- Ph.D., Financial Economics, Carnegie Mellon University, 2007
- M.Sc., Computer Science (Machine Learning), Carnegie Mellon University, 2007
- M.Sc., Financial Economics, Norwegian School of Management, 2002
- B.A., Accounting, Fudan University (China), 1999
Current Research Topics
- OTC Market Microstructure
Board of Governors of the Federal Reserve System
- 2007 - present
- Li, Dan, Antonio Falato, and Tod Milbourn (Forthcoming). "Which Skills Matter in the Market for CEOs? Evidence from Pay for CEO Credentials," Management Science.
- Li, Dan, and Geng Li (2014). "Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume," Finance and Economics Discussion Series 2014-35. Board of Governors of the Federal Reserve System (U.S.).
- Cai, Fang, Song Han, and Dan Li (2013). "Institutional Herding in the Corporate Bond Market," International Finance Discussion Papers 1071. Board of Governors of the Federal Reserve System (U.S.).
- Han, Song, and Dan Li (2010). "The Fragiligy of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market," Finance and Economics Discussion Series 2010-50. Board of Governors of the Federal Reserve System (U.S.).
- Li, Dan, Richard C. Green, and Norman Schurhoff (2010). "Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster than they Fall?" Journal of Finance, vol. 65, no. 5, pp. 1669-1702.
- Li, Dan (2007). "New Findings in the Market Microstructure of Over-the-Counter Markets," Ph.D. dissertation, Carnegie Mellon University.
Journal of Finance
Smith Breeden Prize, Distinguished Paper
Last update: November 24, 2014