Assistant Professor of Finance in the Brandeis International Business School
Asset PricingHigh-Frequency TradingETFs
Scholarship and Biography
Professor Li's research interest spans market microstructure, high-frequency trading, exchange-traded funds (ETFs), and asset pricing. His research has been published in journals including the Journal of Financial Economics and Science, and has been reported by media including Bloomberg and Financial Times. He earned his Ph.D. in Finance from University of Illinois and Urbana-Champaign, and Bachelor's degree in Physics from University of Science and Technology of China.