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Dongmei Li

Personal Details

First Name:Dongmei
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli635
http://www.moore.sc.edu/facultyresearch/faculty.aspx?faculty_id=233
Terminal Degree:2007 Finance Department; Wharton School of Business; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Darla Moore School of Business
University of South Carolina

Columbia, South Carolina (United States)
http://www.sc.edu/study/colleges_schools/moore/

:

Columbia, South Carolina 29208
RePEc:edi:dmbscus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017. "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers 23432, National Bureau of Economic Research, Inc.
  2. Dongmei Li & Lu Zhang, 2008. "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers 14342, National Bureau of Economic Research, Inc.

Articles

  1. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
  2. Dongmei Li, 2011. "Financial Constraints, R&D Investment, and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2974-3007.
  3. Li, Dongmei & Zhang, Lu, 2010. "Does q-theory with investment frictions explain anomalies in the cross section of returns?," Journal of Financial Economics, Elsevier, vol. 98(2), pages 297-314, 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. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017. "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers 23432, National Bureau of Economic Research, Inc.

    Cited by:

    1. Josh Lerner & Amit Seru, 2017. "The Use and Misuse of Patent Data: Issues for Corporate Finance and Beyond," NBER Working Papers 24053, National Bureau of Economic Research, Inc.
    2. Ming Dong & David Hirshleifer & Siew Hong Teoh, 2017. "Stock Market Overvaluation, Moon Shots, and Corporate Innovation," NBER Working Papers 24142, National Bureau of Economic Research, Inc.

  2. Dongmei Li & Lu Zhang, 2008. "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers 14342, National Bureau of Economic Research, Inc.

    Cited by:

    1. Yao, Tong & Yu, Tong & Zhang, Ting & Chen, Shaw, 2011. "Asset growth and stock returns: Evidence from Asian financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 19(1), pages 115-139, January.
    2. Long Chen & Lu Zhang, 2009. "The stock market and aggregate employment," NBER Working Papers 15219, National Bureau of Economic Research, Inc.

Articles

  1. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.

    Cited by:

