Tao Li

Names

Identifer

Contact

Affiliations

• City University of Hong Kong
  • http://www.cityu.edu.hk
  • location: China, Hong Kong

Research profile

author of:

• Central Bank Digital Currency and Banking Choices
  Staff Working Papers, Bank of Canada (2024)
  by Jiaqi Li & Andrew Usher & Yu Zhu
  (ReDIF-paper, bca:bocawp:24-4)
• Activism, Strategic Trading, and Liquidity
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
  by Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist
  (ReDIF-paper, chf:rpseri:rp1842)
• Activism, Strategic Trading, and Liquidity
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Collin-Dufresne, Pierre & Back, Kerry E. & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander
  (ReDIF-paper, cpr:ceprdp:11843)
• Activism, Strategic Trading, and Liquidity
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Ljungqvist, Alexander & Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao
  (ReDIF-paper, cpr:ceprdp:12372)
• Liquidity and Governance
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Ljungqvist, Alexander & Back, Kerry E. & Li, Tao
  (ReDIF-paper, cpr:ceprdp:9739)
• The Dynamics of Credit Spreads and Ratings Migrations
  Journal of Financial and Quantitative Analysis, Cambridge University Press (2007)
  by Farnsworth, Heber & Li, Tao
  (ReDIF-article, cup:jfinqa:v:42:y:2007:i:03:p:595-620_00)
• Heterogeneity and Volatility Puzzles in International Finance
  Journal of Financial and Quantitative Analysis, Cambridge University Press (2010)
  by Li, Tao & Muzere, Mark L.
  (ReDIF-article, cup:jfinqa:v:45:y:2011:i:06:p:1485-1516_00)
• Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
  Journal of Economic Dynamics and Control, Elsevier (2022)
  by Li, Tao
  (ReDIF-article, eee:dyncon:v:141:y:2022:i:c:s016518892200080x)
• Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
  Journal of Economic Dynamics and Control, Elsevier (2007)
  by Li, Tao
  (ReDIF-article, eee:dyncon:v:31:y:2007:i:5:p:1697-1727)
• No-Arbitrage Taylor Rules with Switching Regimes
  Management Science, INFORMS (2013)
  by Haitao Li & Tao Li & Cindy Yu
  (ReDIF-article, inm:ormnsc:v:59:y:2013:i:10:p:2278-2294)
• Investors' Heterogeneity and Implied Volatility Smiles
  Management Science, INFORMS (2013)
  by Tao Li
  (ReDIF-article, inm:ormnsc:v:59:y:2013:i:10:p:2392-2412)
• Liquidity and Governance
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Kerry Back & Tao Li & Alexander Ljungqvist
  (ReDIF-paper, nbr:nberwo:19669)
• Activism, Strategic Trading, and Liquidity
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist
  (ReDIF-paper, nbr:nberwo:22893)
• Identifying Information Asymmetry in Securities Markets
  Review of Financial Studies, Society for Financial Studies (2018)
  by Kerry Back & Kevin Crotty & Tao Li
  (ReDIF-article, oup:rfinst:v:31:y:2018:i:6:p:2277-2325.)
• Activism, Strategic Trading, and Liquidity
  Econometrica, Econometric Society (2018)
  by Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist
  (ReDIF-article, wly:emetrp:v:86:y:2018:i:4:p:1431-1463)