Nan Li : Citation Profile


Are you Nan Li?

Shanghai Jiao Tong University

2

H index

1

i10 index

187

Citations

RESEARCH PRODUCTION:

1

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2005 - 2008). See details.
   Cites by year: 62
   Journals where Nan Li has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (0.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli275
   Updated: 2018-04-21    RAS profile: 2014-07-21    
   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 (18)

Borovička, Jaroslav (12)

Bansal, Ravi (8)

Scheinkman, Jose (7)

Campbell, John (7)

koijen, ralph (5)

Zin, Stanley (4)

Viceira, Luis (4)

Backus, David (4)

Fernandez-Villaverde, Jesus (4)

Shiller, Robert (4)

Cites to:

Campbell, John (6)

Wachter, Jessica (5)

Lettau, Martin (5)

Bansal, Ravi (3)

Polk, Christopher (3)

Zha, Tao (2)

Weil, Philippe (2)

Ludvigson, Sydney (2)

Constantinides, George (2)

Kreps, David (2)

Quah, Danny (1)

Main data


Where Nan Li has published?


Recent works citing Nan Li (2018 and 2017)


YearTitle of citing document
2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan . In: Papers. RePEc:arx:papers:1610.00778.

Full description at Econpapers || Download paper

2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

Full description at Econpapers || Download paper

2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

Full description at Econpapers || Download paper

2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

Full description at Econpapers || Download paper

2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

Full description at Econpapers || Download paper

2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

Full description at Econpapers || Download paper

2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

Full description at Econpapers || Download paper

2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

Full description at Econpapers || Download paper

2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Diercks, Anthony M ; Waller, William. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

Full description at Econpapers || Download paper

2018Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

Full description at Econpapers || Download paper

2017What Information Drives Asset Prices?. (2017). Constantinides, George ; Ghosh, Anisha. In: NBER Working Papers. RePEc:nbr:nberwo:23689.

Full description at Econpapers || Download paper

2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:24162.

Full description at Econpapers || Download paper

2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

Full description at Econpapers || Download paper

2017What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. (2017). Julliard, Christian ; Taylor, Alex P ; Ghosh, Anisha. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:2:p:442-504..

Full description at Econpapers || Download paper

2017General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions. (2017). Diaconu, Aurelian ; Avram, Doina . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:40-50.

Full description at Econpapers || Download paper

2017Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George. In: Journal of Political Economy. RePEc:ucp:jpolec:doi:10.1086/694621.

Full description at Econpapers || Download paper

2017Level and slope of volatility smiles in Long-Run Risk Models. (2017). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: SAFE Working Paper Series. RePEc:zbw:safewp:186.

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]
paper185
2008Consumption Strikes Back? Measuring Long-Run Risk.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 185
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team