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/

  • David Eccles School of Business, University of Utah

SCHOLARLY PAPERS

8

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Rank 10,863

SSRN RANKINGS

Top 10,863

in Total Papers Downloads

6,360

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (8)

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1.

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, Review of Financial Studies, forthcoming
Number of pages: 73 Posted: 14 Mar 2019 Last Revised: 28 Sep 2021
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
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 2,019 (11,183)
Citation 2

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Mutual funds, retail investors, fund flows, Morningstar, CAPM, asset pricing models

2.

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 1,776 (13,722)

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

3.

Ratings-Driven Demand and Systematic Price Fluctuations

Downloads 606 ( 63,155)
Citation 1

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, Review of Financial Studies, forthcoming
Number of pages: 68 Posted: 12 Nov 2020 Last Revised: 28 Sep 2021
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
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 600 (63,196)
Citation 1

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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: 68 Posted: 16 Nov 2020 Last Revised: 16 Apr 2022
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
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 6 (865,026)
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4.

Retail Bond Investors and Credit Ratings

Number of pages: 58 Posted: 28 Jun 2021 Last Revised: 20 Dec 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 546 (72,188)

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

5.

Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 03 Oct 2017 Last Revised: 30 Aug 2021
Jiacui Li
David Eccles School of Business, University of Utah
Downloads 452 (90,563)

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Investor inattention, endogenous inattention, rational inattention, price underreaction, corporate bonds

6.

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Downloads 391 (107,125)
Citation 1

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Fisher College of Business Working Paper No. 2021-03-03, Charles A. Dice Center Working Paper No. 2021-03
Number of pages: 50 Posted: 22 Mar 2021 Last Revised: 16 May 2022
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
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 388 (107,211)
Citation 1

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

Discontinued Positive Feedback Trading and the Decline of Return Predictability

NBER Working Paper No. w28624
Number of pages: 50 Posted: 29 Mar 2021 Last Revised: 23 May 2022
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
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 3 (901,962)
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7.

Attention Constraints and Financial Inclusion

Number of pages: 76 Posted: 15 Jun 2021 Last Revised: 31 May 2022
Bo Huang, Jiacui Li, Tse-Chun Lin, Mingzhu Tai and Yiyuan Zhou
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 The University of Hong Kong - Faculty of Business and Economics
Downloads 309 (138,464)

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Attention Constraint, Financial Inclusion, Diversity, Retail Lending

8.

Prices Are Less Elastic For Less Diversifiable Demand

Number of pages: 84 Posted: 28 Mar 2022 Last Revised: 20 Jun 2022
Jiacui Li and Zihan Lin
David Eccles School of Business, University of Utah and Stanford University
Downloads 261 (165,891)

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Price elasticity, liquidity provision, demand-based asset pricing