    1. Ying Wang & Jing Zhao, 2015. "Hedge Funds and Corporate Innovation," Financial Management, Financial Management Association International, vol. 44(2), pages 353-385, June.
    2. Elias Oikarinen & Janne Engblom, 2014. "Regional differences in housing price dynamics: Panel data evidence," Discussion Papers 94, Aboa Centre for Economics.
    3. Ali, Usman & Hirshleifer, David, 2017. "Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct," Journal of Financial Economics, Elsevier, vol. 126(3), pages 490-515.
    4. Wu, Yuliang & Mazouz, Khelifa, 2016. "Long-term industry reversals," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 236-250.
    5. Weng, Pei-Shih & Chen, Wan-Yi, 2017. "Doing good or choosing well? Corporate reputation, CEO reputation, and corporate financial performance," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 223-240.
    6. Gu, Lifeng, 2016. "Product market competition, R&D investment, and stock returns," Journal of Financial Economics, Elsevier, vol. 119(2), pages 441-455.
    7. Borochin, Paul & Yang, Jie, 2017. "The effects of institutional investor objectives on firm valuation and governance," Journal of Financial Economics, Elsevier, vol. 126(1), pages 171-199.
    8. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017. "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers 23432, National Bureau of Economic Research, Inc.
    9. Goto, Shingo & Xiao, Gang & Xu, Yan, 2015. "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 296-309.
    10. Hung-Chao Yu & Wen-Ying Wang & Chingfu Chang, 2015. "The stock market valuation of intellectual capital in the IT industry," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 279-304, August.
    11. Jaspersen, Stefan, 2016. "Market power in the portfolio: Product market competition and mutual fund performance," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR).
    12. Qiu, Jiaping & Wan, Chi, 2015. "Technology spillovers and corporate cash holdings," Journal of Financial Economics, Elsevier, vol. 115(3), pages 558-573.
    13. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
    14. da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Figueiredo, Antonio Carlos & da Motta, Luiz Felipe Jacques, 2015. "Innovative intensity and its impact on the performance of firms in Brazil," Research in International Business and Finance, Elsevier, vol. 34(C), pages 1-16.
    15. Oh, Jong-Min, 2017. "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 146-164.
    16. Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2013. "Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses," NBER Working Papers 19462, National Bureau of Economic Research, Inc.
    17. Gu, Yuqi & Zhang, Ling, 2017. "The impact of the Sarbanes-Oxley Act on corporate innovation," Journal of Economics and Business, Elsevier, vol. 90(C), pages 17-30.
    18. Amore, Mario Daniele, 2015. "Companies learning to innovate in recessions," Research Policy, Elsevier, vol. 44(8), pages 1574-1583.
    19. Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu, 2015. "Does managerial ability facilitate corporate innovative success?," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 313-326.
    20. Bongsuk Sung & Myung-Bae Yeom & Hong-Gi Kim, 2017. "Eco-Efficiency of Government Policy and Exports in the Bioenergy Technology Market," Sustainability, MDPI, Open Access Journal, vol. 9(9), pages 1-18, September.
    21. Gao, Wenlian & Chou, Julia, 2015. "Innovation efficiency, global diversification, and firm value," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 278-298.
    22. Hsu, Po-Hsuan & Lee, Hsiao-Hui & Liu, Alfred Zhu & Zhang, Zhipeng, 2015. "Corporate innovation, default risk, and bond pricing," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 329-344.
    23. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
