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Details about Tao Li

E-mail:
Postal address:Department of Economics and Finance City University of Hong Kong Kowloon Hong Kong
Workplace:City University of Hong Kong

Access statistics for papers by Tao Li.

Last updated 2020-10-08. Update your information in the RePEc Author Service.

Short-id: pli279


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Working Papers

2018

  1. Activism, Strategic Trading, and Liquidity
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (2)

    See also Journal Article in Econometrica (2018)

2013

  1. Liquidity and Governance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (2)

Journal Articles

2018

  1. Activism, Strategic Trading, and Liquidity
    Econometrica, 2018, 86, (4), 1431-1463 Downloads View citations (5)
    See also Working Paper (2018)
  2. Identifying Information Asymmetry in Securities Markets
    Review of Financial Studies, 2018, 31, (6), 2277-2325 Downloads View citations (6)

2013

  1. Investors' Heterogeneity and Implied Volatility Smiles
    Management Science, 2013, 59, (10), 2392-2412 Downloads View citations (2)
  2. No-Arbitrage Taylor Rules with Switching Regimes
    Management Science, 2013, 59, (10), 2278-2294 Downloads View citations (2)

2010

  1. Heterogeneity and Volatility Puzzles in International Finance
    Journal of Financial and Quantitative Analysis, 2010, 45, (6), 1485-1516 Downloads View citations (1)

2007

  1. Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
    Journal of Economic Dynamics and Control, 2007, 31, (5), 1697-1727 Downloads View citations (24)
  2. The Dynamics of Credit Spreads and Ratings Migrations
    Journal of Financial and Quantitative Analysis, 2007, 42, (3), 595-620 Downloads View citations (5)
 
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