RESEARCH

Working Papers:
  1. A Model of Influencer Economy, with Lin William Cong, May 2023 (First version: November 2021). Paper [SSRN​]
  2. ​​​Government Guarantee, Information Acquisition and Credit Rating Informativeness: Theory and Evidence from China, joint with Hongyan Fang, R. Luo and Y. Wang, August 2020.​ Paper[SSRN]​
Publications:
  1. Media Trading Groups and Short Selling Manipulation, joint with Robert Jarrow, Quantitative Finance, 2023 (First version: October 2021). Paper [SSRN, Paper​]
  2. Interest Rate Swaps: A Comparison of Compounded Daily versus Discrete Reference Rates, joint with Robert Jarrow, Review of Derivatives Research, 2022, Paper [SSRN, Paper]
  3. ​Index Design: Hedging and Manipulation, joint with Robert Jarrow, Quarterly Journal of Finance, 2022, Vol. 12, No. 2, Paper [SSRN, Paper]
  4. Concavity, Stochastic Utility and Risk Aversion, joint with Robert Jarrow, Finance and Stochastics, 2021, 25, 311-330, Paper [SSRN, ​​Paper]. 
  5. Endogenous Liquidity Risk and Dealer Market Structure, joint with Robert Jarrow, Quarterly Review of Economics and Finance, 2021, Vol. 81, p. 449-453, Paper [Paper]
  6. Random Authority, joint with Xi Weng, International Economic Review, 2017, 58(1), p. 211-235, [Paper]
  7. ​Interest Conflicts, Reputation Effects and Stock Price Efficiency (in Chinese)，利益冲突、声誉激励与股价发现有效性，with Jin Lin and Mingshan Zhou, Journal of Management Science in China 《管理科学学报》,2015, 18(12), p. 1-17. [paper]
  8. ​Partial Centralization in Three-division Organizations, joint with Xi Weng, Nankai Business Review International, 2014, 5(2), p.187-210, [Paper]
  9. A Game Analysis on SME's Group Lending Reputation Model (in Chinese)，中小企业联保贷款的模型分析，with Shiqing Xie, Economic Research Journal 《经济研究》, 2011, 1, p. 97-111, [paper]
  10. ​An Economic Analysis of Trade Clearing in RMB between China and ASEAN (in Chinese)，中国和东盟人民币贸易结算的经济学分析，with Shaorong Li, Economic Research Journal 《经济研究》, 2010, 2, p. 18-31, [paper]
Past Working Papers:
  1. ​Strategic Information Control in Global Games, Joint with Xi Weng, 2017.
  2. Bidding for Authority, Joint with Fei Li and Xi Weng, 2014. 
Copyright © 2020-2022 Siguang Li. All Rights Reserved.