Jiangyuan Li

Shanghai University of Finance and Economics

777 Guoding Road

Shanghai, Shanghai 200433

China

SCHOLARLY PAPERS

3

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SSRN RANKINGS

Top 25,449

in Total Papers Downloads

2,439

SSRN CITATIONS
Rank 46,185

SSRN RANKINGS

Top 46,185

in Total Papers Citations

15

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Time-Series Momentum: Is It There?

Journal of Financial Economics 135, 774-794, 2020
Number of pages: 61 Posted: 06 May 2018 Last Revised: 06 Oct 2020
Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Shanghai University of Finance and Economics, Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences and Washington University in St. Louis - John M. Olin Business School
Downloads 1,824 (11,256)
Citation 8

Abstract:

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Time-series momentum; Risk premium; Return predictability; Pooled regression

2.

Are Disagreements Agreeable? Evidence from Information Aggregation

Journal of Financial Economics (JFE) 141, 83-101, 2021
Number of pages: 53 Posted: 04 Dec 2017 Last Revised: 21 Jun 2021
Dashan Huang, Jiangyuan Li and Liyao Wang
Singapore Management University - Lee Kong Chian School of Business, Shanghai University of Finance and Economics and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 603 (56,117)

Abstract:

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Disagreement, Return predictability, PLS, PCA, LASSO, Machine learning

3.

Compensation and Risk: A Perspective on the Lake Wobegon Effect

Journal of Banking and Finance, Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
Jiangyuan Li, Jinqiang Yang and Zhentao Zou
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and Wuhan University - Economics and Management School
Downloads 12 (694,995)

Abstract:

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Compensation, Risk, Asymmetric Information, Learning, Belief