Li Wei

New York Stock Exchange NYSE - Strategy and Research

Director

11 Wall Street

New York, NY 10005

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 44,683

SSRN RANKINGS

Top 44,683

in Total Papers Downloads

1,290

SSRN CITATIONS
Rank 27,252

SSRN RANKINGS

Top 27,252

in Total Papers Citations

22

CROSSREF CITATIONS

12

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 493 (71,797)
Citation 19

Abstract:

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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:

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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:

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2.

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

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 397 (93,732)
Citation 13

Abstract:

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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 - SC Johnson College of Business and New York Stock Exchange NYSE - Strategy and Research
Downloads 240 (160,402)
Citation 1

Abstract:

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Substitutes, Cross-listing, Specialist, Liquidity externalities

4.

Is Penny Trading Optimal for Closed-End Funds in China

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 160 (231,324)

Abstract:

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Minimum Price Variation, Tick Size, Closed-end Funds