Author Page for Frank Weikai Li

1.

Days to Cover and Stock Returns

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Citation 2

2

Days to Cover and Stock Returns

29th Australasian Finance and Banking Conference 2016

Number of pages: 63 Posted: 26 Feb 2015 Last Revised: 11 Nov 2016

Harrison G. Hong, Frank Weikai Li, Sophie Xiaoyan Ni, José Scheinkman and Philip Yan

Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Baptist University (HKBU), Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management

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Citation 1

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Days to Cover and Stock Returns

NBER Working Paper No. w21166

Number of pages: 51 Posted: 18 May 2015

Harrison G. Hong, Frank Weikai Li, Sophie Xiaoyan Ni, José Scheinkman and Philip Yan

Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Baptist University (HKBU), Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management

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Citation 1

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2.

Climate Risks and Market Efficiency

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Citation 20

2

Climate Risks and Market Efficiency

Journal of Econometrics, Forthcoming

Number of pages: 42 Posted: 09 May 2016 Last Revised: 08 Sep 2017

Harrison G. Hong, Frank Weikai Li and Jiangmin Xu

Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business and Peking University - Department of Finance

Downloads 1,328 (13,953)

Citation 2

Abstract:

Climate Risks and Market Efficiency

NBER Working Paper No. w22890

Number of pages: 79 Posted: 05 Dec 2016

Harrison G. Hong, Frank Weikai Li and Jiangmin Xu

Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business and Peking University - Department of Finance

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Citation 8

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3.

What's Hot in Finance (2011-2015)?

Number of pages: 91 Posted: 04 Mar 2016 Last Revised: 07 Mar 2016

Utpal Bhattacharya, Ailin Dong, Frank Weikai Li, Fangyuan Ma and Beichen Wang

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, Chinese University of Hong Kong (CUHK) - Department of Finance and Hong Kong University of Science & Technology (HKUST)

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Citation 1

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4.

Short Selling ETFs

Finance Down Under 2019 Building on the Best from the Cellars of Finance

Number of pages: 57 Posted: 10 Sep 2016 Last Revised: 06 Sep 2019

Frank Weikai Li and Qifei Zhu

Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School

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Citation 2

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5.

Macro Disagreement and the Cross-Section of Stock Returns

Review of Asset Pricing Studies, Forthcoming

Number of pages: 54 Posted: 12 Apr 2014 Last Revised: 19 Apr 2016

Frank Weikai Li

Singapore Management University - Lee Kong Chian School of Business

Downloads 453 (63,284)

Citation 2

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6.

The Information Content of Sudden Insider Silence

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 68 Posted: 10 Dec 2015 Last Revised: 16 Feb 2018

Claire Yurong Hong and Frank Weikai Li

Shanghai Advanced Institute of Finance and Singapore Management University - Lee Kong Chian School of Business

Downloads 447 (64,277)

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7.

Momentum Life Cycle around the World and Beyond

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 72 Posted: 16 Feb 2015 Last Revised: 19 Jan 2018

Frank Weikai Li and K.C. John Wei

Singapore Management University - Lee Kong Chian School of Business and Hong Kong Polytechnic University

Downloads 437 (66,061)

Citation 2

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8.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference

Number of pages: 76 Posted: 11 Sep 2017 Last Revised: 29 Sep 2019

Frank Weikai Li and Chengzhu Sun

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

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Citation 4

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9.

Inside Brokers

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Citation 3

2

Inside Brokers

Number of pages: 55 Posted: 15 Aug 2016 Last Revised: 12 Dec 2018

Frank Weikai Li, Abhiroop Mukherjee and Rik Sen

Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of New South Wales (UNSW)

Downloads 175 (173,013)

Citation 4

Abstract:

Inside Brokers

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital

Number of pages: 61 Posted: 12 Jan 2017 Last Revised: 18 Oct 2017

Frank Weikai Li, Abhiroop Mukherjee and Rik Sen

Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of New South Wales (UNSW)

Downloads 135 (215,485)

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10.

Security Analysts and Capital Market Anomalies

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 90 Posted: 14 Jan 2018 Last Revised: 21 Jun 2019

Li Guo, Frank Weikai Li and K.C. John Wei

Singapore Management University, Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Hong Kong Polytechnic University

Downloads 301 (101,360)

Citation 4

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11.

The Real Effects of Exchange Traded Funds

Number of pages: 66 Posted: 24 Feb 2018 Last Revised: 12 Oct 2018

Frank Weikai Li, Xuewen Liu and Chengzhu Sun

Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)

Downloads 204 (150,377)

Citation 1

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12.

Do Foreign Institutional Investors Deter Opportunistic Insider Trading?

Number of pages: 73 Posted: 06 Sep 2018 Last Revised: 17 Oct 2019

Claire Yurong Hong, Frank Weikai Li and Qifei Zhu

Shanghai Advanced Institute of Finance, Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School

Downloads 182 (167,836)

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13.

Worrying About Climate Change: Evidence from Mortgage Lending

Number of pages: 54 Posted: 16 Sep 2019

Tinghua Duan and Frank Weikai Li

IÉSEG School of Management and Singapore Management University - Lee Kong Chian School of Business

Downloads 52 (385,125)

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14.

Learning through Difficult Times: Evidence from Financial Analysts

Number of pages: 41 Posted: 18 Jul 2019

Lei Gong, Frank Weikai Li and Zilong Zhang

Peking University, Singapore Management University - Lee Kong Chian School of Business and City University of Hong Kong

Downloads 42 (420,524)

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15.

ETF Momentum

Number of pages: 46 Posted: 22 Oct 2019

Frank Weikai Li, Melvyn Teo and Chloe (Chunliu) Yang

Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Fudan University - Fanhai International School of Finance (FISF)

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Frank Weikai Li

Singapore Management University - Lee Kong Chian School of Business

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Scholarly Papers (15)

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