教育经历

(1) 2017.09至2022.09，西南交通大学经济管理学院，管理科学与工程，管理学博士

(2) 2015.09至2017.06，西南交通大学数学学院，统计学（硕博连读硕士阶段）

(3) 2010.09至2014.06，大连大学信息工程学院，数学与应用数学（金融数学），理学学士

工作经历

2022.11至今，西安交通大学经济与金融学院，助理教授

研究方向

实证资产定价、金融预测与风险管理、量化投资、机器学习

学术论文

(1) Li, Y., Huo, J., Xu, Y., Liang, C., 2023. Belief-based momentum indicator and stock market return predictability.Research in International Business and Finance64, 101825

(2) Li, Y., Liang, C., Huynh, T.L.D., 2022. Forecasting US stock market returns by the aggressive stock-selection opportunity.Finance Research Letters50, 103323

(3) Li, Y., Liang, C., Huynh, T.L.D., He, Q., 2022. Price reversal and heterogeneous belief.International Review of Economics & Finance82, 104-119

(4) Li, Y., Liang, C., Huynh, T.L.D., 2022. A new momentum measurement in the Chinese stock market.Pacific-Basin Finance Journal73, 101759

(5) Li, Y., Li, W., 2021. Firm-specific investor sentiment for the Chinese stock market.Economic Modelling97, 231-246

(6) Li, Y., Li, W., 2021. Empirical Analysis of MSCI China A-Shares.Journal of Risk and Financial Management14

(7) Li, Y., Liang, C., Ma, F., Wang, J., 2020. The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic.Finance Research Letters36, 101749

(8) Li, Y., Luo, L., Liang, C., Ma, F., 2020. The role of model bias in predicting volatility: evidence from the US equity markets.China Finance Review Internationalahead-of-print

(9) Liu, J., He, Q.,Li, Y.*, Huynh, L.D.T., Liang, C., 2023. The change in stock-selection risk and stock market returns.International Review of Financial Analysis85, 102457

(10) Yang, M.,Li, Y., Dong, D., 2023. Strategic information disclosure and the cost of equity capital: Evidence from China.Finance Research Letters51, 103418

(11) Qiu, R., Liu, J.,Li, Y., 2023. Long-term adjusted volatility: Powerful capability in forecasting stock market returns.International Review of Financial Analysis86, 102530

(12) Liang, C.,Li, Y., Ma, F., Zhang, Y., 2022. Forecasting international equity market volatility: A new approach.Journal of Forecasting41, 1433-1457

(13) Mei, D., Zhao, C., Luo, Q.,Li, Y., 2022. Forecasting the Chinese low-carbon index volatility.Resources Policy77, 102732

(14) Xu, Y., Liang, C.,Li, Y., Huynh, T.L.D., 2022. News sentiment and stock return: Evidence from managers’ news coverages.Finance Research Letters, 102959

(15) Liang, C.,Li, Y., Ma, F., Wei, Y., 2021. Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information.International Review of Financial Analysis75, 101750

(16) Liang, C., Ma, F., Li, Z.,Li, Y., 2020. Which types of commodity price information are more useful for predicting US stock market volatility?Economic Modelling93, 642-650

(17) Liang, C., Tang, L.,Li, Y., Wei, Y., 2020. Which sentiment index is more informative to forecast stock market volatility? Evidence from China.International Review of Financial Analysis71, 101552

(18) Wei, Y., Liang, C.,Li, Y., Zhang, X., Wei, G., 2020. Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models.Finance Research Letters35, 101287

学术兼职

担任International Review of Financial Analysis、International Review of Economics & Finance、International Journal of Finance & Economics、Finance Research Letters、China Finance Review International、Evaluation Review、Environmental Science and Pollution Research、系统管理学报等期刊匿名审稿人。