    24. Ann Ling-Ching Chan & Edward Lee & Jirada Petaibanlue & Ning Tan, 2017. "Do board interlocks motivate voluntary disclosure? Evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 441-466, February.
    25. Li, Keming, 2018. "Innovation externalities and the customer/supplier link," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 101-112.
    26. Sudheer Chava & Vikram Nanda & Steven Chong Xiao, 2017. "Lending to Innovative Firms," Review of Corporate Finance Studies, Oxford University Press, vol. 6(2), pages 234-289.
    27. Chan, Konan & Chen, Hung-Kun & Hong, Li-Hong & Wang, Yanzhi, 2015. "Stock market valuation of R&D expenditures—The role of corporate governance," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 78-93.
    28. Adhikari, Hari P. & Choi, Wonseok & Sah, Nilesh B., 2017. "That is what friends do: employee friendliness and innovation," Journal of Economics and Business, Elsevier, vol. 90(C), pages 65-76.
    29. Josh Lerner & Amit Seru, 2017. "The Use and Misuse of Patent Data: Issues for Corporate Finance and Beyond," NBER Working Papers 24053, National Bureau of Economic Research, Inc.
    30. Deeney, Peter & Cummins, Mark & Dowling, Michael & Smeaton, Alan F., 2016. "Influences from the European Parliament on EU emissions prices," Energy Policy, Elsevier, vol. 88(C), pages 561-572.
    31. Chen, Gaole & Sutton, Ninon & Qi, Jianping, 2017. "From setback to comeback: Motivations for withdrawn IPO firms to return," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 259-264.
    32. Auld, T. & Linton, O., 2017. "The Behaviour of Betting and Currency Markets on the Night of the EU Referendum," Cambridge Working Papers in Economics 1750, Faculty of Economics, University of Cambridge.
    33. Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018. "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 135-149.
    34. Chang, Yen-Cheng & Cheng, Hung-Wen, 2015. "Information environment and investor behavior," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 250-264.
    35. Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George, 2012. "Why Do Financial Intermediaries Buy Put Options from Companies?," MPRA Paper 43149, University Library of Munich, Germany.
    36. Houdou Basse Mama & Rachidi Kotchoni, 2017. "Investor Relations' Quality and Mispricing," EconomiX Working Papers 2017-33, University of Paris Nanterre, EconomiX.
    37. Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
    38. Raphael Calel, 2018. "Adopt or Innovate: Understanding Technological Responses to Cap-and-Trade," CESifo Working Paper Series 6847, CESifo Group Munich.
    39. Mukherjee, Abhiroop & Singh, Manpreet & Žaldokas, Alminas, 2017. "Do corporate taxes hinder innovation?," Journal of Financial Economics, Elsevier, vol. 124(1), pages 195-221.
    40. Larson, James F. & Park, Jaemin, 2014. "From developmental to network state: Government restructuring and ICT-led innovation in Korea," Telecommunications Policy, Elsevier, vol. 38(4), pages 344-359.
    41. Olubunmi Faleye & Rani Hoitash & Udi Hoitash, 2018. "Industry expertise on corporate boards," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 441-479, February.
    42. Chan, Konan & Lin, Yueh-Hsiang & Wang, Yanzhi, 2017. "Limits-to-arbitrage, investment frictions, and innovation anomalies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 1-14.
    43. Re-Jin Guo & Nan Zhou, 2016. "Innovation capability and post-IPO performance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 335-357, February.
    44. Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu, 2017. "National culture and corporate innovation," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 173-187.
    45. Paul Borochin & Jie Yang, 2016. "The Effects of Institutional Investor Objectives on Firm Valuation and Governance," Finance and Economics Discussion Series 2016-088, Board of Governors of the Federal Reserve System (U.S.).

