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 A. 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 2

Abstract:

Days to Cover and Stock Returns

NBER Working Paper No. w21166

Number of pages: 51 Posted: 18 May 2015 Last Revised: 03 May 2023

Harrison G. Hong, Frank Weikai Li, Sophie Xiaoyan Ni, José A. 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.

Short Selling ETFs

Finance Down Under 2019 Building on the Best from the Cellars of Finance, Review of Asset Pricing Studies, Forthcoming

Number of pages: 60 Posted: 10 Sep 2016 Last Revised: 08 Dec 2021

Frank Weikai Li and Qifei Zhu

Singapore Management University - Lee Kong Chian School of Business and Nanyang Business School, Nanyang Technological University

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Citation 4

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3.

Climate Risks and Market Efficiency

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Citation 160

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 - Guanghua School of Management

Downloads 2,109 (11,717)

Citation 2

Abstract:

Climate Risks and Market Efficiency

NBER Working Paper No. w22890

Number of pages: 79 Posted: 05 Dec 2016 Last Revised: 16 Jan 2023

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 - Guanghua School of Management

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Citation 54

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4.

Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 85 Posted: 24 Nov 2020 Last Revised: 17 Feb 2023

Tinghua Duan, Frank Weikai Li and Quan Wen

IESEG School of Management, Singapore Management University - Lee Kong Chian School of Business and McDonough School of Business, Georgetown University

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Citation 8

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5.

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

HKUST Business School, 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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6.

Climate Change Concerns and Mortgage Lending

Number of pages: 61 Posted: 16 Sep 2019 Last Revised: 25 Apr 2022

Tinghua Duan and Frank Weikai Li

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

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Citation 3

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7.

ETF Momentum

Number of pages: 53 Posted: 22 Oct 2019 Last Revised: 03 Feb 2020

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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Citation 1

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8.

Exchange-Traded Funds and Real Investment

Review of Financial Studies, forthcoming

Number of pages: 91 Posted: 24 Feb 2018 Last Revised: 16 May 2022

Constantinos Antoniou, Frank Weikai Li, Xuewen Liu, Avanidhar Subrahmanyam and Chengzhu Sun

University of Warwick - Warwick Business School, Singapore Management University - Lee Kong Chian School of Business, University of Hong Kong (HKU), HKU Business School, University of California, Los Angeles (UCLA) - Finance Area and The Hong Kong Polytechnic University

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Citation 6

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9.

The Gender Effects of COVID-19 on Equity Analysts

Number of pages: 48 Posted: 10 Jun 2021 Last Revised: 26 Oct 2021

Frank Weikai Li and Baolian Wang

Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance, Insurance and Real Estate

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Citation 2

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10.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference, Journal of Economic Dynamics and Control, Forthcoming

Number of pages: 56 Posted: 11 Sep 2017 Last Revised: 11 Apr 2022

Frank Weikai Li and Chengzhu Sun

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

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Citation 9

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11.

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

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

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Citation 16

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12.

Do Firms Adapt to Rising Temperatures? Evidence from Establishment-Level Data

Number of pages: 61 Posted: 06 May 2020 Last Revised: 23 Aug 2021

Zuben JIN, Frank Weikai Li, Yupeng Lin and Zilong Zhang

Southwestern University of Finance and Economics (SWUFE), Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - NUS Business School and Zhejiang University

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Citation 1

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13.

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 2023

Claire Yurong Hong and Frank Weikai Li

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Singapore Management University - Lee Kong Chian School of Business

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Citation 3

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14.

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

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Citation 1

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15.

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

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Citation 2

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16.

Something in the Air: Does Air Pollution Affect Fund Managers’ Carbon Divestment?

Number of pages: 83 Posted: 23 Aug 2021 Last Revised: 09 Mar 2023

Thanh Huynh, Frank Weikai Li and Ying Xia

Monash University - Department of Banking and Finance, Singapore Management University - Lee Kong Chian School of Business and Monash University - Monash Business School

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17.

Do Foreign Institutional Investors Deter Opportunistic Insider Trading?

Number of pages: 73 Posted: 06 Sep 2018 Last Revised: 08 Sep 2020

Claire Yurong Hong, Frank Weikai Li and Qifei Zhu

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

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Citation 1

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18.

