Li Jiang

Hong Kong Polytechnic University

Hung Hom, Kowloon

Hong Kong

  • Hong Kong Polytechnic University

SCHOLARLY PAPERS

5

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1,090

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19

Scholarly Papers (5)

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1.

Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares

Downloads 511 (112,992)
Citation 17

Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares

Number of pages: 36 Posted: 30 Jul 2003
Steven Shuye Wang and Li Jiang
School of Business, Renmin University of China and Hong Kong Polytechnic University
Downloads 511 (111,595)
Citation 17

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Cross Listing, Ownership Restriction, Market Sentiment, Illiquidity

Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares

Posted: 30 Jul 2003
Steven Shuye Wang and Li Jiang
School of Business, Renmin University of China and Hong Kong Polytechnic University

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Cross Listing, Ownership Restriction, Market Sentiment, Illiquidity

2.

Does Free Cash Flow Problem Contribute to Excess Stock Return Synchronicity?

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 28 Posted: 21 Jul 2014
William M. Cheung and Li Jiang
University of Macau and Hong Kong Polytechnic University
Downloads 246 (252,689)
Citation 1

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Free cash flow problem; Stock return synchronicity; Opaqueness; Discretionary accruals

3.

Dynamic Mix-Bundling with Limited Inventories

Number of pages: 36 Posted: 03 Nov 2017
Peng Liao, Li Jiang and Heng-Qing Ye
Hong Kong Polytechnic University - Department of Logistics and Maritime Studies, Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 197 (312,033)

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revenue management; mix-bundling; marginal value; dynamic pricing

4.

Trading Activity, Quoted Liquidity, and Stock Volatility

Multinational Finance Journal, Vol. 1, No. 3, p. 199-227, 1997
Number of pages: 29 Posted: 18 Jul 2015
Li Jiang and Lawrence Kryzanowski
Hong Kong Polytechnic University and Concordia University, Quebec - John Molson School of Business
Downloads 136 (428,083)
Citation 1

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volatility; volatility determinants; and market microstructure

5.

The Lead-Lag Relation between Spot and Futures Markets Under Different Short-Selling Regimes

Posted: 04 Oct 2002
Joseph K. W. Fung, Li Jiang and Louis T. W. Cheng
Hong Kong Baptist University, Hong Kong Polytechnic University and The Hang Seng University of Hong Kong - Department of Economics and Finance

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lead-lag relation, index futures, spot market, short-selling, informational efficiency