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Wei Li 李 纬
CV liwei@umd.edu PhD Candidate Department of Finance Robert H. Smith School of Business University of Maryland |
Future Position
I will join the Johns Hopkins University as a tenure-track Assistant Professor of Finance in August 2014.
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Education
Research Interest
Market Microstructure, Liquidity, High Frequency Trading, Information Economics, Asset Pricing
Working Papers
Selected Honors
Teaching
- PhD in Finance, University of Maryland, College Park, expected 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 Interest
Market Microstructure, Liquidity, High Frequency Trading, Information Economics, Asset Pricing
Working Papers
- High Frequency Trading with Speed Hierarchies (SSRN link) (to be presented at WFA 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, 2014
- NASDAQ OMX Group Educational Foundation Dissertation Grant, 2013-2014
- 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
Teaching
- BMGT 446 International Finance. Evaluation 3.77/4 and 3.21/4.
