Colleges & Faculties

Academic Position

Associate professor, Sep 2017-present, Beijing University of Agriculture, China

Research Interest

International Finance, Financial Market

Representative Publications

· Li, Yuan. 2017. What Shanghai-Hong Kong Stock Connect Really Brought?—Research on the Price Disparity of Cross-listed Companies in China. Reform of Economic System 203: 122-130.

· Li, Yuan, and Feifei Wu. 2018. Market Reactions of China’s Dual-listed Companies under the Background of Shanghai-Hong Kong Stock Connect Program. Financial Theory & Practice 466: 88-93.

· Li, Yuan, and Fang Liu. 2018. The Developing Situation and Development Trend of Chinese Dairy Industry. Chinese Journal of Animal Science 54(9): 151-154.

· Li, Yuan, and Fang Liu. 2018. Research on the Cross-border Mergers and Acquisitions of Chinese Dairy Companies under the Belt and Road Initiative. Chinese Journal of Animal Science 54(12): 128-131.

· Li, Yuan, and Feifei Wu. 2019. Rethinking on the Stock Price Disparities of China’s listed companies. Wuhan Finance 231: 45-51.

· Li, Yuan, and Fang Liu. 2019. Research on the Current Status and Evolutionary Trend of Chinese Dairy Industry. Chinese Journal of Animal Science 55(4): 144-147.

· Li, Yuan, & Ran, J. 2020. Investor Sentiment and Stock Price Premium-Validation with Siamese Twins from China. Journal of Multinational Financial Management, 100655. https://doi.org/10.1016/j.mulfin.2020.100655

· Li, Yuan, and Feifei Wu. 2020. Investor sentiment, idiosyncratic risk, and the price disparity between A- and H-shares in China. Financial Regulation Research 12:50-63.

· Li, Yuan, & Zhang, Y. 2021. Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence from Chinese Cross-Listed Companies. SAGE Open. https://doi.org/10.1177/21582440211024621

· Li, Yuan, Ran, Qiming. 2021. Sentiment of individual stocks and cyclical fluctuations in the stock market: an empirical analysis of China's A-share market. Investment Research 40(11): 131-144.

· Li, Yuan. 2022. Mood Beta, Sentiment and Stock Returns in China. SAGE Open. http://doi.org/10.1177/21582440221079873

· Li, Yuan, Liu, Fang. 2023. Stock market returns, individual stock sentiment, and market regulation. Financial Regulation Research 133(01):100-114

· Li, Yuan, 2024. Market- and future-level sentiment and futures returns in Chinese agricultural futures markets. Borsa Istanbul Review 24 (5): 869-885. https://doi.org/https://doi.org/10.1016/j.bir.2024.03.008

Research Experience

· Horizontal Project, Situation of Cultural Media Enterprises, 2024.9-2028.9, in progress, hosted

· Prosperous Social Science Action Plan Project of Beijing University of Agriculture, FRSK-2024-004, Research on the Time-varying and Over-correlated Nature of Agricultural Product Futures Prices in China from the Perspective of Investor Sentiment Contagion, 2024.04-2025.03, in progress, hosted

· Degree and Postgraduate Education Reform and Development Project, 2024YJS004, Bilingual Course Construction of "Portfolio Theory and Practice", 2024.03-2025.03, in progress, hosted

· Beijing Higher Education Association Project, MS2023230, Research on the construction of a "five-dimensional" curriculum system for international economics and trade majors in the context of new agricultural science, 2024.1-2025.12, in progress, hosted

· Education and Teaching Reform Project, BUA2023JG34, Exploration and Practice of International Finance Curriculum in the Context of New Agricultural Science, 2023.01-2024.12, concluded, hosted

· Horizontal Project, 2019054, Reconsideration of the Financial Market Connectivity between Shanghai, Shenzhen, and Hong Kong under the 'Shanghai-Shenzhen-Hong Kong Stock Connect', 2019.06-2022.06, concluded, hosted

· Beijing University Of Agriculture Degree and Postgraduate Education Reform and Development Project, 2021YJS011, International Financial Theory and Practice Postgraduate Course Construction, 2021.03-2021.12, concluded, hosted

· Research Project of Beijing Municipal Education Commission, SM201910020003, Research on Stock Price Discovery and Linkage of Dual-listed Companies under the Background of Shanghai-Hong Kong Stock Connect, 2019.01-2021.12, concluded, hosted

· Education and Teaching Reform Project of Beijing University Of Agriculture, BUA2019JG030, Innovation and Reflection on Econometrics Courses in General Agricultural Colleges, 2019.01-2020.12, concluded, hosted

· Beijing University Of Agriculture Young Teachers' Research Fund, 17SK001, "The Belt and Road" Background: Opportunities and Challenges for the Future Development of China's Dairy Enterprises, 2018.01-2019.12, concluded, hosted