BA, MA (Fudan); PhD (York)
Adjunct Associate ProfessorContact
Department of FinanceRoom 1201, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 7805
Prof. Dan Li is an Adjunct Associate Professor of Department of Finance at The Chinese University of Hong Kong (CUHK) Business School and Associate Professor of Finance at CUHK-Shenzhen. She received her Ph.D in Finance from York University in 2011. Prior to that, she earned a Bachelor’s degree and Master’s degree in Economics from Fudan University, China. Her research lies at the intersection of market microstructure and corporate finance with a focus on high frequency trading, capital market, liquidity, and entrepreneurship. She has published papers in Journal of Financial Economics, Review of Financial Studies, Journal of Banking and Finance, etc. She has also published in the Wall Street Journal and Global Trading, the official magazine of the FIX Protocol.
Prior to joining CUHK Shenzhen, she was an assistant professor in Finance at the University of Hong Kong between 2011 and 2017. Between 2009 and 2011 she served as an in-house researcher for the Investment Industry Regulatory Organization of Canada (IIROC), the national self-regulatory organization which oversees all investment dealers and trading activity on debt and equity marketplaces in Canada. Between 2009 and 2011 she served as an in-house researcher for the Capital Markets CRC Ltd (CMCRC), Australia. She currently serves as an Associated Editor of Finance Research Letters.
High Frequency Trading