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I am an Assistant Professor of Finance at the David Eccles School of Business, University of Utah. I received my Ph.D. from Stanford Graduate School of Business in 2019.
My most 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 around 30% of size and value factor movements, the sharp drop of momentum-related factor profitability after 2002, etc. My other papers focus on non-standard investor behaviors such as endogenous inattention of bond investors and Morningstar rating-chasing behavior of mutual fund investors. Here is my CV. You can reach me at jiacui.li@eccles.utah.edu. |
Image: Llamas in Machu Picchu
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