Yan Li

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

55 Guanghuacun St

Sichuan, 610072

China

SCHOLARLY PAPERS

5

DOWNLOADS

901

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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

Scholarly Papers (5)

1.

Anomalies and the Expected Market Return

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 07 Apr 2020 Last Revised: 30 Apr 2021
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, Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 630 (53,164)
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Out-of-sample predictability, Market excess return, Long-short anomaly portfolio return, Machine learning, Limits of arbitrage, Mispricing correction persistence

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 73 Posted: 16 Jun 2020 Last Revised: 07 Feb 2021
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 159 (222,892)

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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: 03 Feb 2021
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 7 (738,268)
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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
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 2 (784,455)
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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 54 (443,594)

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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 49 (462,757)

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

5.

Does News Travel Slowly Before a Market Crash? The Role of Margin Traders

Accounting & Finance, Vol. 60, Issue 3, pp. 3065-3101, 2020
Number of pages: 37 Posted: 06 Oct 2020
Li Qian, Mingsheng Li and Yan Li
Jiangxi University of Finance and Economics, Bowling Green State University - College of Business Administration and Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Downloads 0 (780,600)
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Investor overconfidence and attention, Market efficiency, Price delay, Margin trade, Chinese markets