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Shi Li

Sprott School of Business, Carleton University

1125 Colonel By Drive

Ottawa, Ontario K1S SB6

Canada

  • Sprott School of Business, Carleton University

SCHOLARLY PAPERS

7

DOWNLOADS

1,438

TOTAL CITATIONS

2

Ideas:
“  Empirical Asset Pricing  ”

  • Sprott School of Business, Carleton University

Scholarly Papers (7)

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1.

ESG, Financial Constraint and Financing Activities: A Study in Chinese Market

Number of pages: 34 Posted: 14 Aug 2023
Xuejing Guo, Shi Li, Xiaoping Song and Zilin Tang
Zhongnan University of Economics and Law, Sprott School of Business, Carleton University, Lakehead University and University of Michigan at Ann Arbor
Downloads 365 (205,787)
Citation 1

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Climate change, ESG, Financial constraint, China

2.

Firm-level Climate Change Exposure and Stock Price Crash Risk: International Evidence

Number of pages: 38 Posted: 10 Jul 2023
Shi Li
Sprott School of Business, Carleton University
Downloads 258 (297,664)

Abstract:

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G15, K00, M14, Q54

3.

The Pricing of Dividend Surprises

Number of pages: 48 Posted: 22 Nov 2022
Gady Jacoby, Gady Jacoby, Shi Li, Lei Lu and Yan Wang
College of Management Academic Studies, Sprott School of Business, Carleton University, University of Manitoba and Brock University - Goodman School of Business
Downloads 189 (405,402)

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Payout Policy; Dividend surprise; Stock return anomaly; Financial constraint

4.

Effects of Geopolitical Risk on Equity-Agricultural-Commodity Correlations

Number of pages: 35 Posted: 15 Oct 2022
Shi Li, Nanying Lin and Xiaoping Song
Sprott School of Business, Carleton University, Arkansas State University and University of Manitoba - Asper School of Business
Downloads 179 (426,635)

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Geopolitical risk; Agriculture; Financialization of commodities; Multivariate GARCH

5.

Asset Pricing with Dividend Surprises

Downloads 176 (449,518)
Citation 1

Asset Pricing with Dividend Surprises

Number of pages: 14 Posted: 10 Jul 2023
Pancheng Guo, Shi Li and Yan Wang
Carleton University - Eric Sprott School of Business, Sprott School of Business, Carleton University and Brock University - Goodman School of Business
Downloads 103 (694,787)

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Asset Pricing, Dividend Surprise, Portfolio Choice, Investment Decision

Asset Pricing with Dividend Surprises

Number of pages: 15 Posted: 12 Jul 2023
Pancheng Guo, Shi Li and Yan Wang
Carleton University - Eric Sprott School of Business, Sprott School of Business, Carleton University and Brock University - Goodman School of Business
Downloads 73 (912,349)
Citation 1

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Asset pricing, Dividend Surprise, Portfolio Choice, Investment Decision

6.

Disagreement Exploitation and the Cross-Section of Hedge Funds Performance

Number of pages: 39 Posted: 06 May 2022
Gady Jacoby, Gady Jacoby, Shi Li and Nanying Lin
College of Management Academic Studies, Sprott School of Business, Carleton University and Arkansas State University
Downloads 140 (540,814)

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Hedge Fund Performance, Disagreement, Arbitrage

7.

Spillovers Between Bitcoin and Meme Stocks

Finance Research Letters, Vol. 50, 2022
Number of pages: 14 Posted: 15 Oct 2022
Shi Li
Sprott School of Business, Carleton University
Downloads 131 (561,789)

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Bitcoin; Meme Stocks; Retail Investors; Spillovers; Multivariate GARCH