cv yan li june by klEiJ9G

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									                                                                                          June 2011


                                              Yan Li
                                            425 Alter Hall
                                        Department of Finance
                                      The Fox School of Business
                                          Temple University
                                        Phone: 215-204-4148
                                      Email: liyanlpl@temple.edu

Education
Cornell University, Ph.D in Economics, 2009

Peking University, M.A. in Economics, 2003

Peking University, B.A. in Economics, 2001

Academic Appointment

Assistant Professor, Department of Finance, Fox School of Business and Management, Temple

University, 2009 - present

Research Interests

Asset Pricing, Financial Econometrics, Behavioral Finance

Working Papers
1. “Testing Conditional Factor Models: a Nonparametric Approach”
with Liyan Yang.

2. “Financial Market Dynamics: Implications of Prospect Theory for Asset Prices and Trading Volume”
with Liyan Yang.

3. “Speculation and Hedging in Segmented Markets”
with Itay Goldstein and Liyan Yang.

4. “The Asset-Pricing Implications of Dividend Volatility”
with Liyan Yang.

5. “Implied Cost of Capital and the Predictability of Market Returns”
with David T. Ng and Bhaskaran Swaminathan.

6. “The Out-of-Sample Performance of Empirical Exchange Rate Models: Evidence from Density
Forecasts”
with Yongmiao Hong.

7. “Differences of Opinion, Short-Sale Constraints, and Voluntary Disclosures”
with Holly Yang and Sanjeev Bhojraj.

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                                                                                            June 2011

Teaching Experience
Temple University (2010-2011):

        Financial Econometrics (Ph.D Core) (4.80/5.0)

        Financial Econometrics (master) (4.81/5.0)

        Financial Econometrics (undergraduate) (N/A)

Temple University (2009-2010):

        Financial Econometrics (Ph.D Core) (4.67/5.0)

        Financial Econometrics (master) (4.27/5.0)

        Financial Econometrics (undergraduate) (N/A)

Cornell University (2003-2009):

        Macroeconomics (Ph.D core), Econometrics (undergraduate),
        Microeconomics (undergraduate), Macroeconomics (undergraduate)

Invited Presentations
“Testing Conditional Factor Models: a Nonparametric Approach”: Chinese University of Hong Kong
(2009), Cornell University (2009), McGill University (2009), Nanyang Technological University (2009),
Singapore Management University (2009), Southern Methodist University (2009), Temple University
(2009), University of Toronto (2009), University of Waterloo (2009), University of Hong Kong (2008)

“What Does Dividend Volatility Tell about Asset Prices”: Australian National University (2010)

Conference Presentations
“Testing Conditional Factor Models: a Nonparametric Approach”
        FMA 2010, FMA Asia 2009

“What Does Dividend Volatility Tell about Asset Prices”
       CICF 2009, NFA 2010*

“Prospect Theory, the Disposition Effect and Asset Prices”
       FMA 2009, CICF 2009*, FMA Asia 2009*

“Differences of Opinion, Short-Sale Constraints, and Voluntary Disclosures”
        2010 HKUST Accounting Research Symposium*

*Coauthor presented


Scholarships, Grants, and Awards

Best Paper Award (FMA Asia Conference, 2009)
Student Travel Award (Cornell University, 2008)
Outstanding Teaching Award (Cornell University, 2005)
Sage Foundation Graduate Fellowship (Cornell University, 2003-2008)

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                                                                                     June 2011


Guanghua Scholarship (Peking University, 2001-2003)
Mingde Scholarship (Peking University, 1997-2001)

References
1. Professor Yongmiao Hong
Department of Economics, 424 Uris Hall, Cornell University, Ithaca, NY 14853
Phone: (607) 255-5130, E-mail: yh20@cornell.edu

2. Professor Ming Huang
Johnson Graduate School of Management, 319 Sage Hall, Cornell University, Ithaca, NY 14853
Phone: (607) 255-9594, E-mail: mh375@cornell.edu

3. Professor Yaniv Grinstein
Johnson Graduate School of Management, 371 Sage Hall, Cornell University, Ithaca, NY 14853
Phone: (607) 255-8686, E-mail: yg33@cornell.edu




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