Nan Li

Shanghai Jiao Tong University, Antai College of Economics and Management

Associate Professor

1954 Hua Shan Road

Shanghai Jiao Tong University

Shanghai, Shanghai 200030

China

http://www.nanlifinance.org/

SCHOLARLY PAPERS

7

DOWNLOADS

281

CITATIONS
Rank 3,828

SSRN RANKINGS

Top 3,828

in Total Papers Citations

142

Scholarly Papers (7)

1.
Downloads 106 (249,246)
Citation 135

Consumption Strikes Back?: Measuring Long-Run Risk

NBER Working Paper No. w11476
Number of pages: 56 Posted: 09 Aug 2005
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management
Downloads 106 (250,696)
Citation 135

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Consumption Strikes Back? Measuring Long-Run Risk

Journal of Political Economy, Vol. 116, No. 2, 2008
Posted: 16 Feb 2017
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management

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2.

Intangible Risk?

Measuring Capital in the New Economy, Carol Corrado, John Haltiwanger and Dan Sichel, editors, University of Chicago Press, 2005
Number of pages: 43 Posted: 19 Dec 2013
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management
Downloads 104 (252,585)
Citation 4

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Intangible Risk, Value Premium, Adjustment Costs

3.

Intangible Capital and Stock Prices

Number of pages: 52 Posted: 01 Aug 2011
Nan Li
Shanghai Jiao Tong University, Antai College of Economics and Management
Downloads 69 (324,638)
Citation 3

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intangible capital, investment-specific technological progress, Tobin’s q

4.

Short Selling, Margin Buying and Stock Return in China Market

Accounting & Finance, Vol. 58, Issue 2, pp. 477-501, 2018
Number of pages: 25 Posted: 25 Jun 2018
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management, Shanghai Jiao Tong University, Antai College of Economics and Management, Tianjin University - College of Management and Economics and Shanghai Jiao Tong University (SJTU) - Aetna School of Management
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Short interest, Short‐sale constraints, Margin‐buying constraints, Predictive power

5.

The Family Firm Puzzle

Posted: 20 Dec 2013
Independent, Shanghai Jiao Tong University, Antai College of Economics and Management and National University of Singapore

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Family Equity Ownership, Ambiguity Aversion

6.

Measuring Intangible Capital with Uncertainty

Posted: 19 Dec 2013
Sungbae An and Nan Li
Singapore Management University - School of Economics and Shanghai Jiao Tong University, Antai College of Economics and Management

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Intangible Capital, Particle Filter, Second-Order Perturbation

7.

Labor Income Risk, Consumption Risk, and Liquidity Premium in the Long Run

Posted: 09 Jan 2011 Last Revised: 18 Dec 2013
Wenjin Kang and Nan Li
Renmin University of China - Hanqing Institute and Shanghai Jiao Tong University, Antai College of Economics and Management

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Liquidity Premium, Labor Income Risk, Long Run Risk