Dan Li

The University of Hong Kong - School of Economics and Finance

Associate Professor

Shenzhen

China

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 11,030

SSRN RANKINGS

Top 11,030

in Total Papers Downloads

4,429

SSRN CITATIONS
Rank 7,400

SSRN RANKINGS

Top 7,400

in Total Papers Citations

30

CROSSREF CITATIONS

112

Scholarly Papers (11)

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
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 1,146 (18,499)
Citation 6

Abstract:

Loading...

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
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 833 (29,402)
Citation 4

Abstract:

Loading...

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

3.
Downloads 740 ( 34,611)
Citation 52

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
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 481 (60,113)
Citation 8

Abstract:

Loading...

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
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 259 (122,201)
Citation 2

Abstract:

Loading...

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 376 (81,492)

Abstract:

Loading...

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
Florida Atlantic University, Florida Atlantic University - Finance and The University of Hong Kong - School of Economics and Finance
Downloads 354 (87,404)

Abstract:

Loading...

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 234 (136,059)
Citation 3

Abstract:

Loading...

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

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 150 (203,710)

Abstract:

Loading...

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 62 (369,449)

Abstract:

Loading...

Acquisitions, Private Equity, Insider Trading

8.
Downloads 202 (156,484)
Citation 3

Do Banks or VCs Spur Small Firm Growth?

Number of pages: 36 Posted: 01 Nov 2014
Florida Atlantic University, Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 106 (266,210)

Abstract:

Loading...

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
Florida Atlantic University, Florida Atlantic University and The University of Hong Kong - School of Economics and Finance
Downloads 96 (285,021)

Abstract:

Loading...

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 195 (161,753)
Citation 2

Abstract:

Loading...

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
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 108 (261,191)

Abstract:

Loading...

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 (490,494)

Abstract:

Loading...

Corporate Governance, Acquisitions, Private Equity, Insider Trading