Dan Li

The University of Hong Kong - School of Economics and Finance

Associate Professor

Shenzhen

China

  • The University of Hong Kong - School of Economics and Finance

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 7,423

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43

CROSSREF CITATIONS

112

Scholarly Papers (11)

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1.

The Competitive Landscape of High-Frequency Trading Firms

Forthcoming in the Review of Financial Studies
Number of pages: 60 Posted: 10 Mar 2016 Last Revised: 10 Mar 2018
Ekkehart Boehmer, Dan Li and Gideon Saar
Singapore Management University - Lee Kong Chian School of Business, The University of Hong Kong - School of Economics and Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,164 (18,987)
Citation 8

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high-frequency trading, HFT, competition, market microstructure, product market competition, trading strategies; product differentiation

2.

Stock Liquidity and Default Risk

Journal of Financial Economics, 124(3), 486-502.
Number of pages: 46 Posted: 23 Aug 2015 Last Revised: 20 Aug 2019
Jonathan Brogaard, Dan Li and Ying Xia
University of Utah - David Eccles School of Business, The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads 859 (29,605)
Citation 8

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Stock Liquidity; Bankruptcy Risk; EDF; Price Efficiency; Governance

3.

Exchange Trading Rules and Stock Market Liquidity

Downloads 756 ( 35,302)
Citation 55

Exchange Trading Rules and Stock Market Liquidity

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 41 Posted: 02 Feb 2010 Last Revised: 02 Mar 2010
Douglas J. Cumming, Sofia Johan and Dan Li
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 491 (61,337)
Citation 9

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Market Manipulation, Liquidity, Insider Trading, Broker-Agency Conflict, Law and Finance

Exchange Trading Rules and Stock Market Liquidity

Number of pages: 43 Posted: 14 Nov 2009
Douglas J. Cumming, Sofia Johan and Dan Li
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 265 (124,576)
Citation 2

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Market Manipulation, Liquidity, Insider Trading, Broker-Agency Conflict, Law and Finance

4.

Gauging the Effects of Stock Liquidity on Earnings Management: Evidence from the SEC Tick Size Pilot Test

29th Australasian Finance and Banking Conference 2016
Number of pages: 53 Posted: 18 Aug 2016 Last Revised: 27 Feb 2020
Dan Li and Ying Xia
The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads 409 (77,394)

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Stock Liquidity; Meet Analyst Forecasts; Real Earnings Management; Institutional Investors; Short Selling

5.

Exchange Trading Rules and Stock Market Liquidity

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011
Number of pages: 41 Posted: 16 Jan 2009 Last Revised: 22 Nov 2014
Douglas J. Cumming, Sofia Johan and Dan Li
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 358 (90,241)

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Market Manipulation, Insider Trading, Broker Agency Conduct, Law and Finance

6.

Public Policy, Entrepreneurship, and Venture Capital in the United States

Journal of Corporate Finance, Vol. 23, 2013
Number of pages: 43 Posted: 07 Aug 2009 Last Revised: 21 Nov 2014
Douglas J. Cumming and Dan Li
Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 238 (139,609)
Citation 3

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Entrepreneurial Finance, Venture Capital, Public Policy, Tax, Labor Law, Bankruptcy, SBIR

7.

Run-Up of Acquirer's Stock in Public and Private Acquisitions

Downloads 218 (150,037)
Citation 4

Run-Up of Acquirer's Stock in Public and Private Acquisitions

Number of pages: 47 Posted: 24 Jan 2010 Last Revised: 18 Mar 2010
Douglas J. Cumming and Dan Li
Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 152 (209,834)

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Acquisitions, Insider Trading

Run-Up of Acquirer's Stock in Public and Private Acquisitions

Corporate Governance: An International Review, Forthcoming
Number of pages: 63 Posted: 02 Nov 2010
Douglas J. Cumming and Dan Li
Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 66 (371,341)

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Acquisitions, Private Equity, Insider Trading

8.

Do Banks or VCs Spur Small Firm Growth?

Downloads 205 (160,929)
Citation 3

Do Banks or VCs Spur Small Firm Growth?

Number of pages: 36 Posted: 01 Nov 2014
Rebel A. Cole, Douglas J. Cumming and Dan Li
Florida Atlantic University, Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 106 (277,055)

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Banks, Venture Capital, Growth, Entrepreneurship

Do Banks or VCs Spur Small Firm Growth?

Journal of International Financial Markets, Institutions and Money 41, 60-72, March 2016
Number of pages: 37 Posted: 31 Oct 2015 Last Revised: 02 Sep 2016
Rebel A. Cole, Douglas J. Cumming and Dan Li
Florida Atlantic University, Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 99 (290,397)

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Banks, Venture Capital, Growth, Entrepreneurship

9.

Public Policy, Entrepreneurship, and Venture Capital in the United States

Journal of Corporate Finance, Forthcoming
Number of pages: 43 Posted: 05 Sep 2013
Douglas J. Cumming and Dan Li
Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 196 (167,846)
Citation 3

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Entrepreneurial Finance, Venture Capital, Public Policy, Tax, Labor Law, Bankruptcy, SBIR

10.

Preventing Information Leakage

Number of pages: 52 Posted: 10 Apr 2019 Last Revised: 23 Sep 2019
Jonathan Brogaard, Dan Li, Matthew Ma and Ryan Riordan
University of Utah - David Eccles School of Business, The University of Hong Kong - School of Economics and Finance, Southern Methodist University (SMU) and Queen's University - Smith School of Business
Downloads 122 (248,970)

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brokers, informed trades, trading profits, information leakage

11.

Run-Up of Acquirer’s Stock in Public and Private Acquisitions

Corporate Governance: An International Review, 19(3), 210-239 (2011).
Number of pages: 54 Posted: 22 Jun 2010 Last Revised: 22 Nov 2014
Douglas J. Cumming and Dan Li
Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 29 (509,184)

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Corporate Governance, Acquisitions, Private Equity, Insider Trading