Si Li

Wilfrid Laurier University - School of Business & Economics

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 4,048

SSRN RANKINGS

Top 4,048

in Total Papers Downloads

9,513

CITATIONS
Rank 3,921

SSRN RANKINGS

Top 3,921

in Total Papers Citations

138

Scholarly Papers (17)

1.
Downloads 2,017 ( 6,869)
Citation 44

Managerial Attributes and Executive Compensation

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61 Posted: 12 Sep 2008 Last Revised: 09 Jun 2011
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 1,970 (7,027)
Citation 43

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Executive compensation, CEO pay, latent managerial ability, human capital, fixed effects, manager fixed effects

Managerial Attributes and Executive Compensation

NBER Working Paper No. w17368
Number of pages: 61 Posted: 30 Aug 2011
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 47 (396,667)
Citation 44

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2.
Downloads 1,246 ( 15,087)
Citation 1

Employee Costs of Corporate Bankruptcy

Number of pages: 62 Posted: 10 Jun 2013 Last Revised: 15 Jun 2016
Duke University, Cornell University - Samuel Curtis Johnson Graduate School of Management, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 922 (23,297)
Citation 1

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Bankruptcy, labor reallocation, risk sharing, costs of financial distress, capital structure, worker-firm matched data

Human Capital Loss in Corporate Bankruptcy

Johnson School Research Paper Series No. #24-2013
Number of pages: 38 Posted: 07 Aug 2013
Duke University, Cornell University - Samuel Curtis Johnson Graduate School of Management, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 173 (169,331)
Citation 1

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Bankruptcy, Costs of financial distress, Human capital, Wage loss, Capital structure

Human Capital Loss in Corporate Bankruptcy

US Census Bureau Center for Economic Studies Paper No. CES-WP- 13-37
Number of pages: 38 Posted: 01 Aug 2013
Duke University, Cornell University - Samuel Curtis Johnson Graduate School of Management, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 151 (190,528)
Citation 1

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Bankruptcy, Costs of financial distress, Human capital, Wage loss, Capital structure

3.
Downloads 1,210 ( 15,792)

The Limits of the Limits of Arbitrage

Review of Finance, 14(1):157-187 (2010)
Number of pages: 35 Posted: 12 Jul 2006 Last Revised: 18 Feb 2019
Alon Brav, J.B. Heaton and Si Li
Duke University - Fuqua School of Business, J.B. Heaton, P.C. and Wilfrid Laurier University - School of Business & Economics
Downloads 1,210 (15,483)
Citation 13

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Market Efficiency, Behavioral Finance, Limits on Arbitrage, Idiosyncratic Volatility

The Limits of the Limits of Arbitrage

Review of Finance, Vol. 14, Issue 1, pp. 157-187, 2010
Posted: 25 Jan 2010 Last Revised: 18 Feb 2019
Alon Brav, J.B. Heaton and Si Li
Duke University - Fuqua School of Business, J.B. Heaton, P.C. and Wilfrid Laurier University - School of Business & Economics

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G11, G12, G14

4.
Downloads 1,038 ( 19,875)
Citation 60

Corporate Misreporting and Bank Loan Contracting

Journal of Financial Economics, Forthcoming
Number of pages: 57 Posted: 21 Dec 2006
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 984 (21,174)
Citation 60

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Corporate misreporting, financial restatement, corporate fraud, bank loans, financial contracting, cost of debt

Corporate Misreporting and Bank Loan Contracting

NBER Working Paper No. w13708
Number of pages: 57 Posted: 31 Dec 2007 Last Revised: 03 Feb 2008
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 54 (372,623)
Citation 60

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5.

Income Smoothing and the Cost of Debt

Number of pages: 37 Posted: 07 Jun 2010 Last Revised: 21 Nov 2017
Si Li and Nivine Richie
Wilfrid Laurier University - School of Business & Economics and University of North Carolina Wilmington
Downloads 928 (23,448)
Citation 2

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Income smoothing, earnings smoothing, garbling, credit spreads, credit ratings, cost of debt

6.

Product Market Threats and Stock Crash Risk

Number of pages: 58 Posted: 01 Aug 2014 Last Revised: 22 Nov 2017
Si Li and Xintong Zhan
Wilfrid Laurier University - School of Business & Economics and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 777 (30,193)

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Market competition; Product market threats; Stock crash risk; Tail risk; Bad news withholding

7.

