職員簡介

簡歷

李婭博士，香港都會大學李兆基商業管理學院助理教授。她相繼求學於香港城市大學，倫敦帝國理工學院，香港浸會大學。主要研究領域為：資產定價和公司金融。她曾經在英文核心期刊(SSCI)發表學術論文數篇，其工作論文曾發表在管理金融領域頂級期刊以及收錄于香港金管局研究集。此外，她是註冊金融風險管理師並為其亞洲命題官，曾於美國，英國，澳洲，中國香港及內地知名機構工作。詳細介紹請參閱本網頁的英文版本。

 

所授課程及研究興趣

• 行為金融學，風險管理
• 資產定價
• 公司金融

著作

書籍章節

• 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.

期刊論文

• 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).
• Chui, D., Cheng, W. W., Chow, S. C., & Li, Y.* (2020). Eastern Halloween effect: A stochastic dominance approach. Journal of International Financial Markets, Institutions and Money, 68, 101241.
• 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.

資歷及公職

更多資訊

Google學術頁

Modified Date: 20 Feb, 2026
Edit Profile