Business School, Beijing Normal University

By Dept

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;