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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29

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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 1,105 (18,261)

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

2.

Exchange Trading Rules and Stock Market Liquidity

Downloads 712 ( 34,175)

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 458 (59,984)

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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 254 (117,508)

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

3.

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 348 (83,928)

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

4.

Does Stock Market Liquidity Help Deter Earnings Management? Evidence from the SEC Tick Size Pilot Test

29th Australasian Finance and Banking Conference 2016
Number of pages: 40 Posted: 18 Aug 2016 Last Revised: 12 Feb 2019
Dan Li and Ying Xia
The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads 345 (84,806)

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Stock Liquidity; Real Earnings Management; Meet Analyst forecast; Institutional Investors; Short Seller

5.

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 226 (132,761)

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

6.

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

Downloads 205 (143,703)

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 147 (195,628)

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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 58 (361,179)

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Acquisitions, Private Equity, Insider Trading

7.

Do Banks or VCs Spur Small Firm Growth?

Downloads 197 (151,134)

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 104 (255,122)

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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 93 (275,066)

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Banks, Venture Capital, Growth, Entrepreneurship

8.

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 191 (155,550)

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

9.

Preventing Information Leakage

Number of pages: 43 Posted: 10 Apr 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 and Smith School of Business
Downloads 59 (353,073)

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brokers, informed trades, trading profits, information leakage

10.

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 26 (478,459)

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Corporate Governance, Acquisitions, Private Equity, Insider Trading

11.

Stock Liquidity and Default Risk

Journal of Financial Economics (JFE), Forthcoming
Posted: 23 Aug 2015 Last Revised: 12 Feb 2017
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

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