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

6

DOWNLOADS

212

CITATIONS
Rank 3,863

SSRN RANKINGS

Top 3,863

in Total Papers Citations

140

Scholarly Papers (6)

1.
Downloads 91 (225,614)
Citation 133

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 91 (227,258)
Citation 133

Abstract:

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

Abstract:

2.

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 54 (288,930)
Citation 3

Abstract:

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

3.

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 31 (281,863)
Citation 4

Abstract:

Intangible Risk, Value Premium, Adjustment Costs

4.

The Family Firm Puzzle

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

Abstract:

Family Equity Ownership, Ambiguity Aversion

5.

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

Abstract:

Intangible Capital, Particle Filter, Second-Order Perturbation

6.

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

Abstract:

Liquidity Premium, Labor Income Risk, Long Run Risk