معرفی
Sida Li is an Assistant Professor of Finance at the Brandeis International Business School, Brandeis University. His research focuses on market microstructure, high-frequency trading, exchange-traded funds (ETFs), and asset pricing. His work has been published in top finance journals including the Journal of Financial Economics and Science.
Dr. Li's educational background includes:
- Ph.D. in Finance from University of Illinois at Urbana-Champaign
- M.S. from University of Illinois at Urbana-Champaign
- B.S. in Physics from University of Science and Technology of China
Professor Li's research spans market microstructure, high-frequency trading, exchange-traded funds (ETFs), and empirical asset pricing. His work investigates how market design affects liquidity provision, price formation, and investor behavior. He has made significant contributions to understanding the role of high-frequency traders, the mechanics of ETF rebalancing, and the impact of discrete pricing on market efficiency. His interdisciplinary background in physics informs his analytical approach to complex financial problems.
His recent publications show a clear trend toward empirical and theoretical investigations of market microstructure, with a particular focus on high-frequency trading and ETFs. The research often combines theoretical modeling with empirical analysis of large datasets to understand how market design features like tick sizes, lot sizes, and regulatory frameworks impact market quality and investor outcomes. His work has important implications for market regulators and practitioners.
Professor Li has presented his research at numerous prestigious institutions including University of Rochester, UCLA, Texas A&M University, New York Stock Exchange, Citadel, and Two Sigma Investments, as well as major finance conferences such as AFA, EFA, and NFA.
His research has been published in top finance journals including the Journal of Financial Economics and Science, and has been reported by major media outlets including Bloomberg and Financial Times. His work on ETFs has received specific coverage from Financial Times, Ignites, ETF Stream, and Bloomberg, highlighting its practical relevance to the investment community.
