Jiacui Li

Home/Jiacui Li

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

Toggle All Sections


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 p