Author Page for Li Guo

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

Li Guo, Frank Weikai Li and K.C. John Wei

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

Abstract:

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

Abstract:

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

Cathy Yi‐Hsuan Chen, Romeo Despres, Li Guo and Thomas Renault

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

Abstract:

4.

A Dynamic Network for Cryptocurrencies

Number of pages: 41 Posted: 20 Jun 2018 Last Revised: 29 Jul 2020

Li Guo, Yubo Tao and Wolfgang K. Härdle

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

Abstract:

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

Abstract:

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

David Kuo Chuen Lee, Li Guo and Yu Wang

Singapore University of Social Sciences (SUSS)National Univeristy of Singapore, Fudan University - School of Economics and Singapore University of Social Sciences (SUSS)

Abstract:

7.

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

Number of pages: 51

Li Guo, Yubo Tao and Wolfgang K. Härdle

Fudan University - School of Economics, Singapore Management University - School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 0

Abstract:

8.

Dynamic Network Perspective of Cryptocurrencies

Number of pages: 54

Li Guo, Yubo Tao and Wolfgang K. Härdle

Fudan University - School of Economics, Singapore Management University - School of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics

Downloads 0

Li Guo

Fudan University - School of Economics

Shanghai Institute of International Finance and Economics

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Scholarly Papers (8)

Security Analysts and Capital Market Anomalies

Abstract:

News Co-Occurrence, Attention Spillover, and Return Predictability

Abstract:

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

Abstract:

A Dynamic Network for Cryptocurrencies

Abstract:

Media Network and Excess Return Comovement

Abstract:

Cryptocurrency: A New Investment Opportunity?

Abstract:

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

Abstract:

Dynamic Network Perspective of Cryptocurrencies

Abstract: