Finance

Shengle Lin, Ph.D.

2018 - Present, Associate Professor, Department of Finance, College of Business, San Francisco State University

2012 - 2018, Assistant Professor, Department of Finance, College of Business, San Francisco State University

2010 - 2012, Postdoc, Finance Group, Haas School of Business, University of California Berkeley

Photo: 
Role: 
Faculty
Department: 
Position: 
Associate Professor
Office: 
BUS 306
Phone: 
(415) 338-7478
Office Hours: 
TTh 3:00 PM – 5:00 PM
Advising Duties & Hours: 
Advisor: Undergrad
Terminal Degree: 
Ph.D.
Email: 
Education: 

Ph.D. in Economics (2009) George Mason University

Research Interests: 

Behavioral Finance, Experimental Economics

Shuming Liu, Ph.D.

Role: 
Faculty
Department: 
Position: 
Associate Professor
Office: 
SCI 330/DTC 603
Phone: 
(415) 338-6289
Office Hours: 
TTh 12:15 – 1:45pm (SCI 330); W 5:30 – 6:30pm (DTC 603 Cubicle 2)
Advising Duties & Hours: 
Advisor: Undergrad
Terminal Degree: 
Ph.D.
Education: 
  • Ph.D. (2008), University of Texas at Austin
Research Interests: 
  • Behavioral Finance
  • Investments
  • Market Microstructure

Ming Li, Ph.D.

Professor Ming Li joined the Finance Department at San Francisco State University in 2005, after completing his Ph.D. degree in Economics at UCLA. His research interests include international finance, asset pricing and learning.

Role: 
Faculty
Department: 
Position: 
Associate Professor, Department Chair
Office: 
SCI 307/ DTC 606
Phone: 
(415) 338-6082
Office Hours: 
M 9:45 AM - 12:15 PM; T 5:00 PM - 6:30 PM (DTC 606)
Advising Duties & Hours: 
Advisor: Grad
Terminal Degree: 
Ph.D.
Education: 
  • Ph.D. in Economics (2005), University of California, Los Angeles
Research Interests: 
  • International Finance
  • Asset Pricing
  • Model Uncertainty and Learning
  • Application of Robust Control in Finance

Herb Meiberger, M.B.A.

Photo: 
Role: 
Faculty
Department: 
Position: 
Lecturer
Office: 
BUS 312
Phone: 
(415) 338-1107
Office Hours: 
Th 1:00 PM - 3:00 PM
Advising Duties & Hours: 
None
Terminal Degree: 
M.B.A.
Education: 
  • B.A. (1973), University of South Dakota, Vermillion
  • M.B.A., University of California, Berkeley
Professional Associations: 
  • Institute of Chartered Financial Analysts
  • Pacific Pension Institute
  • Institutional Real Estate Letter

Yi Zhou, Ph.D.

Photo: 

Professor Yi Zhou is an assistant professor of finance at San Francisco State University (SFSU). Her research interests are Empirical Asset Pricing, Derivatives, Credit Risk, Default Risk, Volatility, and Art and Finance. Professor Yi Zhou has published six papers by 2018, three of which are in top-tiered journals as designated by the Financial Times. She has published in the Journal of Financial Economics (JFE) twice, Journal of Financial and Quantitative Analysis (JFQA), Journal of Banking and Finance, Journal of Empirical Finance, and the European Journal of Finance.

Role: 
Faculty
Department: 
Position: 
Assistant Professor
Office: 
SCI 357
Phone: 
(415) 338-2661
Office Hours: 
Tuesday: 7:00 AM - 8:00 AM & 12:15 PM -1:50 PM, Thursday: 7:00 AM - 8:00 AM & 12:15 - 12:40 PM
Advising Duties & Hours: 
Advisor: Undergrad
Terminal Degree: 
Ph.D.
Education: 

Ph.D., Finance, University of California at Los Angeles (UCLA), Los Angeles, CA.
M.S., Statistics (Concurrent), UCLA, Los Angeles, CA.
M.A., Economics (Concurrent), UCLA, Los Angeles, CA.
M.S., Astrophysics, University of California at Berkeley, Berkeley, CA.
B.S., Space Physics, University of Science & Technology of China (USTC), P.R.China.

Research Interests: 

Empirical Asset Pricing, Derivatives, Credit Risk, Default Risk, Volatility, and Art and Finance.

