Wei Li

Contact

wei.li@jhu.edu or email@wei-li.info

100 International Dr, Baltimore, MD 21202

Education

  • PhD in Finance, University of Maryland, College Park, 2014

  • PhD in Civil Engineering and MS in Statistics, Purdue University, West Lafayette, 2008

  • MS in Civil Engineering, Tsinghua University, Beijing, China, 2004

  • BS in Electronics Engineering, Zhejiang University, Hangzhou, China, 2001

Interests

  • Market Microstructure, Over-the-Counter Markets, Liquidity, Information Economics, Mortgage-backed Securities, High Frequency Trading

Research

Teaching

  • BU.232.710 Derivatives at Johns Hopkins University

  • BMGT 446 International Finance at University of Maryland

Honors

  • Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research by the WFA, 2014

  • NASDAQ OMX Group Educational Foundation Dissertation Grant, 2013-2014