| Presidential election uncertainty and common stock returns in the United States J Li, JA Born Journal of Financial Research 29 (4), 609-622, 2006 | 234 | 2006 |
| Daily return volatility, bid‐ask spreads, and information flow: Analyzing the information content of volume J Li, C Wu The Journal of Business 79 (5), 2697-2739, 2006 | 113 | 2006 |
| Earnings management and delisting risk of initial public offerings J Li, J Zhou Simon School, University of Rochester, Research Paper Series, AAA, 2008 | 70 | 2008 |
| Intradaily periodicity and volatility spillovers between international stock index futures markets C Wu, J Li, W Zhang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 65 | 2005 |
| 股权分置改革与上市公司治理的实证研究 廖理， 沈红波， 郦金梁 中国工业经济, 99-108, 2008 | 63 | 2008 |
| The information content of the NCREIF index J Li, R Mooradian, S Yang Journal of Real Estate Research 31 (1), 93-116, 2009 | 52 | 2009 |
| 道德风险, 信息发现与市场有效性--来自于股权分置改革的证据 廖理， 刘碧波， 郦金梁 金融研究, 146-160, 2008 | 41 | 2008 |
| 市场深度, 流动性和波动率——沪深 300 股票指数期货启动对现货市场的影响 郦金梁， 雷曜， 李树憬 金融研究, 124-138, 2012 | 34 | 2012 |
| Earnings management and delisting risk: The case of IPO firms J Li, L Zhang, J Zhou Working paper, 2005 | 34* | 2005 |
| Is illiquidity a risk factor? A critical look at commission costs J Li, R Mooradian, WD Zhang Financial Analysts Journal 63 (4), 28-39, 2007 | 26* | 2007 |
| 上市公司大小非减持影响因素的实证分析 沈红波， 郦金梁， 屠亦婷 中国工业经济, 109-119, 2011 | 18 | 2011 |
| 股权分置改革与股票需求价格弹性——基于供给需求的理论框架和经验证据 郦金梁， 廖理， 沈红波 中国工业经济, 36-46, 2010 | 10 | 2010 |
| Determinants and information of REIT pricing J Li, L Lei Applied Economics Letters 18 (15), 1501-1505, 2011 | 9 | 2011 |
| Cash trading and index futures price volatility J Li Journal of Futures Markets 31 (5), 465-486, 2011 | 9 | 2011 |
| 舆论影响力, 有限关注与过度反应 郦金梁， 何诚颖， 廖旦， 何牧原 经济研究 53 (3), 126-141, 2018 | 8 | 2018 |
| When noise trading fades, volatility rises J Li Review of Quantitative Finance and Accounting 47, 475-512, 2016 | 8 | 2016 |
| Bounded influence estimator for GARCH models: evidence from foreign exchange rates J Li, C Kao, WD Zhang Applied Economics 42 (11), 1437-1445, 2010 | 8* | 2010 |
| Stochastic volatility, liquidity and intraday information flow J Li, C Wu Applied Economics Letters 18 (16), 1511-1515, 2011 | 7 | 2011 |
| 地域性与股票收益的联动性研究 郦金梁， 沈红波， 金沁 中国工业经济, 109-119, 2009 | 7 | 2009 |
| An inelastic demand curve for stocks: evidence from China’s split-share structure reform J Li, L Liao, H Shen Tsinghua University Working Paper, 2008 | 3 | 2008 |
Chunchi WuUniversity at BuffaloVerified email at buffalo.edu
