Peng Li

University of Leeds - Division of Accounting and Finance

Dr

Leeds LS2 9JT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

345

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Paying Too Much for Growth: What have Investors Missed?

Leeds University Business School Working Paper No. 17-09
Number of pages: 64 Posted: 01 Feb 2017 Last Revised: 21 Feb 2018
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 217 (172,744)

Abstract:

Loading...

Limited Attention, Investment Growth Anomaly, Expectation Error, US market, International market

2.

Investor Mix and Mutual Fund Performance: A Flow Based Measure of Relative Smartness

Number of pages: 48 Posted: 30 Oct 2019 Last Revised: 03 Mar 2020
University of Leeds - Faculty of Business, University of Leeds - Division of Accounting and Finance, University of Liverpool Management School and University of Leeds - Division of Accounting and Finance
Downloads 70 (398,143)

Abstract:

Loading...

mutual-fund flows, risk factors, non-risk factors, smart-money effect, CAPM

3.

What Can Explain Momentum? Evidence From Decomposition

Number of pages: 66 Posted: 19 Feb 2021 Last Revised: 21 May 2021
Jiaqi Guo, Peng Li and Youwei Li
Coventry Business School, University of Leeds - Division of Accounting and Finance and Hull University Business School
Downloads 58 (441,860)

Abstract:

Loading...

Momentum, Momentum Candidate Variables, Momentum Decomposition, Momentum Crashes

4.

Overreaction to Growth Opportunities: An Explanation of the Asset Growth Anomaly

European Financial Management, Vol. 25, Issue 4, pp. 747-776, 2019
Number of pages: 30 Posted: 19 May 2020
Charlie X. Cai, Peng Li and Qi Zhang
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 0 (793,963)
  • Add to Cart

Abstract:

Loading...

anomaly, asset growth, growth opportunities, overreaction, US market