| The intensity and timing of investment: The case of land D Capozza, Y Li The American Economic Review, 889-904, 1994 | 513 | 1994 |
| A new look at the Monday effect K Wang, Y Li, J Erickson The Journal of Finance 52 (5), 2171-2186, 1997 | 391 | 1997 |
| The predictability of REIT returns and market segmentation Y Li, K Wang Journal of Real Estate Research 10 (4), 471-482, 1995 | 180 | 1995 |
| Optimal land development decisions DR Capozza, Y Li Journal of Urban Economics 51 (1), 123-142, 2002 | 136 | 2002 |
| Expected returns and habit persistence Y Li The Review of Financial Studies 14 (3), 861-899, 2001 | 131 | 2001 |
| Market segmentation and price differentials between A shares and H shares in the Chinese stock markets Y Li, D Yan, J Greco Journal of Multinational Financial Management 16 (3), 232-248, 2006 | 75 | 2006 |
| Residential investment and interest rates: An empirical test of land development as a real option DR Capozza, Y Li Real Estate Economics 29 (3), 503-519, 2001 | 74 | 2001 |
| Consumption habit and international stock returns Y Li, M Zhong Journal of Banking & Finance 29 (3), 579-601, 2005 | 62 | 2005 |
| The day-of-the-week effect: New evidence from the Chinese stock market J Cai, Y Li, Y Qi Chinese Economy 39 (2), 71-88, 2006 | 58 | 2006 |
| Policy change and lead–lag relations among China's segmented stock markets Z Qiao, Y Li, WK Wong Journal of Multinational Financial Management 18 (3), 276-289, 2008 | 53 | 2008 |
| Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Z Qiao, Y Li, WK Wong Applied Financial Economics 21 (24), 1831-1841, 2011 | 40 | 2011 |
| Growth-security investment strategy for long and short runs Y Li Management Science 39 (8), 915-924, 1993 | 34 | 1993 |
| Characterizations of optimal portfolios by univariate and multivariate risk aversion Y Li, WT Ziemba Management science 35 (3), 259-269, 1989 | 22 | 1989 |
| TIME VARIATIONS IN RISK PREMIA, VOLATILITY, AND REWARD‐TO‐VOLATILITY Y Li Journal of Financial Research 21 (4), 431-446, 1998 | 21 | 1998 |
| The asymmetric house price dynamics: Evidence from the California market Y Li Regional Science and Urban Economics 52, 1-12, 2015 | 20 | 2015 |
| Lead-lag relations between A shares and H shares in the Chinese stock markets Y Li, JF Greco, B Chavis California State University of Fullerton Working Paper, 2001 | 20 | 2001 |
| Expected stock returns, risk premiums and volatilities of economic factors Y Li Journal of Empirical finance 5 (2), 69-97, 1998 | 20 | 1998 |
| The wealth-consumption ratio and the consumption-habit ratio Y Li Journal of Business & Economic Statistics 23 (2), 226-241, 2005 | 18 | 2005 |
| Intertemporal asset pricing without consumption data: Empirical tests Y Li Journal of Financial Research 20 (1), 53-69, 1997 | 18 | 1997 |
| Time variation of expected returns on REITs: Implications for market integration and the financial crisis Y Li Journal of Real Estate Research 38 (3), 321-358, 2016 | 15 | 2016 |
