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南开大学金融学院导师教师师资介绍简介-李晓
本站小编 Free考研考试/2020-09-19
李晓最高学历:博士研究生
职称:讲师
E-mail:xiaoli@nankai.edu.cn
个人履历
工作经历:2017年7月-至今,南开大学金融学院,讲师教育背景:2009年9月-2012年6月,卡斯商学院(伦敦大学),投资与金融风险管理,荣誉学士2012年9月-2014年1月,英国华威大学商学院,管理科学与运筹学,硕士2014年9月-2017年6月,天津大学管理与经济学部,管理科学与工程,博士
研究领域
金融大数据分析与行为金融、实证会计、特质波动率与资产定价、加密货币
研究成果
[1]Li X, Shen D, Zhang W. Do Chinese internet stock message boards convey firm-specific information? Pacific-Basin Finance Journal. 2018;49:1-14.[2]Li X, Shen D, Zhang W. How Does Foreign Sentiment Affect the Chinese Stock Markets? Some Empirical Evidence. China Accounting and Finance Review. 2018;20(3):1-25.[3]Dong M, Xiong X, Li X, Shen D. Weibo Attention and Stock Market Performance: Some Empirical Evidence. Complexity. 2018;**:1-8.[4]Zhang W, Wang P, Li X, Shen D. Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests. Journal of Behavioral and Experimental Finance. 2018;18:50-53.[5]Zhang W, Wang P, Li X, Shen D. Some stylized facts of the cryptocurrency market. Applied Economics. 2018;50(55):5950-5965.[6]Zhang W, Wang P, Li X, Shen D. Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market. Complexity. 2018;2018:1-20.[7]Zhang W, Wang P, Li X, Shen D. The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. Physica A: Statistical Mechanics and its Applications. 2018;510:658-670.[8]Zhang W, Wang P, Li X, Shen D. Quantifying the cross-correlations between online searches and Bitcoin market. Physica A: Statistical Mechanics and its Applications. 2018;509:657-672.[9]Shen D, Li X, Zhang W. Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. Economic Modelling.2018;69:127-133.[10]Shen D, Li X, Zhang W. Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks. Finance Research Letters. 2017;23:210-216.[11]Li X, Shen D, Xue M, Zhang W. Daily happiness and stock returns: The case of Chinese company listed in the United States. Economic Modelling. 2017;64:496-501. [12]Li X, Shen D, Cincotti S. The Relationship between Firm-Specific Return Variation and Price Informativeness: Some Cross-Sectional Evidence. Journal of Management Science and Engineering. 2017;2(1):55-68.[13]Shen D, Li X, Xue M, Zhang W. Does microblogging convey firm-specific information? Evidence from China. Physica A: Statistical Mechanics and its Applications. 2017;482:621-626.[14]Zhang W, Li X, Shen D, Teglio A. Daily happiness and stock returns: Some international evidence. Physica A: Statistical Mechanics and its Applications. 2016;460:201-209.[15]Zhang W, Li X, Shen D, Teglio A. R2 and idiosyncratic volatility: Which captures the firm-specific return variation? Economic Modelling. 2016;55:298-304.[16]Shen D, Zhang W, Xiong X, Li X, Zhang Y. Trading and non-trading period Internet information flow and intraday return volatility. Physica A: Statistical Mechanics and its Applications. 2016;451:519-524.
研究项目
[1]主持人:国家自然科学青年科学基金项目,互联网背景下参与者行为演变对股票市场微观行为和信息效率的影响,**,2019年1月-2021年12月[2]参加人:国家自然科学基金重大国际合作项目,复杂信息环境中证券市场动力学若干问题研究:一个自底向上的视角, ,2014年1月-2018年12月,项目负责人:张维[3]参加人:国家自然科学基金重点项目,基于大数据的金融创新及其风险分析理论, **,2016年1月-2020年12月,项目负责人:熊熊
个人殊荣
[1]中国管理学年会优秀论文(中国管理现代化研究会)[2]天津大学2017年校级优秀博士学位论文(天津大学)[3]2016年博士研究生国家奖学金(国家教育部)[4]第八届中国决策科学学术年会优秀论文(中国运筹学会决策科学分会)