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

286

CITATIONS
Rank 4,290

SSRN RANKINGS

Top 4,290

in Total Papers Citations

202

Scholarly Papers (7)

1.

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 108 (249,814)

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Intangible Risk, Value Premium, Adjustment Costs

2.
Downloads 107 (251,408)
Citation 5

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 107 (252,790)
Citation 5

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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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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 (329,791)
Citation 4

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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

Abstract:

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Liquidity Premium, Labor Income Risk, Long Run Risk