职员简介

简历

李娅博士，香港都会大学李兆基商业管理学院助理教授。她相继求学于香港城市大学，伦敦帝国理工学院，香港浸会大学。主要研究领域为：资产定价和公司金融。她曾经在英文核心期刊(SSCI)发表学术论文数篇，其工作论文曾发表在管理金融领域顶级期刊以及收录于香港金管局研究集。此外，她是注册金融风险管理师并为其亚洲命题官，曾于美国，英国，澳洲，中国香港及内地知名机构工作。详细介绍请参阅本网页的英文版本。

所授课程及研究兴趣

• 行为金融学，风险管理
• 资产定价
• 公司金融

著作

书籍章节

• Tang, D., Liu, Y., Li, Y. (2025). Analysis of Macquarie Group's Value at Risk using GARCH Models. Cheng Few Lee and John C. Lee, Handbook of Financial Econometrics, Statistics, Technology, and Risk Management, Chapter 137, World Scientific.

期刊论文

• Chan, K. C., Chen, L., Huang, J., & Li, Y. (2025). Does FinTech Coverage Improve the Pricing Efficiency of Capital Market? Evidence from China. Journal of Banking & Finance, 107396.
• Wong, M.B.T., Shum, R.W.C., Li, Y*. (2023). Enhancements to the Competency Framework for Intermediaries and Individual Practitioners by the Securities and Futures Commission in Hong Kong. Company Lawyer, 44(6).
• Cao, K. H., Woo, C. K., Li, Y.*, & Liu, Y. (2022). Covid-19's effect on the alpha and beta of a US stock Exchange Traded Fund. Applied Economics Letters, 29(2), 123-128.
• Lei, Y., Li, Y., & Xu, J. (2020). Two birds, one stone: Joint timing of returns and capital gains taxes. Management Science, 66(2), 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.

资历及公职

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Modified Date: 17 Jun, 2025
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