SIGUANG LI
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RESEARCH


Working Papers:
  1. Government Guarantee, Information Acquisition and Credit Rating Informativeness: Theory and Evidence from China, Joint with Hongyan Fang, R. Luo and Y. Wang, August 2020
Publications:
  1. Concavity, Stochastic Utility and Risk Aversion, joint with Robert Jarrow, Forthcoming at Finance and Stochastics, 2020, paper
  2. Endogenous Liquidity Risk and Dealer Market Structure, joint with Robert Jarrow, Forthcoming at the Quarterly Review of Economics and Finance, 2020, paper
  3. Random Authority, joint with Xi Weng, International Economic Review, 2017, 58(1), p. 211-235, paper
  4. Partial Centralization in Three-division Organizations, joint with Xi Weng, Nankai Business Review International, 2014, 5(2), p.187-210, paper
Publications in Chinese:
  1. Interest Conflicts, Reputation Effects and Stock Price Efficiency,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
  2. A Game Analysis on SME's Group Lending Reputation Model,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
  3. ​An Economic Analysis of Trade Clearing in RMB between China and ASEAN,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

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