李彦
行政职务:现代财务研究所 所长
系别:财务系
职称:副教授
Email:yanli@swufe.edu.cn
教授简介:
李彦,西南财经大学副教授,毕业于纽约城市大学巴鲁克学院金融系,获博士学位。
其工作论文受邀在AFA Annual Meeting, EFA Annual Meeting, SFS Cavalcade NA, FMA Annual Meeting, NBER Summer Institute等国际学术会议进行报告。
研究领域
资产定价,资产异价,机构投资者行为,社会网络,大数据及机器学习。
研究成果
Does news travel slowly before a market crash? The role of margin traders, 2018, Accounting and Finance. (with Li Qian and Mingsheng Li)
Social Proximity to Capital: Implications for Investors and Firms (WP with Theresa Kuchler, Lin Peng, Johannes Stroebel, and Dexin Zhou)
Anomalies and the Expected Market Return (WP with Xi Dong, David E. Rapach, and Guofu Zhou)