Photo of Li Gu

Li Gu

Education

  • Ph.D., Finance, Columbia University, 2006
  • M.A., International Development Policy, Duke University, 1998
Current Research Topics
  • Asset Pricing
  • Financial Markets
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - present
  • Assistant Professor

    Fordham University

    2005 - 2011
  • Balvers, Ronald J., Li Gu, and Dayong Huang (2017). "Profitability, Value, and Stock Returns in Production-Based Asset Pricing without Frictions," Journal of Money, Credit, and Banking, vol. 49, no. 7, pp. 1621-1651.
  • Gu, Li, and Dayong Huang (2017). "The Effect of the Growth in Labor Hours per Worker on Future Stock Returns, Hiring, and Profitability," Review of Finance, vol. 21, no. 6, pp. 2249–2276.
  • Gu, Li, and Paul D. McNelis (2013). "Yen/Dollar Volatility and Chinese Fear of Floating: Pressures from the NDF Market," Pacific-Basin Finance Journal, vol. 22, pp. 37-49.
  • Gu, Li, and Dayong Huang (2013). "Consumption, Money, Intratemporal Substitution, and Cross-Sectional Asset Returns," Journal of Financial Research, vol. 36, no. 1, pp. 115-146.
  • Gu, Li, and Dayong Huang (2010 ). "Sales Order Backlogs and Momentum Profits," Journal of Banking and Finance, vol. 34, no. 7, pp. 1564-1575.
  • Ang, Andrew, Li Gu, and Yael V. Hochberg (2007). "Is IPO Underperformance a Peso Problem?" Journal of Financial and Quantitative Analysis, vol. 42, no. 3, pp. 565-594.
  • Ang, Andrew, Li Gu, and Yael V. Hochberg (2006). "Is IPO Underperformance a Peso Problem?" NBER Working Papers 12203. National Bureau of Economic Research, Inc.
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Last Update: December 1, 2023