Wei Li       wei.li@jhu.edu

100 International Dr
Baltimore, MD 21202

CV

Appointment

• Assistant Professor of Finance, Carey Business School, Johns Hopkins University. 2014-now.

Education

• PhD in Finance, University of Maryland, College Park, 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

Research Interests

• Market Microstructure, Liquidity, Information Economics, Over-the-Counter Markets, High Frequency Trading

Working Papers

• “Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading ,” with Zhaogang Song.
  • Available at: https://ssrn.com/abstract=3631925

• "Expertise, Information, and Dealer-intermediated OTC Markets,” with Zhaogang Song.
  • Available at: https://ssrn.com/abstract=3624307
    
  • Accepted by: 2020 Annual Meeting of the European Finance Association
    

• “Dealers as Information Intermediaries in Over-the-Counter Market,” with Zhaogang Song.
  • Available at: https://ssrn.com/abstract=3351331
    
  • Accepted by: Finance Theory Group Summer School 2019, European Summer Symposium in Financial Markets 2019, 15th Annual Central Bank Conference on the Microstructure of Financial Markets 2019
    

• "Asset Pricing with Cohort-Based Trading in MBS Markets," with Nicola Fusari, Haoyang Liu, and Zhaogang Song.
  

• "High Frequency Trading with Speed Hierarchies."
  • Available at: https://ssrn.com/abstract=2365121
  • Presented at WFA 2014 and NFA 2014

Work in Progress

• Persistent Bilateral Relationships in OTC Markets, with Zhaogang Song and Semih Uslu.

Selected Honors

• Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research by the WFA, 2014
• NASDAQ OMX Group Educational Foundation Dissertation Grant, 2013-2014

Teaching

• BU.232.710 Derivatives at Johns Hopkins University
• BMGT 446 International Finance at University of Maryland