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Wei Li wei.li@jhu.edu
Assistant Professor of Finance Carey Business School Johns Hopkins University Official Website @ JHU |
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Education
Research Interests
Working Papers
Selected Honors
Teaching
- 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
- High Frequency Trading, Market Microstructure, Liquidity, Information Economics
Working Papers
- High Frequency Trading with Speed Hierarchies (SSRN link) (presented at WFA 2014 and NFA 2014)
- The Fast and the Faster: Trading Frequency, Liquidity, and Information Production
- Anticipatory Trading: Price Stabilization and Volatility Compression
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
