CV
Download CV, updated on Nov 24, 2023
Positions
School of Economics, Singapore Management University
Lee Kong Chian Professor of Economics July 2021 - Present
Visiting Professor 2021 Spring
Past Positions:
Department of Economics, Duke University.
Professor January 2020 – June 2021
Associate Professor (with tenure) July 2017 – December 2019
Assistant Professor July 2011 – June 2017
Department of Economics, Yale University.
Visiting Professor 2020 Spring
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
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