个人简历: 英文CV
个人网站： http://lishaoran.com
工作经历：
2021- 北京大学经济学院 助理教授 博士生导师
研究领域：
金融计量，资产定价，投资组合管理，机器学习
教育经历：
2016-2021 剑桥大学 经济学博士
2015-2016 剑桥大学 经济研究硕士
2013-2015 伯明翰大学 理学学士
2011-2015 西南财经大学 金融学学士
发表论文：
英文论文：
Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information? (with Shuyi Ge, Oliver Linton, Weiguang Liu and Wen Su) Journal of Econometrics, Volume 255, May 2026, 106236.
Dual Peer Effects and Cross-Stock Predictability (with Doron Avramov, Shuyi Ge and Oliver Linton) Journal of Financial Economics, Volume 180, June 2026, 104274
Data-enriched Prediction of Insurance Risk (with Ruo Jia and Ye Yin) Risk Science Volume 2, 2026, 100028
Diamond Cuts Diamond: News Co-mention Momentum Spillover Prevails in China (with Shuyi Ge and Hanyu Zheng) Journal of Banking and Finance，Volume 171, February 2025, 107356
Dynamic Peer Groups of Arbitrage Characteristics (with Shuyi Ge and Oliver Linton) Journal of Business & Economic Statistics, 2024, VOL. 42, NO. 2, 367–390
News-Implied Linkages and Local Dependency in the Equity Market (with Shuyi Ge and Oliver Linton) Journal of Econometrics, Volume 235, Issue 2, August 2023, Pages 779-815
First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic (with Shuyi Ge and Oliver Linton) Journal of the Royal Statistical Society: Series A (Statistics in Society), Volume 185, Issue 4, October 2022, Pages 1831–1832 & 1836–1837
When Will the Covid-19 Pandemic Peak? （with Oliver Linton） Journal of Econometrics Volume 220, Issue 1, January 2021, Pages 130-157
中文论文：
中国股票市场的异质空间因子定价模型 （ 戈舒怡 李少然 黎新平 苏文 ） 计量经济学报 2026, Vol. 6 ›› Issue (1) : 63-89.
工作论文：
Link Firms' Characteristics and Cross-stock Predictability in China (with Shuyi Ge, Tianzi Bao and Lin Yang)
Text as Priors (with Shuyi Ge, Oliver Linton and Wen Su)
Specification LASSO and a Flexible Characteristics-Based Asset Pricing Model (with Chaohua Dong, Shuyi Ge and Wen Su) Revise and Resubmit, Journal of Business & Economic Statistics
Building Trust, Hiring More: The Role of Privacy Policies in Workforce Growth (with Qiubo Li, Yiwen Ma and Linghao Zhang )
Media Co-mention Structure, Attention Efficiency, and Cross-firm Predictability: A Tale of Two News-implied Linkages (with Shuyi Ge and Hanyu Zheng)
A-H Share Price Difference: An Empirical Analysis (with Yuxuan Chen, Shuyi Ge and Oliver Linton)
A Dynamic Semiparametric Characteristics-based Model for Portfolio Selection (with Gregory Connor, Chaohua Dong and Oliver Linton)
A股市场公司特征动态变化的定价效应 ——基于长短期差异的实证研究 (杨琳，戈舒怡，李少然） 金融学季刊 返修
中英文书稿：
《Empirical Finance: Theory and Application》（with Shuyi Ge and Oliver Linton） Chapman & Hall/CRC | Taylor & Francis Group
《简明时间序列分析： 基于R与Python》 北京大学出版社 立项
数据：finlab.pku.edu.cn
CSNCD: China Stock News Co-mention Dataset (with Shuyi Ge, Xinping Li, Xianglong Yan and Hanyu Zheng)
CSNLFD: China Stock News Leader-Follower Dataset (with Shuyi Ge, Xinping Li, Xianglong Yan and Hanyu Zheng)
科研项目：
主持，国家自然科学基金，面上项目，高维公司特征承载政策敏感因子的A股资产定价模型，2026-2029
主持，国家自然科学基金，青年项目，基于辅助信息源的高维协方差矩阵的估计和预测：以金融市场为例，2023-2025
媒体报道：
新华财经：【金融街发布·机构研究】北大经院金融系研究显示：新闻关联数据库在A股市场应用效果显著
https://bm.cnfic.com.cn/sharing/share/articleDetail/178609795/1
奖项：
北京大学优秀班主任，2022
北京大学青年教师教学基本功大赛一等奖，2023
北京大学优秀班主任标兵，2023
北京大学本科生毕业论文优秀指导教师，2024
