个人简介
工作经历:
2020年1月-至今,南开大学金融学院,副教授
2017年7月-2019年12月,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(Bayes Business School),投资与金融风险管理,荣誉学士
2012年9月-2014年1月,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
研究项目:
国家自然科学基金面上项目,投资者关注度分配与股票市场定价效率:基于大数据分析与计算实验的视角,48万元,2022年1月-2025年12月,在研,主持
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,20万元 2019年1月-2021年12月,已结项,主持
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,已结项,参加
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,已结项,参加
个人殊荣:
第十四届中国管理学年会优秀论文(中国管理现代化研究会)
天津大学2017年校级优秀博士学位论文(天津大学)
2016年博士研究生国家奖学金(中华人民共和国教育部)
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)
近期论文
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个体投资者关注度对股票市场的羊群效应的影响研究
李晓 韩蕊黛 李悦 《系统科学与数学》 \ 2023年07期
When stock return synchronicity meets investor sentiment
Finance Research Letters
2023-05 | Journal article
DOI: 10.1016/j.frl.2023.103655
CONTRIBUTORS: Xiao Li; Yao Xing
Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis
International Review of Economics & Finance
2022-11 | Journal article
DOI: 10.1016/j.iref.2022.06.020
CONTRIBUTORS: John W. Goodell; Satish Kumar; Xiao Li; Debidutta Pattnaik; Anuj Sharma
Understanding short-term price pressure from index reconstitutions: Evidence from the CSI 300
Gang Chu, John W. Goodell, Xiao Li, Yongjie Zhang
First published: 28 June 2022 https://doi.org/10.1111/acfi.12977
Information demand and net selling around earnings announcement
Research in International Business and Finance
2022 | Journal article
DOI: 10.1016/j.ribaf.2021.101522
EID: 2-s2.0-85113964627
Part of ISSN: 02755319
CONTRIBUTORS: Chu, G.; Li, X.; Zhang, Y.
The maturity effect of stock index futures: Speculation or carry arbitrage?
Research in International Business and Finance
2021-12 | Journal article
DOI: 10.1016/j.ribaf.2021.101473
CONTRIBUTORS: Kewei Xu; Xiong Xiong; Xiao Li
The role of media coverage in measuring the systemic risk of Chinese financial institutions
Minghua Dong,Xiong Xiong &Xiao Li
Pages 6138-6152 | Published online: 09 Jun 2021
https://doi.org/10.1080/00036846.2021.1934391
Long-term impacts of index reconstitutions: Evidence from the CSI 300 additions and deletions
Pacific Basin Finance Journal
2021 | Journal article
DOI: 10.1016/j.pacfin.2021.101651
EID: 2-s2.0-85114794345
Part of ISSN: 0927538X
CONTRIBUTORS: Chu, G.; Goodell, J.W.; Li, X.; Zhang, Y.
Li, X., Liu, B. The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism. Asia-Pac Financ Markets 28, 449–467 (2021). https://doi.org/10.1007/s10690-021-09329-5
Hu, Y, Li, X, Goodell, J. W, Shen, D. (2021). Investor attention shocks and stock co-movement: Substitution or reinforcement? International Review of Financial Analysis, 2021:73, 101617.
Xiong, X, Meng, Y, Li, X, Shen, D. Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. Journal of International Financial Markets, Institutions and Money, 2020:64, 101173.
Hu, Y, Li, X, Shen, D. Attention allocation and international stock return comovement: Evidence from the Bitcoin market. Research in International Business and Finance, 2020:54, 101286.
Chu, G, Li, X, Shen, D, Zhang Y. Stock crashes and jumps reactions to information demand and supply: An intraday analysis. Asia-Pacific Financial Markets 2020. https://doi.org/10.1007/s10690-020-09327-z.
Li, X. When financial literacy meets textual analysis: A conceptual review. 2020. Journal of Behavioral and Experimental Finance, 28, 100402.
Li, X. Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. Finance Research Letters, 2019. Forthcoming, https://doi.org/10.1016/j.frl.2019.101395.
Li X, Shen D, Zhang W. Do Chinese Internet stock message boards convey firm-specific information? Pacific-Basin Finance Journal. 2018;49:1-14.
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.
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.
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(《管理科学学报》英文版). 2017;2(1):55-68.