Pengfei Li

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

  • Tsinghua University - PBC School of Finance

SCHOLARLY PAPERS

4

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1,137

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (4)

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1.

Measuring Operating Leverage

Review of Asset Pricing Studies
Number of pages: 131 Posted: 01 May 2018 Last Revised: 02 Aug 2021
Huafeng (Jason) Chen, Jason V. Chen, Feng Li and Pengfei Li
Fudan University - Fanhai International School of Finance (FISF), University of Illinois at Chicago, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University and Tsinghua University - PBC School of Finance
Downloads 482 (103,444)
Citation 6

Abstract:

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operating leverage, fixed costs, stock returns, factor models

2.

Assessing and Addressing the Coronavirus-Induced Economic Crisis: Evidence From 1.5 Billion Sales Invoices

PBCSF-NIFR Research Paper, 2020
Number of pages: 52 Posted: 06 Aug 2020 Last Revised: 29 Mar 2021
Zhuo Chen, Pengfei Li, Li Liao and Zhengwei Wang
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 391 (131,742)
Citation 3

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COVID-19, pandemic, invoices, firm sales, economic stimulus

3.

Leveraged trading and stock returns: Evidence from international stock markets

Downloads 163 (311,614)

Leveraged trading and stock returns: Evidence from international stock markets

Number of pages: 58 Posted: 18 Feb 2021 Last Revised: 28 Mar 2023
Zhuo Chen, Pengfei Li, Zhengwei Wang and Bohui Zhang
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 126 (384,013)

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Short selling, margin trading, future stock returns, international finance

Are Short Sellers and Margin Traders Twin Sisters or Stepsisters?

Number of pages: 64 Posted: 01 Mar 2022
Zhuo Chen, Pengfei Li, Zhengwei Wang and Bohui Zhang
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, affiliation not provided to SSRN and The Chinese University of Hong Kong, Shenzhen
Downloads 37 (764,510)

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Short selling, margin trading, future stock returns, international finance

4.

Countercyclical Risk Aversion: Evidence from 10 Million Auto Insurance Transactions in China

Number of pages: 58 Posted: 10 Apr 2020
Huafeng (Jason) Chen, Yinglu Deng, Pengfei Li and Hao Zhou
Fudan University - Fanhai International School of Finance (FISF), Tsinghua University - School of Economics & Management, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 101 (449,468)

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Risk Aversion, Countercyclical, Auto Insurance