Assoc Prof Leon Li
Associate Professor of Finance
Qualifications: PhD in Finance, Financial Risk Manager (FRM®) and Fulbright Scholar
Contact DetailsEmail: [email protected]
Phone: +64 7 858 5650
Dr Li has been teaching finance for 20 years. He joined the University of Waikato in 2015. All the universities where Dr Li studied and taught are AACSB-accredited. He also served as the Fulbright Visiting Scholar at the University of Dayton, USA in the academic year of 2011-2012. Dr Li is a certified Financial Risk Manager from Global Association of Risk Professionals (GARP).
PhD student: Shang-En Yu, Thesis title: Three essays on CEO equity-based compensation, completed in 2010.
PhD student: Abidin Alhassan, Thesis title: Three essays on financial inclusion in Africa, completed in 2019.
PhD student: Ruwani Fernando, Thesis title: Three essays on corporate defaults: Special reference to corporate governance, default correlations and capital structure adjustment, completed in 2019 (2020 INFINZ Theses Prize).
Risk Management/Measurement, Earnings Management, CEO Compensation, Asset Pricing Anomalies, Equity Markets Linkage, Portfolio Management
Li, L., & Miu, P. (2022). Behavioral heterogeneity in the stock market revisited: What factors drive investors as fundamentalists or chartists?. Journal of Behavioral Finance, 23(1), 73-91. doi:10.1080/15427560.2020.1841767
Li, L. (2022). The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. Energy Economics, 105, 105756. doi:10.1016/j.eneco.2021.105756
Li, L., & Scrimgeour, F. (2021). The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?. Studies in Nonlinear Dynamics & Econometrics, online, 23 pages. doi:10.1515/snde-2019-0141
Alhassan, A., Li, L., Reddy, K., & Duppati, G. (2021). The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa. International Journal of Finance & Economics, 26(1), 353-374. doi:10.1002/ijfe.1793
Find more research publications by Leon Li