Publications:

1. Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement ((with Bing Han and Lei Lu) (Journal of Financial and Quantitative Analysis, Forthcoming)

2. The Term Structure of Credit Spreads, Firm Fundamentals, and Expected Stock Returns (with Bing Han and Avanidhar Subrahmanyam) (Journal of Financial Economics, 2017, Volume 124, Issue 1, April 2017, Pages 147-171) (Social Science Research Network (SSRN)'s Top Ten Download Paper) (Top Ten Session of FMA 2011 Meeting)

3. Capital Structure Effects on the Prices of Individual Equity Call Options (with Robert Geske and Avanidhar Subrahmanyam) (Journal of Financial Economics, 2016, Volume 121, Issue 2, August 2016, Pages 231-448, Lead Article) (Social Science Research Network (SSRN)'s Top Ten Download Paper)

4. Narcissism and the Art Market Performance (European Journal of Finance, 2017, Volume 23, Issue 13, Pages 1197-1218, Lead Article, Published online: 15 Mar 2016, http://dx.doi.org/10.1080/1351847X.2016.1151804)

5. Understanding the Term Structure of Credit Default Swap Spreads (with Bing Han) (Journal of Empirical Finance, Volume 31, March 2015, Pages 18-35) (Winner of American Association of Individual Investors Award at 2013 Midwest Finance Association (MFA) Annual Meeting in Chicago) (Social Science Research Network (SSRN)'s Top Ten Download Paper)

6. Credit Default Swap Spread and Variance Risk Premia (with Hao Wang and Hao Zhou) (Journal of Banking and Finance, Volume 37, Issue 10, October 2013, Pages 3733-3746, Lead Article) (Winners of the Research Awards of Global Association of Risk Professionals (GARP) (2009) and Center for Hedge Fund Research (CHFR) at Imperial College London (2009))

Honors and Awards: 

1. Exemplary Research Award for 2017-2018, College of Business, San Francisco State University, August 2018
2. Exemplary Research Award for 2016-2017, College of Business, San Francisco State University, August 2017
3. Development of Research and Creativity (DRC) Grants, funded by California State University (CSU) Chancellor's Office Finance Department, March 2017
4. The top 10% of Authors on Social Science Research Network (SSRN) by total new downloads within the last 12 months, May 2017 to Present
5. The top 10% of Authors on SSRN by all-time downloads, July 2017 to Present
6. SSRN's Top Ten download list for: ERN: Culture & Leadership (Topic), February 2018.
7. SSRN's Top Ten download list for: IRPN Subject Matter eJournals, IRPN: Innovation & Finance (Topic), Innovation Disciplines eJournals, Innovation Finance & Accounting eJournal and Innovation Research & Policy Network, December 2017.
8. SSRN's Top Ten download list for: ERN: Efficient Market Hypothesis Models (Topic), December 2017.
9. SSRN's Top Ten download list for: IO: Productivity, Innovation & Technology eJournal, November 2017 to December 2017.
10. SSRN's Top Ten download list for: ERN: Efficient Market Hypothesis Models (Topic) and ERN: Intellectual Property (Topic), November 2017.
11. SSRN's Top Ten download list for: ERPN: Firm (Topic), ERPN: Other Firm (Sub-Topic) and Entrepreneurship, Innovation, & Growth eJournal, November 2017.
12. The top 10% of Authors on SSRN by total new downloads this month, April 2017 to June 2017
13. Pacific Basin Finance Journal Research Excellence Award, the Second Shanghai Risk Forum 2016, Firm Specific Uncertainty, Individual Stock Variance Risk Premium and the Cross-Section of Stock Returns, with Bing Han, Shanghai, P.R.China, 2016
14. Global Association of Risk Professionals (GARP) Research Award, Sovereign CDS Term Structure and International Equity Market Returns, with Bing Han, 2013
15. American Association of Individual Investors Award, Understanding the Term Structure of Credit Default Swap Spreads, with Bing Han, Midwest Finance Association (MFA) Annual Meeting in Chicago, 2013
16. Global Association of Risk Professionals (GARP) Research Award, Credit Default Swap Spreads and Variance Risk Premia, with Hao Wang and Hao Zhou, 2009
17. Center for Hedge Fund Research (CHFR) Research Award, Credit Default Swap Spreads and Variance Risk Premia, with Hao Wang and Hao Zhou, Imperial College London, 2009