Weikai LI
Full-time Faculty
Assistant Professor of Finance
Lee Kong Chian School of Business
LKCSB
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Education
| 2017 | Ph.D. in Finance, Hong Kong University of Science and Technology |
| 2012 | MSc in Finance, Tulane University |
| 2011 | B.A. in Economics, Zhejiang University |
Current Position(s) Held
| Jul 2017 - Now | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
- Lee Kong Chian Fellowship, 2022-2023
- 2022 FIRN Annual Conference Best Paper Prize
- GRASFI 2021 Best Asset Pricing Paper Prize
- Crowell Memorial Award for Best Paper in Quantitative Investments (Second Prize), 2020
- 2016 AFBC PhD Forum Best Paper Award (first prize)
- FMA Asia 2016 Best Paper Award in Asset Pricing/Investments
- CICF 2016 Best Paper Award
- Chicago Quantitative Alliance (Asia) Academic Competition, Second Prize, 2015
- 2*Dean’s Scholarship for Research Excellence, HKUST, 2014-2015, 2016-2017
- National Scholarship, Education Ministry of China, 2009
Research Interests
- Empirical Asset Pricing
- Behavioral Finance
- Informed Trading
- International Financial Markets
Journal Articles (Refereed)
- Exchange-Traded Funds and Real Investment, with Constantinos Antoniou, Xuewen Liu, Avanidhar Subrahmanyam, and Chengzhu Sun, Review of Financial Studies, Volume 36, Issue 3, 1043–1093, 2023.
- Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic, with Chengzhu Sun, Journal of Economic Dynamics and Control, Journal of Economic Dynamics and Control, Vol. 141, 104384, 2022.
- Short Selling ETFs, with Qifei Zhu, Review of Asset Pricing Studies, Volume 12, Issue 4, 960-998, 2022.
- Inside Brokers, with Abhiroop Mukherjee and Rik Sen, Journal of Financial Economics, Vol 141, 1096-1118 (2021)
- Security Analysts and Capital Market Anomalies, with Li Guo and K.C. John Wei, Journal of Financial Economics, Vol 137, 204-230 (2020)
- The Information Content of Sudden Insider Silence, with Claire Yurong Hong, Journal of Financial and Quantitative Analysis, Vol.54(4), 1499-1538, 2019
- Climate Risks and Market Efficiency, with Harrison Hong and Jiangmin Xu, Journal of Econometrics, 208(1), 265-281, 2019
- Macro Disagreement and the Cross-Section of Stock Returns, Review of Asset Pricing Studies, 6(1), 1-45, 2016. (Lead Article, Editor's Choice Article)
Research Advisor/ Co-research Advisor To
- JIN Zuben, PhD in Business (Finance)