Li Wei
Finance · with Bennett · 2006
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Accounting — 8 citations into it
Whom Li Wei trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Li Wei's perspective
Ordered by how strongly the researchers Li Wei trusts endorse each paper. Same corpus, a different order for every researcher.
- Competition on the Nasdaq and the Impact of Recent Market Reforms
- Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
- Dimensions of execution quality: Recent evidence for US equity markets
- Inferring investor behavior: Evidence from TORQ data
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Does Algorithmic Trading Improve Liquidity
- Which Shorts Are Informed
- Short Interest, Institutional Ownership, and Stock Returns
- The Quality of ECN and Nasdaq Market Maker Quotes
- Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE
Their papers
- Market structure, fragmentation, and market quality (2006) — 156 citations