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

4

DOWNLOADS
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Top 24,435

in Total Papers Downloads

2,137

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

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
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 751 (35,938)

Abstract:

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

2.

What Drives the Size and Value Factors?

Number of pages: 35 Posted: 02 Feb 2017 Last Revised: 23 Jul 2020
Jiacui Li
David Eccles School of Business, University of Utah
Downloads 701 (39,444)

Abstract:

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Fama-French Three Factor Model, Price Pressures, Style Investing

3.

Brokers or Dealers? Trading Intermediation and Market Liquidity

Number of pages: 52 Posted: 17 Apr 2016 Last Revised: 25 Jun 2020
Jiacui Li and Wenhao Li
David Eccles School of Business, University of Utah and University of Southern California - Marshall School of Business
Downloads 508 (59,895)
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
David Eccles School of Business, University of Utah
Downloads 177 (185,337)

Abstract:

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Investor inattention, Price underreaction, Information processing