Tao Li : Citation Profile


Are you Tao Li?

6

H index

3

i10 index

105

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 7
   Journals where Tao Li has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 3 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli279
   Updated: 2024-01-16    RAS profile: 2022-11-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tao Li.

Is cited by:

He, Xuezhong (Tony) (7)

Shi, Lei (5)

Uctum, Remzi (3)

Czech, Robert (3)

Zhang, Zhaoyong (3)

Dionne, Georges (3)

Pinter, Gabor (2)

Jouini, Elyès (2)

NAPP, Clotilde (2)

Prat, Georges (2)

Ehling, Paul (1)

Cites to:

Piazzesi, Monika (7)

Rudebusch, Glenn (7)

Diebold, Francis (5)

Chen, Zhiwu (5)

Ang, Andrew (4)

Cao, Charles (4)

Grossman, Sanford (4)

Ljungqvist, Alexander (4)

Harris, Milton (3)

Back, Kerry (3)

Kyle, Albert (3)

Main data


Where Tao Li has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Tao Li (2024 and 2023)


YearTitle of citing document
2023Trading under uncertainty about other market participants. (2023). Papadimitriou, Dimitris. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:343-367.

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2023Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2023International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421.

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2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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2023.

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2023Financial information, green certification, government subsidies and green bond credit spreads–evidence from China. (2023). Llopis- Albert Carlos, ; Gu, Fengjuan ; Hu, Junfang ; Zeng, Shouzhen. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:19:y:2023:i:1:d:10.1007_s11365-022-00822-5.

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2023Term spreads of implied volatility smirk and variance risk premium. (2023). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Guo, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:829-857.

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Works by Tao Li:


YearTitleTypeCited
2018Activism, Strategic Trading, and Liquidity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper23
2017Activism, Strategic Trading, and Liquidity.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2017Activism, Strategic Trading, and Liquidity.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2016Activism, Strategic Trading, and Liquidity.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2018Activism, Strategic Trading, and Liquidity.(2018) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
article
2013Liquidity and Governance In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2013Liquidity and Governance.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007The Dynamics of Credit Spreads and Ratings Migrations In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article9
2010Heterogeneity and Volatility Puzzles in International Finance In: Journal of Financial and Quantitative Analysis.
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article8
2022Comments on “Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation,” by Jerome Detemple, Marcel Rindisbacher and Scott Robertson In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
2007Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article35
2013No-Arbitrage Taylor Rules with Switching Regimes In: Management Science.
[Full Text][Citation analysis]
article2
2013Investors Heterogeneity and Implied Volatility Smiles In: Management Science.
[Full Text][Citation analysis]
article7
2018Identifying Information Asymmetry in Securities Markets In: Review of Financial Studies.
[Full Text][Citation analysis]
article17

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