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).
Empirical Asset Pricing, Behavioral Finance, Mutual Fund, Financial Intermediation, Retail Investors and Institutional Investors.
1. Li, Jennifer(Jie), Massimo Massa, Hong Zhang, and Jian Zhang, 2021, Air Pollution, Behavioral Bias, and the Disposition Effect in China, Journal of Financial Economics.
1. Chen, Keqi, Zhuo Chen, and Jennifer(Jie) Li, 2020, Does Air Pollution Accelerate the Covid-19 Transmission?.
2. Li, Jennifer (Jie), Neil D. Pearson, and Qi Zhang, 2019, Impact of Demand Shocks on Stock Prices: Evidence from Chinese IPOs.
3. Hou, David (Dexin), Jennifer (Jie) Li, Li Liao, and Hong Zhang, 2019, Asset Pricing on Blockchain: Slow Moving Capital, Crypto-momentum, and Bubbles.
4. Li, Jennifer (Jie), 2019, An Anatomy of Arbitrageurs: Evidence from Open-End Structured Funds.
5. Li, Jennifer (Jie), Massimo Massa, and Hong Zhang, 2019, Culture vs. Bias: Can Social Trust Mitigate the Disposition Effect?.
- Behavioral Finance,Portfolio Management.