中文版
Jie Li
Assistant Professor of Finance
  • PROFILE
  • RESEARCH
  • TEACHING
Jennifer (Jie) Li is an Assistant Professor of Finance at Shanghai Advanced Institute of Finance (SAIF).
Professor Li’s research interests include Empirical Asset Pricing, Behavioral Finance, Mutual Fund, Financial Intermediation, Retail Investors and Institutional investors, with a particular focus on Chinese financial market.
Professor Li holds a Ph.D. in Finance from INSEAD (2018) and M.S. in Financial Management from Renmin University (2013).

Research Interests
Empirical Asset Pricing, Behavioral Finance, Mutual Fund, Financial Intermediation, Retail Investors and Institutional investors.

Journal Publications & Working Papers
1. Li,Jennifer (Jie) ,Massimo Massa, Hong Zhang,and Jian Zhang, 2019, Air Pollution, Behavioral Bias, and the Disposition Effect in China, Journal of Financial Economics.
2. Li,Jennifer (Jie) , 2017,An Anatomy of Arbitrageurs: Evidence from Open-End Structured Funds.
3. Li,Jennifer (Jie),Massimo Massa,and Hong Zhang, 2017,Culture vs. Bias: Can Social Trust Mitigate the Disposition Effect?.
4. Li,Jennifer (Jie) , Neil Pearson,and Jacky Zhang , Impact of Liquidity Shocks on Stock Prices: Evidence from Chinese IPOs .
5. Li,Jennifer (Jie),David (Dexin) Hou, Li Liao, and Hong Zhang, Asset Pricing on Blockchain: Slow moving capital, crypto-momentum, and bubbles.
6. Li,Jennifer (Jie), Are Mutual Fund Investors Reluctant to Realize Their Losses? Trading Responses to Past Returns.

Teaching Interests
No current data at this time.

Current Courses
No current courses at this time.

Faculty & Research
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