Explicit Incentives, Implicit Incentives, and Performance: Evidence from Academic Tenure

Number of pages: 45 Posted: 18 Mar 2005 Last Revised: 20 Feb 2015
Si Li and Hui Ou-Yang
Wilfrid Laurier University - School of Business & Economics and Cheung Kong Graduate School of Business
Downloads 540 (48,957)

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Explicit incentives, implicit incentives, academic tenure, faculty productivity

Uncertainty, Risk, and Incentives: Theory and Evidence

Sixth Singapore International Conference on Finance 2012 Paper
Number of pages: 38 Posted: 07 Nov 2010 Last Revised: 24 Feb 2013
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 327 (88,990)
Citation 2

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

Number of pages: 38 Posted: 17 Mar 2012 Last Revised: 24 Feb 2013
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and Tsinghua University - PBC School of Finance
Downloads 110 (244,006)
Citation 2

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executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

Uncertainty, Risk, and Incentives: Theory and Evidence

FEDS Working Paper No. 2013-18
Number of pages: 39 Posted: 09 Apr 2013
University of Chicago - Finance, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Board - Capital Markets Section and Tsinghua University - PBC School of Finance
Downloads 73 (318,092)
Citation 2

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Executive compensation, optimal contracting, learning, uncertainty, risk-incentive trade-off

9.

Corporate Financial Fraud: An Application of Detection Controlled Estimation

Number of pages: 54 Posted: 27 Oct 2010 Last Revised: 02 Jul 2013
Si Li
Wilfrid Laurier University - School of Business & Economics
Downloads 427 (65,634)
Citation 3

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Fraud, detection, corporate misreporting, monitoring, detection controlled estimation, incomplete detection, partial observability, probit models, Tobit models, simultaneous equation models

10.

The Impact of Regulation on the Availability and Profitability of Auto Insurance in Canada

Number of pages: 25 Posted: 27 Oct 2010 Last Revised: 04 Feb 2014
Wilfrid Laurier University - School of Business & Economics, University of Calgary - Haskayne School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 167 (174,565)

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Insurance regulation, automobile insurance, insurance market cycles

How do the Labor Market Values of Managerial Traits Evolve?

Number of pages: 56 Posted: 11 Jan 2015 Last Revised: 26 Jul 2018
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 136 (207,462)

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Executive compensation, CEO pay, managerial ability, human capital, fixed effects, manager fixed effects, interactive fixed effects, factor models

How Do the Labor Market Values of Managerial Traits Evolve?

Number of pages: 56 Posted: 03 Aug 2018
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 29 (473,639)

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Executive Compensation, CEO Pay, Managerial Ability, Human Capital, Fixed Effects, Manager Fixed Effects, Interactive Fixed Effects, Factor Models

12.

Insurance Regulation and the Composition of Insurance Markets

Journal of Insurance Regulation, Vol. 31, pp. 27-57, 2012
Number of pages: 35 Posted: 10 Apr 2013
Wilfrid Laurier University - School of Business & Economics, University of Calgary - Haskayne School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 130 (214,495)

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Insurance regulation, insurance markets, property/casualty insurance

13.

National Elections and Tail Risk: International Evidence

Number of pages: 53 Posted: 07 Jul 2015 Last Revised: 21 Nov 2017
Qingyuan Li, Si Li and Li Xu
Wuhan University - School of Economics and Management, Wilfrid Laurier University - School of Business & Economics and Washington State University, Vancouver
Downloads 128 (217,055)

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Political uncertainty, tail risk, crash risk, national elections, international finance

14.

Bond Market Response to the Collapse of Prominent Investment Banks

Number of pages: 53 Posted: 10 Apr 2013
Wilfrid Laurier University - School of Business & Economics, Florida Atlantic University - College of Business and University of North Carolina Wilmington
Downloads 78 (302,793)

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bonds, event study, market efficiency, credit spreads

15.

Auditing the Auditors and Stock Crashes: International Evidence

Number of pages: 60 Posted: 11 Feb 2019
Qingyuan Li, Si Li and Li Xu
Wuhan University - School of Economics and Management, Wilfrid Laurier University - School of Business & Economics and Washington State University, Vancouver
Downloads 58 (354,541)

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Crash Risk, Tail Risk, Audit Quality, Auditor Inspection

16.

Loss Reserves and the Employment Status of the Appointed Actuary

North American Actuarial Journal, Vol. 16, No. 3, pp. 285-305, 2012
Number of pages: 37 Posted: 10 Apr 2013
Wilfrid Laurier University - School of Business & Economics, University of Calgary - Haskayne School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 57 (357,578)

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appointed actuary, loss reserves, managerial discretion

17.

The Impact of the 2003 Regulatory Reform in the Canadian Property/Casualty Insurance Industry on Insurers’ Surplus Levels

Journal of Insurance Issues, Forthcoming
Number of pages: 34 Posted: 07 Jun 2010 Last Revised: 07 Nov 2010
Wilfrid Laurier University - School of Business & Economics, Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 37 (426,654)
Citation 1

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Solvency Regulation, Statutory Surplus, Property/Casualty Insurance