Yan Li

Southwestern University of Finance and Economics (SWUFE) - School of Accounting

55 Guanghuacun St

Sichuan, 610072

China

http://https://sites.google.com/view/yanli/home

  • Southwestern University of Finance and Economics (SWUFE) - School of Accounting

SCHOLARLY PAPERS

5

DOWNLOADS

4,489

TOTAL CITATIONS

113

Ideas:
“  asset pricing, anomalies, institutional investors, insider trading, investor attention, and social network.  ”

  • Southwestern University of Finance and Economics (SWUFE) - School of Accounting

Scholarly Papers (5)

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1.

Anomalies and the Expected Market Return

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 07 Apr 2020 Last Revised: 16 Nov 2021
Xi Dong, Yan Li, David Rapach and Guofu Zhou
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE) - School of Accounting, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 3,461 (6,986)
Citation 85

Abstract:

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Out-of-sample predictability, Market excess return, Long-short anomaly portfolio return, Machine learning, Limits of arbitrage, Mispricing correction persistence

2.

Social Proximity to Capital: Implications for Investors and Firms

Downloads 754 (68,899)
Citation 28

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 73 Posted: 16 Jun 2020 Last Revised: 07 Feb 2021
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 672 (78,810)
Citation 4

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Social Networks, Social Connectedness Index, Institutional Investors

Social Proximity to Capital: Implications for Investors and Firms

NBER Working Paper No. w27299
Number of pages: 56 Posted: 09 Jun 2020 Last Revised: 20 Feb 2023
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 80 (626,612)
Citation 24

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Social Proximity to Capital: Implications for Investors and Firms

CEPR Discussion Paper No. DP14806
Number of pages: 59 Posted: 28 May 2020
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
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institutional investors, Social Connectedness Index, Social Networks

3.

The Danger of Investor Overconfidence

Number of pages: 46 Posted: 16 Mar 2017
Mingsheng Li, Qian Li and Yan Li
Bowling Green State University - College of Business Administration, East China Jiao Tong University and Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Downloads 100 (538,518)

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Investor Attention; Overconfidence; Margin Trade; Market Sentiment; Attribution Bias; Market Efficiency; Price Delay; Chinese Markets

4.

Investor Overconfidence, Margin Trade and Market Efficiency: Evidence Based on a Recent Financial Market Crash

Number of pages: 49 Posted: 07 Dec 2017
Mingsheng Li, Qian Li and Yan Li
Bowling Green State University - College of Business Administration, East China Jiao Tong University and Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Downloads 88 (584,079)

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Investor overconfidence; Margin trade; Attribution bias; Market efficiency; Price delay; Chinese markets

5.

Does Social Capital Improve Analyst Forecasts Accuracy?

Downloads 86 (596,408)

Does Social Capital Improve Analyst Forecasts Accuracy?

Number of pages: 35 Posted: 05 Oct 2023
Jing Dai and Yan Li
Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Downloads 45 (833,407)

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Social capital, information dissemination, analyst forecasts

Does Social Capital Improve Analyst Forecasts Accuracy?

Number of pages: 35 Posted: 05 Oct 2023
Jing Dai and Yan Li
Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Downloads 41 (873,612)

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Social capital, information dissemination, analyst forecasts