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 20,823

SSRN RANKINGS

Top 20,823

in Total Papers Downloads

1,741

CITATIONS
Rank 22,962

SSRN RANKINGS

Top 22,962

in Total Papers Citations

12

Scholarly Papers (4)

1.

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 15 Mar 2010 Last Revised: 03 Oct 2012
University of Minnesota - Carlson School of Management, University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 856 (17,436)
Citation 11

Abstract:

Asset Pricing, General Equilibrium, Intangible Capital, Value Premium

News Shocks and Production-Based Term Structure of Equity Returns

Number of pages: 48 Posted: 18 Nov 2012 Last Revised: 14 Apr 2015
University of Minnesota - Carlson School of Management, 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 516 (40,635)

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, University of Minnesota - Carlson School of Management, 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 (274,177)

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 (118,591)
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
University of Minnesota - Carlson School of Management, 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