On the job market and will be at the AEA/AFA in January 2014 for interviews.

Wei Li    Curriculum Vitae (pdf) 

liwei@umd.edu
Phone: 1-(678)-661-1880

PhD Candidate
Department of Finance
Robert H. Smith School of Business
University of Maryland

References

• Albert S. "Pete" Kyle (Chair)
  
• Mark Loewenstein 
• Anna A. Obizhaeva
• Nagpurnanand R. Prabhala
  
• Yajun Wang
  

Education

• PhD in Finance, University of Maryland, College Park, expected May 2014
• PhD in Civil Engineering and MS in Statistics, Purdue University, West Lafayette, 2008
• MS in Civil Engineering, Tsinghua University, Beijing, China, 2004
• BS in Electronics Engineering, Zhejiang University, Hangzhou, China, 2001
  

Selected Honors

• NASDAQ OMX Group Educational Foundation Dissertation Grant
  
• Full Graduate Assistantship and Dean's Summer Research Fellowship, University of Maryland
• Full Graduate Assistantship, Purdue University
• Bulter Scholarship, Guanghua Scholarship, and Full Graduate Assistantship, Tsinghua University
  

Research Interest
      Market Microstructure, Liquidity, High Frequency Trading, Information Economics, Asset Pricing

Current Projects

• High Frequency Trading with Speed Hierarchies     (abstracts)  (SSRN link)       (Job market paper )
• The Fast and the Faster: Trading Frequency, Liquidity, and Information Production   (Working paper)
• Anticipatory Trading: Price Stabilization and Volatility Compression     (Work in progress)

Teaching

• BMGT 446 International Finance. Evaluation 3.77/4 and 3.21/4.