CV

Download CV, updated on Nov 24, 2023

Education

• Ph.D.   (2011)  Department of Economics, Princeton University.

• M.A     (2006)  China Center for Economic Research, Peking University.

• B.S.     (2003)  Department of Astrophysics, Peking University.

• B.A.     (2003)  China Center for Economics Research, Peking University. 

Research Interest

Econometrics; Financial Economics; Macroeconomics. 

Teaching

• Econometrics III (G), Duke University, 2011-2018

• Financial Markets and Investments (U), Duke University, 2012-2016

• Econometrics II (G), Duke University, 2016-2018

• Topics in High-Frequency Econometrics (G), Duke University, 2017

• Advanced High-Frequency Econometrics (G), Yale University, 2020

• Continuous-Time Finance (G), Duke University, 2017-2020

Award

• NSF Grants SES-1227448 (2012-2013) and SES-1326819 (2013-2016). 

• Fellow, The Society for Financial Econometrics (2019)

• Fellow, Journal of Econometrics

Editorial Board

• Co-Editor, Econometric Theory (2023-)

• Associate Editor, Econometrica (2018-Present)

• Associate Editor, Journal of Financial Econometrics (2017-Present)

• Associate Editor, Journal of Business and Economic Statistics (2017-Present)

• Associate Editor, Journal of Econometrics (2017-Present)

Publications and Working Papers

See Research

Referee

Journals

Annals of Applied Probability; Annals of Statistics; Bernoulli; Econometric Theory; Econometrica; European Economic Review; Finance and Stochastics; Finance Research Letters; Journal of Applied Econometrics; Journal of Business and Economic Statistics; Journal of the American Statistical Association; Journal of Econometrics; Journal of Financial Econometrics; Journal of Forecasting; Journal of the Royal Statistical Society: Series A and B; Review of Economics and Statistics; Review of Economic Studies; Review of Financial Studies; Scandinavian Journal of Statistics; Statistica Sinica; Stochastics. 

Conferences

• The 7th, 8th, 9th, 10th annual SoFiE meetings.

• The 2018, 2019 IAAE meetings.

Advising

• PhD: Kai Li (2012, Finance), Ben Carlston (2013), Erik Vogt (2014), Lily Liu (2015), Wenjing Wang (2015), Ben Zhao (2016), Yuan Xue (2017), Rui Chen (2020), Congshan Zhang (2020), Peter Horvath (2020), Guilherme Salome (2020), Leonardo Salim Saker Chaves (2021 expected).

• MA: Wenfei Jiao (2018), Zhongtian Chen (2019), Xiaonan Hong (2020).

• Undergraduate: Chang Liu (2014), Shrish Dwivedi (2019), Tatiana Tian (2019, Computer Science). 

Departmental Service

• PhD admission committee: 2011- 2019

• Junior recruiting committee: 2014, 2016, 2017, 2018

• Search committee for Duke Kunshan director of economics

• Chair of junior mid-term review committee: 2018

Contact

• 中文名:李嘉

• Email: jiali@smu.edu.sg

• Mailing address: 90 Stemford Road, Singapore, 178903