Prof. LI Tao (李濤)
PhD - Finance (Washington University in St. Louis )
Bsc - Physics (Fudan University)
- Professor, Department of Economics and Finance
Other Links
Visiting address
LAU-9-242
Phone: +852 34427243
Research Interests/Areas
- Equilibrium Asset Pricing
- Derivatives
- Term Structure and Credit Risk
- Contract Theory
Working Papers
- Kerry Back, Kevin Crotty, Tao Li (2016), "Estimating Information Asymmetry in Securities Markets".
- Jeongmin Lee, Tao Li, Mark Loewenstein (2015), "Asset Pricing in a Large Economy".
- Haitao Li, Tao Li, Xuewei Yang (2014), "A Rating-Based Sovereign Credit Risk Model: Theory and Evidence".
- Tao Li and Mark Loewenstein (2014), "Does Speculative Activity Have Real Effects?".
- Kerry Back, Tao Li, Alexander Ljungqvist (2013), "Liquidity and Governance", NBER Working Paper No. w19669, CEPR Discussion Paper No. DP9739.
- Kerry Back, Kevin Crotty, Tao Li (2013), "Estimating the Order-Flow Component of Security Returns".
Prizes/Honours
- Charles River Associates Awards for the Best Paper on Corporate Finance - Western Finance Association 2014 Annual Meeting
- Global Association of Risk Professionals (GARP) Risk Management Award - European Financial Management Association 2014 Annual Meeting
Activities
Participating in or organising a conference / an event
Presented Conference Papers
- Kerry Back, Kevin Crotty, Tao Li (2016), "Identifying Information Asymmetry in Securities Markets", presented at ASU Sonoran Winter Finance Conference 2016, UBC Winter Finance Conference 2016, AFA 2017.
- Haitao Li, Tao Li, Xuewei Yang (2016), "Sovereign CDS Spreads with Credit Ratings", presented at WFA 2016, AFA 2017.
- Kerry Back, Pierre Collin-Dufresne, Vyacheslav Fos, Tao Li, Alexander Ljungqvist (2016), "Activism, Strategic Trading, and Liquidity", presented at WFA 2016.
- Tao Li and Mark Loewenstein (2015), "Does Speculative Activity Have Real Effects?", presented at CICF (2015), EFA (2015), Scheduled for 2017 AEA Poster Session.
- Haitao Li, Tao Li, Xuewei Yang (2014), "A Rating-Based Sovereign Credit Risk Model: Theory and Evidence", presented at ASSA 2014 (Econometric Society), CICF (2014), EFMA (2014), Global Association of Risk Professionals (GARP) Risk Management Award (EFMA 2014).
- Kerry Back, Tao Li, Alexander Ljungqvist (2014), "Liquidity and Governance", presented at WFA (2014), Charles River Associates Awards for the Best Paper on Corporate Finance (WFA 2014).
- Haitao Li, Tao Li, Cindy Yu (2013), "Optimal Monetary Policy and Term Structure in A Continuous-Time DSGE Model: Theory and Evidence", presented at ESAM 2013.
- Tao Li (2012), "Insider Trading with Uncertain Informed Trading", presented at WFA 2012, WFC 2012, CICF 2012.
