LI Jia
Full-time Faculty
Dean, School of Economics; Lee Kong Chian Professor of Economics; (courtesy appointment in the Lee Kong Chian School of Business) Econometrics Lead, SMU Urban Institute; Pillar Lead, Maximising Societal Human Capital, SMU Resilient Workforces (ResWORK) Institute
School of Economics
SOE
Lee Kong Chian School of Business
LKCSB
QUALIFICATIONS:
- Ph.D., Princeton University, 2011
- M.A., Peking University, 2006
- B.S., Peking University, 2003
- B.A., Peking University, 2003
RESEARCH INTERESTS:
- Econometric Theory
- Financial Econometrics
- Empirical Analysis and Applied Statistics
- Macro-econometrics
RESEARCH ADVISOR/CO-RESEARCH ADVISOR TO:
Research Areas and Areas of Expertise
HighlightsJia Li is a leading econometrician and financial economist, internationally recognized for his pioneering work on high-frequency data analysis, volatility modeling, and robust econometric inference.
Jia Li’s work bridges methodological innovation and practical application, advancing econometric theory for high-frequency and noisy data with direct relevance to financial markets and policy analysis; recognized for rigorous, robust, and scalable inference methods that influence both academic research and industry practice.
Focused research areas include Development of econometric methods for high-frequency financial data; inference for jumps and volatility in noisy data; robust and adaptive estimation techniques; empirical analysis of financial markets; nonparametric and functional inference for time series and panel data.
Jia Li’s work bridges methodological innovation and practical application, advancing econometric theory for high-frequency and noisy data with direct relevance to financial markets and policy analysis; recognized for rigorous, robust, and scalable inference methods that influence both academic research and industry practice.
Focused research areas include Development of econometric methods for high-frequency financial data; inference for jumps and volatility in noisy data; robust and adaptive estimation techniques; empirical analysis of financial markets; nonparametric and functional inference for time series and panel data.
Areas of Expertise
EconometricsFinanceEconomics
Past Awarded Grant
- NSF Grants SES-1227448 (2012-2013) and SES-1326819 (2013-2016).
- Singapore MOE Tier-1 Grant 22-SOE-SMU-016.
Latest Publications
Showing up to 6 latest publications from the past 5 years.
- J Li, D Wang, Q ZhangReview of Economics and Statistics 106 (4), 1114-1128, 2024
- J Li, V Todorov, Q ZhangReview of Economics and Statistics 106 (2), 470-482, 2024
- T Bollerslev, J Li, Y RenAmerican Economic Review 114 (3), 678-708, 2024
- T Bollerslev, J Li, Y Ren
- FA Bugni, J Li, Q LiQuantitative Economics 14 (1), 37-70, 2023
- J Li, Z Liao, R Quaedvlieg, W ZhouThe Stata Journal 22 (4), 924-940, 2022
This highlights are AI-generated content using the faculty's CV.
QUALIFICATIONS:
- Ph.D., Princeton University, 2011
- M.A., Peking University, 2006
- B.S., Peking University, 2003
- B.A., Peking University, 2003
RESEARCH INTERESTS:
- Econometric Theory
- Financial Econometrics
- Empirical Analysis and Applied Statistics
- Macro-econometrics