Profile image of Bob Li

Dr Bob Li

STAFF PROFILE

Position

Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Doctor of Philosophy in Finance, Monash University, 2015
Graduate Certificate of Higher Education, Deakin University, 2011

Contact

bob.li@deakin.edu.au
+61 3 925 17412

Research interests

  • Default risk
  • Leverage
  • Risk and return relations
  • Behaviour finance

Teaching interests

  • Equity Investment
  • Portfolio Management
  • Derivatives Trading

Units taught

  • MAF307 - Equities and Investment Analysis
  • MAF308 - Derivative and Fixed Income Securities
  • MAF302 - Corporate Finance
  • MAF702 - Financial Markets
  • MAF704 - Treasury and Risk Management

Publications

Filter by

2018

Volume shocks and stock returns: an alternative test

A Zhong, D Chai, B Li, M Chiah

(2018), Vol. 48, pp. 1-16, Pacific-Basin finance journal, Amsterdam, The Netherlands, C1

journal
2017

Islamic or conventional mutual funds: who has the upper hand? Evidence from Malaysia

Y Boo, M Ee, B Li, M Rashid

(2017), Vol. 42, pp. 183-192, Pacific-basin finance journal, Amsterdam, The Netherlands, C1

journal
2016

Is momentum trading profitable from Shari'ah compliant stocks?

B Li, M Ee, M Rashid

(2016), Vol. 31, pp. 56-63, Review of financial economics, Amsterdam, The Netherlands, C1

journal
2015

Book-to-market ratio, default risk and return implications: from a negative perspective

B Li, P LAJBCYGIER, C Chen

(2015), pp. 26-32, JASSA, Sydney, N.S.W., C1

journal
2014

Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors

B Li, T Stork, D Chai, M Ee, H Ang

(2014), Vol. 27, pp. 19-31, Pacific-Basin finance journal, Amsterdam, The Netherlands, C1

journal
2013

A re-examination of firm's attributes and share returns: evidence from the Chinese A-shares market

B Li, Y Boo, M Ee, C Chen

(2013), Vol. 28, pp. 174-181, International review of financial analysis, Amsterdam, Netherlands, C1

journal
2012

Which fundamental factors proxy for share returns? : An application of the multi self-organising maps in share pricing

B Li, Y Boo

(2012), pp. 1-11, Multidisciplinary computational intelligence techniques : applications in business, engineering, and medicine, Hershey Pa., B1

chapter
2009

Risk-return or mispricing, from a 'negative' prospective

B Li, X Chen

(2009), MFA 2009 : Proceedings of the Fifty-Eighth Annual Meeting of the Midwest Finance Association, Chicago, Ill., E1-1

conference
2008

Can default risk explain stock return?

B Li, P Lajbcygier, S Guo, X Chen

(2008), pp. 1-1, MFA 2008 : Proceedings of the 58th Annual Meeting of the Midwest Finance Association, San Antonio, Texas, E1-1

conference

Going negative : what to do with negative book equity stocks

S Brown, P Lajbcygier, B Li

(2008), Vol. 35, pp. 95-102, Journal of portfolio management, New York, N.Y., C1-1

journal
2007

Effect of negative book equity stocks on the fama French value factor

B Li, P Lajbcygier, S Guo

(2007), pp. 1-1, MFA 2007 : Proceedings of the 56th Midwest Finance Association. Annual Meeting 2007, Minneapolis, Minnesota, E1-1

conference

Effect of Negative Book Equity on the Fama French HML

B Li, P Lajbcygier

(2007), pp. 213-226, Advances in Business and Finance Studies : Vol.1: Capital Markets, Hyderabad, India, B1-1

chapter
2006

Negative book equity stocks and value premium

B Li, P Lajbcygier, S Guo

(2006), Proceedings of Third International Business Research Conference, Melbourne, Vic., E1-1

conference

Funded Projects at Deakin

Industry and Other Funding

House of Cards: What made up Australia's lucky hand

Dr Bob Li, Ms Sarah Carrington

  • 2014: $3,636
  • 2013: $5,454

Supervisions

Associate Supervisor
2014

Toni Uhomoibhi Aburime

Thesis entitled: CEO TENURE AND OTHER DETERMINANTS OF BANK PERFORMANCE IN NIGERIA

Doctor of Philosophy, School of Accounting, Economics & Finance