Siguang Li

Cornell University, Dept. of Economics

404 Uris Hall

Ithaca, NY Tompkins 14853

United States

http://www.siguangli.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,371

SSRN RANKINGS

Top 37,371

in Total Papers Downloads

1,884

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Ideas:
“  I am a financial economist with a focus on market manipulation, media influence, digital economy and fintech.  ”

Scholarly Papers (6)

1.
Downloads 668 ( 56,534)

A Model of Influencer Economy

Number of pages: 72 Posted: 07 Dec 2021 Last Revised: 11 Mar 2022
Lin William Cong and Siguang Li
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University, Dept. of Economics
Downloads 457 (89,958)

Abstract:

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Creator Economy, Digital Economy, Influencer Marketing, Industrial Organization, Product Differentiation

A Model of Influencer Economy

Number of pages: 65 Posted: 14 Dec 2021
Lin William Cong and Siguang Li
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University, Dept. of Economics
Downloads 211 (203,981)

Abstract:

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Creator Economy, Digital Economy, Influencer Marketing, Industrial Organization, Product Differentiation

2.

Media Trading Groups and Short Selling Manipulation

Number of pages: 51 Posted: 15 Mar 2021 Last Revised: 01 Nov 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 563 (70,233)
Citation 2

Abstract:

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Meme Stocks; Market Manipulation; Media Trading Groups; Allocational Efficiency; Belief-neutral Efficiency

3.

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 295 (147,122)

Abstract:

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Interest Rate Swaps, LIBOR, SOFR, Floating Rate Loans

4.

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 175 (240,895)
Citation 1

Abstract:

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

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 93 (384,762)

Abstract:

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

6.

Concavity, Stochastic Utility, and Risk Aversion

Number of pages: 28 Posted: 30 Jan 2020 Last Revised: 01 Dec 2021
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Cornell University, Dept. of Economics
Downloads 90 (395,463)
Citation 1

Abstract:

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