Wei Li

Wei Li, PhD

Assistant Professor
Academic AreaFinance
Academic AreaEconomics
Areas of InterestInvestments, Derivatives, Fixed Income Securities, International Finance

Wei Li's main research interest is in understanding how the market microstructure impacts financial markets. He works on high-frequency trading, information intermediation in over-the-counter markets, and design of quasi-consolidated contracts in MBS markets.

    Education

    • PhD, Finance, University of Maryland, College Park.
    • PhD, Civil Engineering, Purdue University, West Lafayette.
    • MS, Statistics and Math Finance, Purdue University, West Lafayette.
    • MS, Civil Engineering, Tsinghua University, Beijing, China.
    • BS, Electronics Engineering, Zhejiang University, Hangzhou, China.

    Research

    Works in progress

    Teaching

    Current

    Derivatives

    Honors and distinctions

    • Cubist Systematic Strategies Award for Outstanding Research of the Western Finance Association.
    • NASDAQ OMX Group Educational Foundation Dissertation Grant.