Dan Li

Chinese University of Hong Kong, Shenzhen

  • Chinese University of Hong Kong, Shenzhen

SCHOLARLY PAPERS

12

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7,028

TOTAL CITATIONS

106

Scholarly Papers (12)

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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, Chinese University of Hong Kong, Shenzhen and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,561 (24,652)
Citation 16

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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: 26 Sep 2021
Jonathan Brogaard, Dan Li and Ying Xia
University of Utah - David Eccles School of Business, Chinese University of Hong Kong, Shenzhen and Monash University - Monash Business School
Downloads 1,137 (39,224)
Citation 56

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

3.

Exchange Trading Rules and Stock Market Liquidity

Downloads 955 (50,350)
Citation 20

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 Chinese University of Hong Kong, Shenzhen
Downloads 613 (89,108)
Citation 17

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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 Chinese University of Hong Kong, Shenzhen
Downloads 342 (178,655)
Citation 3

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

4.

Does High Frequency Market Manipulation Harm Market Quality?

Number of pages: 59 Posted: 22 Nov 2022 Last Revised: 06 Dec 2024
Jonathan Brogaard, Dan Li and Jeffrey Yang
University of Utah - David Eccles School of Business, Chinese University of Hong Kong, Shenzhen and University of Utah - David Eccles School of Business
Downloads 644 (84,960)

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high-frequency trading, market quality, market manipulation

5.

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

Journal of Corporate Finance, Vol. 67, 2021
Number of pages: 50 Posted: 18 Aug 2016 Last Revised: 15 Mar 2021
Dan Li and Ying Xia
Chinese University of Hong Kong, Shenzhen and Monash University - Monash Business School
Downloads 568 (99,534)

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Stock Liquidity; Real Earnings Management; Institutional Investors; Short Selling

6.

Preventing Information Leakage

Number of pages: 61 Posted: 10 Apr 2019 Last Revised: 29 Oct 2022
Jonathan Brogaard, Dan Li, Matthew Ma, Ryan Riordan and Bart Zhou Yueshen
University of Utah - David Eccles School of Business, Chinese University of Hong Kong, Shenzhen, Rutgers, The State University of New Jersey - Accounting, Queen's University - Smith School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 473 (124,444)
Citation 1

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brokers, informed trades, trading profits, information leakage

7.

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 Chinese University of Hong Kong, Shenzhen
Downloads 444 (134,254)

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

8.

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 Chinese University of Hong Kong, Shenzhen
Downloads 315 (196,660)
Citation 3

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

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 Chinese University of Hong Kong, Shenzhen
Downloads 296 (210,221)
Citation 10

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

10.

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

Downloads 296 (210,221)

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 Chinese University of Hong Kong, Shenzhen
Downloads 192 (319,864)

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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 Chinese University of Hong Kong, Shenzhen
Downloads 104 (531,083)

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Acquisitions, Private Equity, Insider Trading

11.

Do Banks or VCs Spur Small Firm Growth?

Downloads 289 (215,536)

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 Chinese University of Hong Kong, Shenzhen
Downloads 153 (391,455)

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Banks, Venture Capital, Growth, Entrepreneurship

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 Chinese University of Hong Kong, Shenzhen
Downloads 136 (430,949)

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Banks, Venture Capital, Growth, Entrepreneurship

12.

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 Chinese University of Hong Kong, Shenzhen
Downloads 50 (782,002)

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Corporate Governance, Acquisitions, Private Equity, Insider Trading