Kai Li

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management

Assistant Professor of Finance

Clear Water Bay

Kowloon

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,880

SSRN RANKINGS

Top 20,880

in Total Papers Downloads

1,795

CITATIONS
Rank 24,142

SSRN RANKINGS

Top 24,142

in Total Papers Citations

11

Scholarly Papers (4)

1.

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies 26 (2): 491-530, 2013, DOI: doi.org/10.1093/rfs/hhs121
Number of pages: 61 Posted: 15 Mar 2010 Last Revised: 10 Mar 2017
affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 856 (17,653)
Citation 10

Abstract:

Asset Pricing, General Equilibrium, Intangible Capital, Value Premium

News Shocks and the Production-Based Term Structure of Equity Returns

Number of pages: 62 Posted: 18 Nov 2012 Last Revised: 22 May 2017
affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 534 (40,249)

Abstract:

News Shocks, Learning, Term Structure of Equity, Duration

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
University of North Carolina Kenan-Flagler Business School, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 67 (282,531)

Abstract:

Term Structure, Duration, Value Premium

3.

Asset Pricing with a Financial Sector

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 65 Posted: 16 Feb 2013 Last Revised: 12 Oct 2013
Kai Li
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 140 (110,496)
Citation 1

Abstract:

Financial Intermediary, Equity Premium, Return Predictability, TED spread, Global Method

4.

Financial Intermediation and Capital Reallocation

Posted: 02 Dec 2016
Hengjie Ai, Kai Li and Fang Yang
affiliation not provided to SSRN, Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Louisiana State University, Baton Rouge

Abstract:

financial Intermediation, Capital Misallocation, Volatility, Crisis, Limited enforcement