Wei Li, PhD (University of Maryland) is an Assistant Professor on the Research Track at the Johns Hopkins Carey Business School from 2014. His expertise are in the areas of liquidity, market microstructure, and information economics. His current research explores the impact of high frequency trading on market liquidity and information efficiency.
- NASDAQ OMX Group Educational Foundation Ph.D. Dissertation Fellowships 2013-14
- “High Frequency Trading with Speed Hierarchies”
- “The Fast and the Faster: Trading Frequency, Liquidity, and Information Production”