Weili Wu

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, Beijing 100081

China

SCHOLARLY PAPERS

3

DOWNLOADS

457

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Informationally Efficient Markets in Grossman and Stiglitz (1980)

Number of pages: 38 Posted: 08 May 2014
Hui Ou-Yang and Weili Wu
Cheung Kong Graduate School of Business and Central University of Finance and Economics (CUFE)
Downloads 419 (86,090)
Citation 2

Abstract:

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Informationally efficient markets; Grossman-Stiglitz paradox; Competitive markets

2.

Fat-Finger Trade and Market Quality: The First Evidence from China

Journal of Futures Markets, Vol. 36, No. 10, 2016
Number of pages: 24 Posted: 07 Sep 2019
Ming Gao, Yu-Jane Liu and Weili Wu
Peking University - School of Economics, Peking University - Guanghua School of Management and Central University of Finance and Economics (CUFE)
Downloads 22 (614,525)

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Fat-finger trade; Price distortion; Market volatility; Liquidity

3.

Endogenous Acquisition of Multi-Dimensional Information in a Strategic Trading Model

Number of pages: 63 Posted: 05 Mar 2021
Hui Ou-Yang and Weili Wu
Cheung Kong Graduate School of Business and Central University of Finance and Economics (CUFE)
Downloads 16 (656,505)

Abstract:

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Strategic Trading, Endogenous Information Acquisition, Multi-Dimensional Information, Multiplicity and Nonexistence of Equilibria, Symmetry Breaking Equilibrium