Author Page for Jiacui Li

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 2,624 (9,158)

Citation 2

Abstract:

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 1,971 (14,516)

Citation 6

Abstract:

3.

Ratings-Driven Demand and Systematic Price Fluctuations

Downloads 995 (40,178)

Citation 15

2

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 966 (41,248)

Citation 1

Abstract:

Ratings-Driven Demand and Systematic Price Fluctuations

NBER Working Paper No. w28103

Number of pages: 68 Posted: 16 Nov 2020 Last Revised: 16 Apr 2023

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 29 (830,024)

Abstract:

4.

Retail Bond Investors and Credit Ratings

Journal of Accounting & Economics (JAE), Forthcoming

Number of pages: 66 Posted: 28 Jun 2021 Last Revised: 26 Apr 2023

Ed deHaan, Jiacui Li and Edward M. Watts

Stanford Graduate School of Business, David Eccles School of Business, University of Utah and Yale School of Management

Downloads 900 (46,187)

Citation 6

Abstract:

5.

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 707 (64,132)

Abstract:

6.

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Downloads 627 (74,548)

Citation 2

2

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 593 (78,880)

Citation 1

Abstract:

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: 19 Mar 2023

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 34 (788,396)

Abstract:

7.

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 579 (82,266)

Citation 6

Abstract:

8.

Why is Asset Demand Inelastic?

Number of pages: 52 Posted: 07 Nov 2022 Last Revised: 06 Sep 2023

Carter Davis, Mahyar Kargar and Jiacui Li

Kelley School of Business, Indiana University, University of Illinois at Urbana-Champaign and David Eccles School of Business, University of Utah

Downloads 444 (113,736)

Abstract:

9.

Attention Constraints and Financial Inclusion

Number of pages: 77 Posted: 15 Jun 2021 Last Revised: 28 Apr 2023

Bo Huang, Jiacui Li, Tse-Chun Lin, Mingzhu Tai and Zoey 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 Hong Kong University of Science & Technology (HKUST)

Downloads 367 (141,418)

Citation 2

Jiacui Li

David Eccles School of Business, University of Utah

Assistant Professor

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Scholarly Papers (9)

What Do Mutual Fund Investors Really Care About?

Abstract:

What Drives the Size and Value Factors?

Abstract:

Ratings-Driven Demand and Systematic Price Fluctuations

Ratings-Driven Demand and Systematic Price Fluctuations

Abstract:

Ratings-Driven Demand and Systematic Price Fluctuations

Abstract:

Retail Bond Investors and Credit Ratings

Abstract:

Prices Are Less Elastic For Less Diversifiable Demand

Abstract:

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Abstract:

Discontinued Positive Feedback Trading and the Decline of Return Predictability

Abstract:

Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds

Abstract:

Why is Asset Demand Inelastic?

Abstract:

Attention Constraints and Financial Inclusion

Abstract:

Other Papers (1)

Brokers or Dealers? Trading Intermediation and Market Liquidity

Abstract: