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Jinfang Li

ORCID: 0000-0002-0928-4674
Observed ORCID: 0000-0002-0928-4674
OpenAlex ID: A5101130736
Investor sentiment, information and asset pricing model
2013 · Chunpeng Yang, Jinfang Li · Economic Modelling · 47
The asymmetric effects of investor sentiment and monetary policy on stock prices
2015 · Jinfang Li · Applied Economics · 41
The momentum and reversal effects of investor sentiment on stock prices
2020 · Jinfang Li · The North American Journal of Economics and Finance · 32
The cross-section and time-series effects of individual stock sentiment on stock prices
2017 · Jinfang Li, Chunpeng Yang · Applied Economics · 20
Two-period trading sentiment asset pricing model with information
2013 · Chunpeng Yang, Jinfang Li · Economic Modelling · 16
The term structure effects of individual stock investor sentiment on excess returns
2020 · Jinfang Li · International Journal of Finance & Economics · 15
Multi-period sentiment asset pricing model with information
2014 · Jinfang Li · International Review of Economics & Finance · 15
Investor sentiment, heterogeneous agents and asset pricing model
2017 · Jinfang Li · The North American Journal of Economics and Finance · 11
Sentiment trading, informed trading and dynamic asset pricing
2018 · Jinfang Li · The North American Journal of Economics and Finance · 8
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
2021 · Ruina Wang, Jinfang Li · The North American Journal of Economics and Finance · 6
Investor sentiment, divergence of opinion, and the crowding-return relationship
2025 · Jinfang Li · SSRN Electronic Journal
Sentiment Breadth, Crowded Trades and Asset Pricing Dynamics
2024 · Jinfang Li · SSRN Electronic Journal
Sentiment Breadth, Crowded Trades and Asset Pricing Dynamics
2024 · Jinfang Li · SSRN Electronic Journal
Works count: 13
Citation count: 211
H-index: 8
I10-index: 8
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