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Working Papers

Prices Are Less Elastic For Less Diversifiable Demand, with Zihan Lin
​R&R @ Journal of Finance

Asian FA, Arizona, USC, BYU Marriott, Penn State, FMA, Mid Atlantic Research Conference in Finance, Stanford GSB, Stanford SITE, MFA, Campbell, U Connecticut, UIUC Gies, USC Marshall, Utah Eccles, UVA Darden, Georgetown, George Mason, Cornell, Rome University, Chicago Booth Asset Pricing Conference

Over-Attributing Price Movements to Cash Flows   (draft available soon), with Lawrence Jin
Brandeis, Boston College, USC Marshall Macro-finance Reading Group, Watsach Finance Conference, CUHK, CUHK Shenzhen, CKGSB, PKU Guanghua, SAIF, Fudan Fanhai 

Why is Asset Demand Inelastic? , with Carter Davis and Mahyar Kargar
Wabash Finance Conference, Indiana, AFA

Dissecting the Aggregate Market Elasticity (draft available soon), with Victor Duarte, Mahyar Kargar, and Dejanir Silva
Wabash Finance Conference

Attention Constraints and Financial Inclusion
with Bo Huang, Tse-Chun Lin, Mingzhu Tai, and Yiyuan Zhou 
Econometric Society meetings in Asia+Australia+China+Africa, BFWG, Colorado Boulder, Washington Foster, Utah, Great Bay Area Finance Conference​, NBER SI, Online Seminar on the Economics of Discrimination and Disparities, Consumer Financial Protection Bureau, AEA


​Published/Accepted


Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds
Journal of Financial Economics, 2022, publisher link 

​What Drives the Size and Value Factors?
Review of Asset Pricing Studies, 2022 (editor's choice), publisher link
Takeaway: 30% of Fama-French size and value factors' price variation are driven by non-fundamental price pressures.
2018 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research
2023 Review of Asset Pricing Studies Rising Star Award

Ratings-Driven Demand and Systematic Price Fluctuations with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2022, publisher link 
NBER working paper No. 28103

What Do Mutual Fund Investors Really Care About? with Itzhak Ben-David, Andrea Rossi, and Yang Song
Review of Financial Studies, 2022, publisher link 
Selected media coverage: ETF.com, Yahoo Finance, Columbia Law School Blue Sky Blog, Alpha Architect 

Retail Bond Investors and Credit Ratings
Journal of Accounting and Economics, 2023, publisher link
with Ed deHaan and Edward Watts

Discontinued Positive Feedback Trading and the Decline of Return Predictability
Accepted, Journal of Financial and Quantitative Analysis
with Itzhak Ben-David, Andrea Rossi, and Yang Song
Selected media coverage: Alpha Architect



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