Li Jiang

Hong Kong Polytechnic University

Hung Hom, Kowloon

Hong Kong

SCHOLARLY PAPERS

7

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CITATIONS
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33

Scholarly Papers (7)

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 440 (63,375)
Citation 31

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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

Journal of Banking and Finance, Forthcoming
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 202 (148,452)

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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 121 (228,671)

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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 67 (332,784)
Citation 4

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volatility; volatility determinants; and market microstructure

5.

Foreign Equity Ownership and Information Asymmetry: Evidence from Japan

Journal of International Financial Management & Accounting, Vol. 15, No. 3, pp. 185-211, October 2004
Number of pages: 27 Posted: 16 Sep 2004
Li Jiang and Jeong-Bon Kim
Hong Kong Polytechnic University and City University of Hong Kong
Downloads 17 (532,096)
Citation 14
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6.

The Influence of Ownership Structure, Analyst Following and Institutional Infrastructure on Stock Price Informativeness: International Evidence

Accounting & Finance, Vol. 54, Issue 3, pp. 885-919, 2014
Number of pages: 35 Posted: 24 Sep 2014
Jeong-Bon Kim, Li Jiang and Lei Pang
City University of Hong Kong, Hong Kong Polytechnic University and Hong Kong Baptist University (HKBU)
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Ownership structure, Stock price informativeness, Analyst following, Institutions

7.

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

Financial Review, August 2001
Posted: 04 Oct 2002
Hong Kong Baptist University, Hong Kong Polytechnic University and Hong Kong Polytechnic University - School of Accounting and Finance

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