← All authors Pengfei Li University of Waterloo (per OpenAlex) · ORCID · OpenAlex
6 papers in scope · 5 published · 1 on the econ.EM arXiv · 25 citations · h-index 3 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (1 of 6)
working paper 2026 · arXiv
Leveraged trading and stock returns: Evidence from international stock markets
published 2024 · Journal of Financial Markets · 6 citations
with Zhuo Chen, Zhengwei Wang, Bohui Zhang
Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices
published 2024 · China Economic Review · 5 citations
with Zhuo Chen, Li Liao, Lu Liu, Zhengwei Wang
Measuring Operating Leverage
published 2021 · The Review of Asset Pricing Studies · 12 citations
with Huafeng Chen, Jason V. Chen, Feng Li
Numerical Analysis of the Statistical Properties of Uniform Design in Stated Choice Modelling
published 2009 · Transport Reviews · 2 citations
with Donggen Wang
A factor and vector-AR model on analyzing high dimension volatility for high-frequency financial data
published 2007 · Arthroplasty Today
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