Si Li

Wilfrid Laurier University - School of Business & Economics

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 3,966

SSRN RANKINGS

Top 3,966

in Total Papers Downloads

7,867

CITATIONS
Rank 3,908

SSRN RANKINGS

Top 3,908

in Total Papers Citations

138

Scholarly Papers (16)

1.
Downloads 1,919 ( 5,560)
Citation 43

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 1,882 (5,638)
Citation 43

Abstract:

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 37 (360,215)
Citation 43

Abstract:

2.
Downloads 1,177 ( 12,627)
Citation 13

The Limits of the Limits of Arbitrage

Review of Finance, Forthcoming
Number of pages: 35 Posted: 12 Jul 2006
Alon Brav, J.B. Heaton and Si Li
Duke University - Fuqua School of Business, Bartlit Beck Herman Palenchar & Scott LLP and Wilfrid Laurier University - School of Business & Economics
Downloads 1,177 (12,373)
Citation 13

Abstract:

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
Alon Brav, J.B. Heaton and Si Li
Duke University - Fuqua School of Business, Bartlit Beck Herman Palenchar & Scott LLP and Wilfrid Laurier University - School of Business & Economics

Abstract:

G11, G12, G14

3.
Downloads 955 ( 17,404)
Citation 63

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 917 (18,136)
Citation 63

Abstract:

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
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
Downloads 38 (356,458)
Citation 63

Abstract:

4.
Downloads 701 ( 27,301)
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 480 (44,493)
Citation 1

Abstract:

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 133 (173,064)
Citation 1

Abstract:

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 88 (232,426)
Citation 1

Abstract:

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

5.

Income Smoothing and the Cost of Debt

Number of pages: 28 Posted: 07 Jun 2010
Si Li and Nivine Richie
Wilfrid Laurier University - School of Business & Economics and University of North Carolina Wilmington
Downloads 701 (22,470)
Citation 2

Abstract:

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

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 - Booth School of Business, and NBER, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and University of Minnesota
Downloads 310 (75,378)
Citation 2

Abstract:

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 - Booth School of Business, and NBER, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Bank of Atlanta and University of Minnesota
Downloads 98 (216,258)
Citation 2

Abstract:

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 - Booth School of Business, and NBER, Wilfrid Laurier University - School of Business & Economics, Federal Reserve Board - Capital Markets Section and University of Minnesota
Downloads 66 (276,170)
Citation 2

Abstract:

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

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 474 (42,359)

Abstract:

Explicit incentives, implicit incentives, academic tenure, faculty productivity

8.

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 296 (63,119)
Citation 3

Abstract:

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

9.

Product Market Threats and Stock Crash Risk

Number of pages: 50 Posted: 01 Aug 2014 Last Revised: 26 Feb 2016
Si Li and Xintong Zhan
Wilfrid Laurier University - School of Business & Economics and Erasmus University Rotterdam
Downloads 203 (50,119)

Abstract:

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

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 118 (165,674)

Abstract:

Insurance regulation, automobile insurance, insurance market cycles

11.

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 93 (193,087)

Abstract:

Insurance regulation, insurance markets, property/casualty insurance

12.

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 61 (268,548)

Abstract:

bonds, event study, market efficiency, credit spreads

13.

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 34 (345,772)

Abstract:

appointed actuary, loss reserves, managerial discretion

14.

National Elections and Tail Risk: International Evidence

Number of pages: 44 Posted: 07 Jul 2015 Last Revised: 14 Nov 2016
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 28 (266,437)

Abstract:

15.

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 27 (378,413)
Citation 1

Abstract:

Solvency Regulation, Statutory Surplus, Property/Casualty Insurance

16.

Executive Compensation and the Market Valuation of Managerial Attributes

Number of pages: 56 Posted: 11 Jan 2015 Last Revised: 01 Jul 2016
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 0 (264,345)

Abstract:

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