Loading...

← Back to Leaderboard

Haitao Li

Global rank #6092 93%

Institution: Cheung Kong Graduate School of Business

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2003

Most Recent: 2011

RePEc ID: pli900 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 7.71 1.68 0.00 17.09

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 9.42

Publications (13)

Year Article Journal Tier Authors
2011 A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates Journal of Econometrics A 3
2011 Investing in Talents: Manager Characteristics and Hedge Fund Performances Journal of Financial and Quantitative Analysis B 3
2010 Reduced-form valuation of callable corporate bonds: Theory and evidence Journal of Financial Economics A 4
2010 Evaluating asset pricing models using the second Hansen-Jagannathan distance Journal of Financial Economics A 3
2009 Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices The Review of Financial Studies A 2
2009 Are Liquidity and Information Risks Priced in the Treasury Bond Market? Journal of Finance A 4
2008 A Bayesian Analysis of Return Dynamics with Lévy Jumps The Review of Financial Studies A 3
2007 Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? Journal of Finance A 3
2007 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Journal of Econometrics A 3
2006 Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? Journal of Econometrics A 3
2006 Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives Journal of Finance A 2
2003 Maximum likelihood estimation of time-inhomogeneous diffusions Journal of Econometrics A 3
2003 Corporate use of interest rate swaps: Theory and evidence Journal of Banking & Finance B 2