• WEI, LI

    Professor of Practice

  • Email:

    helenwei@saif.sjtu.edu.cn

  • 　　

    　　

  • Support Staff:

    Lucia Tong

  • Support Staff Email:

    ytong2@saif.sjtu.edu.cn

  • Research Interests

    Market Structure, Trading Mechanism, Asset Pricing and Price Formation, Corporate Governance.

Dr. Li Wei is a Professor of Practice at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University. Prior to joining SAIF, Professor Wei was a tenure-track Assistant Professor of Finance at Iowa State University. She also serves as a Lecturer at Tsinghua PBCSF.

 

Professor Wei has held numerous senior positions in the global and domestic financial institutions, including Senior Partner at Kunyuan Asset Management, Managing Director of Alternative Investment at Citic Securities International, Director of Deutsche Bank Financial Markets, Director of the Institutional Investment Group at Citigroup, and Officer & Managing Director of the NYSE Group. She also served as the first Senior Financial Advisor for the Shanghai Stock Exchange (SHSE) and the Senior Advisor for the Tel Aviv Stock Exchange (TASE).

 

Professor Wei teaches multiple courses for the MBA and EMBA students at SAIF:  "Corporate Governance", "Financial Markets", "Value Investing", "Global Macroeconomic Developments", "China's Economy", and "Macroeconomic Policy and Investments".


Journal Publications

1. Moulton, Pamela C. and Li Wei, 2009, A Tale of Two Time Zones: The Impact of Substitutes on Cross-Listed Stock Liquidity, Journal of Financial Markets.

2. Boehmer, Ekkehart, Robert Jennings, and Li Wei, 2007, Public Disclosure and Private Decision: The Case of US Equity Market Execution Quality, Review of Financial Studies.

3. Bennett, Paul and Li Wei, 2006, Market structure, fragmentation, and market quality, Journal of Financial Markets.

4. Piwowar, Michael, and Wei Li, 2006, The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm, Electronic Markets.

5. Kalay, Avner, Li Wei, and Avi Woh, 2002, Continuous Trading or Call Auction: Revealed Preferences of Investors at the TASE, Journal of Finance.

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