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LI Kun

Kun Li  Ph.D., Assistant Professor of Finance
Native Place: Tianjin
Department of Finance
Business School, Beijing Normal University
Beijing 100875, China
Tel: 010-58807847
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 Computing Tools & Business Analysis (Undergraduate), IIT, Spring 2014
Professional Societies/Activities
  • Ad-hoc referee for the 8th Workshop on Internet and Network Economics (WINE), 2012
  • Ad-hoc referee for The 12th International Conference on Autonomous Agents and Multi-Agent Systems(AAMAS), 2013
  • Ad-hoc referee for the 12th Workshop on the Economics of Information Security (WEIS), 2013
  • Ad-hoc referee for journals: ACM Transactions on the Web, Economics: E-Journal
Honors and Awards
    • Outstanding Young Faculty Research Grant, Beijing Normal University 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, 2004.
• 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 Liquidity?”
  • Wolfram Technology Conference, Champaign IL, October 2015;
“Global Economic Perceptions of US and China”
  • IIT Stuart Research Presentation Series, Chicago IL, Fall 2012;

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 InternationalAssociation for Energy Economics (IAEE) Asian Conference, 2016.