Basic Information

 副 教 授

LI Qian

Associate Professor

School of Economics and Finance

Xi'an Jiaotong University

lqian@mail.xjtu.edu.cn

Cooperation

  • 01/2014-04/2014      University of Liverpool, UK
  • 11/2017-11/2018      Haas School of Business,UC Berkeley,Visiting Scholar

Research Area and Lecture Course

Research Area:

  • Behavioral Finance
  • Corporate Finance
  • Portfolio Management
Lecture Courses:
  • Financial Engineering
  • Behavioral Finance and Stock Analysis
  • Financial Derivatives

Education

  • 02/2006-09/2010     Xi'an Jiaotong University, Ph.D
  • 10/2008-10/2009     Lehigh University, USA, Joint PhD Student
  • 06/2007-06/2008     CFA Level I and Level II
  • 02/2004-02/2006     Xi'an Jiaotong University, Master program
  • 09/2005-02/2006     Georg Simon Ohm University of Nuremberg, Germany, Exchange student
  • 09/2000-07/2004     Xi'an Jiaotong University, Bachelor of management

Working Experience

  • 10/2008-10/2009      Research Assistant, Lehigh University, USA
  • 10/2010-12/2013      Lecturer, School of Economics and Finance, Xi'an Jiaotong University
  • 01/2014-Present      Associate Professor, School of Economics and Finance, Xi'an Jiaotong University

Scientific Research

[1]

Do institutions trade ahead of false news? Evidence from an emerging market [J]. Journal of Financial Stability, 2018, 36: 98-113. (SSCI)

[2]

Execution anomaly detection in large-scale systems through console log analysis [J]. Journal of Systems and Software, 2018, 143: 172-186. (SCI)

[3]

The stock market effect of air pollution: evidence from China[J]. Applied Economics, 2016, 48(36): 3442-3461. (SSCI)

[4]

Enhanced Index Tracking with Multiple time-scale analysis[J]. Economic Modelling, 2014, 39: 282-292. (SSCI)

[5]

Multi-scale tracking dynamics and optimal index replication[J]. Applied Economics Letters, 2014, 21(4): 252-256.

[6]

Migrating to Agility 2.0: How Social Computing Creates Significant Value [J]. Organizational Dynamics. 2011, 40(2): 119-126. (SSCI)

[7]

Enhanced Index Tracking Based on Multi-objective Immune Algorithm [J]. Expert Systems and Applications. 2011, 38(5): 6101-6106. (SCI)

[8]

Dynamic optimization in active portfolio management. INFORMS Annual meeting: Seattle 2007.

[9]

Web page viewing behavior of users: An eye-tracking study, 2005 International Conference on Services Systems and Services Management, 2005, pp244-249. (EI Indexed)

[10]

Analyst ratings, investor sentiment and asset mispricing [J]. Journal of Beijing Technology and Business University (Social Sciences), 2018, 33(4): 96-106. (CSSCI)

[11]

Review on investors’ collective behavior based on Internet Big Data [J]. Journal of Central University of Finance and Economics, 2017, (2): 54-64. (in Chinese)

[12]

Securities Investor Information Source and Influence Weight [J]. Information and Reference, 2016, (3): 68-74. (in Chinese)

[13]

Can Listed Companies’ Profit Information Guide Stock Investment Decision-making? A Stochastic Dominance Analysis of Marginal Condition [J]. Modern Economic Science. 2013, 35(3): 115-123. (Top Chinese Journal in Economics, in Chinese)

[14]

The study of the relationship between financial economic cycle and macro economic cycle in China [J]. Journal of Humanities. 2013, 11. (in Chinese)

[15]

Optimal Portfolio Selection for Index Investing based on Immune Memory Clonal Algorithm [J], Operational Research and Management, 2009, 6(18). (Top Chinese Journal in Management, in Chinese)

[16]

Marginal Conditional Stochastic Dominance Analysis for Value Effect in Chinese Stock Market [J], Journal of Management, 2009. (Top Chinese Journal in Management, in Chinese)

[17]

Research on the Informed Transaction Behavior Based on Macroeconomic Data Announcement [J]. Journal of Shanxi University of Finance and Economics, 2018, 40(10):31-45. (CSSCI)(in Chinese)

[18]

Marginal Conditional Stochastic Dominance Test for Size Effect in Chinese A Stock Market [J], System Engineering, 2008,8(26). (Top Chinese Journal in Management, in Chinese)

[19]

Review on overseas researches and development of indexing portfolio [J], 2008, 8. (in Chinese)

[20]

Usability testing and accessing of Personal Internet Banking [J], Industrial Engineering and Management, 2008, 6(13). (Top Chinese Journal in Management, in Chinese)

[21]

Effects of stocks number and rebalancing frequency on co-integration portfolios for index tracking [J]. Statistics and Decision, 2008, 4. (in Chinese)

Monographs

 《Indexing Investment and Quantitative Trading》, July 2018, Economic Science Press

Research Funding

[1]

National Social Science Foundation of China [Grant No. 18XJY024], 2018-2021;

[2]

Humanities and Social Sciences Fund of the Ministry of Education [Grant No. 17YJA790047], 2017-2020;

[3]

National Natural Science Foundation of China [Grant No. 71201121], 2013-2015;

[4]

Humanities and Social Sciences Fund of the Ministry of Education [Grant No. 12YJC790098], 2013-2015;

[5]

Soft Science Research Plans of Shaanxi Province, 2014-2015.