Siyang Li

PBCSF, Tsinghua University

  • PBCSF, Tsinghua University

SCHOLARLY PAPERS

4

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Top 21,175

in Total Papers Downloads

5,117

TOTAL CITATIONS

11

Scholarly Papers (4)

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1.

The Rise of Reddit: How Social Media Affects Belief Formation and Price Discovery

Number of pages: 57 Posted: 02 Apr 2021 Last Revised: 10 Feb 2025
Danqi Hu, Charles M. Jones, Siyang Li, Valerie Zhang and Xiaoyan Zhang
Peking University - Guanghua School of Management, Columbia University, PBCSF, Tsinghua University, Northwestern University and Tsinghua University - PBC School of Finance
Downloads 3,757 (6,412)
Citation 10

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social media, belief formation, return prediction, short selling, retail investors

2.

Tracking Retail and Institutional Investors Activity in China

PBCSF-NIFR Research Paper
Number of pages: 41 Posted: 30 Nov 2023 Last Revised: 18 Jun 2024
Siyang Li, J. (Julie) Wu, Xiaoyan Zhang and Xinran Zhang
PBCSF, Tsinghua University, University of Nebraska - Lincoln, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 869 (59,876)

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Order size, round lot, retail investors, institutional investors, Chinese stock market JEL code: G12, G14, G15 Order size, round lot, retail investors, institutional investors, Chinese stock market JEL code: G12, G14, G15

3.

Underreaction Associated with Return Extrapolation: Evidence from Post-earnings-announcement Drift

Number of pages: 81 Posted: 07 Dec 2021 Last Revised: 01 Apr 2025
Siyuan Yang and Siyang Li
PBC School of Finance and PBCSF, Tsinghua University
Downloads 491 (124,351)
Citation 1

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Return Extrapolation, Post-earnings-announcement drift, Underreaction, Limited Attention

4.

State-Controlled Mutual Funds

Posted: 18 Dec 2024
Siyang Li, Tao Li, Xiaoyan Zhang and Yite Zhu
PBCSF, Tsinghua University, University of Florida - Warrington College of Business Administration, Tsinghua University - PBC School of Finance and Tsinghua University

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