Li Wei

New York Stock Exchange NYSE - Strategy and Research

Director

11 Wall Street

New York, NY 10005

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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CITATIONS
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Top 12,658

in Total Papers Citations

31

Scholarly Papers (4)

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

Number of pages: 52 Posted: 17 Sep 2003
Indiana University - Kelley School of Business - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York Stock Exchange NYSE - Strategy and Research
Downloads 464 (49,503)
Citation 18

Abstract:

Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

Review of Financial Studies, Vol. 20, pp. 315-358, 2007
Posted: 21 Mar 2006
Indiana University - Kelley School of Business - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York Stock Exchange NYSE - Strategy and Research

Abstract:

Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

The Review of Financial Studies, Vol. 20, Issue 2, pp. 315-358, 2007
Posted: 17 Jul 2008
Singapore Management University - Lee Kong Chian School of Business, Indiana University - Kelley School of Business - Department of Finance and New York Stock Exchange NYSE - Strategy and Research

Abstract:

2.

Market Structure, Fragmentation and Market Quality - Evidence from Recent Listing Switches

EFMA 2004 Basel Meetings Paper
Number of pages: 48 Posted: 28 May 2004
Li Wei and Paul B. Bennett
New York Stock Exchange NYSE - Strategy and Research and Fordham University Business School
Downloads 360 (63,850)
Citation 5

Abstract:

Market Fragmentation, Market Quality, Best Execution

3.

A Tale of Two Time Zones: The Impact of Substitutes on Cross-Listed Stock Liquidity

Journal of Financial Markets, Vol. 12, No. 4, 2009
Number of pages: 32 Posted: 28 Sep 2005 Last Revised: 02 Jun 2010
Pamela C. Moulton and Li Wei
Cornell University and New York Stock Exchange NYSE - Strategy and Research
Downloads 229 (109,384)
Citation 8

Abstract:

Substitutes, Cross-listing, Specialist, Liquidity externalities

4.

Is Penny Trading Optimal for Closed-end Funds in China

EFMA 2003 Helsinki Meetings
Number of pages: 59 Posted: 26 May 2003
Li Wei and Donghui Shi
New York Stock Exchange NYSE - Strategy and Research and Shanghai Stock Exchange
Downloads 143 (164,849)

Abstract:

Minimum Price Variation, Tick Size, Closed-end Funds