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Li, Haitao


 SSRN Author Rank: 1,563 by Downloads
 

University of Michigan - Stephen M. Ross School of Business


 701 Tappan Street
 Ann Arbor, MI MI 48109
 United States
 734-615-5475 (Phone)
 email address
 

Cheung Kong Graduate School of Business


 Oriental Plaza, Tower E3
 One East Chang An Avenue
 Beijing, 100738
 China
 email address
 

Cheung Kong Graduate School of Business


 Oriental Plaza, Tower E3
 One East Chang An Avenue
 Beijing, 100738
 China
 email address

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. Li, Haitao's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,968
Total
Citations
239
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhao, Rui
BlackRock, Inc.
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
03 Jun 07
Last Revised:
18 Mar 08
3,039
(1,676)
14

2.   Incl. Electronic Paper
Mao, Connie X.
Temple University - Fox School of Business and Management
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Posted:
04 Dec 02
Last Revised:
21 Apr 14
902
(13,332)
5

3.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Liu, Sheen
Youngstown State University - Williamson College of Business Administration
Wu, Chunchi
Universtity at Buffalo
Posted:
22 Mar 07
Last Revised:
12 Oct 08
805
(15,854)
4

4.   Incl. Electronic Paper
Bailey, Warren
Cornell University
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Mao, Connie X.
Temple University - Fox School of Business and Management
Zhong, Rui
Cheung Kong Graduate School of Business and University of Texas at Arlington
Posted:
01 Apr 03
Last Revised:
21 Apr 14
781
(16,594)
101

5.  
Wu, Chunchi
Universtity at Buffalo
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
He, Yan
Indiana University Southeast - School of Business
Wang, Junbo
City University of HongKong
Posted:
23 Mar 05
738
(17,981)
1

6.  
Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Posted:
15 May 99
594
(24,401)
15

7.  
Hong, Yongmiao
Cornell University - Department of Economics
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhao, Feng
University of Texas at Dallas - Jindal School of Management
Posted:
03 Aug 03
517
(29,555)
10

8.  
Bailey, Warren
Cornell University
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Mao, Connie X.
Temple University - Fox School of Business and Management
Zhong, Rui
Cheung Kong Graduate School of Business and University of Texas at Arlington
Posted:
28 May 02
512
(29,923)
2

9.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Hong, Yongmiao
Cornell University - Department of Economics
Zhao, Feng
University of Texas at Dallas - Jindal School of Management
Posted:
12 Oct 02
509
(30,150)
11

10.  
Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; Cornell University Working Paper
Working Paper Series
Hong, Yongmiao
Cornell University - Department of Economics
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Posted:
20 Mar 02
469
(33,590)
18

11.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhang, Weina
Department of Finance, National University of Singapore
Kim, Gi H.
Warwick Business School - University of Warwick
Posted:
16 Mar 10
Last Revised:
12 Mar 14
442
(36,217)
 

12.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Yang, Xuewei
Nanjing University - School of Management and Engineering
Posted:
21 Jan 14
358
(46,851)
 

13.  
Hong, Yongmiao
Cornell University - Department of Economics
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Egorov, Alexei V.
West Virginia University - College of Business & Economics
Posted:
01 Aug 03
354
(47,478)
6

14.   Incl. Electronic Paper
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Posted:
12 Oct 02
Last Revised:
14 Oct 09
316
(54,512)
5

15.   Incl. Electronic Paper
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Yu, Cindy
Iowa State University
Posted:
12 Jan 11
Last Revised:
12 Feb 14
286
(61,064)
1

16.  
Egorov, Alexei V.
West Virginia University - College of Business & Economics
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Ng, David T.
Cornell University
Posted:
23 Mar 08
249
(71,057)
7

17.   Incl. Electronic Paper
Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Posted:
25 Feb 02
Last Revised:
27 May 02
236
(75,221)
17

18.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Kim, Gi H.
Warwick Business School - University of Warwick
Zhang, Weina
Department of Finance, National University of Singapore
Posted:
22 Mar 11
187
(95,084)
 

19.   Incl. Electronic Paper
Egorov, Alexei V.
West Virginia University - College of Business & Economics
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Posted:
17 Sep 02
170
(103,840)
9

20.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
25 Mar 08
165
(106,772)
9

21.  
Kim, Gi H.
Warwick Business School - University of Warwick
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhang, Weina
Department of Finance, National University of Singapore
Posted:
22 Jan 14
Last Revised:
23 Jul 14
155
(112,988)
 

22.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Song, Zhaogang
Board of Governors of the Federal Reserve System (FRB)
Posted:
18 Nov 13
69
(200,709)
 

23.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Ye, Xiaoxia
Stockholm Business School, Stockholm University
Posted:
02 Oct 12
58
(219,700)
 

24.  
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhao, Feng
University of Texas at Dallas - Jindal School of Management
Posted:
17 Mar 12
55
(225,419)
 

25.  
MCMC Estimation of Lvy Jump Models Using Stock and Option Prices | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 3, pp. 383-422, 2011
Accepted Paper Series
Yu, Cindy
Iowa State University
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Wells, Martin T.
Cornell University - School of Law
Posted:
20 May 11
2
(401,086)
2

26.  
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4335-4376, 2009
Accepted Paper Series
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Zhao, Feng
University of Texas at Dallas - Jindal School of Management
Posted:
08 Dec 09
 

27.  
A Bayesian Analysis of Return Dynamics with Lévy Jumps | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 5, pp. 2345-2378, 2008
Accepted Paper Series
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Wells, Martin T.
Cornell University - School of Law
Yu, Cindy
Iowa State University
Posted:
19 Sep 08
 

28.  
Pricing of Swaps with Default Risk | Show Abstract |
Review of Derivatives Research, Vol. 2, 1998
Accepted Paper Series
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Posted:
12 Oct 02
 


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