Gang LI (李罡), PhD
Assistant Professor of Finance, The Chinese University of Hong Kong (CUHK)
CFA Charterholder, Regular Member of CFA Society Hong Kong
Ordinary Member, Hong Kong Securities and Investment Institute (HKSI)
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Degrees
PhD in Finance, University of Toronto
MBA, Fordham University
BSc, Renmin University of China
Research Interests
Asset Pricing, Financial Derivatives, Machine Learning, Investment
Research Publications
Information Content of Aggregate Implied Volatility Spread, Management Science, with Bing Han (2021)
Stock Return Autocorrelations and Expected Option Returns, Management Science, with Yoontae Jeon and Raymond Kan (2024)
Idiosyncratic Volatility and the ICAPM Covariance Risk, Journal of Financial and Quantitative Analysis, with Bing Han (forthcoming)
Working Papers
Forecasting Option Returns with News with Jie Cao, Bing Han, Ruijing Yang, and Xintong Zhan (2024), R&R, Journal of Finance
Betting Against the Crowd: Option Trading and Market Risk Premium with Jie Cao, Xintong Zhan, and Guofu Zhou (2023), R&R, Journal of Financial and Quantitative Analysis
Do Insurers Listen to Earnings Conference Calls? Evidence from the Corporate Bond Market with Jie Cao, Russell Wermers, Xintong Zhan, and Linyu Zhou (2023)
Teachings at CUHK
FINA2010: Financial Management (Undergraduate)
FINA6229 & FINA6205: Machine Learning in Finance (Master)
FINA6222: Selected Topics in Finance (PhD)
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