Yan Li
Finance · with Yang · 2011–2014
A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 103 citations into it
- Economics and Econometrics — 79 citations into it
- Accounting — 44 citations into it
- Management Science and Operations Research — 10 citations into it
- General Decision Sciences — 8 citations into it
Whom Yan Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John Y. Campbell
- Nicholas Barberis
- Laura L. Veldkamp
- Darrell Duffie
- Daniel Kahneman
- S. B. Thompson
- Amos Tversky
- Martin Lettau
- Alok Kumar
- David A. Easley
Who trusts Yan Li overall
Papers from Yan Li's perspective
Ordered by how strongly the researchers Yan Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- Information and the Cost of Capital
- Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- The Fundamentals of Commodity Futures Returns
- Illiquidity Contagion and Liquidity Crashes
- Information Markets and the Comovement of Asset Prices
- The Cross‐Section of Expected Stock Returns
- The Cross-Section of Volatility and Expected Returns
- The investment behavior and performance of various investor types: a study of Finland's unique data set
Their papers
- Speculation and Hedging in Segmented Markets (2014) — 115 citations
- Prospect Theory, the Disposition Effect, and Asset Prices (2013) — 165 citations
- Predicting market returns using aggregate implied cost of capital (2013) — 161 citations
- Testing Conditional Factor Models: A Nonparametric Approach (2011) — 49 citations