Wei Li

wei.li@jhu.edu

100 International Dr, Baltimore, MD 21202

Education

Interests

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

Research



Teaching

  • BU.232.710 Derivatives at Johns Hopkins University

  • BMGT 446 International Finance at University of Maryland, College Park.

Professional Service

  • Ad Hoc Referee for Journal of Finance, Review of Financial Studies, Econometrica, Journal of Economic Theory, Management Science, Mathematical Finance, Review of Derivatives Research, Southern Finance Association, FMA Annual Meeting.

Honors

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

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