Browse By Person: Li, Steven

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Number of items: 15.

Book Chapter

Li, Steven, Xue, Xiaorgong, & Zhang, Jane (2006) Stock or Cash Dividends? The Current Dividend Pattern of Chinese Listed Companies. In Chen, J & Yao, S (Eds.) Globalization, Competition and Growth in China. Routledge, United States of America, pp. 111-122.

Li, Steven (2005) Electric Power Risk Management: Some International Evidence. In He, Shen (Ed.) Studies On Electric Power Inference. China Financial Publishing House, China, pp. 23-35.

Journal Article

Li, Steven & Yang, Qianqian (2009) The relationship between implied and realized volatility : evidence from the Australian stock index option market. Review of Quantitative Finance and Accounting, 32(4), pp. 405-419.
Number of full-text downloads 541
Number of citations in Scopus 12

Li, Steven (2005) A New Formula for Computing Implied Volatility. Applied Mathematics and Computation, 170(1), pp. 611-625.
Number of citations in Scopus 11
Number of citations in Web of ScienceĀ® 5

Li, Steven (2003) Future Trends and Challenges of Financial Risk Management in the Digital Economy. Managerial Finance, 29(5/6), pp. 111-125.

Li, Steven (2003) A Single-Period Model and Some Empirical Evidences for Asset Allocation in a Value-at-Risk Framework. Accounting, Accountability & Performance, 9(2), pp. 49-67.

Li, Steven (2003) A Valuation Model for Firms with Stochastic Earnings. Applied Mathematical Finance, pp. 229-243.
Number of citations in Scopus 5

Conference Paper

Gao, Simon, Li, Steven, & Zhang, Jane (2004) Derivatives and the Financial Risk Management of MNCs in China. In Yunshi, M (Ed.) Multinationals in China: Competition and Cooperation, 9 - 11 July 2004, Guangzho, China.

Li, Steven (2003) The Asymmetric Information Problem: A Comparison of Conventional Banking with Islamic Banking. In Bala Shanmugam, Professor (Ed.) International Islamic Banking Conference 9-10 September 2003, 9-10 September 2003, Prato, Italy.

Li, Steven (2003) Islamic Banking in Australia: A Case Study. In Bala Shanmugarn, Professor (Ed.) International Islamic Banking Conference 9-10 September 2003, 9-10 September 2003, Prato, Italy.

Li, Steven (2003) On an Optimization Problem in Investments with Value-At-Risk Constraints. In Chattopadhyay, Gopi, Kozan, Erhan, & Beard, Rodney (Eds.) Proceedings of 5th Operations Reserach Conference of Australian Society for Operations Reserach Queensland Branch on Operations Research into the 21st Century, 9-10 May 2003, Sunshine Coast, Queensland.

Huang, Xueli, Li, Steven, & Zhang, Zhongwei (2002) An Empirical investigation into the impact of electric connectivity on the adoption of internet banking. In Proceedings of The Second International Conference on Electronic Business, 10-13 December 2002, Taipei, Taiwan.

Li, Steven (2002) Management Decisions on Innovation Projects: The Real Options Approach. In Cooney, R & Sohal, A (Eds.) Quality Innovation Knowledge Convergence in the Digital Economy, 17-20 February 2002, Kuala Lumpur, Malaysia.

Li, Steven & Zhang, Zhongwei (2002) Managing Electronic Banking Risks: An Overview. In Hutchinson, W (Ed.) 3rd Australian Information Warfare and Security Conference 2002, 28-29 November 2002, Perth, WA.

Working Paper

This list was generated on Sun May 21 07:14:59 2017 AEST.