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LI Kun

Kun Li  Ph.D., Associate Professor of Finance
Native Place: Tianjin
Department of Finance
Business School, Beijing Normal University
Beijing 100875, China
Tel: 010-58807847
Email: kunli@bnu.edu.cn
Education
2015 Ph.D. in Finance, Illinois Institute of Technology (IIT)
2010 Master in Health & Bio-Pharmaceutical Economics, Lehigh University
2008 Master in Economics, Lehigh University
2006 Bachelor in Finance, Nanjing University
Work Experience
2013-2015 Entrepreneurship & Innovation Research Fellow, U.S. Smart Grid Cluster
2012 Quantitative Researcher, the CME Group
2007-2008 Research Analyst, Pennsylvania Small Business Development Center
2007 Research Analyst, United General Mortgage Corp.
Research Interests
High-Frequency Finance
Financial Markets and Market Microstructure
Applied Microeconomics
Chinese Economy
Energy Market
Courses Taught Investments (English-taught) BNU, Spring 2017
    Recipient of University High-Quality Course (selected only 2 faculties at Business School);
    Recipient of Research Funds for Teaching and Education Reform of Central Universities, Ministry of Education of China;

Market Microstructure & High-Frequency Trading BNU, Spring 2017
    2017 University Creative Course Project (approved only 3 courses at Business School);
    Recipient of Research Fund for Teaching Innovation (Awarded to only 9 courses out of 3,600 courses);

Statistics for Business & Economics(English-taught) BNU
    Recipient of Research Fund for Teaching Innovation (Awarded to only 10 courses out of 3,600 courses); Fall 2016
    Recipient of Research Fund for Teaching Innovation (Awarded to only 12 courses out of 3,600 courses); Fall 2017

Principle of Finance BNU, Fall 2016
    Recipient of University Model Curricula Award (Awarded to only 69 courses out of 3,600 courses);
    Receive a top-20 student evaluation score among 3,600 courses;

Computing Tools & Business Analysis (English-taught) IIT, Spring 2014
    Initiator and designer of this undergraduate core course for Business School students;
    Evaluated by students as "the most important and valuable undergraduate course";

 
Professional Societies/Activities
--The 8th Workshop on Internet and Network Economics (WINE), 2012
--The 12th International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), 2013
--The 12th Workshop on the Economics of Information Security (WEIS), 2013
--The International Conference on Identification, Information and Knowledge in the Internet of Things (IIKI), 2016
--Ad-hoc Referee for journals: ACM Transactions on the Web; Economics: E-Journal; Energy Policy; International Journal of Electronic Commerce


 
Honors and Awards
-- Research Funds for Teaching and Education Reform of Central Universities, Ministry of Education of China, 2017
-- Research Grant of Beijing Talents Fund, Organization Department of Beijing Municipal Committee of the Communist Party of China, 2016
- -Excellence in Teaching Award (University Model Curricula), BNU, 2016
-- Outstanding Young Faculty Research Grant, BNU, 2016
-- Beta Gamma Sigma (Highest Distinction to Business Scholars) 2016
--The U.S. Smart Grid Cluster Research Fellowship, the U.S. Small Business Administration (SBA) 2013 - 2015
-- Stuart School Research & Travel Grant, IIT 2014 - 2015
 --Stuart School Dean Scholarship, IIT 2010 - 2015
--Graduate Scholarship, IIT 2010 - 2015
-- Graduate Teaching & Research Scholarship, Lehigh University 2008 - 2010
-- U.S. Foreign Policy Colloquium Travel Grant, National Committee on US-China Relations (NCUSCR), Washington, D.C. 2007
 --Yinxing Prize for Best Undergraduate Research Paper in Business & Economics, Nanjing University, China. 2004


 
Publications
  • -- Kun Li (2017). “Do High-Frequency Fleeting Orders Exacerbate Market Illiquidity?" Electronic Commerce Research. (DOI:10.1007/s10660-017-9273-8)

    -- Kun Li, Rick Cooper & Ben Van Vliet (2017): How Does High-Frequency Trading Affect Low-Frequency Trading?, Journal of Behavioral Finance,
    DOI:10.1080/15427560.2017.1376669

    Peer-Reviewed Conference Proceedings
    “Negative Price in the Electricity Market: Pattern, Volatility and Impact to Peak Load Demand”,with Joseph D. Cursio
    • Proceedings of the 5th International Association for Energy Economics (IAEE) Asian Conference, 2016.


    Conference Papers/Presentations
    "The Significance of Calendar Effects in the Electricity Market", with Joseph D. Cursio
    • World Summit on Environmental Accounting, Beijing China, July 2016;
    • AssociazioneItalianaEconomistidell'Energia (AIEE) Energy Symposium, Milan Italy, November 2016.

    “How Does High-Frequency Trading Affect Low-Frequency Trading?”
    • Security Technology Analysis Center (STAC) Summit, Chicago IL, May 2014;
    • Illinois Economics Association 44th Annual Meeting, Chicago IL, October 2014;
    • Wolfram Technology Conference, Champaign IL, October 2014;
    • International Conference on Corporate Finance and Capital Market, Zhejiang University, Hangzhou China, November 2014;
    • The 51st Anniversary Meeting of the Eastern Finance Association, New Orleans LA, April 2015;

    “The Boundary of High-Frequency Trading and Low-Frequency Trading in the Limit Order Book”
    • Illinois Economics Association 44th Annual Meeting, Chicago IL, October 2014;
    • The 51st Anniversary Meeting of the Eastern Finance Association, New Orleans LA, April 2015;
    • Academic Forum on Big Data Analysis & Management Science, Central University of Finance and Economics, Beijing China, October 2015;

    “Do Fleeting Orders Exacerbate Market Illiquidity?”
    • Wolfram Technology Conference, Champaign IL, October 2015;
    “Global Economic Perceptions of US and China”
    • IIT Stuart Research Presentation Series, Chicago IL, Fall 2012;




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