为增强学院学术氛围，加强学术科研合作，金融科技学院持续开展系列学术讲座。2025年6月5日下午，学院特邀请新加坡管理大学经济学院院长李嘉教授作专题学术讲座。
本次讲座中，李嘉教授重点介绍了其在经济学领域的最新研究成果，通过介绍自己最新工作论文，旨在探索利用新测试方法去检测经济新闻对资产价格的冲击效应，具体内容如下：
Building on time-honored ideas from technical analysis, we propose a simple new test, termed theMarubozu test, for detecting abrupt asset price changes over short time intervals based on the information embedded in readily available high-frequency candlesticks. Using an infill asymptotic framework, combined with a novel coupling-based method, we show that the test is correctly sized and optimal, or nearly so, against a variety of empirically plausible alternatives. Underscoring the practical relevance of the test, we demonstrate its ability to illuminate significant economic shocks triggered by specific statements made by the Fed chair in post-FOMC announcement press conferences.
讲座现场气氛热烈而活跃，讲座的最后，学院师生与嘉宾进行了深入互动交流。学院陈海强院长为嘉宾颁发感谢函，感谢李嘉教授为学院师生带来一场学术盛宴。
主讲嘉宾介绍：
Professor Jia Li is the Dean of the School of Economics at Singapore Management University. He graduated with a PhD in Economics from Princeton University and started his academic career at Duke University as Assistant Professor of Economics in 2011. Subsequently, he attained his full professorship at Duke University in 2020 before joining SMU in 2021 as a full tenured Professor of Economics. In the same year, he received the Lee Kong Chian named professorship.
Jia is an accomplished academic whose research interest lies in econometrics with a specialisation in financial applications. He has published extensively in leading economics, statistics, probability and finance journals such as American Economic Review, Econometrica, Review of Economic Studies, Annals of Statistics, Journal of the American Statistical Association, Annals of Applied Probability and Review of Financial Studies. He is internationally recognised as a leading scholar in Econometrics as reflected in his editorial roles in a number of leading journals including as Co-Editor, Econometrics Theory since 2021, Associate Editor, Econometrica since 2018, Associate Editor, Journal of Financial Econometrics, Journal of Business and Economic Statistics and Journal of Econometrics since 2017.
Jia is also an experienced educator who has taught in undergraduate and graduate courses. During his tenure at Duke, he managed the admission work of PhD students from China, as well as sat on various recruitment committees. Since joining SMU, Jia has contributed significantly to the School in various roles including Econometrics Lead of the SMU Urban Institute, Programme Director of Master of Science in Financial Economics (MSFE), a Member of the Promotion, Tenure and Appointment Committee (PTAC) and a Member of the University Research Evaluation Committee (UREC). His leadership also extends to other important areas in terms of formulating a plan for SOE’s next phase of growth, managing resources and budget, designing of new revenue generating PGPP programme, fostering industrial collaboration, identifying peer and aspirant Universities for benchmarking, establishing a new journal list for School ranking , managing the performance targets and evaluation of faculty. His applied work in macroeconomics, monetary economics, labour economics and international finance has equipped him with a comprehensive understanding of other research areas important to SOE.
