Wei Li
Asst Professor
Zicklin School of Business
Department: W. Newman Dept of Real Estate
Areas of expertise:
Email Address: wei.li@baruch.cuny.edu
> View CV- Biography
- Teaching
- Research and Creative Activity
- Grants
- Honors and Awards
- Service
Education
Ph.D., Finance, University of Maryland College Park United States
Ph.D., Civil Engineering, Purdue University West Lafayette United States
| Semester | Course Prefix | Course Number | Course Name |
|---|---|---|---|
| Spring 2025 | RES | 3200 | Real Estate Fin and Investment |
| Fall 2024 | RES | 3200 | Real Estate Fin and Investment |
| Spring 2024 | RES | 3200 | Real Estate Fin and Investment |
| Fall 2023 | RES | 3200 | Real Estate Fin and Investment |
Journal Articles
Li, W., An, Y., & Song, Z. (2025). TBA Trading and Security Issuance in the Agency MBS Market. Real Estate Economics, 53(3). 607-642.
(2022). Asset Pricing with Cohort-Based Trading in MBS Markets. Journal of Finance, 77(6). 3249-3287.
(2011). Effect of Arterial Signal Coordination on Safety. TRANSPORTATION RESEARCH RECORD, (2237). 51-59.
(2008). Tool with Road-Level Crash Prediction for Transportation Safety Planning. TRANSPORTATION RESEARCH RECORD, (2083). 16-25.
(2006). Probabilistic approach to controlling dilemma occurrence at signalized intersections. TRAFFIC CONTROL DEVICES, VISIBILITY, AND RAIL-HIGHWAY GRADE CROSSINGS 2006, (1973). 55-+.
Li, W., & Song, Z. Dealer Expertise and Market Concentration in OTC Trading. Journal of Economic Theory,
Presentations
Li, W., & Song, Z. (2025, January 8). Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading. Annual Conference of the American Finance Association. San Francisco, CA: American Finance Association.
Li, W., & Song, Z. Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading. AREUEA Annual Conference. San Antonio, Texas: AREUEA.
Li, W., & Song, Z. (2025, August 8). Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading. 50th Annual Meeting of European Finance Association. Amsterdam, Netherlands: European Finance Association.
Li, W., & Song, Z. (2025, June 8). Dealer Expertise and Market Concentration in OTC Trading. North American Summer Meetings of the Econometric Society. Miami, Florida, USA: Econometric Society.
Li, W., & Song, Z. (2025, March 8). Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading. Midwest Finance Association Annual Conference. Virtual: Midwest Finance Association.
Li, W., An, Y., & Song, Z. (2025, March 8). TBA Trading and Security Issuance in the Agency MBS Market. Midwest Finance Association 2021 Conference. Virtual: Midwest Finance Association.
Li, W., & Song, Z. (2025, August 8). Dealer Expertise and Market Concentration in OTC Trading. 47th Annual Meeting of the European Finance Association. Virtual: European Finance Association.
Li, W., & Song, Z. (2025, November 8). Dealers as Information Intermediaries in Over-the-Counter Market. 15th Annual Central Bank Conference on the Microstructure of Financial Markets 2019. Stockholm, Sweden: Sveriges Riksbank, Stockholm.
Li, W. (2025, June 8). High Frequency Trading with Speed Hierarchies. Western Finance Association Annual Conference. Monterey Bay, California, USA: Western Finance Association.
Li, W. High Frequency Trading with Speed Hierarchies. Northern Finance Association Annual Meeting. Ottawa, Canada: Northern Finance Association.
Research Currently in Progess
Li, W., & Song, Z.(n.d.). Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading. In Progress.
Li, W., Yildirim, Y., & Song, Z.(n.d.). Agency and Private-label Commercial Mortgage-Backed Securities. In Progress.
| Honor / Award | Organization Sponsor | Date Received | Description |
|---|---|---|---|
| Cubist Systematic Strategies PhD Candidate Award for Outstanding Research | Western Finance Association | 2014-06-17 | |
| NASDAQ OMX Group Educational Foundation Dissertation Grant | NASDAQ OMX Group Educational Foundation | 2013-05-06 |
College
| Committee Name | Position Role | Start Date | End Date |
|---|---|---|---|
| Real Estate Tenure-track Faculty Recruiting Committee | Committee Member | Present | |
| Undergraduate Committee on Academic Standing | Committee Member | Present |