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Faculty Directory

Ye Li
Office: 444
PACCAR Hall

Box: 353226

Ye Li

Assistant Professor of Finance and Business Economics
William W. Alberts Endowed Professor

Education

PhD Columbia University (2017)

Academic Expertise

asset pricing
financial institutions
fintech
liquidity in the macroeconomy

Selected Publications

  1. Dynamic Banking and the Value of Deposits
    Journal Article:Bolton, P., Li, Ye., Wang, N., Yang, J., (forthcoming). Journal of Finance,
  2. Fragile New Economy: Intangible Capital, Corporate Savings Glut, and Financial Instability
    Journal Article:Li, Ye, (forthcoming). American Economic Review,
  3. Token-based Platform Finance
    Journal Article:Cong, L., Li, Y., Wang, N., (2022). Journal of Financial Economics, Vol. 144(3), pp. 972-991.
  4. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
    Journal Article:Denbee, E., Julliard, C., Li, Y., Yuan, K., (2021). Journal of Financial Economics, Vol. 141(3), pp. 831-859. (Lead Article).
  5. Tokenomics: Dynamic Adoption and Valuation
    Journal Article:Cong, L., Li, Y., Wang, N., (2021). Review of Financial Studies, Vol. 34(3), pp. 1105-1155. (Editor's Choice).

Working Papers

The Procyclicality of Intermediated Liquidity, Revise and Resubmit at the Journal of Finance
Firm Quality Dynamics and the Slippery Slope of Credit Intervention with Li, W., Conditional Accept at the Review of Economic Studies
Payment Risk and Bank Lending with Li, Y.
The Network Structure of Money Multiplier with Li, Y. and Sun, H.
Slicing an Asset to Learn about Its Future: A New Perspective on Return and Cash-Flow Forecasting, with Wang, C.
The Network Structure of Data Economy, with Bian, B., Huang, Q., and Tang H.