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Li, Tao's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,601 |
Total
Citations
35 |
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1.
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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12 Jun 06
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Last Revised:
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15 Feb 09
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482
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5
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Option Pricing, Barrier Options, Volatlity Smile, Heterogeneous Beliefs, Equilibrium Model
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2.
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Farnsworth, Heber
Pennsylvania State University - Department of Finance Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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449
(29,326)
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3
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Defaultable Term Structure, Credit Spreads, Credit Ratings
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3.
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Heterogeneity and Volatility Puzzles in International Finance
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance Muzere, Mark Legge
Suffolk University - Department of Finance
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Posted:
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09 Jan 07
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Last Revised:
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24 Jan 11
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311
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2
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance Muzere, Mark Legge
Suffolk University - Department of Finance
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21 Feb 09
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Last Revised:
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24 Jan 11
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89
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International Finance, Asset Pricing, Exchange Rate, Heterogeneous Beliefs, Heterogeneous Preferences, Excess Volatility, Correlation of Stock Markets
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance Muzere, Mark Legge
Suffolk University - Department of Finance
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09 Jan 07
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Last Revised:
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21 Feb 09
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222
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2
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International Finance, Asset Pricing, Exchange Rate, Heterogeneous Beliefs, Heterogeneous Preferences, Excess Volatility, Correlation of Stock Markets
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4.
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Heterogeneous Beliefs, Asset Prices, and Volatility in a Pure Exchange Economy
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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20 Jun 06
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Last Revised:
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16 May 10
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252
(58,664)
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15
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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22 Jun 06
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Last Revised:
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16 May 10
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29
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15
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Stock Volatility, Trading Volume, Heterogeneous Beliefs, Leverage Effects, Learning
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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223
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15
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Stock Volatility, Trading Volume, Heterogeneous Beliefs, Leverage Effects, Learning
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5.
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No-Arbitrage Taylor Rules with Switching Regimes
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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
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Posted:
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12 Jan 11
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Last Revised:
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11 Dec 12
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245
(60,407)
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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
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13 Nov 12
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Last Revised:
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11 Dec 12
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24
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Taylor rule, term structure, regime-switching, MCMC
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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
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12 Jan 11
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Last Revised:
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17 Sep 12
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221
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Taylor rule, Term structure, Regime-switching, MCMC
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6.
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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12 Jun 06
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Last Revised:
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08 Mar 09
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227
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5
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Margin Requirements, Heterogeneous Beliefs, Stock Volatility, Leverage Effects
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7.
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance Zhou, Yuqing
Chinese University of Hong Kong (CUHK) - Department of Finance
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14 Dec 06
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Last Revised:
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14 Apr 09
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158
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Benchmark, Risk Sharing, Incentive, Optimal Contract, Portfolio Delegation
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8.
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance Zhou, Yuqing
Chinese University of Hong Kong (CUHK) - Department of Finance
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132
(109,096)
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4
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Optimal Contract, Portfolio Delegation, Principal-Agent Model, Option-LikePay, Fund Management, Management Fee
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9.
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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119
(118,648)
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Asymmetric Information, Informed Trader, Price Impact, Probability of Informed Trading, Volatility, Zakai Equation
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10.
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Gong, Ning
University of Melbourne Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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118
(119,411)
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1
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Portfolio choice, Portfolio insurance, Index bonds, Bellman equation, Inflation risk
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11.
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Investors' Heterogeneity and Implied Volatility Smiles
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Versions (2)
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Posted:
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10 Dec 12
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Last Revised:
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28 Mar 13
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108
(127,843)
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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23 Mar 13
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Last Revised:
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28 Mar 13
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37
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Heterogeneous Beliefs, Option Pricing, Equilibrium Model, Volatility Smile, Heterogeneous Preferences
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Li, Tao
City University of Hong Kong (CityUHK) - Department of Economics & Finance
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71
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Heterogeneous Beliefs, Option Pricing, Equilibrium Model, Volatility Smile, Heterogeneous Preferences
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