Wei Li

Hong Kong Polytechnic University - School of Accounting and Finance

M715, Li Ka Shing Tower

Hung Hom, Kowloon, Kowloon

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 20,013

in Total Papers Downloads

2,648

SSRN CITATIONS
Rank 37,585

SSRN RANKINGS

Top 37,585

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (8)

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: 16 Feb 2015
Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa
Downloads 1,229 (17,677)
Citation 5

Abstract:

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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 464 (67,138)
Citation 2

Abstract:

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Trading rules, Information diffusion, Transaction costs, Ownership restriction

3.

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

Number of pages: 47 Posted: 16 Jun 2008
School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 192 (172,576)
Citation 1

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

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

Number of pages: 32 Posted: 11 Jun 2014
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 168 (194,373)
Citation 1

Abstract:

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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
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 12 (645,751)
Citation 3

Abstract:

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IPO underpricing, share issue privatization, institution, SOEs

5.

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 179 (183,831)

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

6.

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

Number of pages: 48 Posted: 15 Mar 2007
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 167 (195,233)
Citation 4

Abstract:

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Stock returns, Institutional and individual trading, Emerging market

7.

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 158 (204,612)
Citation 5

Abstract:

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volatility, institutional trade, information asymmetry, and herding

8.

Institutional Trading Performance in a Retail Investor Dominated Emerging Market

Number of pages: 43 Posted: 09 Mar 2011
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 79 (334,989)

Abstract:

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institutional trades, performance, persistence, information