BSc (RUC); MBA (Fordham); PhD (University of Toronto); CFA
Assistant Professor of FinanceContact
Department of FinanceRoom 1248, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 1914
Prof. Gang Li joined The Chinese University of Hong Kong (CUHK) in 2020 as an Assistant Professor of Finance. He received his PhD in Finance from University of Toronto, MBA from Fordham University, and BSc in Statistics from Renmin University of China. His research focuses on asset pricing, financial derivatives, and investment. He has presented his research at numerous academic conferences and published in Management Science. Before joining CUHK, he worked for a global macro hedge fund in the United States and a high-frequency trading firm in China. Prof. Li is a CFA charterholder and a member of The Hong Kong Society of Financial Analyst.
- Publications & Working Papers
- Bing Han and Gang Li (2020), “Information Content of Aggregate Implied Volatility Spread,” Management Science, forthcoming.
- Yoontae Jeon, Raymond Kan, and Gang Li (2019), “Stock Return Autocorrelations and Expected Option Returns.”
- Gang Li (2019), “Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model.”