Jiacui Li

David Eccles School of Business, University of Utah

Assistant Professor

8123 SFEBB, 1655 Campus Center Dr

Salt Lake City, UT 84112

United States

http://https://www.jiacui-li.com/

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 16,390

SSRN RANKINGS

Top 16,390

in Total Papers Downloads

3,747

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

What Drives the Size and Value Factors?

Number of pages: 38 Posted: 02 Feb 2017 Last Revised: 29 Jun 2021
Jiacui Li
David Eccles School of Business, University of Utah
Downloads 1,483 (15,381)

Abstract:

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Asset Pricing Factors, Excess Volatility, Demand Effects, Price Pressures

2.

What Do Mutual Fund Investors Really Care About?

Fisher College of Business Working Paper No. 2019-03-005, Charles A. Dice Center Working Paper No. 2019-5
Number of pages: 46 Posted: 14 Mar 2019
Ohio State University (OSU) - Department of Finance, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,294 (18,903)
Citation 2

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Mutual funds, retail investors, fund flows, Morningstar, CAPM

Ratings-Driven Demand and Systematic Price Fluctuations

Fisher College of Business Working Paper No. 2020-03-026, Charles A. Dice Working Paper No. 2020-26
Number of pages: 66 Posted: 12 Nov 2020 Last Revised: 04 Jun 2021
Ohio State University (OSU) - Department of Finance, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 311 (119,971)
Citation 2

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Correlated demand, style investing, mutual funds, momentum

Ratings-Driven Demand and Systematic Price Fluctuations

NBER Working Paper No. w28103
Number of pages: 66 Posted: 16 Nov 2020 Last Revised: 13 Jun 2021
Ohio State University (OSU) - Department of Finance, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 4 (779,930)
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4.

Endogenous Investor Inattention and Price Underreaction to Information

Number of pages: 42 Posted: 03 Oct 2017 Last Revised: 26 Apr 2021
Jiacui Li
David Eccles School of Business, University of Utah
Downloads 260 (147,280)

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Investor inattention, endogenous inattention, price underreaction, corporate bonds

Discontinued Positive Feedback Trading and the Decline of Momentum Profitability

Fisher College of Business Working Paper No. 2021-03-03, Charles A. Dice Center Working Paper No. 2021-03
Number of pages: 62 Posted: 22 Mar 2021 Last Revised: 22 Jun 2021
Ohio State University (OSU) - Department of Finance, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 190 (195,171)
Citation 1

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positive feedback trading, mutual funds, anomalies, momentum, factor momentum

Discontinued Positive Feedback Trading and the Decline of Momentum Profitability

NBER Working Paper No. w28624
Number of pages: 62 Posted: 29 Mar 2021 Last Revised: 20 Jul 2021
Ohio State University (OSU) - Department of Finance, David Eccles School of Business, University of Utah, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1 (813,093)
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6.

Retail Bond Investors and Credit Ratings

Number of pages: 51 Posted: 28 Jun 2021
Ed deHaan, Jiacui Li and Edward M. Watts
University of Washington - Michael G. Foster School of Business, David Eccles School of Business, University of Utah and Yale School of Management
Downloads 165 (222,942)

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Credit ratings, Retail investors, Fundamental investing, Investor sophistication, Behavioral finance

7.

Attention Discrimination under Time Constraints: Evidence from Retail Lending

Number of pages: 58 Posted: 15 Jun 2021
Renmin University of China - School of Finance, David Eccles School of Business, University of Utah, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong, Faculty of Business and Economics and University of Hong Kong - HKU Business School
Downloads 39 (526,214)

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Attention Constraint, Discrimination, Retail Lending