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Tao Li
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Cited by
Year
Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
T Li
Journal of Economic Dynamics and Control 31 (5), 1697-1727, 2007
992007
Identifying Information Asymmetry in Securities Markets
K Back, K Crotty, T Li
Review of Financial Studies 31 (6), 2277-2325, 2015
79*2015
Activism, strategic trading, and liquidity
K Back, P Collin‐Dufresne, V Fos, T Li, A Ljungqvist
Econometrica 86 (4), 1431-1463, 2018
682018
Liquidity and governance
K Back, T Li, A Ljungqvist
National Bureau of Economic Research, 2013
562013
The dynamics of credit spreads and ratings migrations
H Farnsworth, T Li
Journal of Financial and Quantitative Analysis 42 (03), 595-620, 2007
32*2007
Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
N Gong, T Li
Applied mathematics and computation 174 (1), 710-731, 2006
322006
Insider Trading with Uncertain Informed Trading
T Li
http://ssrn.com/abstract=946324, 2011
312011
A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies
S Chen, T Li
https://ssrn.com/abstract=3290191, 2018
222018
Investors' heterogeneity and implied volatility smiles
T Li
Management Science 59 (10), 2392-2412, 2013
212013
No-arbitrage Taylor rules with switching regimes
H Li, T Li, C Yu
Management Science 59 (10), 2278-2294, 2013
212013
Heterogeneity and volatility puzzles in international finance
T Li, ML Muzere
Journal of Financial and Quantitative Analysis 45 (6), 1485-1516, 2010
192010
The Commonality of Sovereign Credit Risk: A Rating-Based Approach
H Li, T Li, X Yang
Available at SSRN 2381665, 2018
13*2018
Heterogeneous beliefs, option prices, and volatility smiles
T Li
Option Prices, and Volatility Smiles (September 5, 2008), 2008
122008
A model of pricing defaultable bonds and credit ratings
T Li
Working paper, Olin School of Business, Washington University at St. Louis, 2000
82000
Optimal contracts in portfolio delegation
T Li, Y Zhou
Mathematics and Financial Economics 10 (4), 365-403, 2016
7*2016
Does Speculation in Financial Markets Have Real Effects?
T Li, M Loewenstein
https://ssrn.com/abstract=2423360, 2016
6*2016
Unveil the Economic Impact of Policy Reversals: The China Experience
SS Lam, T Li, W Zhang
5*2015
Margin requirements and stock price volatility when agents' beliefs are heterogeneous
T Li
Available at SSRN 907465, 2008
52008
Optimal Monetary Policy and Term Structure in a Continuous-Time DSGE Model
H Li, T Li, C Yu
Available at SSRN 2876215, 2019
42019
State Dependence and the Term Structures of Risk Premia
T Li, J Xu
Available at SSRN 3996621, 2021
12021
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Articles 1–20