Introduction
Personal Information
Welcome!!!
I am Weihan Li, born in 1996. My hometown is Luohe City, Henan Province. Now I am a PhD Candidate in Finance at the University of Otago. My research interests lie in derivatives and corporate finance. Under the guidance of Prof. Jin E. Zhang (Primary Supervisor), A.Prof. Xinfeng Ruan and Dr. Pakorn Aschakulporn (Co-Supervisors), I have been researching the premium differences between American and European options, and the rare disaster concern index (RIX).
I earned my master in Finance with Distinction at Durham University, and the topic of my dissertation is systemic risk in the stock market. Besides, I graduated from Tianjin University of Finance and Economics with Distinction in 2019. My major is ACCA in the International Business School.
In addition to research, I am also very passionate about teaching. It is meaningful to not only impart knowledge to students but also develop their research interests, so I actively take part in tutoring to help students and enhance my teaching skills. I was the tutor in three papers: Derivatives (2023 Semester 1), Mathematical Finance (2023 Semester 2), and Personal Finance (2024 Summer School).
Besides, I was the meeting manager of the Derivatives and Quantitative Finance Group in 2023 and have been the PhD representative of Department of Accountancy & Finance since the beginning of 2023.
Research
Interests & Publications
Publications
Corporate governance and firm-Level jump and volatility risks, with Xinfeng Ruan and Haileslasie Tadele, Applied Economics, 2022, 54(22), 2529-2553.
An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options, with Jin E. Zhang, Xinfeng Ruan, and Pakorn Aschakulporn, Journal of Futures Markets, 2024, 1-37.
Working Papers
The rare disaster index: RIX, with Jin E. Zhang, Xinfeng Ruan, and Pakorn Aschakulporn.
Conferences
Peer Reviewer
Service
Teaching and Role
Teaching Assistant/Tutor
Derivatives, 2023 Semester 1, evaluation.
Mathematical Finance, 2023 Semester 2, evaluation.
Personal Finance, 2024 Summer School, evaluation.
Guest Speaker
Mathematical Finance, 2022 Semester 2 (An empirical study on the early exercise premium of American options Evidence from OEX and XEO options).
Mathematical Finance, 2023 Semester 2 (An empirical study on the early exercise premium of American options Evidence from OEX and XEO options).
PhD Representative
Meeting Manager
Corporate
Working Experience
Deal Advisory - M&A Department (2018)
Searching potential comparable companies and transactions;
Integrating M&A cases of different industries;
Assisting in the valuation of the target companies.
Fashion & Sports Department (2019)
Connecting information with merchants and offered discount to them;
Scheming and constructing big promotions on the E-commerce;
Conducting the summary of sales promotion and analyzed the results.
Auditing (2021)
Participating in the annual auditing program;
Completing work like drafting, project selection and filing of the parent company and over 60 branches and subsidiaries;
Assisting the project manager to carry out quality control inspection.
Contact