Wei Li

Hong Kong Polytechnic University - School of Accounting and Finance

M715, Li Ka Shing Tower

Hung Hom, Kowloon, Kowloon

Hong Kong

  • Hong Kong Polytechnic University - School of Accounting and Finance

SCHOLARLY PAPERS

8

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Top 32,837

in Total Papers Downloads

3,339

TOTAL CITATIONS
Rank 48,913

SSRN RANKINGS

Top 48,913

in Total Papers Citations

37

Scholarly Papers (8)

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1.

Differences in Herding: Individual vs. Institutional Investors

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 31 Posted: 13 Feb 2009 Last Revised: 28 Jul 2023
Wei Li, Steven Shuye Wang and Ghon Rhee
Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa
Downloads 1,390 (30,732)
Citation 6

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Herding, Individual and institutional trading volumes, Information asymmetry, Market returns

2.

Information Diffusion, Transaction Costs, and the Performance of Technical Trading Rules in the Emerging Stock Markets of China

Number of pages: 35 Posted: 07 May 2004
Steven Shuye Wang and Wei Li
School of Business, Renmin University of China and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 503 (121,363)
Citation 2

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Trading rules, Information diffusion, Transaction costs, Ownership restriction

3.

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Downloads 380 (168,374)
Citation 14

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Number of pages: 32 Posted: 11 Jun 2014
Yibiao Chen, Steven Shuye Wang, Wei Li and Wilson H.S. Tong
Hong Kong Polytechnic University, School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 225 (289,675)
Citation 1

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IPO underpricing, institutional environment, share issue privatization, firm ownership, market sentiment

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 49 Posted: 29 Jan 2013
Yibiao Chen, Steven Shuye Wang, Wei Li and Wilson H.S. Tong
Hong Kong Polytechnic University, School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 155 (408,605)
Citation 13

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IPO underpricing, share issue privatization, institution, SOEs

4.

The Impact of H-Share Derivatives on the Underlying Equity Market

Number of pages: 47 Posted: 16 Jun 2008
Steven Shuye Wang, Wei Li and Louis T. W. Cheng
School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and The Hang Seng University of Hong Kong - Department of Economics and Finance
Downloads 247 (265,949)
Citation 1

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Stock index derivatives, Volatility, Liquidity, Difference-in-difference approach

5.

Daily Institutional Trades and Stock Price Volatility in a Retail Investor Dominated Emerging Market

Number of pages: 40 Posted: 16 Jun 2010
Wei Li and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance and School of Business, Renmin University of China
Downloads 222 (294,997)
Citation 5

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volatility, institutional trade, information asymmetry, and herding

6.

The Dynamics of Individual and Institutional Trading on the Shanghai Stock Exchange

Number of pages: 48 Posted: 15 Mar 2007
Bong-Soo Lee, Wei Li and Steven Shuye Wang
Korea Advanced Institute of Science and Technology (KAIST), Hong Kong Polytechnic University - School of Accounting and Finance and School of Business, Renmin University of China
Downloads 222 (294,997)
Citation 8

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Stock returns, Institutional and individual trading, Emerging market

7.

Short-Selling and Floating Constraints and Cross-Listed Stock Prices

Number of pages: 33 Posted: 17 Jul 2009
Steven Shuye Wang and Wei Li
School of Business, Renmin University of China and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 204 (319,745)
Citation 1

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short-sale constraints, floating restriction, heterogeneous beliefs, sentiment, cross listing

8.

Institutional Trading Performance in a Retail Investor Dominated Emerging Market

Number of pages: 43 Posted: 09 Mar 2011
Wei Li, S. Ghon Rhee and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance, University of Hawaii at Manoa - Shidler College of Business and School of Business, Renmin University of China
Downloads 171 (375,291)

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institutional trades, performance, persistence, information