Wentao Li
Doctoral Candidate
- Wentao.Li.DPHIL@said.oxford.edu
Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP
Profile
Wentao Li is a DPhil (PhD) Candidate in Finance at Saïd Business School, University of Oxford.
He visited UCLA Anderson School of Management in the 2022-2023 Academic Year.
Wentao's studies are funded by Saïd Business School Foundation. He is under the supervision of Martin Schmalz and Mungo Wilson.
Prior to Joining the DPhil programme at Oxford, Wentao obtained an MPhil in Economics degree with distinction from the University of Cambridge. Graduating as the best student in the Department of Economics, he holds a BSc in Money, Banking and Finance degree from the University of Birmingham (first class with honour). Wentao also holds a Bachelor of Economics degree from Sun Yat-sen University.
Visit his personal website.
Research
Wentao's research focuses on empirical asset pricing. His current work is about tax-loss harvesting with ETFs, finding that a big share of ETF trading volume is
He also has an interest in investors' expectations and dividend strip returns. One of his completed papers, Term Structure of equity return volatility, was presented at the 2022 FMA Annual Meeting.
Wentao also has research experience in international trade, information diffusion, patent and corporate common ownership.
Publications
Journal Article | Applied Economics | 20-7-2021
Ufuk Gunes Bebek, Wentao Li
Teaching
Wentao teaches the following tutorials at the University of Oxford:
- Finance
- Microeconomics
He also taught a series of economic courses as a lecturer at the 2022 Summer School, Chang'an University.