Su Li

U.S. Securities and Exchange Commission

100 F Street NE

Washington, DC 20549

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,019

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

A Simple Role for Complex Options

Number of pages: 76 Posted: 21 Mar 2023 Last Revised: 12 Sep 2023
U.S. Securities and Exchange Commission, University of Pennsylvania - Finance Department and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 250 (218,581)

Abstract:

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options trading, complex trades, volatility trades

2.

Multiple Insiders with Long Lived Flow of Private Information, and High Frequency Competition

Number of pages: 58 Posted: 17 Dec 2011 Last Revised: 04 Jul 2014
Su Li
U.S. Securities and Exchange Commission
Downloads 211 (257,044)
Citation 1

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High Frequency Trading, asymmetric information, market depth, liquidity, trading volume, imperfect competition, market microstructure

3.

Costs of Executing Complex Options Trades

The Wharton School Research Paper
Number of pages: 61 Posted: 21 Mar 2023 Last Revised: 27 Sep 2023
U.S. Securities and Exchange Commission, University of Pennsylvania - Finance Department and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 180 (296,622)

Abstract:

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options trading, complex trade protocols, complex limit order book, complex price improvement auction, transactions costs, effective spread

4.

Inferring Complex Strategies from Intraday Multi-Leg Options Trades

Number of pages: 45 Posted: 15 Jun 2022 Last Revised: 14 Feb 2023
Su Li
U.S. Securities and Exchange Commission
Downloads 173 (307,097)

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OPRA, options, complex trades, multi-leg trades

5.

The Effect of NAV Flotation on the Management of Prime Money Fund Portfolios

DERA Working Paper, 2018
Number of pages: 45 Posted: 03 Jan 2019
Su Li, Wei Liu and David K. Musto
U.S. Securities and Exchange Commission, U.S. Securities and Exchange Commission and University of Pennsylvania - Finance Department
Downloads 143 (360,236)

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Money Market Funds, Money Market Regulation, Financial Stability, Floating Net Asset Value

6.

Scale Economies in the Money Market

Number of pages: 33 Posted: 05 Dec 2019
Su Li and David K. Musto
U.S. Securities and Exchange Commission and University of Pennsylvania - Finance Department
Downloads 62 (621,083)

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money market, mutual funds, economies of scale