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Xuenan Erica Li

Personal Details

First Name:Xuenan
Middle Name:Erica
Last Name:Li
Suffix:
RePEc Short-ID:pli899
[This author has chosen not to make the email address public]

Affiliation

Cheung Kong Graduate School of Business

Beijing, China
http://www.ckgsb.edu.cn/
RePEc:edi:ckgsbcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang, 2022. "Asymmetric Investment Rates," NBER Working Papers 29957, National Bureau of Economic Research, Inc.
  2. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020. "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers 27861, National Bureau of Economic Research, Inc.
  3. Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019. "Does Costly Reversibility Matter for U.S. Public Firms?," NBER Working Papers 26372, National Bureau of Economic Research, Inc.
  4. Francisco Palomino & Erica Li, 2010. "Monetary Policy Risk and the Cross-Section of Stock Returns," 2010 Meeting Papers 935, Society for Economic Dynamics.
  5. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.

Articles

  1. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009. "Anomalies," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang, 2022. "Asymmetric Investment Rates," NBER Working Papers 29957, National Bureau of Economic Research, Inc.

    Cited by:

    1. Christoph Görtz & Plutarchos Sakellaris & John D. Tsoukalas, 2022. "Firms’ Financing Dynamics around Lumpy Capacity Adjustments," CESifo Working Paper Series 9977, CESifo.
    2. Priit Jeenas, 2023. "Firm balance sheet liquidity, monetary policy shocks, and investment dynamics," Economics Working Papers 1872, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Yang, Zhuyu & Barroca, Bruno & Laffréchine, Katia & Weppe, Alexandre & Bony-Dandrieux, Aurélia & Daclin, Nicolas, 2023. "A multi-criteria framework for critical infrastructure systems resilience," International Journal of Critical Infrastructure Protection, Elsevier, vol. 42(C).

  2. Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020. "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers 27861, National Bureau of Economic Research, Inc.

    Cited by:

    1. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).

  3. Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019. "Does Costly Reversibility Matter for U.S. Public Firms?," NBER Working Papers 26372, National Bureau of Economic Research, Inc.

    Cited by:

    1. Leymann, Gunnar & Lundan, Sarianna, 2023. "From structural to transition effects: Institutional dynamism as a deterrent to long-term investments by MNEs," International Business Review, Elsevier, vol. 32(3).

  4. Francisco Palomino & Erica Li, 2010. "Monetary Policy Risk and the Cross-Section of Stock Returns," 2010 Meeting Papers 935, Society for Economic Dynamics.

    Cited by:

    1. Yuriy Gorodnichenko & Michael Weber, 2016. "Are Sticky Prices Costly? Evidence from the Stock Market," American Economic Review, American Economic Association, vol. 106(1), pages 165-199, January.
    2. Giannitsarou, Chryssi & CHALLE, Edouard, 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," CEPR Discussion Papers 8387, C.E.P.R. Discussion Papers.

  5. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.

    Cited by:

    1. &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi, 2009. "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3005-3046, August.
    2. Gengnan Chiang, 2016. "Exploring the transitional behavior among value and growth stocks," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 543-563, October.
    3. Michael J. Cooper & Huseyin Gulen & Michael J. Schill, 2008. "Asset Growth and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 63(4), pages 1609-1651, August.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2006-02-26 2019-10-21 2020-10-19 2022-05-23
  2. NEP-CFN: Corporate Finance (2) 2019-10-21 2022-05-23
  3. NEP-FMK: Financial Markets (2) 2006-02-26 2020-10-19
  4. NEP-ACC: Accounting and Auditing (1) 2022-05-23
  5. NEP-BEC: Business Economics (1) 2019-10-21
  6. NEP-CBA: Central Banking (1) 2020-10-19
  7. NEP-DGE: Dynamic General Equilibrium (1) 2006-02-26
  8. NEP-ORE: Operations Research (1) 2019-10-21

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