Jiangyuan Li

Singapore Management University, Lee Kong Chian School of Business, Students

PhD Student

469 Bukit Timah Road

Singapore

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 28,380

in Total Papers Downloads

1,809

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Time-Series Momentum: Is It There?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 06 May 2018 Last Revised: 15 Apr 2019
Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University, Lee Kong Chian School of Business, Students, Singapore Management University - School of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 1,423 (14,159)
Citation 11

Abstract:

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Time-series momentum; Risk premium; Return predictability; Pooled regression

2.

Are Disagreements Agreeable? Evidence from Information Aggregation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 04 Dec 2017 Last Revised: 28 Apr 2020
Dashan Huang, Jiangyuan Li and Liyao Wang
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University, Lee Kong Chian School of Business, Students and Singapore Management University - School of Economics
Downloads 374 (86,635)

Abstract:

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Disagreement, Return predictability, PLS, PCA, LASSO, Machine learning

3.

Compensation and Risk: A Perspective on the Lake Wobegon Effect

Journal of Banking and Finance, Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
Jiangyuan Li, Jinqiang Yang and Zhentao Zou
Singapore Management University, Lee Kong Chian School of Business, Students, Shanghai University of Finance and Economics and Wuhan University - Economics and Management School
Downloads 12 (620,318)

Abstract:

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Compensation, Risk, Asymmetric Information, Learning, Belief