下载个人简历 .pdf
Erica X.N. Li updated: January 2023 Contact Information Cheung Kong Graduate School of Business 1 East Chang An Avenue, Oriental Plaza, E1, 10F Beijing, 100738 Phone: (86) 85188858 Ext. 8102 Email: xnli@ckgsb.edu.cn Personal webpage: https://li-xuenan-erica.com Education Ph.D. in Finance, University of Rochester, 2008. Minor: Macroeconomics. Ph.D. in Physics, University of Massachusetts, Amherst, 2002. B.S. in Physics and B.A. in Economics, Peking University, 1998. Employment Assistant Professor in Finance, University of Michigan, Stephen M. Ross School of Business, 2007 - 2011 Visiting Assistant Professor in Finance, Cheung Kong Graduate School of Business, 2011 - 2012 Assistant Professor in Finance, Cheung Kong Graduate School of Business, 2012 - 2016 Associate Professor in Finance (without tenure), Cheung Kong Graduate School of Business, 2016 - 2018 Associate Professor in Finance (with tenure), Cheung Kong Graduate School of Business, 2018 - 2022 Professor in Finance (with tenure), Cheung Kong Graduate School of Business, 2022 - present Research Interest Asset Pricing Theory, Dynamic Corporate Theory, Monetary Policies, Fiscal Policies Honors, Awards, and Grants Cheung Kong Graduate School of Business, Outstanding Research Award, 2018 University of Michigan, Ann Arbor, Summer Research Grant, 2008-2010 University of Rochester, Graduate Fellowship, 2002-2007 University of Massachusetts, Amherst, Eugene M. Isenberg Award for Innovative Interdisciplinary Studies in Business, Science, and Technology, 2001 University of Massachusetts, Amherst, Graduate Fellowship, 1998-2002 Erica X.N. Li 2 Publications 1. Anomalies, with Dmitry Livdan and Lu Zhang, 2009, Review of Financial Studies, lead article, 22(11), 4301–4334. 2. Nominal Rigidities, Asset Returns and Monetary Policy, with Francisco Palomino, 2014, Journal of Monetary Economics, 66, 210–225. 3. Corporate Governance and Costs of Equity: Theory and Evidence, with Di Li, 2018, Management Science, 64(1), 83–101 4. Do Underwriters Compete in IPO pricing? with Evgeny Lyandres and Fangjian Fu, 2018, Management Science, 64(2), 925–954 5. Inventory Behavior and Financial Constraints: Theory and Evidence, with Sudipto Dasgupta and Dong Yan, 2019, Review of Financial Studies, 32(3), 1188-1233 6. The CAPM Strikes Back? An Equilibrium Model with Disasters, with Hang Bai, Kewei Hou, Howard Kung, Lu Zhang, 2019, Journal of Financial Economics, 131(2), 269-298 7. Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model, with Haitao Li, Shujing Wang, and Cindy Yu, 2019, Management Science, 65(8), 3449-3947 8. Real and Nominal Equilibrium Yield Curves, with Alex Hsu and Francisco Palomino, 2021, Management Science, 67(2), 1138-1158 9. Does Fiscal Policy Matter for Stock-Bond Return Correlation?, with Tao Zha, Ji Zhang and Hao Zhou, 2022, Journal of Monetary Economics, 128, 20-34 Working Papers 1. The Marginal Value of Cash: Structural Estimates from a Model with Financing and Agency Frictions, with Sudipto Dasgupta and Di Li, Revise & Resubmit, Management Science 2. Exploring the effect of supportive literature environment on children’s academic performance and psychological well-being, with Tracy Xiao Liu, Shuhuai Zhang, Bowen Zheng, Rui (Juliet) Zhu, Revise & Resubmit, Journal of Economic Behavior and Organization 3. Asymmetric Investment Rates, with Hang Bai, Chen Xue, and Lu Zhang 4. Fundamental Anomalies, with Guoliang Ma, Shujing Wang, and Cindy Yu 5. The Impact of Securities Regulation on New Keynesian Firms, with Jin Xie and Ji Zhang Editorial Service Associate Editor, the International Review of Finance, 2018-present Associate Editor, Quarterly Journal of Economics and Management, 2022-present Selected Invited Seminars London School of Economics Stanford University The Pennsylvania State University Erica X.N. Li University of California, San Diago University of Michigan The Wharton School, University of Pennsylvania University of Washington City University of Hong Kong Hong Kong University Chinese University of Hong Kong Peking University Cheung Kong Graduate School of Business Shanghai Advanced Institute of Finance PBS School of Finance, Tsinghua University Shanghai Jiao Tong University Capital University of Economics and Business China Center for Economic Research (CCER), Peking University 2016 Selected Participation in Academic Conference American Finance Association AFA meeting 2018 (Discussant) Asian Bureau of Finance and Economic Research (ABFER) 2018 (Discussant) SFS Asia-Pacific Cavalcade 2017 (Discussant) Financial Intermediation Research Society (FIRS) 2017 (Discussant) China Finance Research Conference (CFRC) 2017 (Discussant) Five Star Conference in Beijing 2016 (Presenter) American Finance Association AFA meeting 2016 (Presenter) UBC Winter Finance Conference 2015 (Presenter) China International Conference of Finance 2014 (Presenter and Discussant) Summer Institute of Finance 2014 (Presenter) CAPR Workshop in Oslo 2014 (Presenter) China International Conference of Finance 2014 (Presenter and Discussant) China International Conference of Finance 2013 (Presenter and Discussant) UBC Winter Finance Conference 2012 (Presenter) West Finance Association Meeting 2012 (Presenter) SUFE conference 2012 (Presenter) China International Conference of Finance 2011 (Presenter and Discussant) Summer Institute of Finance 2011 (Presenter) Duke-UNC Asset Pricing Conference 2010 (Presenter) European Summer Symposium in Financial Markets 2010 (Presenter) West Finance Association Meeting 2009 (Presenter) Mitsui Symposium 2008 (Discussant) 3 Erica X.N. Li Western Finance Association Meeting 2007 (Presenter) Teaching Mathematical Techniques in Economics, Summer quarter 2006, University of Rochester Financial Management, Winter 2007, Fall 2008, Fall 2009, Fall 2010, University of Michigan Asset Securitization, 2012-present, Cheung Kong Graduate School of Business Behavioral Finance, 2016-present, Cheung Kong Graduate School of Business Investment, 2018, Cheung Kong Graduate School of Business Reviewers for Academic Journals and Publishers Journal of Financial Economics Review of Financial Studies Journal of Finance Review of Finance Journal of Monetary Economics Management Science Macroeconomic Dynamics Economic Letters Journal of Financial Intermediation Professional Membership American Financial Association Western Finance Association European Finance Association Macro Finance Society 4