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Yan Li


Yan	Li

Yan Li

Title: Assistant Professor
Department: Finance

Office: Alter Hall 425
Phone: 215.204.4148

Research Interests: Asset Pricing, Financial Econometrics, Behavioral Finance
Dr. Li’s Curriculum VitaeSSRN ProfileWebsite 

Dr. Yan Li joined the Fox school of Business as an assistant professor of finance in 2009. She earned her doctorate degree from Cornell University. Her research interests include asset pricing, behavioral finance and financial econometrics. She teaches investments and financial econometrics at the undergraduate, master and PhD levels.

Sample Publications

  • “Speculation and Hedging in Segmented Markets” (with Itay Goldstein and Liyan Yang), Review of Financial Studies, 2014, 27(3) 881-922.
  • “Predicting Market Returns Using Aggregate Implied Cost of Capital” (with David T. Ng and Bhaskaran Swaminathan), Journal of Financial Economics, 2013, 110(2) 419-436.
  • “Prospect Theory, the Disposition Effect, and Asset Prices” (with Liyan Yang), Journal of Financial Economics, 2013, 107(3) 715-739.

Awards and Honors

  • Fox School Young Scholars Forum Funding (Temple University, 2010)
  • Best Paper Award (Financial Management Association Asia Conference, 2009)
  • EAP Travel Award (Cornell University, 2008)
  • Outstanding Teaching Award (Cornell University, 2005)
  • Sage Foundation Graduate Fellowship (Cornell University, 2003–2008)


Fox School of Business, Temple University

  • Financial Econometrics (Ph.D), Department of Finance
  • Special Topics in Finance (Masters), Department of Finance
  • Investments (Undergraduate), Department of Finance
  • Special Topics in Finance (Undergraduate), Department of Finance

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