Jiacui Li

Stanford University, Graduate School of Business, Students

PhD Candidate

Stanford, CA

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,667

SSRN RANKINGS

Top 25,667

in Total Papers Downloads

1,898

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Slow-Moving Capital and Flow-Driven Common Factors in Stock Returns

Number of pages: 30 Posted: 02 Feb 2017 Last Revised: 02 Jul 2019
Jiacui Li
Stanford University, Graduate School of Business, Students
Downloads 672 (39,329)

Abstract:

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Slow-Moving Capital, Common Factors, Price Pressures, Mutual Fund Flows, Style Investing

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, Stanford University, Graduate School of Business, Students, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 594 (46,427)

Abstract:

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

3.

Brokers or Dealers? Trading Intermediation Across Markets and Over Time

Number of pages: 40 Posted: 17 Apr 2016 Last Revised: 21 Sep 2018
Jiacui Li and Wenhao Li
Stanford University, Graduate School of Business, Students and University of Southern California - Marshall School of Business
Downloads 491 (59,145)
Citation 1

Abstract:

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

4.

Endogenous Investor Inattention and Price Underreaction to Information

Number of pages: 61 Posted: 03 Oct 2017 Last Revised: 04 Jan 2020
Jiacui Li
Stanford University, Graduate School of Business, Students
Downloads 141 (213,507)

Abstract:

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Investor inattention, Price underreaction, Information processing