Dongmei Li

University of South Carolina - Darla Moore School of Business - Department of Finance

Professor

1014 Greene Street

Columbia, SC 29208

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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SSRN RANKINGS

Top 7,674

in Total Papers Downloads

11,032

SSRN CITATIONS
Rank 2,957

SSRN RANKINGS

Top 2,957

in Total Papers Citations

510

CROSSREF CITATIONS

106

Scholarly Papers (16)

1.

Innovative Efficiency and Stock Returns

Journal of Financial Economics (JFE), Vol. 107, 2013
Number of pages: 62 Posted: 04 Apr 2011 Last Revised: 15 Jun 2018
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 2,247 (12,871)
Citation 63

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innovative efficiency, limited attention

2.

Less is More: Financial Constraints and Innovative Efficiency

Number of pages: 59 Posted: 09 May 2011 Last Revised: 21 Sep 2018
Heitor Almeida, Po-Hsuan Hsu and Dongmei Li
University of Illinois at Urbana-Champaign, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 1,700 (19,949)
Citation 4

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innovative efficiency, financial constraints

Innovative Originality, Profitability, and Stock Returns

Review of Financial Studies, Forthcoming
Number of pages: 97 Posted: 26 Jul 2012 Last Revised: 27 Jan 2020
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 1,209 (32,646)
Citation 62

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Limited attention, Market efficiency, Processing fluency, Innovative originality, Complexity, Ambiguity aversion

Innovative Originality, Profitability, and Stock Returns

NBER Working Paper No. w23432
Number of pages: 77 Posted: 30 May 2017 Last Revised: 12 Jul 2023
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 136 (393,382)
Citation 3

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4.

More Cash, Less Innovation: The Effect of the American Jobs Creation Act on Patent Value

Number of pages: 54 Posted: 18 Apr 2017 Last Revised: 05 Jan 2021
University of Illinois at Urbana-Champaign, National Tsing Hua University - Department of Quantitative Finance, University of South Carolina - Darla Moore School of Business - Department of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 870 (52,734)
Citation 25

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Financial Slack, Innovation Strategy, Agency Problem

Capital Investment, Innovative Capacity, and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 04 Oct 2015
Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 421 (130,171)
Citation 3

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Capital investment, Option generation, Innovative capacity, Stock returns, Profitability

Capital Investment, Innovative Capacity, and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 24 Mar 2013 Last Revised: 23 Sep 2015
Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 372 (150,016)
Citation 1

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Capital investment, Real options, Innovative capacity, Stock returns, Profitability

6.

Valuation of New Trademarks

Number of pages: 71 Posted: 15 Aug 2018 Last Revised: 11 Sep 2020
National Tsing Hua University - Department of Quantitative Finance, University of South Carolina - Darla Moore School of Business - Department of Finance, Hong Kong Polytechnic University, UCLA Anderson School of Management and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 762 (63,100)
Citation 24

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Innovation, Trademarks, Exploratory trademarks, Stock returns, Limited attention, Uncertainty, Market efficiency, Analyst forecast

7.

Financial Constraints, R&D Investment, and Stock Returns

Review of Financial Studies, Forthcoming
Number of pages: 55 Posted: 09 May 2011
Dongmei Li
University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 572 (90,828)
Citation 14

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R&D, financial constraints, stock returns

8.

Distinguishing Rational and Behavioral Models of Momentum

Quarterly Journal of Finance, Forthcoming
Number of pages: 30 Posted: 04 Apr 2006 Last Revised: 23 Sep 2015
Dongmei Li
University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 514 (103,783)

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momentum, behavioral theory, structural uncertainty

9.

Measuring the Economic Value of an Innovation When Some Investors Are Inattentive: Theory and Evidence

Number of pages: 72 Posted: 08 Jan 2020 Last Revised: 29 Feb 2024
Boston College - Carroll School of Management, University of South Carolina - Darla Moore School of Business - Department of Finance, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Arkansas - Department of Finance
Downloads 445 (123,302)
Citation 1

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Corporate Innovation, Investor Attention, Post-Announcement Stock Return Drift, Valuation of Innovation

10.

Does Q-Theory with Investment Frictions Explain Anomalies in the Cross-Section of Returns?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43 Posted: 20 Feb 2010
Dongmei Li and Lu Zhang
University of South Carolina - Darla Moore School of Business - Department of Finance and Ohio State University - Fisher College of Business
Downloads 351 (161,256)
Citation 15

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q-theory, investment frictions, asset pricing anomalies, limits to arbitrage

11.

Intangible Capital in Factor Models

Management Science, Forthcoming
Number of pages: 48 Posted: 23 Feb 2021 Last Revised: 23 May 2023
Mitchell E. Daniels, Jr School of Business, Purdue University, University of South Carolina - Darla Moore School of Business - Department of Finance, Tulane University - Finance & Economics and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
Downloads 333 (170,570)
Citation 5

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Intangible Investment/Capital, Factors, Factor Models

Costly External Finance: Implications for Capital Markets Anomalies

Ross School of Business Paper No. 1111
Number of pages: 46 Posted: 01 Jul 2008 Last Revised: 16 Sep 2009
Dongmei Li and Lu Zhang
University of South Carolina - Darla Moore School of Business - Department of Finance and Ohio State University - Fisher College of Business
Downloads 256 (222,662)
Citation 2

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Financial Frictions, Anomalies, Investment-based Asset Pricing

Costly External Finance: Implications for Capital Markets Anomalies

NBER Working Paper No. w14342
Number of pages: 47 Posted: 23 Sep 2008 Last Revised: 10 Sep 2022
Dongmei Li, Erica X. N. Li and Lu Zhang
University of South Carolina - Darla Moore School of Business - Department of Finance, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business
Downloads 63 (656,572)

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13.

Presentation Slides for 'Innovative Originality, Profitability, and Stock Returns'

Review of Financial Studies, Forthcoming
Number of pages: 32 Posted: 15 Jun 2018
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 282 (203,103)

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Limited attention, Market efficiency, Processing fluency, Innovative originality, Complexity, Ambiguity aversion

14.

Presentation Slides for 'Innovative Efficiency and Stock Returns'

Journal of Financial Economics (JFE), Vol. 107, 2013
Number of pages: 21 Posted: 15 Jun 2018
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 218 (261,241)

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Innovative efficiency, Limited attention, Research and development, Market efficiency

15.

Innovation, Stock Market Feedback and Good Idiosyncratic Volatility

Number of pages: 63 Posted: 28 Apr 2018
Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 171 (325,108)
Citation 1

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Innovation, Feedback effect, Idiosyncratic volatility, Investment, Returns

The Effect of Salience on the Equity Market Reaction to Innovation Announcements: Theory and Evidence from Patent Grants and FDA Drug Approvals

Number of pages: 57 Posted: 02 Aug 2023
Boston College - Carroll School of Management, University of South Carolina - Darla Moore School of Business - Department of Finance, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Arkansas - Department of Finance
Downloads 84 (556,452)

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Salience, Investor Attention, Patent Grant Announcements, FDA Drug Approvals, Post-Announcement Stock Return Drift

The Effect of Salience on the Equity Market Reaction to Innovation Announcements: Theory and Evidence from Patent Grants and Fda Drug Approvals

Number of pages: 57 Posted: 17 Aug 2023
Boston College - Carroll School of Management, University of South Carolina - Darla Moore School of Business - Department of Finance, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Arkansas - Department of Finance
Downloads 26 (930,646)

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Salience, Investor Attention, Patent Grant Announcements, FDA Drug Approvals, Post-Announcement Stock Return Drift