Haitao Li

Finance · with Wells · 2002–2011

A researcher in the Science corpus: 7 papers; trusts 19 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Haitao Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Yacine Aït-Sahalia
  3. Mila Getmansky
  4. Eugene F. Fama
  5. Bjørn Eraker
  6. Hirotugu Akaike
  7. David A. Easley
  8. Sanjiv Ranjan Das
  9. William Fung
  10. Liuren Wu

Who trusts Haitao Li overall

  1. Andreas Kaeck
  2. Jiti Gao
  3. Xiaodong Du
  4. Ajay Jasra
  5. I. Wang
  6. Xueming Luo
  7. Carol Alexander
  8. Xiaohong Chen
  9. S. Chen
  10. Torben G. Andersen

Papers from Haitao Li's perspective

Ordered by how strongly the researchers Haitao Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Cross‐Section of Expected Stock Returns
  3. The Fine Structure of Asset Retums : An Empirical Investigation '
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. A Theory for the Term Structure of Interest Rates
  6. The Pricing of Options and Corporate Liabilities
  7. The Surprise Element: Jumps in Interest Rates
  8. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  9. Information and the Cost of Capital
  10. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)

Their papers