LI Kun

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;