1.When noise trading fades, volatility rises
Li, Jinliang
Review of Quantitative Finance and Accounting[0924-865X], Published 2016, Volume 47, Issue 3, Pages 475-512
收录情况： SCOPUS
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叶梅,段志蓉,郦金梁
中国战略新兴产业[2095-6657], Published 2015, Issue 12, Pages 79-81
收录情况： CNKI
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3.市场深度、流动性和波动率——沪深300股票指数期货启动对现货市场的影响
郦金梁,雷曜,李树憬
金融研究[1002-7246], Published 2012, Issue 06, Pages 124-138
收录情况： CNKI
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沈红波,郦金梁,屠亦婷
中国工业经济[1006-480X], Published 2011, Issue 01, Pages 109-119
收录情况： CNKI
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5.Cash trading and index futures price volatility
Li, Jinliang
Journal of Futures Markets[0270-7314], Published 2011, Volume 31, Issue 5, Pages 465-486
收录情况： SCOPUS
影响因子: 0.698 找找相关文章 PlumX Metrics
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6.Stochastic volatility, liquidity and intraday information flow
Li, Jinliang, Wu, Chunchi
Applied Economics Letters[1350-4851], Published 2011, Volume 18, Issue 16, Pages 1511-1515
收录情况： WOS SCOPUS
WOS核心合集引用:1 影响因子: 0.378 找找相关文章 PlumX Metrics
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7.Determinants and information of REIT pricing
Li, Jinliang, Lei, Liang
Applied Economics Letters[1350-4851], Published 2011, Volume 18, Issue 15, Pages 1501-1505
收录情况： SCOPUS
影响因子: 0.378 找找相关文章 PlumX Metrics
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8.股权分置改革与股票需求价格弹性——基于供给需求的理论框架和经验证据
郦金梁,廖理,沈红波
中国工业经济[1006-480X], Published 2010, Issue 02, Pages 36-46
收录情况： CNKI
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9.Bounded influence estimator for GARCH models: Evidence from foreign exchange rates
Li, Jinliang, Kao, Chihwa, Zhang, Wei David
Applied Economics[0003-6846], Published 2010, Volume 42, Issue 11, Pages 1437-1445
收录情况： WOS SCOPUS
WOS核心合集引用:8 影响因子: 0.586 找找相关文章 PlumX Metrics
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郦金梁,沈红波,金沁
中国工业经济[1006-480X], Published 2009, Issue 02, Pages 109-119
收录情况： CNKI
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11.The information content of the NCREIF index
Li, Jinliang, Mooradian, Robert M., Yang, Shiawee X.
Journal of Real Estate Research[0896-5803], Published 2009, Volume 31, Issue 1, Pages 93-116
收录情况： WOS SCOPUS
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廖理,沈红波,郦金梁
中国工业经济[1006-480X], Published 2008, Issue 05, Pages 99-108
收录情况： CNKI
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13.道德风险、信息发现与市场有效性——来自于股权分置改革的证据
廖理,刘碧波,郦金梁
金融研究[1002-7246], Published 2008, Issue 04, Pages 146-160
收录情况： CNKI
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14.Is illiquidity a risk factor? A critical look at commission costs
Li, J, Mooradian, RM, Zhang, WD
FINANCIAL ANALYSTS JOURNAL[0015-198X], Published 2007, Volume 63, Issue 4, Pages 28-39
收录情况： WOS
