Wei Li

Johns Hopkins University - Carey Business School

Assistant Professor

100 International Drive

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

2

DOWNLOADS

660

CITATIONS

0

Scholarly Papers (2)

1.

High Frequency Trading with Speed Hierarchies

Number of pages: 51 Posted: 10 Dec 2013 Last Revised: 12 Apr 2019
Wei Li
Johns Hopkins University - Carey Business School
Downloads 616 (41,277)

Abstract:

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high frequency trading, market microstructure, liquidity, market efficiency, Kyle model

2.

Dealers as Information Intermediaries in Over-the-Counter Market

Number of pages: 51 Posted: 03 Apr 2019 Last Revised: 15 May 2019
Wei Li and Zhaogang Song
Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 44 (400,120)

Abstract:

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Dealer, Intermediation, Private Information, Decentralization, OTC, Trading, Liquidity