Corporate Investment Efficiency: The Role of Financial Development in Firms with Financeing and Agency Issues

    Naeem, K. & Li, M. C., 28 Oct 2018, Proceedings of 10th Economics & Finance Conference, Rome (Italy).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  13. Unpublished

    Agency Issues and Investment: A Comparative Analysis of the UK and Pakistani Listed firms

    Naeem, K. & Li, M. C., 2018, (Unpublished) Proceedings of New York International Business and Social Science Research Conference.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  14. Unpublished

    Corporate investment efficiency: The role of financial development in firms with financing constraints and agency issues in OECD non-financial firms

    Li, M. C., 2018, (Unpublished) New York International Business and Social Science Research Conference.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  15. Submitted

    Fair value accounting and financial instability: Evidence from banks' transactions in securities

    Li, M. C. & Lai, C. C., 2018, (Submitted) In: Under Review.

    Research output: Contribution to journalArticlepeer-review

  16. Submitted

    Fair value accounting procyclicality – Evidence from credit default swap spread and financial institution default probability

    Li, M. C. & Lai, C. C., 2018, (Submitted) In: Under Review.

    Research output: Contribution to journalArticlepeer-review

  17. 2017
  18. Published

    Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis

    Li, M. C. & Fu, X., 24 Apr 2017, In: Journal of Finance and Economics. 5, 1, p. 9-31 23 p.

    Research output: Contribution to journalArticlepeer-review

  19. 2016
  20. Published

    US term structure and international stock market volatility: The role of the expectations factor and the maturity premium

    Li, M. C., Mar 2016, In: Journal of International Financial Markets, Institutions and Money. 41, p. 1-15 15 p.

    Research output: Contribution to journalArticlepeer-review

  21. 2015
  22. Published

    Governing the Global Economy with the One-Size-Fits-All Model: From Ideology to Reality

    Lai, C. C. & Li, M. C., 8 Apr 2015, In: Research in World Economy. 6, 2, p. 1-13 13 p.

    Research output: Contribution to journalArticlepeer-review

  23. 2014
  24. Published

    The US zero-coupon yield spread as a predictor of excess daily stock market volatility

    Li, M. C., 2014, In: Applied Financial Economics. 24, 13, p. 889-906

    Research output: Contribution to journalArticlepeer-review

  25. 2007
  26. Published

    Wealth, volume and stock market volatility: Case of Hong Kong

    Li, M. C., 2007, In: Applied Economics. 39, 15, p. 1937-1953

    Research output: Contribution to journalArticlepeer-review