Dr Peng Li
Dr Peng Li is Lecturer/Assistant Professor of Finance in the Accounting and Finance Department at the University of Leeds. Prior to this, he was Research Fellow in Finance at the University of Leeds. Peng obtained PhD in Finance from the University of Leeds and BA in Management and Economics (dual-degree) from Wuhan University, China.
Selected Working Papers
Market development, information Diffusion and the global anomaly puzzle (with Charlie Cai, Kevin Keasey and Qi Zhang), Journal of Financial and Quantitative Analysis, forthcoming
What can explain momentum? Evidence from decomposition (with Jiaqi Guo and Youwei Li), Management Science, forthcoming
Risk aversion and beta (with Jiaqi Guo)
Which fund flow (with Charlie Cai, Kevin Keasey and You Zhou)
My research interests are empirical asset pricing (especially market anomalies and empirical asset pricing models), quantitative investment and behaviroal finance. In addition, I am also an advocate of scientific replication to examine the robustness of previous findings.
Emacs is my main coding editor. Python is my favoriate computer language and I am also using other computing tools: Julia, R, SAS and Stata.
- PhD Finance, University of Leeds, UK
- MSc Banking and International Finance, University of Leeds, UK
- BA Management, Wuhan University, China
- BA Economics, Wuhan University, China
I taught both PhD and master modules. I also provide database training.
Research groups and institutes
- Centre for Advanced Studies in Finance