Siguang Li

RESEARCH

Working Papers:

Cournot Competition, Information Feedback, and Real Efficiency, joint with Lin William Cong, Xiaohong Huang, Jian Ni, May 2024. Paper[SSRN]
Amusing Ourselves to Death? Education and Work under Digital Influence, with Lin William Cong, Draft available upon request.
Free-riding the Government: the Effects of Implicit Government Guarantees on the Informativeness of Credit Ratings, joint with Hongyan Fang, R. Luo and Y. Wang, August 2020. Paper[SSRN]

Publications:

Influencer Marketing and Product Competition, with Lin William Cong, Journal of Economic Theory, 2024, 105867. Paper [JET, SSRN], Media coverage: U.S. Bureau of Labor Statistics [Link].
Media Trading Groups and Short Selling Manipulation, joint with Robert Jarrow, Quantitative Finance, 2023 (First version: October 2021). Paper [SSRN, Paper]
Interest Rate Swaps: A Comparison of Compounded Daily versus Discrete Reference Rates, joint with Robert Jarrow, Review of Derivatives Research, 2022, Paper [SSRN, Paper]
Index Design: Hedging and Manipulation, joint with Robert Jarrow, Quarterly Journal of Finance, 2022, Vol. 12, No. 2, Paper [SSRN, Paper]
Concavity, Stochastic Utility and Risk Aversion, joint with Robert Jarrow, Finance and Stochastics, 2021, 25, 311-330, Paper [SSRN, Paper].
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]
Random Authority, joint with Xi Weng, International Economic Review, 2017, 58(1), p. 211-235, [Paper]
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]
Partial Centralization in Three-division Organizations, joint with Xi Weng, Nankai Business Review International, 2014, 5(2), p.187-210, [Paper]
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]
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:

Strategic Information Control in Global Games, Joint with Xi Weng, 2017.
Bidding for Authority, Joint with Fei Li and Xi Weng, 2014.