Peng Li

University of Leeds - Faculty of Business

Dr

Leeds LS2 9JT

United Kingdom

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Scholarly Papers (1)

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Market Development, Information Diffusion and the Global Anomaly Puzzle

Cai, Charlie Xiaowu and Keasey, Kevin and Li, Peng and Zhang, Qi, 2021,Market Development, Information Diffusion and the Global Anomaly Puzzle, Journal of Financial and Quantitative Analysis, Forthcoming.
Number of pages: 64 Posted: 30 Sep 2016 Last Revised: 04 Feb 2021
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Leeds - Faculty of Business and Shanghai Jiao Tong University (SJTU)
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Abstract:

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Asset Pricing, Anomalies, Behavioral Finance, Multi-Factor Models, International Evidence