Yi Li

Federal Reserve Board

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://sites.google.com/view/yili/

SCHOLARLY PAPERS

2

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817

SSRN CITATIONS
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Top 31,521

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (2)

Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 22 Nov 2015 Last Revised: 25 Dec 2017
Fang Cai, Song Han, Dan Li and Yi Li
Federal Reserve Board, Federal Reserve Board - Division of Research and Statistics, Federal Reserve Board and Federal Reserve Board
Downloads 470 (60,313)

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Corporate Bond; Herding; Institutional Investors; Return Reversal

Institutional Herding and its Price Impact: Evidence from the Corporate Bond Market

FEDS Working Paper No. 2016-091
Number of pages: 58 Posted: 28 Nov 2016
Fang Cai, Song Han, Dan Li and Yi Li
Federal Reserve Board, Federal Reserve Board - Division of Research and Statistics, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 233 (133,002)
Citation 5

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Corporate Bond, Herding, Institutional Investors, Liquidity, Return Reversal

2.

Reciprocal Lending Relationships in Shadow Banking

Number of pages: 58 Posted: 01 Sep 2017 Last Revised: 27 Jun 2019
Yi Li
Federal Reserve Board
Downloads 114 (246,064)

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reciprocal relationship, money market funds, liquidity, regulation