  2. Dongmei Li, 2011. "Financial Constraints, R&D Investment, and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2974-3007.

    Cited by:

    1. Vithessonthi, Chaiporn & Tongurai, Jittima, 2015. "The effect of firm size on the leverage–performance relationship during the financial crisis of 2007–2009," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 1-29.
    2. Colonnello, Stefano, 2016. "Executive Compensation, Macroeconomic Conditions, and Cash Flow Cyclicality," IWH Discussion Papers 6/2016, Halle Institute for Economic Research (IWH).
    3. Petr Koráb & Jitka Pomenková, 2014. "Financial Crisis and Financing Constraints of SMEs in Visegrad Countries," WIFO Working Papers 485, WIFO.
    4. Chen, Shiu-Sheng, 2017. "Exchange rate undervaluation and R&D activity," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 148-160.
    5. Petr Korab & Jitka Pomenkova, 2017. "Credit Rationing in Greece During and After the Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(2), pages 119-139, April.
    6. Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & Andrés Garcia-Suaza, 2017. "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," DOCUMENTOS DE TRABAJO 015638, UNIVERSIDAD DEL ROSARIO.
    7. Zhang, Wei, 2015. "R&D investment and distress risk," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 94-114.
    8. Songur, Hilmi & Heavilin, Jason E., 2017. "Abnormal research and development investments and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 237-249.
    9. Gu, Lifeng, 2016. "Product market competition, R&D investment, and stock returns," Journal of Financial Economics, Elsevier, vol. 119(2), pages 441-455.
    10. Kebin Deng & Zhong Ding & Yushu Zhu & Qing Zhou & Kathy Walsh, 2017. "Investment–cash flow sensitivity measures investment thirst, but not financial constraint," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 165-197, March.
    11. David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017. "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers 23432, National Bureau of Economic Research, Inc.
    12. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
    13. Oh, Jong-Min, 2017. "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 146-164.
    14. Chen, Jong-Rong & Kan, Kamhon & Tung, I-Hsuan, 2016. "Scientific linkages and firm productivity: Panel data evidence from Taiwanese electronics firms," Research Policy, Elsevier, vol. 45(7), pages 1449-1459.
    15. Popov, Alexander, 2013. "Credit constraints and investment in human capital: training evidence from transition economies," Working Paper Series 1606, European Central Bank.
    16. Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios, 2013. "Efficiency and stock returns : evidence from the insurance industry," Research Discussion Papers 14/2013, Bank of Finland.
    17. Kao-Yi Shen & Min-Ren Yan & Gwo-Hshiung Tzeng, 2017. "Exploring R&D Influences on Financial Performance for Business Sustainability Considering Dual Profitability Objectives," Sustainability, MDPI, Open Access Journal, vol. 9(11), pages 1-21, October.
    18. Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016. "Efficient weighting: a more powerful test for cross-sectional anomalies," ECON - Working Papers 238, Department of Economics - University of Zurich, revised Feb 2018.
    19. Missaka Warusawitharana, 2015. "Research and development, profits, and firm value: A structural estimation," Quantitative Economics, Econometric Society, vol. 6(2), pages 531-565, July.
    20. Triana, Maria Andrea & Lamberts, Roberto & Sassi, Paola, 2015. "Characterisation of representative building typologies for social housing projects in Brazil and its energy performance," Energy Policy, Elsevier, vol. 87(C), pages 524-541.
    21. Belo, Frederico & Lin, Xiaoji & Vitorino, Maria Ana, 2013. "Brand Capital and Firm Value," Working Paper Series 2013-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    22. Yi Yang & Vadake K. Narayanan & Donna M. De Carolis, 2014. "The relationship between portfolio diversification and firm value: The evidence from corporate venture capital activity," Strategic Management Journal, Wiley Blackwell, vol. 35(13), pages 1993-2011, December.
    23. Yang, Tung-Hsiao & Hsu, Junming & Yang, Wen-Ben, 2016. "Firm's motives behind SEOs, earnings management, and performance," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 160-169.
    24. Ramana Nanda & Matthew Rhodes-Kropf, 2011. "Investment Cycles and Startup Innovation," Harvard Business School Working Papers 12-032, Harvard Business School, revised Dec 2012.
    25. Ferris, Stephen P. & Javakhadze, David & Rajkovic, Tijana, 2017. "The international effect of managerial social capital on the cost of equity," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 69-84.
    26. Lu Zhang & Chen Xue & Frederico Belo, 2012. "Accounting for Value," 2012 Meeting Papers 1128, Society for Economic Dynamics.
    27. Ming Dong & David Hirshleifer & Siew Hong Teoh, 2017. "Stock Market Overvaluation, Moon Shots, and Corporate Innovation," NBER Working Papers 24142, National Bureau of Economic Research, Inc.
    28. Lewis, Craig M. & Tan, Yongxian, 2016. "Debt-equity choices, R&D investment and market timing," Journal of Financial Economics, Elsevier, vol. 119(3), pages 599-610.
    29. Kewei Hou & Chen Xue & Lu Zhang, 2014. "A Comparison of New Factor Models," NBER Working Papers 20682, National Bureau of Economic Research, Inc.
    30. Farrell, Kathleen & Unlu, Emre & Yu, Jin, 2014. "Stock repurchases as an earnings management mechanism: The impact of financing constraints," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 1-15.
    31. Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013. "Online Appendix to "Brand Capital and Firm Value"," Technical Appendices 12-71, Review of Economic Dynamics.
    32. Hirsch, Julia & Walz, Uwe, 2017. "Financial constraints, newly founded firms and the financial crisis," SAFE Working Paper Series 191, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    33. Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
    34. Chan, Konan & Lin, Yueh-Hsiang & Wang, Yanzhi, 2017. "Limits-to-arbitrage, investment frictions, and innovation anomalies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 1-14.
    35. Volkov, Nikanor I. & Smith, Garrett C., 2015. "Corporate diversification and firm value during economic downturns," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 160-175.

  3. Li, Dongmei & Zhang, Lu, 2010. "Does q-theory with investment frictions explain anomalies in the cross section of returns?," Journal of Financial Economics, Elsevier, vol. 98(2), pages 297-314, November.

