Nan Li : Citation Profile

Are you Nan Li?

Shanghai Jiao Tong University

2

H index

1

i10 index

376

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2005 - 2008). See details.
   Cites by year: 125
   Journals where Nan Li has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (0.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli275
   Updated: 2024-12-03    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

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 (17)

Chernov, Mikhail (13)

Bansal, Ravi (12)

Borovička, Jaroslav (11)

Ludvigson, Sydney (10)

Campbell, John (9)

Sargent, Thomas (7)

Zin, Stanley (7)

Rubio-Ramirez, Juan F (7)

Fernandez-Villaverde, Jesus (7)

van Binsbergen, Jules (7)

Cites to:

Campbell, John (7)

Wachter, Jessica (5)

Lettau, Martin (5)

Weil, Philippe (4)

Polk, Christopher (3)

Jermann, Urban (2)

Alvarez, Fernando (2)

Bansal, Ravi (2)

Ludvigson, Sydney (2)

Constantinides, George (2)

Kreps, David (2)

Main data

Where Nan Li has published?

Recent works citing Nan Li (2024 and 2023)

YearTitle of citing document
2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

Full description at Econpapers || Download paper

2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

Full description at Econpapers || Download paper

2024On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models. (2024). Morgan, Jack ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2405.01479.

Full description at Econpapers || Download paper

2023Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

Full description at Econpapers || Download paper

2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2024Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300175x.

Full description at Econpapers || Download paper

2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

Full description at Econpapers || Download paper

2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

Full description at Econpapers || Download paper

2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

Full description at Econpapers || Download paper

2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

Full description at Econpapers || Download paper

2024Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kuehn, Lars-Alexander ; Kim, Yongjin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

Full description at Econpapers || Download paper

2023News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657.

Full description at Econpapers || Download paper

2023Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging. (2023). Poonpolkul, Phitawat. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:26:y:2023:i:c:s2212828x23000348.

Full description at Econpapers || Download paper

2023Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570.

Full description at Econpapers || Download paper

2024How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459.

Full description at Econpapers || Download paper

2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

Full description at Econpapers || Download paper

2023Longevity, Health and Housing Risks Management in Retirement. (2023). st Amour, Pascal ; Michaud, Pierre-Carl. In: NBER Working Papers. RePEc:nbr:nberwo:31038.

Full description at Econpapers || Download paper

2023Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging. (2023). Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:198.

Full description at Econpapers || Download paper

2024Macro?Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. (2022). Liao, Zhipeng ; Dou, Winston Wei ; Cheng, XU. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:2:p:685-713.

Full description at Econpapers || Download paper

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]		paper374
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 374		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team