李绍芳

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李绍芳

发布时间:2019-03-04访问量:18000


李绍芳,经济学博士东南大学经济管理学院金融系副教授,博士生导师近年来主持并参与国家自然科学基金、国家社科基金、教育部人文社科基金等课题10余项。在国外英文SSCI期刊杂志和国内CSSCI核心期刊杂志上发表论文20余篇,专著2部,同时担任多个SSCI期刊杂志的审稿人。


    Shaofang Li is an associate professor at the Department of Finance and received her PhD in economics from the University of Ljubljana. Her research interests include financial risk management, asset pricing, behaviorfinance, green finance, and quantitative finance. Her articles were publishedin several international journals, including International Review of Financial Analysis, Journal of International Financial Markets, Institutions & MoneyEmerging Markets Finance and Trade, and books (e.g., Financial Institutions in the Global Financial Crisis at Springer). Her work was presented at many international conferences,including EFA, EMFA, MFA. She also serves as a referee for journals including International Review of Economics and Finance, Emerging Markets Finance and Trade, Applied Economics, and Applied Economics Letters.


研究方向(Reseach Interests)

金融风险管理金融安全、金融舆情、大数据挖掘



主讲课程(Courses)

金融经济学、金融计量学、金融统计分析、保险与风险管理实务(英文)、量化金融交易原理、大数据方法及应用等



科研项目(Research Projects)

[1] 中华人民共和国科技部,国家重点研发计划项目子课题,2021QY21002022-022024-02

[2] 国家自然科学基金委员会,青年项目,71801040,异质信念与资产价格行为:关联机制及其模型构建,2019-012021-1218万元,结题,主持。

[3] 江苏省哲学社会科学规划办公室/江苏省习近平新时代中国特色社会主义思想研究中心办公室,江苏省社科基金一般项目,23ZXZB046双循环新发展格局下我国金融安全风险传导与预警防控体系研究,2023-062024-06,主持。

[4] 江苏省教育厅,江苏高校哲学社会科学研究重大项目,2022SJZD004,多源异构数据驱动下投资者情绪与股价波动的交互影响机制及风险预警研究,2022-072026-06,主持。

[5] 江苏省教育厅,江苏高校哲学社会科学研究重大项目,2019SJZDA024,投资者情绪与资产价格行为关联机制研究,2019-092021-12,主持。


论著(Publications) 

[1] Sihua Tian; Shaofang Li; Qinen Gu. Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network. International Review of Financial Analysis, 2023, 102913. (SSCI一区期刊/ABS三星).

[2] Qinen Gu; Shaofang Li; Sihua Tian; Yuyouting Wang. Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index. Finance Research Letters, 2023. DOI: 10.1016/j.frl.2023.104392. (SSCI一区期刊).

[3] Ning Chen, Shaofang Li, Shuai Lu. The extreme risk connectedness of the global financial system: G7 and BRICS evidence. Journal of Multinational Financial Management, 2023, 69. Journal of Multinational Financial Management, 2023, 100812. https://doi.org/10.1016/j.mulfin.2023.100812. (SSCI期刊).

[4] Shaofang Li, Matej Marinc. Economies of scale and scope in financial market infrastructures. Journal of International Financial Markets, Institutions and Money, 2018, 53, 17-49.(SSCI一区期刊/ABS三星).

[5] Shaofang Li, Matej Marinc. Competition in Clearing and Settlement Industry. Journal of International Financial Markets, Institutions and Money, 2016, 40, 134-162.(SSCI一区期刊/ABS三星).

[6] Shaofang Li, Matej Marinc. The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies. International Review of Financial Analysis, 2014, 35, 46-71. (SSCI一区期刊/ABS三星).

[7] Marko Košak, Shaofang Li, Igor Loncarski, and Matej Marinc* Quality of Bank Capital and Bank Lending Behavior in the Global Financial Crisis. International Review of Financial Analysis, 2015, 37, 168-183.(SSCI一区期刊/ABS三星).

[8] 李绍芳,刘晓星. 金融系统压力:指数化测度及其溢出效应研究.系统工程理论与实践, 2020, 40(5), 1089-1112. (CSSCI期刊/国家自然科学基金委A类期刊).

[9] Shaofang Li. The Impact of Capital Structure and Institutional Environment on Bank Competition: A Cross-Country Analysis. Emerging Markets Finance and Trade, 2022, 58:4, 997-1007. (SSCI一区期刊).

[10] Shaofang Li. Quality of Bank Capital, Competition, and Risk-Taking: Some International Evidence. Emerging Markets Finance and Trade, 2021, 57, 12, 3455-3488.(SSCI一区期刊).

[11] Shaofang Li,Chao Liu. Quality of Corporate Social Responsibility Disclosure and Cost of Equity Capital: Lessons from China. Emerging Markets Finance and Trade, 2018, 54(11): 2472-2494. (SSCI一区期刊).

[12] Shaofang Li. Banking Sector Reform, Competition and Bank Stability: An Empirical Analysis of Transition Countries. Emerging Markets Finance and Trade, 2019, 55(13), 3069-3093.(SSCI一区期刊).

[13] Shaofang Li. The Impact of Bank Regulation and Supervision on Competition: Evidence from Emerging Economies. Emerging Markets Finance and Trade, 2019, 55(10), 2334-2364. (SSCI一区期刊).

[14] Shaofang Li, Xiaolin Li. Bank Competition, Regulation, and Efficiency: Evidence from the Asia-Pacific Region. Asia-Pacific Journal of Accounting & Economics, 2022, 29:3, 715-742. (SSCI期刊).

[15]李绍芳,刘晓星. 中国金融机构关联网络与系统性金融风险. 金融经济学研究, 201833(5), 34-48. (CSSCI期刊).

[16] 李绍芳, 李方圆, 刘晓星. 新冠疫情冲击下全球金融市场系统性风险跨市场传染研究—基于G20国家的经验证据. 金融评论, 2022, 3: 1-38+124. (CSSCI期刊).

[17] 李绍芳, 刘晓星. 货币政策对金融市场压力溢出的影响机制研究—基于G20国家的经验证据. 现代经济探讨, 2022, 7: 57-79. (CSSCI期刊).

[18] Shaofang Li. (2021). Financial Regulation and Bank Performance. Springer, Singapore. (学术专著).

[19] Shaofang Li. (2018). Financial Institutions in the Global Financial Crisis. Springer, Singapore. (学术专著).

  

联系方式:

   东南大学九龙湖校区经管楼A-318


   Email101011930@seu.edu.cn


   通讯地址:南京市江宁区东南大学经济管理学院




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