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  • Dr. Li Ya Leah 李婭博士

    BBA CityU, PhD HKBU
    MSc Imperial College London, FRM
    Tel: 27686942

    Biography

    Dr. Li Ya holds a PhD in Finance from Hong Kong Baptist University (Hong Kong PhD Fellowship Scheme) with a visiting study from Nova School of Business and Economics in Lisbon, Portugal. She received her BBA (1st Class Hons) in City University of Hong Kong and MSc in Imperial College London (Women's Scholarship). Before joining OUHK, she had worked in Syracuse University, City University of Hong Kong, Hong Kong Baptist University and the Hang Seng University of Hong Kong. She is also a FRM holder with working exposure in several reputable financial institutions. Her research is focused on empirical asset pricing. She has presented her works in FMA Asian, FMA European, SFA , Sydney Banking and Financial Stability conferences.

    Teaching Areas & Research Interests

    • Behavioral Finance, Financial Risk Management
    • Empirical Asset Pricing
    • Empirical Corporate Finance

    Selected Publications

    Journal Articles

    • Lei, Y., Li, Y. and Xu, J., (2020). Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes. Management Science, 66(2), pp.823-843.
    • Lam, F.E.C., Li, Y., Prombutr, W. and Wei, K.J., (2020). Limits‐to‐arbitrage, Investment Frictions, and the Investment Effect: New Evidence. European Financial Management. Hong Kong Institute for Monetary Research/Hong Kong Monetary Authority Working Paper No. 4 /2019
    • Chui, D., Cheng, W.W., Chow, S.C. and Li, Y., (2020). Eastern Halloween effect: A stochastic dominance approach. Journal of International Financial Markets, Institutions and Money, 68, p.101241.

    Modified Date: Sep 24, 2020
    Edit Profile

    Home > People > Dr. Li Ya Leah 李婭博士

    Dr. Li Ya Leah 李婭博士

    BBA CityU, PhD HKBU
    MSc Imperial College London, FRM

    Assistant Professor
    Lee Shau Kee School of Business and Administration

    Email: yali@ouhk.edu.hk
    Tel: 27686942

    Biography

    Dr. Li Ya holds a PhD in Finance from Hong Kong Baptist University (Hong Kong PhD Fellowship Scheme) with a visiting study from Nova School of Business and Economics in Lisbon, Portugal. She received her BBA (1st Class Hons) in City University of Hong Kong and MSc in Imperial College London (Women's Scholarship). Before joining OUHK, she had worked in Syracuse University, City University of Hong Kong, Hong Kong Baptist University and the Hang Seng University of Hong Kong. She is also a FRM holder with working exposure in several reputable financial institutions. Her research is focused on empirical asset pricing. She has presented her works in FMA Asian, FMA European, SFA , Sydney Banking and Financial Stability conferences.

    Teaching Areas & Research Interests

    • Behavioral Finance, Financial Risk Management
    • Empirical Asset Pricing
    • Empirical Corporate Finance

    Selected Publications

    Journal Articles

    • Lei, Y., Li, Y. and Xu, J., (2020). Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes. Management Science, 66(2), pp.823-843.
    • Lam, F.E.C., Li, Y., Prombutr, W. and Wei, K.J., (2020). Limits‐to‐arbitrage, Investment Frictions, and the Investment Effect: New Evidence. European Financial Management. Hong Kong Institute for Monetary Research/Hong Kong Monetary Authority Working Paper No. 4 /2019
    • Chui, D., Cheng, W.W., Chow, S.C. and Li, Y., (2020). Eastern Halloween effect: A stochastic dominance approach. Journal of International Financial Markets, Institutions and Money, 68, p.101241.

    Modified Date: Sep 24, 2020
    Edit Profile

     
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