菜单总览
— 优秀师资 —

李丹

职位:

副教授

教育背景:

约克大学金融学博士
复旦大学经济学硕士
复旦大学经济学学士

学术领域:
金融
研究领域
市场微观结构与公司财务,高频交易,资本市场,资产流动性和企业家精神
Email

lidan@cuhk.edu.cn

个人简介:


李丹博士于2011年在约克大学获得金融学博士学位。在此之前,她在复旦大学获得经济学学士学位和硕士学位。她研究的是市场微观结构与公司财务的交叉领域,主要涉及高频交易、资本市场、资产流动性和企业家精神。其论文曾在《金融经济学杂志》、《金融研究评论》、《银行与金融期刊》等著名金融杂志上发表。她还在《华尔街日报》和《全球交易》上发表过文章。 任教于香港中文大学(深圳)前,李丹博士曾在2011年至2017年间在香港大学担任金融学助理教授。2009年至2011年,她曾是加拿大投资行业监管组织的内部研究者。该组织是全国性自律监管组织,主要负责监管加拿大的投资交易商及债务和股本的交易活动。2009年至2011年,她还是澳大利亚资本市场合作研究中心有限公司内部研究者。当前,她是《金融研究快报》的副编辑。


学术著作:


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.