Jiacui Li

Assistant Professor

Department of Finance

Faculty, Tenure Track

Jiacui conducts empirical and theoretical research about capital markets and asset pricing. Here is his website.

Areas of Expertise

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Ph.D. in finance, 2019, Stanford Graduate School of Business

Research Summary

His recent research shows that correlated trading create market/style-level price pressures and that explain a large fraction of asset price movements. For instance, price pressures explain over 40% of size and value factor movements, the sharp drop of momentum-related factor profitability after 2002, etc.

His other papers focus on non-standard investor behaviors such as endogenous inattention of bond investors and Morningstar rating-chasing behavior of mutual fund investors.

Teaching Experience

Finance 3050 (Undergraduate Investment)

Current CV