Weikai Li

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
  

Companies

• Assistant Professor Of Finance Singapore Management University (2017)

Research Interests

• Empirical Asset Pricing
• Behavioral Finance
• Informed Trading
• International Financial Markets

Awards, Recognition and Honors

• Lee Kong Chian Fellowship, 2022-2023
• 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

Journal Articles (Refereed)

• Exchange-Traded Funds and Real Investment, with Constantinos Antoniou, Xuewen Liu, Avanidhar Subrahmanyam, and Chengzhu Sun, Review of Financial Studies, forthcoming
• Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic, with Chengzhu Sun, Journal of Economic Dynamics and Control, forthcoming
• Short Selling ETFs, with Qifei Zhu, Review of Asset Pricing Studies, forthcoming
• 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)