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首页师资队伍师资人才专任教师副教授

李晓

最高学历：博士研究生
职称：副教授
E-mail：xiaoli@nankai.edu.cn

个人履历

研究领域

研究成果

Hu, Y, Li, X, Goodell, J. W, Shen, D. (2021). Investor attention shocks and stock co-movement: Substitution or reinforcement? International Review of Financial Analysis, 2021:73, 101617.
Xiong, X, Meng, Y, Li, X, Shen, D. Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. Journal of International Financial Markets, Institutions and Money, 2020:64, 101173. 
Hu, Y, Li, X, Shen, D. Attention allocation and international stock return comovement: Evidence from the Bitcoin market. Research in International Business and Finance, 2020:54, 101286.
Chu, G, Li, X, Shen, D, Zhang Y. Stock crashes and jumps reactions to information demand and supply: An intraday analysis. Asia-Pacific Financial Markets 2020. https://doi.org/10.1007/s10690-020-09327-z. 
Li, X. When financial literacy meets textual analysis: A conceptual review. 2020. Journal of Behavioral and Experimental Finance, 28, 100402.
Li, X. Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. Finance Research Letters, 2019. Forthcoming, https://doi.org/10.1016/j.frl.2019.101395.
Li X, Shen D, Zhang W. Do Chinese Internet stock message boards convey firm-specific information? Pacific-Basin Finance Journal. 2018;49:1-14.
Li X, Shen D, Zhang W. How does foreign sentiment affect the Chinese stock markets? Some Empirical Evidence. China Accounting and Finance Review. 2018;20(3):1-25.
Li X, Shen D, Xue M, Zhang W. Daily happiness and stock returns: The case of Chinese company listed in the United States. Economic Modelling. 2017;64:496-501.
Li X, Shen D, Cincotti S. The relationship between firm-specific return variation and price informativeness: Some cross-sectional evidence. Journal of Management Science and Engineering(《管理科学学报》英文版). 2017;2(1):55-68.

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