Contact Information
202-452-2626
dan.li@frb.gov

Fields of Interest
Market Microstructure
Asset Pricing
Computational Techniques

Education
Ph.D., Finance, Carnegie Mellon University, 2007
M.Sc., Finance, Norwegian School of Management, 2002
B.A., Accounting, Fudan University, 1999

Professional Experience
Board of Governors of the Federal Reserve System, 2007-present

Selected Publications

• ''Price Discovery in Illiquid Market: Do Financial Asset Prices Rise Faster Than They Fall?'' (with Richard C. Green and Norman Schurhoff), Journal of Finance (forthcoming).