Yi Li

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://sites.google.com/view/yili/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 27,180

SSRN RANKINGS

Top 27,180

in Total Papers Downloads

2,232

SSRN CITATIONS
Rank 17,201

SSRN RANKINGS

Top 17,201

in Total Papers Citations

49

CROSSREF CITATIONS

15

Scholarly Papers (6)

Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 22 Nov 2015 Last Revised: 25 Dec 2017
Fang Cai, Song Han, Dan Li and Yi Li
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 535 (63,339)
Citation 2

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Corporate Bond; Herding; Institutional Investors; Return Reversal

Institutional Herding and its Price Impact: Evidence from the Corporate Bond Market

FEDS Working Paper No. 2016-091
Number of pages: 58 Posted: 28 Nov 2016
Fang Cai, Song Han, Dan Li and Yi Li
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 254 (148,097)
Citation 15

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Corporate Bond, Herding, Institutional Investors, Liquidity, Return Reversal

2.

Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds

Number of pages: 54 Posted: 26 May 2020 Last Revised: 18 Jun 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 649 (50,128)
Citation 5

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runs, money market funds, redemption gates and liquidity fees, strategic complementarities, COVID-19, MMLF

3.

Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 73 Posted: 31 Dec 2019 Last Revised: 03 Feb 2021
Michigan State University, Board of Governors of the Federal Reserve System, University of California, Irvine - Paul Merage School of Business and Board of Governors of the Federal Reserve System
Downloads 290 (129,790)
Citation 5

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Corporate bond mutual fund, liquidity transformation, fragility, volatility

4.

Mutual Fund Fragility, Dealer Liquidity Provisions, and the Pricing of Municipal Bonds

Number of pages: 51 Posted: 13 Nov 2020 Last Revised: 10 May 2021
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 214 (175,305)
Citation 3

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Municipal bonds, mutual fund fragility, liquidity, yield spread, COVID-19

5.

Reciprocal Lending Relationships in Shadow Banking

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 01 Sep 2017 Last Revised: 21 Mar 2021
Yi Li
Board of Governors of the Federal Reserve System
Downloads 207 (180,833)
Citation 1

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reciprocal relationship, money market funds, liquidity, regulation, wholesale funding

6.

Carbon Emissions, Institutional Trading, and the Liquidity of Corporate Bonds

Number of pages: 42 Posted: 08 Jul 2021
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Board of Governors of the Federal Reserve System, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 83 (364,875)

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Carbon emissions, corporate bonds, mutual funds, insurance companies, herding, redemption, liquidity