Zhibing Li

University of International Business and Economics (UIBE) - School of Banking and Finance

No.10 Huixindong Street

Chaoyang District

Beijing, 100029

China

  • University of International Business and Economics (UIBE) - School of Banking and Finance

SCHOLARLY PAPERS

2

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345

SSRN CITATIONS

4

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Scholarly Papers (2)

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1.

Replicating and Digesting Anomalies in the Chinese A-share Market

Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, and K.C. John Wei (2023). Replicating and Digesting Anomalies in the Chinese A-share Market. Management Science, Forthcoming
Number of pages: 47 Posted: 27 Feb 2023
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu and K.C. John Wei
University of International Business and Economics (UIBE) - School of Banking and Finance, Guanghua School of Management, Peking University, Guanghua School of Management, Peking University and Hong Kong Polytechnic University
Downloads 280 (188,243)

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Replication; Chinese A-share market; Anomalies; Factor models; SOEs vs. non-SOEs

2.

Liquidity Shocks, Commodity Financialization, and Market Comovements

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 16 Jun 2020
Conghui Hu, Zhibing Li and Xiaoyu Liu
Beijing Normal University, Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University
Downloads 65 (582,856)
Citation 4

Abstract:

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Financialization, Liquidity Shocks, Commodity Markets, Stock Markets, Comovement