Jiacui Li

David Eccles School of Business, University of Utah

Assistant Professor

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,830

SSRN RANKINGS

Top 8,830

in Total Papers Downloads

9,214

SSRN CITATIONS
Rank 13,870

SSRN RANKINGS

Top 13,870

in Total Papers Citations

95

CROSSREF CITATIONS

5

Scholarly Papers (9)

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
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:

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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 1,971 (14,516)
Citation 6

Abstract:

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

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
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:

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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 2023
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:

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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:

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

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:

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Price elasticity, liquidity provision, demand-based asset pricing

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
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:

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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: 19 Mar 2023
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:

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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:

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

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:

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Price elasticity, price pass-through, perceived alpha, demand system asset pricing, shrinkage.

9.

Attention Constraints and Financial Inclusion

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

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Attention Constraint, Financial Inclusion, Diversity, Retail Lending

Other Papers (1)

Total Downloads: 596
1.

Brokers or Dealers? Trading Intermediation and Market Liquidity

Number of pages: 52 Posted: 17 Apr 2016 Last Revised: 28 Oct 2022
Jiacui Li and Wenhao Li
David Eccles School of Business, University of Utah and University of Southern California - Marshall School of Business
Downloads 596 (61,193)

Abstract:

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Intermediaries, Agency Trading, Principal Trading, Price Benchmark, Market Transparency