Siguang Li

Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub

Room 508, Building W1, HKUST (Guangzhou campus)

Guangzhou, Guandong 510000

China

http://www.siguangli.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,709

SSRN RANKINGS

Top 37,709

in Total Papers Downloads

2,400

SSRN CITATIONS

4

CROSSREF CITATIONS

2

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

Scholarly Papers (6)

1.
Downloads 756 (59,709)
Citation 1

Influencer Marketing and Product Competition

Number of pages: 59 Posted: 07 Dec 2021 Last Revised: 26 Jan 2024
Lin William Cong and Siguang Li
Cornell University - Samuel Curtis Johnson Graduate School of Management and Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 521 (95,992)
Citation 1

Abstract:

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Creator Economy, Digital Economy, Internet Celebrity, IO, Streaming.

A Model of Influencer Economy

Number of pages: 44 Posted: 14 Dec 2021 Last Revised: 08 May 2023
Lin William Cong and Siguang Li
Cornell University - Samuel Curtis Johnson Graduate School of Management and Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 235 (230,997)
Citation 1

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: 52 Posted: 15 Mar 2021 Last Revised: 26 Jun 2023
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 660 (72,165)

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 Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 447 (116,692)

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: 08 May 2023
Robert Jarrow and Siguang Li
Cornell SC Johnson College of Business and Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 250 (218,273)
Citation 2

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, Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub, Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics, School of Finance
Downloads 157 (333,214)

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 Hong Kong University of Science and Technology, Guangzhou Campus, Society Hub
Downloads 130 (387,131)
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