All Outputs (4)

A rising e-channel tide lifts all boats? the impact of manufacturer multichannel encroachment on traditional selling and leasing (2016)
Journal Article
Yan, W., Li, Y., Wu, Y., & Palmer, M. (2016). A rising e-channel tide lifts all boats? the impact of manufacturer multichannel encroachment on traditional selling and leasing. Discrete Dynamics in Nature and Society, 2016, Article 2898021. https://doi.org/10.1155/2016/2898021

Organizing and managing channels of distribution is an important marketing task. Due to the emergence of electronic commerce on the Internet, e-channel distribution systems have been adopted by many manufacturers. However, academic and anecdotal evid... Read More about A rising e-channel tide lifts all boats? the impact of manufacturer multichannel encroachment on traditional selling and leasing.

Modelling mortality: are we heading in the right direction? (2016)
Journal Article
O’hare, C., & Li, Y. (2017). Modelling mortality: are we heading in the right direction?. Applied economics, 49(2), 170-187. https://doi.org/10.1080/00036846.2016.1192278

Predicting life expectancy has become of upmost importance in society. Pension providers, insurance companies, government bodies and individuals in the developed world have a vested interest in understanding how long people will live for. This desire... Read More about Modelling mortality: are we heading in the right direction?.

US dollar carry trades in the era of “cheap money” (2016)
Journal Article
Erdõs, P., Erdos, P., Li, Y., Moore, M., & Shehadeh, A. (2016). US dollar carry trades in the era of “cheap money”. Czech journal of economics and finance, 66(5), 374-404

In this paper, we employ a unique dataset of actual US dollar (USD) forward positions against a number of currencies taken by so-called commodity trading advisors (CTAs). We investigate the extent to which these positions exhibit a pattern of USD car... Read More about US dollar carry trades in the era of “cheap money”.

Identifying the relative importance of stock characteristics (2016)
Journal Article
French, D., Wu, Y., & Li, Y. (2016). Identifying the relative importance of stock characteristics. Journal of Multinational Financial Management, 34, 80-91. https://doi.org/10.1016/j.mulfin.2016.01.002

There is no consensus in the literature as to which stock characteristic best explains returns. In this study, we employ a novel econometric approach better suited than the traditional characteristic sorting method to answer this question for the UK... Read More about Identifying the relative importance of stock characteristics.