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

  • Fudan University - School of Economics

  • Shanghai Institute of International Finance and Economics

SCHOLARLY PAPERS

8

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22

CROSSREF CITATIONS

9

Scholarly Papers (8)

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1.

Cryptocurrency: A New Investment Opportunity?

Number of pages: 38 Posted: 30 Jun 2017 Last Revised: 09 Jun 2021
David Kuo Chuen Lee, Li Guo and Yu Wang
Singapore University of Social Sciences (SUSS), Fudan University - School of Economics and Shanghai University of Finance and Economics - School of Economics
Downloads 4,131 (3,427)
Citation 21

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

2.

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 657 (56,936)
Citation 16

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Analysts; Analyst recommendations; Anomalies; Mispricing; Market efficiency

3.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 06 Apr 2021
Cathy Yi‐Hsuan Chen, Li Guo and Thomas Renault
University of Glasgow, Adam Smith Business School, Fudan University - School of Economics and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 543 (72,516)
Citation 9

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Cryptocurrency; Sentiment; Momentum, Return Predictability, Bitcoin

4.

Joint News, Attention Spillover, and Market Returns

Number of pages: 70 Posted: 07 Mar 2017 Last Revised: 23 May 2022
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, University of Macau - Department of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 460 (88,561)
Citation 1

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News, Attention spillover, Contagion, Investor base, EDGAR search, Return predictability.

5.

Cross-Cryptocurrency Return Predictability

Number of pages: 68 Posted: 30 Nov 2021 Last Revised: 19 Jul 2022
Li Guo, Bo Sang, Jun Tu and Yu Wang
Fudan University - School of Economics, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Shanghai University of Finance and Economics - School of Economics
Downloads 270 (159,260)

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Cryptocurrency; return predictability; information spillover; adaptive LASSO

6.

A Time-Varying Network for Cryptocurrencies

Number of pages: 58 Posted: 20 Jun 2018 Last Revised: 20 Sep 2021
Li Guo, Wolfgang K. Härdle and Yubo Tao
Fudan University - School of Economics, Blockchain Research Center and University of Macau - Department of Economics
Downloads 256 (167,422)
Citation 1

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Community Detection, Dynamic Stochastic Blockmodel, Covariates, Co-clustering, Network Risk, Momentum.

7.

Dynamic Network Perspective of Cryptocurrencies

IRTG 1792 Discussion Paper 2019-009
Number of pages: 54 Posted: 31 Aug 2020
Li Guo, Yubo Tao and Wolfgang K. Härdle
Fudan University - School of Economics, University of Macau - Department of Economics and Blockchain Research Center
Downloads 45 (547,268)
Citation 1

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Community Detection, Dynamic Stochastic Block-model, Spectral Clustering, Node Co-variate, Return Predictability, Portfolio Management

8.

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

Number of pages: 51 Posted: 31 Aug 2020
Li Guo, Yubo Tao and Wolfgang K. Härdle
Fudan University - School of Economics, University of Macau - Department of Economics and Blockchain Research Center
Downloads 33 (611,064)
Citation 1

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