Yi Li

Federal Reserve Board

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,314

SSRN RANKINGS

Top 45,314

in Total Papers Downloads

1,032

SSRN CITATIONS
Rank 22,887

SSRN RANKINGS

Top 22,887

in Total Papers Citations

27

CROSSREF CITATIONS

11

Scholarly Papers (4)

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 496 (61,037)
Citation 1

Abstract:

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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, Federal Reserve Board and Federal Reserve Board
Downloads 243 (137,263)
Citation 11

Abstract:

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

2.

Reciprocal Lending Relationships in Shadow Banking

Number of pages: 55 Posted: 01 Sep 2017 Last Revised: 26 May 2020
Yi Li
Federal Reserve Board
Downloads 124 (247,635)
Citation 1

Abstract:

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reciprocal relationship, money market funds, liquidity, regulation

3.

Runs and Interventions in the Time of COVID-19: Evidence from Money Funds

Number of pages: 48 Posted: 26 May 2020 Last Revised: 12 Jun 2020
Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 103 (282,842)

Abstract:

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runs, money market funds, COVID-19, MMLF

4.

Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the Corporate Bond Market

Number of pages: 49 Posted: 31 Dec 2019 Last Revised: 02 Jul 2020
Michigan State University, Federal Reserve Board, University of California, Irvine - Paul Merage School of Business and Federal Reserve Board
Downloads 66 (369,161)
Citation 3

Abstract:

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Corporate Bond Mutual Fund, Fragility, Volatility, Liquidity, Fire Sales