李丹博士於2011年在約克大學獲得金融學博士學位。在此之前，她在復旦大學獲得經濟學學士學位和碩士學位。
現任香港中文大學（深圳）副教授。
基本介紹
- 中文名：李丹
- 民族：漢族
- 職業：學者
- 畢業院校：約克大學
人物簡介,研究領域,學術著作,
人物簡介
任教於香港中文大學（深圳）前，李丹博士曾在2011年至2017年間在香港大學擔任金融學助理教授。2009年至2011年，她曾是加拿大投資行業監管組織的內部研究者。該組織是全國性自律監管組織，主要負責監管加拿大的投資交易商及債務和股本的交易活動。2009年至2011年，她還是澳大利亞資本市場合作研究中心有限公司內部研究者。當前，她是《金融研究快報》的副編輯。
研究領域
她研究的是市場微觀結構與公司財務的交叉領域，主要涉及高頻交易、資本市場、資產流動性和企業家精神。其論文曾在《金融經濟學雜誌》、《金融研究評論》、《銀行與金融期刊》等著名金融雜誌上發表。她還在《華爾街日報》和《全球交易》上發表過文章。
學術著作
Publications:
1. “The Competitive Landscape of High-Frequency Trading Firms” (with Ekkehart Boehmer and Gideon Saar), Review of Financial Studies 31 (2018), 2227–2276.
2. “The Effect of Stock Liquidity on Default Risk” (with Jonathan Brogaard and Ying Xia), Journal of Financial Economics 124 (2017), 486-502.
3. “Do Banks or VCs Spur Growth?” (with Rebel Cole and Douglas Cumming), Journal of International Financial Markets, Institutions and Money 41 (2016), 60-72.
4. “Public Policy, Entrepreneurship, and Venture Capital in the United States” (with Douglas Cumming), Journal of Corporate Finance 31 (2013), 345-367.
5. “Exchange Trading Rules and Stock Market Liquidity” (with Douglas Cumming and Sofia Johan), Journal of Financial Economics 99 (2011), 651-671.
OTHER PUBLICATION
1. “Widening the Net to Devise Sophisticated Trading Algorithms”. (with Stuart Baden Powell). Global Trading. May 2016.
2. “The Hidden Flaw of Bank Loans” (with Douglas Cumming). Wall Street Journal. November 21, 2016.
WORKING PAPERS
1. “The Market for Bad News” (with Shiyang Huang, and Bohui Zhang).
2. “High Frequency Trading, Market Making and Information Asymmetry” (with Jia Hao and Gideon Saar).
3. “Does Stock Market Liquidity Affect Real and Accrual-Based Earnings Management?” (with Ying Xia).
4. Cross-brokerage Trading (with Jonathan Brogaard, Imon Palit; Ryan Riordan)
5. “Supply Chain, News and Post-earnings Announcement Drift” (with Rui Dai and Grace Hu)
6. “Fraud in Online Marketplace Lending: Lessons from Platform Failure in China” (with Haitian Lu and Zhen Lei).
7. “Run-Up of Acquirer’s Stock in Public and Private Acquisitions” (with Douglas Cumming), Corporate Governance: an International Review 19 (2011), 210-239.
