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
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Access statistics for papers by Tao Li.
Last updated 2024-10-09. Update your information in the RePEc Author Service.
Short-id: pli279
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Working Papers
2024
- Central Bank Digital Currency and Banking Choices
Staff Working Papers, Bank of Canada  View citations (6)
2018
- Activism, Strategic Trading, and Liquidity
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (22)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (1)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (4)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (3)
See also Journal Article Activism, Strategic Trading, and Liquidity, Econometrica, Econometric Society (2018) View citations (21) (2018)
2013
- Liquidity and Governance
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
Journal Articles
2022
- Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
Journal of Economic Dynamics and Control, 2022, 141, (C)
2018
- Activism, Strategic Trading, and Liquidity
Econometrica, 2018, 86, (4), 1431-1463 View citations (21)
See also Working Paper Activism, Strategic Trading, and Liquidity, Swiss Finance Institute Research Paper Series (2018) View citations (22) (2018)
- Identifying Information Asymmetry in Securities Markets
The Review of Financial Studies, 2018, 31, (6), 2277-2325 View citations (20)
2013
- Investors' Heterogeneity and Implied Volatility Smiles
Management Science, 2013, 59, (10), 2392-2412 View citations (7)
- No-Arbitrage Taylor Rules with Switching Regimes
Management Science, 2013, 59, (10), 2278-2294 View citations (2)
2010
- Heterogeneity and Volatility Puzzles in International Finance
Journal of Financial and Quantitative Analysis, 2010, 45, (6), 1485-1516 View citations (11)
2007
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
Journal of Economic Dynamics and Control, 2007, 31, (5), 1697-1727 View citations (36)
- The Dynamics of Credit Spreads and Ratings Migrations
Journal of Financial and Quantitative Analysis, 2007, 42, (3), 595-620 View citations (11)
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