Nan Li : Citation Profile


Are you Nan Li?

Shanghai Jiao Tong University

2

H index

1

i10 index

166

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2005 - 2008). See details.
   Cites by year: 55
   Journals where Nan Li has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 1 (0.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli275
   Updated: 2017-06-24    RAS profile: 2014-07-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nan Li.

Is cited by:

Hansen, Lars (14)

Borovička, Jaroslav (9)

Bansal, Ravi (8)

Campbell, John (7)

Scheinkman, Jose (7)

koijen, ralph (5)

Viceira, Luis (4)

Rubio-Ramirez, Juan F (4)

Zin, Stanley (4)

Fernandez-Villaverde, Jesus (4)

Backus, David (4)

Cites to:

Campbell, John (6)

Wachter, Jessica (5)

Lettau, Martin (5)

Polk, Christopher (3)

Bansal, Ravi (3)

Constantinides, George (2)

Ludvigson, Sydney (2)

Kreps, David (2)

Weil, Philippe (2)

Zha, Tao (2)

French, Kenneth (1)

Main data


Where Nan Li has published?


Recent works citing Nan Li (2017 and 2016)


YearTitle of citing document
2016Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper . In: CREATES Research Papers. RePEc:aah:create:2016-16.

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2016Long-Term Factorization of Affine Pricing Kernels. (2016). Linetsky, Vadim ; Qin, Likuan . In: Papers. RePEc:arx:papers:1610.00778.

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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marf, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178.

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2016Durable consumption and asset returns: Cointegration analysis. (2016). Ren, Yu ; Chen, Guojin ; Hong, Zhiwu . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:231-244.

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2016Uninsured expense shocks and equity premia. (2016). Wang, Qin ; Zou, Yiheng ; Ren, YU. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:64-74.

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2016Transaction costs, liquidity risk, and the CCAPM. (2016). Liu, Wei Min ; Zhao, Huainan ; Luo, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:126-145.

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2017What drives investment–cash flow sensitivity around the World? An asset tangibility Perspective. (2017). Moshirian, Fariborz ; Zhang, Bohui ; Vadilyev, Alexander ; Nanda, Vikram . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:1-17.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2016Risks for the long run: Estimation with time aggregation. (2016). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Journal of Monetary Economics. RePEc:eee:moneco:v:82:y:2016:i:c:p:52-69.

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2016Evaluation of long-dated assets: The role of parameter uncertainty. (2016). Gollier, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:66-83.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

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2016Weak time-derivatives and no arbitrage pricing. (2016). Marinacci, Massimo ; Severino, Federico . In: Working Papers. RePEc:igi:igierp:581.

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2016Sets of Models and Prices of Uncertainty. (2016). Sargent, Thomas ; Hansen, Lars. In: NBER Working Papers. RePEc:nbr:nberwo:22000.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

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2016Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie. In: NBER Working Papers. RePEc:nbr:nberwo:22527.

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2016Price of Long-Run Temperature Shifts in Capital Markets. (2016). Bansal, Ravi ; Kiku, Dana ; Ochoa, Marcelo . In: NBER Working Papers. RePEc:nbr:nberwo:22529.

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2016News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models. (2016). Avdjiev, Stefan. In: Review of Economic Dynamics. RePEc:red:issued:12-186.

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2016Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?. (2016). Lopez, Pierlauro. In: 2016 Meeting Papers. RePEc:red:sed016:742.

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2016Significant aspects regarding the analysis of bankruptcy risk. (2016). Anghelache, Constantin ; Popovici, Marius ; Manole, Alexandru . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:64:y:2016:i:9:p:81-87.

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2016Trends and Cycles in Chinas Macroeconomy. (2016). Zha, Tao ; Waggoner, Daniel ; Chen, Kaiji ; Chang, Chun . In: NBER Macroeconomics Annual. RePEc:ucp:macann:doi:10.1086/685949.

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Works by Nan Li:


YearTitleTypeCited
2005Intangible Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
2005Consumption Strikes Back?: Measuring Long-Run Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper164
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164
article

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