Yongjia Li

Boise State University - College of Business and Economics, Department of Finance

1910 University Drive

Boise, ID 83716

United States

  • Boise State University - College of Business and Economics, Department of Finance

SCHOLARLY PAPERS

6

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Rank 29,181

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Top 29,181

in Total Papers Downloads

3,741

TOTAL CITATIONS
Rank 27,191

SSRN RANKINGS

Top 27,191

in Total Papers Citations

21

Scholarly Papers (6)

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1.

In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs

Number of pages: 55 Posted: 20 Mar 2014 Last Revised: 22 Jul 2018
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 1,379 (30,897)
Citation 1

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hedge funds, risk factor exposures, factor selection, return replication, performance measurement, performance prediction

2.

Active Factor Investing: Hedge Funds vs. the Rest of Us

Number of pages: 23 Posted: 02 Dec 2014 Last Revised: 17 Jan 2023
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 840 (62,566)

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hedge funds, risk factor exposures, factor investing, return replication, performance prediction, beta active management, smart beta

3.

Natural Disasters, Risk Salience, and Corporate ESG Disclosure

Number of pages: 43 Posted: 25 Mar 2021
Qiping Huang, Yongjia Li, Meimei Lin and Garrett McBrayer
University of Dayton, Boise State University - College of Business and Economics, Department of Finance, Georgia Southern University and Boise State University
Downloads 586 (99,727)
Citation 19

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natural disasters, corporate social responsibility, disclosure, cost of capital

4.

Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models

Number of pages: 42 Posted: 14 Oct 2016 Last Revised: 15 Mar 2017
Yongjia Li and Alexey Malakhov
Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 509 (118,837)

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active investment, factor selection, ETFs, risk factor exposures, return attribution, hedge funds, alpha, beta, performance prediction

5.

Can Hedge Funds Benefit from CSR Investment?

Number of pages: 33 Posted: 14 Jun 2019
Jun Duanmu, Qiping Huang, Yongjia Li and Garrett McBrayer
Louisiana Tech University - Department of Economics and Finance, University of Dayton, Boise State University - College of Business and Economics, Department of Finance and Boise State University
Downloads 312 (207,315)

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Hedge funds, Corporate social responsibility, Risk taking

6.

On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers

Forthcoming at Review of Quantitative Finance and Accounting
Number of pages: 55 Posted: 03 Oct 2019
Liu Hong, Yongjia Li, Kangzhen Xie and Claire J. Yan
affiliation not provided to SSRN, Boise State University - College of Business and Economics, Department of Finance, Seton Hall University, Stillman School of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 115 (513,454)
Citation 1

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risk management, hedging, derivative, market timing