Dan Li

Chinese University of Hong Kong, Shenzhen

  • Chinese University of Hong Kong, Shenzhen

SCHOLARLY PAPERS

12

DOWNLOADS

4,916

SSRN CITATIONS

77

CROSSREF CITATIONS

114

Scholarly Papers (12)

Actions:
Email selected abstracts
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 1,259 (20,088)
Citation 16

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: 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 925 (31,493)
Citation 10

Abstract:

Loading...

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

3.

Exchange Trading Rules and Stock Market Liquidity

Downloads 780 ( 39,837)
Citation 63

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 509 (68,559)
Citation 17

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
Douglas J. Cumming, Sofia Johan and Dan Li
Florida Atlantic University, Florida Atlantic University - Finance and Chinese University of Hong Kong, Shenzhen
Downloads 271 (140,652)
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

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 475 (75,476)

Abstract:

Loading...

Stock Liquidity; 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 Chinese University of Hong Kong, Shenzhen
Downloads 370 (100,984)

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 Chinese University of Hong Kong, Shenzhen
Downloads 253 (151,396)
Citation 3

Abstract:

Loading...

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

7.

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

Downloads 233 (162,036)
Citation 5

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 159 (231,707)

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 Chinese University of Hong Kong, Shenzhen
Downloads 74 (396,606)

Abstract:

Loading...

Acquisitions, Private Equity, Insider Trading

8.

Do Banks or VCs Spur Small Firm Growth?

Downloads 216 (176,363)
Citation 5

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 109 (310,147)

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
Rebel A. Cole, Douglas J. Cumming and Dan Li
Florida Atlantic University, Florida Atlantic University and Chinese University of Hong Kong, Shenzhen
Downloads 107 (314,251)

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 Chinese University of Hong Kong, Shenzhen
Downloads 207 (183,462)
Citation 7

Abstract:

Loading...

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

10.

Preventing Information Leakage

Number of pages: 61 Posted: 10 Apr 2019 Last Revised: 14 Apr 2021
Jonathan Brogaard, Dan Li, Matthew Ma and Ryan Riordan
University of Utah - David Eccles School of Business, Chinese University of Hong Kong, Shenzhen, Southern Illinois University - Southern Illinois University at Carbondale and Queen's University - Smith School of Business
Downloads 168 (220,753)
Citation 1

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 Chinese University of Hong Kong, Shenzhen
Downloads 30 (572,032)

Abstract:

Loading...

Corporate Governance, Acquisitions, Private Equity, Insider Trading

12.

The Demand-driven Information Market

Number of pages: 54
Shiyang Huang, Dan Li and Bohui Zhang
The University of Hong Kong - Faculty of Business and Economics, Chinese University of Hong Kong, Shenzhen and The Chinese University of Hong Kong, Shenzhen
Downloads 0

Abstract:

Loading...

News; Institutional investors; Investment constraints; Market efficiency; Skewness