Jiacui Li

EDUCATION

• Ph.D. in finance, 2019, Stanford Graduate School of Business

RESEARCH SUMMARY

His 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 over 40% of size and value factor movements, the sharp drop of momentum-related factor profitability after 2002, etc.

His other papers focus on non-standard investor behaviors such as endogenous inattention of bond investors and Morningstar rating-chasing behavior of mutual fund investors.

## Companies

• Assistant Professor of Finance University of Utah - David Eccles School of Business (2019)
• PhD Candidate in Finance Stanford Graduate School of Business (2014 — 2019)
• Quantitative Analyst Citi (2012 — 2014)
• Researcher, Computer Science Department Brown University (2011 — 2013)
• Research Assistant, Economics Department Brown University (2011 — 2012)
• Various Teaching Assistant Positions, Math/CS/Economics/Business Brown University (2008 — 2012)
• Quantitative Strategy & Trading Summer Analyst Citi (2011 — 2011)
• Private Equity Analyst CICC (2010 — 2011)