Peng Li

University of Leeds - Division of Accounting and Finance

Dr

Leeds LS2 9JT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

543

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Paying Too Much for Growth: What have Investors Missed?

Leeds University Business School Working Paper No. 17-09
Number of pages: 64 Posted: 01 Feb 2017 Last Revised: 21 Feb 2018
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance and Shanghai Jiao Tong University (SJTU)
Downloads 237 (183,024)

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Limited Attention, Investment Growth Anomaly, Expectation Error, US market, International market

2.

Which Fund Flow?

Number of pages: 54 Posted: 30 Oct 2019 Last Revised: 24 Jun 2022
University of Leeds - Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance, University of Liverpool Management School and University of Leeds - Division of Accounting and Finance
Downloads 154 (268,038)

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mutual-fund flows, risk factors, non-risk factors, smart-money effect, CAPM

3.

What Can Explain Momentum? Evidence From Decomposition

Management Science. DOI: https://doi.org/10.1287/mnsc.2021.4135
Number of pages: 66 Posted: 19 Feb 2021 Last Revised: 15 Jun 2022
Jiaqi Guo, Peng Li and Youwei Li
Birmingham Business School, University of Leeds - Division of Accounting and Finance and Hull University Business School
Downloads 150 (273,870)

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Momentum, Momentum Candidate Variables, Momentum Decomposition, Momentum Crashes

4.

Overreaction to Growth Opportunities: An Explanation of the Asset Growth Anomaly

European Financial Management, Vol. 25, Issue 4, pp. 747-776, 2019
Number of pages: 30 Posted: 19 May 2020
Charlie X. Cai, Peng Li and Qi Zhang
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance and Shanghai Jiao Tong University (SJTU)
Downloads 2 (896,175)

Abstract:

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anomaly, asset growth, growth opportunities, overreaction, US market