    Cited by:

    1. Kusnadi, Yuanto & Wei, K.C. John, 2017. "The equity-financing channel, the catering channel, and corporate investment: International evidence," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 236-252.
    2. Sunny Sun & Jigao Zhu & Kangtao Ye, 2015. "Board Openness During an Economic Crisis," Journal of Business Ethics, Springer, vol. 129(2), pages 363-377, June.
    3. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2016. "Accruals, cash flows, and operating profitability in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 121(1), pages 28-45.
    4. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
    5. Belo, Frederico & Lin, Xiaoji, 2012. "Labor Heterogeneity and Asset Prices: The Importance of Skilled Labor," Working Paper Series 2012-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    6. Frederico Belo & Xiaoji Lin & Jun Li & Xiaofei Zhao, 2015. "Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor," NBER Working Papers 21487, National Bureau of Economic Research, Inc.
    7. Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Information in balance sheets for future stock returns: Evidence from net operating assets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
    8. Sloan, Richard G. & You, Haifeng, 2015. "Wealth transfers via equity transactions," Journal of Financial Economics, Elsevier, vol. 118(1), pages 93-112.
    9. Leonid Kogan & Dimitris Papanikolaou, 2014. "Growth Opportunities, Technology Shocks, and Asset Prices," Journal of Finance, American Finance Association, vol. 69(2), pages 675-718, April.
    10. Papanastasopoulos, Georgios & Thomakos, Dimitrios, 2017. "Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 188-210.
    11. Lin, Xiaoji & Zhang, Lu, 2013. "The investment manifesto," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 351-366.
    12. Su, Xuan-Qi, 2016. "Does systematic distress risk drive the investment growth anomaly?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 240-248.
    13. Li, Jay Y. & Mauer, David C., 2016. "Financing uncertain growth," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 241-261.
    14. Lu Zhang, 2017. "The Investment CAPM," NBER Working Papers 23226, National Bureau of Economic Research, Inc.
    15. Massimiliano Croce, Mariano, 2014. "Long-run productivity risk: A new hope for production-based asset pricing?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 13-31.
    16. Doukakis, Leonidas C. & Papanastasopoulos, Georgios A., 2014. "The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 256-277.
    17. Lam, F.Y. Eric C. & Wei, K.C. John, 2011. "Limits-to-arbitrage, investment frictions, and the asset growth anomaly," Journal of Financial Economics, Elsevier, vol. 102(1), pages 127-149, October.
    18. Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018. "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 135-149.
    19. Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John, 2014. "The q-theory explanation for the external financing effect: New evidence," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 69-81.
    20. Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui, 2016. "Information discreteness, price limits and earnings momentum," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 1-22.
    21. Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong, 2007. "The Accrual Anomaly: Risk or Mispricing?," MPRA Paper 5173, University Library of Munich, Germany.
    22. Wang, Yifeng & Liu, Cheyuan & Lee, Jen-Sin & Wang, Yanming, 2015. "The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 44(C), pages 59-67.
    23. Papanastasopoulos, Georgios A., 2017. "Asset growth anomaly in Europe: Do profits and losses matter?," Economics Letters, Elsevier, vol. 156(C), pages 106-109.
    24. Robert F. Stambaugh & Yu Yuan, 2017. "Mispricing Factors," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1270-1315.
    25. Lin, Chaonan & Ko, Kuan-Cheng & Lin, Lin & Yang, Nien-Tzu, 2017. "Price limits and the value premium in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 26-45.
    26. Sheng-Syan Chen & Yong-Chin Liu & I-Ju Chen, 2014. "Long-Run Stock Performance and Its Determinants for Asset Buyers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(5-6), pages 685-716, June.
    27. Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017. "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, vol. 126(3), pages 471-489.
    28. Chan, Konan & Lin, Yueh-Hsiang & Wang, Yanzhi, 2017. "Limits-to-arbitrage, investment frictions, and innovation anomalies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 1-14.
    29. Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
    30. Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013. "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, vol. 108(2), pages 529-563.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-CFN: Corporate Finance (1) 2017-06-04
  2. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  3. NEP-FMK: Financial Markets (1) 2017-06-04

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