Yan Li

Baruch College, CUNY

17 Lexington Avenue

New York, NY 10021

United States

SCHOLARLY PAPERS

3

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 Baruch College, CUNY
Downloads 46 (421,247)

Abstract:

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

2.

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 Baruch College, CUNY
Downloads 40 (444,742)

Abstract:

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

3.

Anomalies and the Expected Market Return

Number of pages: 67
Baruch College / City University of New York, Baruch College, CUNY, Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 5

Abstract:

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Out-of-sample predictability, Market excess return, Long-short anomaly portfolio return, Machine learning, Asymmetric limits of arbitrage, Overpricing dominance