Li Guo

Fudan University - School of Economics

600 GuoQuan Road

Shanghai, 200433

China

Shanghai Institute of International Finance and Economics

777 Guoding Rd

Wu Jiao Chang, Yangpu District

Shanghai, Shanghai 200017

China

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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11

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Security Analysts and Capital Market Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 90 Posted: 14 Jan 2018 Last Revised: 21 Jun 2019
Fudan University - School of Economics, Singapore Management University - Lee Kong Chian School of Business and Hong Kong Polytechnic University
Downloads 399 (80,264)
Citation 7

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Analysts; Analyst recommendations; Anomalies; Mispricing; Market efficiency

2.

News Co-Occurrence, Attention Spillover, and Return Predictability

Number of pages: 53 Posted: 07 Mar 2017 Last Revised: 08 Dec 2018
Li Guo, Lin Peng, Yubo Tao and Jun Tu
Fudan University - School of Economics, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Singapore Management University - School of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 250 (133,989)
Citation 1

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Investors attention; Network; Return predictability; Short-sales constraint; Media coverage; News tones; Heterogeneous belief.

3.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
University of Glasgow, Adam Smith Business School, affiliation not provided to SSRN, Fudan University - School of Economics and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 178 (184,365)
Citation 4

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Cryptocurrency; Sentiment; Bubble; Return Predictability

4.

A Dynamic Network for Cryptocurrencies

Number of pages: 41 Posted: 20 Jun 2018 Last Revised: 29 Jul 2020
Fudan University - School of Economics, Singapore Management University - School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 130 (239,069)
Citation 1

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Community Detection, Dynamic Stochastic Blockmodel, Node Covariate, Return Predictability, Network Risk.

5.

Media Network and Excess Return Comovement

Posted: 04 Jul 2019 Last Revised: 14 Mar 2020
Zilin Chen, Li Guo and Jun Tu
Singapore Management University - Lee Kong Chian School of Business, Fudan University - School of Economics and Singapore Management University - Lee Kong Chian School of Business

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Media Network, Comovement, Centrality, Return Predictability, Media Coverage, News Tones

6.

Cryptocurrency: A New Investment Opportunity?

Lee, D. K. C., Guo, L., & Wang, Y. (2018). Cryptocurrency: A new investment opportunity?. Journal of Alternative Investments, 20(3), 16-40. https://doi.org/10.3905/jai.2018.20.3.016.
Posted: 30 Jun 2017 Last Revised: 01 Jul 2019
Singapore University of Social Sciences (SUSS)National Univeristy of Singapore, Fudan University - School of Economics and Singapore University of Social Sciences (SUSS)

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Cryptocurrency, Bitcoin, Altcoin, Alternative Investment, Crypto-Token

7.

Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective

Number of pages: 51
Fudan University - School of Economics, Singapore Management University - School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 0

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Community Detection, Dynamic Network, Return Predictability, Behavioural Bias, Market Segmentation, Bitcoin

8.

Dynamic Network Perspective of Cryptocurrencies

Number of pages: 54
Fudan University - School of Economics, Singapore Management University - School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 0

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Community Detection, Dynamic Stochastic Blockmodel, Spectral Clustering, Node Covariate, Return Predictability, Portfolio Management