معرفی
Dr. Kai Li is a Senior Lecturer in the Department of Applied Finance at Macquarie University's College of Business and Economics. He is affiliated with the Emerging Risks Research Centre and holds a Scopus h-index of 11, with over 388 citations.
Education:
- PhD in Finance, University of Technology Sydney (2014)
- MS in Mathematics, Harbin Institute of Technology (2009)
- BS in Mathematics, Harbin Institute of Technology (2007)
Dr. Li's research focuses on asset pricing, investor sentiment, and heterogeneous beliefs, particularly in the context of nonlinear market dynamics and time delays. His work explores bounded rationality, momentum strategies, and financial market stability.
Recent research trends highlight studies on extrapolative pricing, volatility clustering, social interaction effects, and optimal dynamic momentum strategies. His 2025 work on investor sentiment synthesis underscores his leadership in behavioral finance.
Scientific Awards:
- Excellence in Early Career Research Award (2016)
- International Researcher Development Award (2015)
- Outstanding Reviewer for Journal of Economic Dynamics and Control (2017)
- Outstanding Reviewer – Pacific-Basin Finance Journal (2017)
- PBFJ Research Excellence Award (2018)
Dr. Li's projects include collaborations on green finance, stock market stabilization, and non-Markovian asset pricing. He contributes to nonlinear finance research, emphasizing information diffusion and market regime shifts.
His affiliations with the Emerging Risks Research Centre and active industry partnerships demonstrate his commitment to applied financial research and policy impact.
