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Tangrong Li
Institutions:
Nanjing Audit University,
Nanjing University
Observed institutions:
Nanjing Audit University,
Nanjing University
ORCID:
0000-0002-7061-7319
Observed ORCID:
0000-0002-7061-7319
OpenAlex ID:
A5024227032
Credit Risk and Equity Returns: An Augmented Fama-French Five-Factor Model in the Chinese Market
2020
·
Tangrong Li
, Hui Lin
·
International Review of Economics & Finance
·
23
Market memory, advance reaction, and retail investor herding
2024
·
Xuchu Sun
, Tangrong Li
, et al.
·
Pacific-Basin Finance Journal
·
11
Is controlling shareholders' credit risk contagious to firms? — Evidence from China
2022
·
Tangrong Li
, Xuchu Sun
·
Pacific-Basin Finance Journal
·
8
Predicting stock market returns using aggregate credit risk
2023
·
Tangrong Li
, Xuchu Sun
·
International Review of Economics & Finance
·
5
Exposure to Credit Risk Spillovers and Corporate Earnings Management
2025
·
Tangrong Li
, Fenggong Chen
, et al.
·
Emerging Markets Finance and Trade
·
3
Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach
2024
·
Liming Wang
, Xuchu Sun
, et al.
·
The North American Journal of Economics and Finance
·
2
Microstructure-based private information and institutional return predictability
2026
·
Xuchu Sun
, Jinling Na
, et al.
·
International Review of Financial Analysis
·
1
How are retail investors informed? A perspective from institutional trading intention exposure
2025
·
Xuchu Sun
, Qing Zhang
, et al.
·
Journal of International Financial Markets Institutions and Money
·
1
Market Memory, Advance Reaction, and Retail Investor Herding
2023
·
Xuchu Sun
, Tangrong Li
, et al.
·
SSRN Electronic Journal
·
1
Market Memory, Advance Reaction, and Retail Investor Herding
2023
·
Xuchu Sun
, Tangrong Li
, et al.
·
SSRN Electronic Journal
·
1
Exploring retail investor sophistication: Insights from pseudo T+0 trading activities
2026
·
Xuchu Sun
, Jianchang Zhu
, et al.
·
Journal of Behavioral and Experimental Finance
Execution Matters: Behavioral Patterns and Return Predictability of Retail Pseudo T+0 Trading
2026
·
Xuchu Sun
, Tangrong Li
·
SSRN Electronic Journal
Sidelining Good News? An Opportunity-Cost Perspective on the Pricing of Analyst Recommendation Upgrades
2026
·
Xuchu Sun
, Tangrong Li
·
SSRN Electronic Journal
How are Retail Investors Informed? A Perspective from Institutional Trading Intention Exposure
2025
·
Xuchu Sun
, Qing Zhang
, et al.
·
SSRN Electronic Journal
Execution uncertainty of dark pools and portfolio balance
2024
·
Jianchang Zhu
, Xuchu Sun
, et al.
·
Finance research letters
Do Retail Investors Exploit Predictive Information from Institutional Trading?
2024
·
Tangrong Li
, Haohua Li
, et al.
·
SSRN Electronic Journal
Do Retail Investors Exploit Predictive Information from Institutional Trading?
2024
·
Xuchu Sun
, Tangrong Li
, et al.
·
SSRN Electronic Journal
How are Retail Investors Informed? A Perspective from Institutional Trading Intention Exposure
2024
·
Xuchu Sun
, Qing Zhang
, et al.
·
SSRN Electronic Journal
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Works count:
18
Citation count:
56
H-index:
4
I10-index:
2
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