Inside Brokers

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 101 Posted: 15 Aug 2016 Last Revised: 09 Sep 2020

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)

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Citation 4

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19.

Financial Intermediaries and Contagion in Market Efficiency: The Case of ETFs

Number of pages: 67 Posted: 30 Mar 2022 Last Revised: 23 Jan 2023

Claire Yurong Hong, Frank Weikai Li and Avanidhar Subrahmanyam

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Singapore Management University - Lee Kong Chian School of Business and University of California, Los Angeles (UCLA) - Finance Area

Downloads 287 (170,551)

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20.

Naïve Earnings Growth Extrapolation

Number of pages: 62 Posted: 04 Aug 2021 Last Revised: 23 Oct 2022

Chenyu Cui, Frank Weikai Li and Xinyi Zhang

University of International Business and Economics (UIBE) - Business School, Singapore Management University - Lee Kong Chian School of Business and Sun Yat-sen University (SYSU) - Business School

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21.

Customer Concentration and Corporate Carbon Emissions

Number of pages: 60 Posted: 09 Aug 2022 Last Revised: 21 Nov 2022

Saiying Deng, Tinghua Duan, Frank Weikai Li and Xiaoling Pu

Kent State University, IESEG School of Management, Singapore Management University - Lee Kong Chian School of Business and Kent State University - Department of Finance

Downloads 243 (201,536)

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22.

Sentiment, Limited Attention and Factor Models

Number of pages: 65 Posted: 01 Nov 2022 Last Revised: 25 Jan 2023

Xinrui Duan, Li Guo, Frank Weikai Li and Jun Tu

Shenzhen University - Shenzhen Audencia Financial Technology Institute, Fudan University - School of Economics, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business

Downloads 242 (202,323)

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23.

A Behavioral Signaling Explanation for Stock Splits: Evidence from China

Number of pages: 72 Posted: 12 Mar 2020 Last Revised: 22 Feb 2022

Chenyu Cui, Frank Weikai Li, Jiaren Pang and Deren Xie

University of International Business and Economics (UIBE) - Business School, Singapore Management University - Lee Kong Chian School of Business, Tsinghua University - School of Economics & Management and Tsinghua University

Downloads 230 (212,583)

Citation 2

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24.

Do Short Sellers Use Textual Information? Evidence from Annual Reports

Number of pages: 45 Posted: 16 Oct 2020 Last Revised: 25 Jan 2022

Hung Wan Kot, Frank Weikai Li, Ming Liu and K.C. John Wei

University of Macau - Department of Finance and Business Economics, Singapore Management University - Lee Kong Chian School of Business, University of Macau - Faculty of Business Administration and Hong Kong Polytechnic University

Downloads 171 (278,244)

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25.

Does Abstract Thinking Facilitate Information Processing? Evidence from Financial Analysts

Number of pages: 68 Posted: 11 Dec 2022

Zuben JIN, Frank Weikai Li, Rong Wang and Gloria Yang Yu

Southwestern University of Finance and Economics (SWUFE), Singapore Management University - Lee Kong Chian School of Business, Singapore Management University and Singapore Management University - Lee Kong Chian School of Business

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26.

A Behavioral Signaling Explanation for Stock Splits

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2

A Behavioral Signaling Explanation for Stock Splits

Number of pages: 72 Posted: 23 Nov 2022

Chenyu Cui, Frank Weikai Li, Jiaren Pang and Deren Xie

University of International Business and Economics (UIBE) - Business School, Singapore Management University - Lee Kong Chian School of Business, Tsinghua University and Tsinghua University

Downloads 48 (641,397)

Abstract:

A Behavioral Signaling Explanation for Stock Splits

Number of pages: 72 Posted: 20 Jul 2022

Chenyu Cui, Frank Weikai Li, Jiaren Pang and Deren Xie

University of International Business and Economics (UIBE) - Business School, Singapore Management University - Lee Kong Chian School of Business, Tsinghua University and Tsinghua University

Downloads 29 (764,578)

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27.

Do Short Sellers Pay Attention to Annual Reports?

Number of pages: 55 Posted: 29 Jan 2023

Hung Wan Kot, Frank Weikai Li, Ming Liu and K.C. John Wei

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

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Frank Weikai Li

Singapore Management University - Lee Kong Chian School of Business

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Scholarly Papers (27)

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