6
H index
4
i10 index
109
Citations
Tao Li : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). 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:
| Cites to:
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Main data
Where Tao Li has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial and Quantitative Analysis | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Recent works citing Tao Li (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Trading 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. Full description at Econpapers || Download paper |
| 2023 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2024 | Liquid stock as an acquisition currency. (2024). Nanda, Vikram ; Maharjan, Johan ; Huang, Sheng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245. Full description at Econpapers || Download paper |
| 2023 | Strategic 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. Full description at Econpapers || Download paper |
| 2023 | Traders’ 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. Full description at Econpapers || Download paper |
| 2023 | International 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. Full description at Econpapers || Download paper |
| 2024 | Disagreement about public information quality and informational price efficiency. (2024). Wang, Qiguang ; Lunawat, Radhika ; Huang, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002027. Full description at Econpapers || Download paper |
| 2023 | Too 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Financial 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. Full description at Econpapers || Download paper |
| 2023 | Term 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. Full description at Econpapers || Download paper |
Works by Tao Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Central Bank Digital Currency and Banking Choices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Activism, Strategic Trading, and Liquidity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2017 | Activism, Strategic Trading, and Liquidity.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2017 | Activism, Strategic Trading, and Liquidity.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | Activism, Strategic Trading, and Liquidity.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2018 | Activism, Strategic Trading, and Liquidity.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2013 | Liquidity and Governance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Liquidity and Governance.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | The Dynamics of Credit Spreads and Ratings Migrations In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
| 2010 | Heterogeneity and Volatility Puzzles in International Finance In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
| 2022 | Comments 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] | article | 0 |
| 2007 | Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 35 |
| 2013 | No-Arbitrage Taylor Rules with Switching Regimes In: Management Science. [Full Text][Citation analysis] | article | 2 |
| 2013 | Investors Heterogeneity and Implied Volatility Smiles In: Management Science. [Full Text][Citation analysis] | article | 7 |
| 2018 | Identifying Information Asymmetry in Securities Markets In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 18 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team