Zhengzi (Sophia) Li
Sophia Zhengzi Li is an assistant professor of finance at Rutgers Business School. She previously taught at Michigan State University from 2013 to 2017. Her main research areas are empirical asset pricing, financial econometrics, big data, and machine learning, and her research interests include volatility, intraday analysis, return prediction, tail risk, news, disagreement, and shareholder voting. She received the First Prize of 2012 Morgan Stanley Prize for Excellence in Financial Markets and the Best Paper Award at the Triple Crown Conference. Her work has been published in leading academic journals, including the Review of Financial Studies, Journal of Financial Economics, Journal of Finance and Quantitative Analysis, and Journal of Econometrics. Her work has been presented at NBER Summer Institute, NBER-NSF Time Series Conference, American Finance Association, European Finance Association, and SFS Cavalcade North America.