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Frank Weikai Li
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Cited by
Cited by
Year
Climate risks and market efficiency
H Hong, FW Li, J Xu
Journal of econometrics 208 (1), 265-281, 2019
6972019
Security analysts and capital market anomalies
L Guo, FW Li, KCJ Wei
Journal of Financial Economics 137 (1), 204-230, 2020
1012020
Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns?
T Duan, FW Li, Q Wen
Journal of Financial and Quantitative Analysis, 1-35, 2021
822021
Short selling etfs
FW Li, Q Zhu
Review of Asset Pricing Studies 12 (4), 960-998, 2022
512022
Information acquisition and expected returns: Evidence from EDGAR search traffic
FW Li, C Sun
Journal of Economic Dynamics and Control 141, 104384, 2022
442022
Climate change concerns and mortgage lending
T Duan, FW Li
Journal of Empirical Finance 75, 101445, 2024
39*2024
Exchange-traded funds and real investment
C Antoniou, F Weikai Li, X Liu, A Subrahmanyam, C Sun
The Review of Financial Studies 36 (3), 1043-1093, 2023
272023
Macro disagreement and the cross-section of stock returns
FW Li
The Review of Asset Pricing Studies 6 (1), 1-45, 2016
272016
Inside brokers
FW Li, A Mukherjee, R Sen
Journal of Financial Economics 141 (3), 1096-1118, 2021
252021
Synthetic shorting with ETFs
FW Li, Q Zhu
Work Pap., Univ. Tex., Austin, 2016
252016
The information content of sudden insider silence
CY Hong, FW Li
Journal of Financial and Quantitative Analysis 54 (4), 1499-1538, 2019
212019
Acquiring organizational capital
P Li, FW Li, B Wang, Z Zhang
Finance Research Letters 25, 30-35, 2018
202018
The real effects of exchange-traded funds
C Antoniou
The Real Effects of Exchange-Traded Funds: Antoniou, Constantinos, 2020
18*2020
Natural language processing for analysis of student online sentiment in a postgraduate program
TD Pham, D Vo, F Li, K Baker, B Han, L Lindsay, M Pashna, R Rowley
Pacific Journal of Technology Enhanced Learning 2 (2), 15-30, 2020
162020
Geographic links and predictable returns
Z Jin, FW Li
Journal of Business Finance & Accounting, 2020
162020
The gender effects of covid-19 on equity analysts
FW Li, B Wang
Available at SSRN 3857376, 2021
142021
Do firms adapt to climate change? Evidence from establishment-level data
FW Li, Y Lin, Z Jin, Z Zhang
SSRN, 2020
142020
Do firms adapt to rising temperatures? evidence from establishment-level data
Z Jin, FW Li, Y Lin, Z Zhang
Evidence from Establishment-Level Data (August 20, 2021), 2021
122021
Something in the Air: Does Air Pollution Affect Fund Managers’ Carbon Divestment?
T Huynh, FW Li, Y Xia
Available at SSRN 3908963, 2021
102021
Comparison of models for predicting nitrification, denitrification and nitrous oxide emissions in pastoral systems
I Vogeler, D Giltrap, F Li, V Snow
19th International Congress on Modelling and Simulation, Perth, Australia, 12-16, 2011
92011
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Articles 1–20