Tao Li
Tao Li
Verifierad e-postadress på cityu.edu.hk
TitelCiteras avÅr
Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
T Li
Journal of Economic Dynamics and Control 31 (5), 1697-1727, 2007
Liquidity and governance
K Back, T Li, A Ljungqvist
National Bureau of Economic Research Working Paper Series, 2013
Identifying Information Asymmetry in Securities Markets
K Back, K Crotty, T Li
Review of Financial Studies 31 (6), 2277-2325, 2015
The dynamics of credit spreads and ratings migrations
H Farnsworth, T Li
Journal of Financial and Quantitative Analysis 42 (03), 595-620, 2007
Activism, strategic trading, and liquidity
K Back, P Collin‐Dufresne, V Fos, T Li, A Ljungqvist
Econometrica 86 (4), 1431-1463, 2018
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
No-arbitrage Taylor rules with switching regimes
H Li, T Li, C Yu
Management Science 59 (10), 2278-2294, 2013
Insider Trading with Uncertain Informed Trading
T Li
http://ssrn.com/abstract=946324, 2011
Heterogeneity and volatility puzzles in international finance
T Li, ML Muzere
Journal of Financial and Quantitative Analysis 45 (6), 1485-1516, 2010
Heterogeneous beliefs, option prices, and volatility smiles
T Li
Option Prices, and Volatility Smiles (September 5, 2008), 2008
Investors' heterogeneity and implied volatility smiles
T Li
Management Science 59 (10), 2392-2412, 2013
Essays In Financial Economics
T Li
Washington University in St. Louis, 2000
A model of pricing defaultable bonds and credit ratings
T Li
Working paper, Olin School of Business, Washington University at St. Louis, 2000
The Commonality of Sovereign Credit Risk: A Rating-Based Approach
H Li, T Li, X Yang
Available at SSRN 2381665, 2018
Optimal contracts in portfolio delegation
T Li, Y Zhou
Mathematics and Financial Economics 10 (4), 365-403, 2016
Margin requirements and stock price volatility when agents' beliefs are heterogeneous
T Li
Available at SSRN 907465, 2008
A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies
S Chen, T Li
https://ssrn.com/abstract=3290191, 2018
Does Speculation in Financial Markets Have Real Effects?
T Li, M Loewenstein
https://ssrn.com/abstract=2423360, 2016
Unveil the Economic Impact of Policy Reversals: The China Experience
SS Lam, T Li, W Zhang
Optimal Monetary Policy and Term Structure in A Continuous-Time DSGE Model
H Li, T Li, C Yu
Available at SSRN 2876215, 2019
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Artiklar 1–20