Meet the Researchers
Li Gu
Senior Economist
Trading and Capital Markets Section
Supervision and Regulation
202-912-4655
[email protected]
[email protected]
Education
- Ph.D., Finance, Columbia University, 2006
- M.A., International Development Policy, Duke University, 1998
Current Research Topics
- Asset Pricing
- Financial Markets
Economist
Board of Governors of the Federal Reserve System
2011 - presentAssistant Professor
Fordham University
2005 - 2011
- Balvers, Ronald J., Li Gu, and Dayong Huang (2017). "Profitability, Value, and Stock Returns in Production-Based Asset Pricing without Frictions," Journal of Money, Credit, and Banking, vol. 49, no. 7, pp. 1621-1651.
- Gu, Li, and Dayong Huang (2017). "The Effect of the Growth in Labor Hours per Worker on Future Stock Returns, Hiring, and Profitability," Review of Finance, vol. 21, no. 6, pp. 2249–2276.
- Gu, Li, and Paul D. McNelis (2013). "Yen/Dollar Volatility and Chinese Fear of Floating: Pressures from the NDF Market," Pacific-Basin Finance Journal, vol. 22, pp. 37-49.
- Gu, Li, and Dayong Huang (2013). "Consumption, Money, Intratemporal Substitution, and Cross-Sectional Asset Returns," Journal of Financial Research, vol. 36, no. 1, pp. 115-146.
- Gu, Li, and Dayong Huang (2010 ). "Sales Order Backlogs and Momentum Profits," Journal of Banking and Finance, vol. 34, no. 7, pp. 1564-1575.
- Ang, Andrew, Li Gu, and Yael V. Hochberg (2007). "Is IPO Underperformance a Peso Problem?" Journal of Financial and Quantitative Analysis, vol. 42, no. 3, pp. 565-594.
- Ang, Andrew, Li Gu, and Yael V. Hochberg (2006). "Is IPO Underperformance a Peso Problem?" NBER Working Papers 12203. National Bureau of Economic Research, Inc.
Last Update:
August 2, 2024