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LI Chenchen
LI Chenchen

Research Associate Professor

Department: Department of Economics and Finance

lcc_0802@tongji.edu.cn

  • 2016-2021 Ph.D. in Finance, Shanghai Jiao Tong University
  • 2011-2013 M.S. in Computer Engineering, University of California, San Diego
  • 2007-2011 B.S. in Automation, Chongqing University

Academic Positions:

  • 2021-Now: School of Economics & Management, Tongji University

Teaching

  • Financial Engineering (Postgraduate Course, English)
  • Fintech Theory and Application (Postgraduate Course, Chinese)

 

Research Interest

  • Empirical Asset Pricing
  • Financial Derivatives

 

Selected Publications

  • Chenchen Li; Yudong Wang; Chongfeng Wu; Mobile trading trend in the stock market: Attention-grabbing effect and
    optimistic bias, Journal of Management Sciences in China, 2022, 25(10):1-20. (in Chinese)
  • Chenchen Li; Yudong Wang; Chongfeng Wu; Oil implied volatility and expected stock returns along the worldwide supply chain, Energy Economics, 2022, 114.
  • Chenchen Li; Chongfeng Wu; Chunyang Zhou; Forecasting equity returns: The role of commodity futures along the supply chain, Journal of Futures Markets, 2021, 41(1): 46-71.
  • Chenchen Li*; Rui Li; Xundi Diao; Chongfeng Wu; Market segmentation and supply-chain predictability: evidence from China, Accounting & Finance, 2020, 60(2): 1531-1562.(The 16th FSERM Outstanding Paper)
  • Chen Xing; Chenchen Li*; Chongfeng Wu; Worldwide earnings news and equity price movement: a supply-chain perspective, Applied Economics, 2023.

 

Sponsored Research Projects

  • Youth project of National Natural Science Foundation of China (Grant Number: 72303171; 2024-2026), Host;
  • Humanities and Social Science Fund of Ministry of Education of China (Grant Number: 22YJC790051, 2023-2025), Host;
  • Cooperative project with the Shanghai Futures Exchange (2023-2024), Host;
  • Major project of National Natural Science Foundation of China (Grant Number: 71790592, 2018-2022), Participate;

 

X Thank you for your interest in Master of Global Management, Tongji University!