Siguang Li

Cornell University, Dept. of Economics

404 Uris Hall

Ithaca, NY Tompkins 14853

United States

http://www.siguangli.com

SCHOLARLY PAPERS

5

DOWNLOADS

560

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Media Trading Groups and Short Selling Manipulation

Number of pages: 55 Posted: 15 Mar 2021 Last Revised: 30 Jun 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 222 (171,720)
Citation 1

Abstract:

Loading...

Meme Stocks, Market Manipulation, Short Selling, Price Bubbles, Short Squeezes, Media Trading Groups, Precautionary Savings, Forced Liquidations

2.

Interest Rate Swaps: A Comparison of Compounded Daily Versus Discrete Reference Rates

Number of pages: 27 Posted: 10 May 2021 Last Revised: 07 Sep 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 154 (239,997)

Abstract:

Loading...

Interest Rate Swaps, LIBOR, SOFR, Floating Rate Loans

3.

Index Design: Hedging and Manipulation

Number of pages: 43 Posted: 06 Apr 2021 Last Revised: 09 Jul 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 98 (330,815)
Citation 1

Abstract:

Loading...

Index Design, Hedging, Index Manipulation, Hidden Trades, VWAP, EWAP, Competitive Equilibrium

4.

Concavity, Stochastic Utility, and Risk Aversion

Number of pages: 28 Posted: 30 Jan 2020 Last Revised: 14 Mar 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 63 (427,059)
Citation 1

Abstract:

Loading...

State Dependent Utility; Stochastic Utility; Risk Aversion; Uniform Risk Aversion; Pointwise Concavity, Uniform Risk Aversion for Independent Gambles

5.

Government Guarantee, Information Acquisition and Credit Rating Informativeness: Theory and Evidence from China

Number of pages: 67 Posted: 21 Jun 2021
Shanghai University of International Business and Economics, Cornell University, Dept. of Economics, Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics, School of Finance
Downloads 23 (616,199)

Abstract:

Loading...

Government Guarantee, Credit Ratings, Information Acquisition, Information Segregation, SOEs