Li, Gang（李罡） BSc (RUC); MBA (Fordham); PhD (University of Toronto); CFA



Assistant Professor of Finance
ContactDepartment of Finance

Room 1248, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 1914

gang.li@cuhk.edu.hk


Links
Google Scholar
LinkedIn Profile

BiographyProf. Gang Li joined The Chinese University of Hong Kong (CUHK) in 2020 as an Assistant Professor of Finance. He received his PhD in Finance from University of Toronto, MBA from Fordham University, and BSc in Statistics from Renmin University of China. His research focuses on asset pricing, financial derivatives, and investment. He has presented his research at numerous academic conferences and published in?Management Science. Before joining?CUHK, he worked for a global macro hedge fund in the United States and a high-frequency trading firm in China. Prof. Li is a CFA charterholder and a member of The Hong Kong Society of Financial Analyst.
Teaching AreasFinTech
Financial Management
Research InterestsAsset Pricing
Financial Derivatives
Machine Learning
Investment
FinTech
Publications & Working PapersPublication
Bing Han and Gang Li (2020), “Information Content of Aggregate Implied Volatility Spread,” Management Science, forthcoming.
Working Papers
Yoontae Jeon, Raymond Kan, and Gang Li (2019), “Stock Return Autocorrelations and Expected Option Returns.”
Gang Li (2019), “Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model.”