Wenhao Li

University of Southern California - Marshall School of Business

Assistant Professor of Finance and Business Economics

701 Exposition Blvd

Los Angeles, CA 90089

United States

http://www.wenhao-li.com

SCHOLARLY PAPERS

8

DOWNLOADS

1,689

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Brokers or Dealers? Trading Intermediation Across Markets and Over Time

Number of pages: 40 Posted: 17 Apr 2016 Last Revised: 08 Mar 2020
Jiacui Li and Wenhao Li
Stanford University, Graduate School of Business, Students and University of Southern California - Marshall School of Business
Downloads 504 (59,407)
Citation 1

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Intermediaries, Agency Trading, Principal Trading, Price Benchmark, Market Transparency

2.

Public Liquidity and Financial Crises

USC Marshall School of Business Research Paper
Number of pages: 53 Posted: 24 Jun 2018 Last Revised: 20 Apr 2020
Wenhao Li
University of Southern California - Marshall School of Business
Downloads 447 (68,854)

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public liquidity, financial crisis, liquidity premium, banking

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

Number of pages: 74 Posted: 09 Apr 2020 Last Revised: 01 May 2020
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 229 (143,146)

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financial crises, intermediation, sentiment, credit spread

Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment

NBER Working Paper No. w27088
Number of pages: 75 Posted: 05 May 2020
Arvind Krishnamurthy and Wenhao Li
Stanford Graduate School of Business and University of Southern California - Marshall School of Business
Downloads 1 (728,342)
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4.

Liquidity Premium and the Substitution Between Bank Deposits and Treasuries

USC Marshall School of Business Research Paper
Number of pages: 56 Posted: 11 Sep 2018 Last Revised: 17 Apr 2020
Wenhao Li
University of Southern California - Marshall School of Business
Downloads 133 (231,187)

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liquidity premium; elasticity of substitution; bank deposits; Treasurys

5.

The Passthrough of Treasury Supply to Bank Deposit Funding

Columbia Business School Research Paper, USC Marshall School of Business Research Paper
Number of pages: 72 Posted: 09 Jan 2019 Last Revised: 20 May 2020
Wenhao Li, Yiming Ma and Yang Zhao
University of Southern California - Marshall School of Business, Columbia University - Columbia Business School, Finance and Stanford University, Graduate School of Business
Downloads 128 (238,111)
Citation 1

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safe assets, bank deposits, deposit competition, treasury supply, monetary policy

6.

Intermediary Funding Cost and Short-Term Risk Premia

Number of pages: 46 Posted: 29 May 2018 Last Revised: 14 Nov 2018
Wenhao Li and Jonathan Wallen
University of Southern California - Marshall School of Business and Stanford University, Graduate School of Business
Downloads 106 (273,073)

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intermediary asset pricing; risk premia; idiosyncratic risks; price reversal

7.

The Term Structure of Liquidity Premium

USC Marshall School of Business Research Paper
Number of pages: 48 Posted: 07 Nov 2019 Last Revised: 08 Mar 2020
Wenhao Li and Yang Song
University of Southern California - Marshall School of Business and University of Washington - Michael G. Foster School of Business
Downloads 100 (284,197)

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8.

Appendix To 'Public Liquidity and Financial Crises'

Number of pages: 31 Posted: 27 Mar 2019 Last Revised: 20 Apr 2020
Wenhao Li
University of Southern California - Marshall School of Business
Downloads 41 (449,755)
Citation 1

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