Zhengzi (Sophia) Li

Sophia Zhengzi Li received her Ph.D. in Economics from Duke University in 2013. Her research interest includes Empirical Asset Pricing, Financial Econometrics, Big Data, and Machine Learning. Her work has received the First Prize of 2012 Morgan Stanley Prize for Excellence in Financial Markets, and has been published in the Review of Financial Studies, Journal of Financial Economics, Journal of Finance and Quantitative Analysis, and Journal of Econometrics.