Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0002-9859-2491
Scopus Author ID: 55916662000
ResearcherID: L-7424-2013
Impact
Qualifications (Brief)
PhD - Finance (Washington University in St. Louis )
Bsc - Physics (Fudan University)
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.
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".
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related Links
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Collaborations from the last five years
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Research output
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Asset Pricing with Heterogeneous Preferences: An Analytical Approach
Lee, J., LI, T. & Loewenstein, M., 30 Aug 2023, (Presented). 46 p.Research output: Conference Papers › RGC 33 - Other conference paper › peer-review
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Does the investment-profitability correlation affect the factor premiums? Evidence from China
Chen, S., Liu, X. & Li, T., Jun 2023, In: Pacific Basin Finance Journal. 79, 102012.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Slope Beta and Cross-sectional Stock Returns
Li, T., Wu, D. & Yang, L., 7 Jul 2023. 48 p.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
Open Access -
Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
LI, T., Aug 2022, In: Journal of Economic Dynamics and Control. 141, 2 p., 104376.Research output: Journal Publications and Reviews › Comment/debate
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Does Speculation in Financial Markets Have Real Effects?
Li, T. & Loewenstein, M., 17 Aug 2020, (Presented). 52 p.Research output: Conference Papers › RGC 33 - Other conference paper › peer-review
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GRF: A New Measure of Crisis Risk and Its Pricing in the Time Series and Cross-section of Stock Returns
LI, T. (Principal Investigator / Project Coordinator)
1/09/23 → …
Project: Research
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GRF: The Commonality of Corporate Credit risk: A Rating-Based Approach
LI, T. (Principal Investigator / Project Coordinator)
1/01/21 → 23/12/24
Project: Research
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TDG(CityU): Continuous and Direct Close-loop Assessment for OBTL Based Programme and Course Improvement and Management
YAN, H. (Principal Investigator / Project Coordinator), CHAN, H. F. R. (Co-Investigator), JIA, X. (Co-Investigator), LI, T. (Co-Investigator) & LO, W. C. (Co-Investigator)
1/01/21 → 30/09/22
Project: Research
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GRF: Heterogeneity and Correlation-Volatility of Commodities and Stock: Theory and Estimation
LI, T. (Principal Investigator / Project Coordinator)
1/01/20 → 27/12/23
Project: Research
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GRF: On Duration-Based Explanation of the Profitability and Investment Anomalies: An Empirical Investigation
LI, T. (Principal Investigator / Project Coordinator)
1/01/19 → 14/12/22
Project: Research
Prizes
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GLOBAL ASSOCIATION OF RISK PROFESSIONALS (GARP) RISK MANAGEMENT BEST PAPER AWARD
Li, H. (Recipient), LI, T. (Recipient) & Yang, X. (Recipient), 27 Jun 2014
Prize: RGC 64B - Prizes and awards
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Charles River Associates Award for the Best Paper on Corporate Finance, WFA 2014
Back, K. (Recipient), LI, T. (Recipient) & Ljungqvist, A. (Recipient), 17 Jun 2014
Prize: RGC 64B - Prizes and awards