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李学楠:长江商学院金融学助理教授

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  李学楠教授是长江商学院金融学助理教授。李学楠教授是罗切斯特大学金融学博士、马萨诸塞州大学物理学博士。在2007-2012期间在美国密歇根大学Ross商学院担任金融学助理教授。于2012年加入长江,在长江教授资产证券化和行为金融学等课程。李教授主要从事资产定价,货币政策,及公司治理方向的学术研究,她的论文在顶级杂志Review of Financial Studies, Journal of Monetary Economics, and Management Sciences 上发表。

主要研究领域:

资本结构、资产定价、宏观经济学。

所获奖项:

1. 2002-2006 Simon School Graduate Fellowship

2. 2001 Eugene M. Isenberg Award for Innovative Interdisciplinary Studies in Business, Science, and Technology, UMASS, Amherst

3. 1998 Prize for Best National Undergraduate Research Paper in Science

4. 1998 Graduation with honors, Beijing University

主要学术成果:

Publications

1. Anomalies, 2009, with Dmitry Livdan and Lu Zhang, Review of Financial Studies, lead article, 22(11), 4301–4334.

2. Nominal Rigidities, Asset Returns and Monetary Policy, 2014, with Francisco Palomino, Journal of Monetary Economics, 66, 210–225.

3. Do Underwriters Compete in IPO pricing? with Evgeny Lyandres and Fangjian Fu, Management Science, forthcoming

4. Corporate Governance and Costs of Equity: Theory and Evidence, with Di Li, Management Science, forthcoming.

Working Papers

5. The CAPM Strikes Back? An Investment Model with Disasters, with Hang Bai, Kewei Hou, Howard Kung, Lu Zhang (Revise and Resubmit at Journal of Financial Economics)

6. Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model, with Haitao Li and Cindy Yu (Revise and Resubmit at Management Science)

7. Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment, with Alex Hsu and Francisco Palomino (under review at Journal of Monetary Economics)

8. Investment and Inventory Management under Financial Constraints: Theory and Evidence, with Sudipto Dasgupta and Dong Yan ( under review at Review of Financial Studies)

9. Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation, with Laura X.L. Liu

Working Projects

10. Investment Multiplier Effects of the Chinese Fiscal Stimulus: Some Firm-Level Evidence, with Zheng Liu and Haibing Shu Erica X.N. Li 2

11. How to Measure the Value of Cash?, with Sudipto Dasgupta and Di Li

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