Staff profile

Dr Bob Li

Position: Lecturer
Faculty or Division: Faculty of Business and Law
Department: BL Deakin Business School
Campus: Melbourne Burwood Campus
Phone: +61 3 925 17412 +61 3 925 17412
Email: bob.li@deakin.edu.au

Biography

Qualifications

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


Academic

Teaching Interests

Equity Investment, Portfolio Management, Derivatives Trading.


Subjects and units currently teaching

MAF307, MAF308, MAF302, MAF702, MAF704, etc.


Research

Research interests

  • Default Risk
  • Leverage
  • Risk/return Relations
  • Behaviour Finance


Publications

Publications

  • “Going Negative: What to Do with Negative Book Equity Stocks”, with S. Brown, P. Lajbcygier, Journal of Portfolio Management, Vol. 35, No. 1, pp. 95-102, 2008.
  • “Effect of Negative Book Equity on the Fama French HML”, with P. Lajbcygier, The Icfai Journal of Applied Finance, Vol. 13, No. 11, pp. 37-47, 2007.
  • “Can Default Risk Explain Stock Return?”, with P. Lajbcygier, S.Y. Guo and X.Y. Chen, 57th Midwest Finance Association Annual Meeting, 2008, San Antonio, USA.
  • “Effect of Negative Book Equity Stocks on the Value Factor”, B. Li, Paul Lajbcygier, SY Guo, 56th Midwest Finance Association Annual Meeting, 2007, Minneapolis, USA.


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