Research Services Division

Deakin Research

Research Output for Bob Li

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Publications

2014 School of Accounting, Economics and Finance

Li, Bob, Stork, Thomas*, Chai, Daniel*, Ee, Mong Shan and Ang, Hong Nee (2014) Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors, Pacific-Basin finance journal, vol. 27, no. 1, pp. 19-31, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 32913 – Scopus EID: 2-s2.0-84894234082
DRO entry for this publication

2013 School of Accounting, Economics and Finance

Li, Bob, Boo, Yee Ling, Ee, Mong Shan and Chen, Cindy* (2013) A re-examination of firm's attributes and share returns: evidence from the Chinese A-shares market, International review of financial analysis, vol. 28, pp. 174-181, Elsevier, Amsterdam, Netherlands [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-84876431275
Citation counts: Scopus - 1
DRO entry for this publication

2012 School of Accounting, Economics and Finance

Li, Bob and Boo, Yee Ling (2012) Which fundamental factors proxy for share returns? : An application of the multi self-organising maps in share pricing, in Ali, Shawkat; Abbadeni, Noureddine and Batouche, Mohamed (eds), Multidisciplinary computational intelligence techniques : applications in business, engineering, and medicine, pp. 1-11, Information Science Reference, Hershey Pa. [B1]
DRO entry for this publication

2009 External

Li, Bob* and Chen, Xiaoying* (2009) Risk-return or mispricing, from a "negative" prospective, in Unknown (ed.), MFA 2009 : Proceedings of the Fifty-Eighth Annual Meeting of the Midwest Finance Association, Midwest Finance Association (MFA), Des Moines, Iowa [E1.1]
DRO entry for this publication

2008 External

Brown, Stephen*, Lajbcygier, Paul* and Li, Bob* (2008) Going negative : what to do with negative book equity stocks, Journal of portfolio management, vol. 35, no. 1, pp. 95-102, Institutional Investor, Journals, New York, N.Y. [C1.1]
ERA journal ID: 19582 – Scopus EID: Not tagged
Citation counts: Scopus - 6, Thomson - 4
DRO entry for this publication

Li, B.*, Lajbcygier, P.*, Guo, S. Y.* and Chen, X. Y.* (2008) Can default risk explain stock return?, in Unknown (ed.), MFA 2008 : Proceedings of the 58th Annual Meeting of the Midwest Finance Association, MFA, San Antonio, Texas [E1.1]
DRO entry for this publication

2007 External

Li, Bo* and Lajbcygier, P.* (2007) Effect of Negative Book Equity on the Fama French HML, in Narender, Vunyale and Malhotra, D. K. (eds), Advances in Business and Finance Studies : Vol.1: Capital Markets, pp. 213-226, ICFAI University Press, Hyderabad, India [B1.1]
DRO entry for this publication

Li, Bob*, Lajbcygier, P.* and Guo, S. Y.* (2007) Effect of negative book equity stocks on the fama French value factor, in Unknown (ed.), MFA 2007 : Proceedings of the 56th Midwest Finance Association. Annual Meeting 2007, MFA, Minneapolis, Minnesota [E1.1]
DRO entry for this publication

2006 External

Li, Bob*, Lajbcygier, P.* and Guo, S. Y.* (2006) Negative book equity stocks and value premium, in Hoque, Mohammad (eds), Proceedings of Third International Business Research Conference, World Business Institute, Melbourne, Vic. [E1.1]
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Bob Li

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Wednesday 30th July 2014 10:04pm

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23rd July 2011