| Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy T Li Journal of Economic Dynamics and Control 31 (5), 1697-1727, 2007 | 102 | 2007 |
| Identifying Information Asymmetry in Securities Markets K Back, K Crotty, T Li Review of Financial Studies 31 (6), 2277-2325, 2015 | 83* | 2015 |
| Activism, strategic trading, and liquidity K Back, P Collin‐Dufresne, V Fos, T Li, A Ljungqvist Econometrica 86 (4), 1431-1463, 2018 | 71 | 2018 |
| Liquidity and governance K Back, T Li, A Ljungqvist National Bureau of Economic Research, 2013 | 58 | 2013 |
| Insider Trading with Uncertain Informed Trading T Li http://ssrn.com/abstract=946324, 2011 | 32 | 2011 |
| The dynamics of credit spreads and ratings migrations H Farnsworth, T Li Journal of Financial and Quantitative Analysis 42 (03), 595-620, 2007 | 32* | 2007 |
| Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption N Gong, T Li Applied mathematics and computation 174 (1), 710-731, 2006 | 32 | 2006 |
| A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies S Chen, T Li https://ssrn.com/abstract=3290191, 2018 | 25 | 2018 |
| Investors' heterogeneity and implied volatility smiles T Li Management Science 59 (10), 2392-2412, 2013 | 22 | 2013 |
| No-arbitrage Taylor rules with switching regimes H Li, T Li, C Yu Management Science 59 (10), 2278-2294, 2013 | 21 | 2013 |
| Heterogeneity and volatility puzzles in international finance T Li, ML Muzere Journal of Financial and Quantitative Analysis 45 (6), 1485-1516, 2010 | 21 | 2010 |
| The Commonality of Sovereign Credit Risk: A Rating-Based Approach H Li, T Li, X Yang Available at SSRN 2381665, 2018 | 13* | 2018 |
| Heterogeneous beliefs, option prices, and volatility smiles T Li Option Prices, and Volatility Smiles (September 5, 2008), 2008 | 12 | 2008 |
| A model of pricing defaultable bonds and credit ratings T Li Working paper, Olin School of Business, Washington University at St. Louis, 2000 | 8 | 2000 |
| Does Speculation in Financial Markets Have Real Effects? T Li, M Loewenstein https://ssrn.com/abstract=2423360, 2016 | 7* | 2016 |
| Optimal contracts in portfolio delegation T Li, Y Zhou Mathematics and Financial Economics 10 (4), 365-403, 2016 | 7* | 2016 |
| Unveil the Economic Impact of Policy Reversals: The China Experience SS Lam, T Li, W Zhang | 7* | 2015 |
| Margin requirements and stock price volatility when agents' beliefs are heterogeneous T Li Available at SSRN 907465, 2008 | 5 | 2008 |
| Optimal Monetary Policy and Term Structure in a Continuous-Time DSGE Model H Li, T Li, C Yu Available at SSRN 2876215, 2019 | 4 | 2019 |
| Does the investment-profitability correlation affect the factor premiums? Evidence from China S Chen, X Liu, T Li Pacific-Basin Finance Journal 79, 102012, 2023 | 1 | 2023 |
Alexander LjungqvistStockholm School of EconomicsVerified email at hhs.se
