Shimeng Shi

Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou

111 Ren'ai Road

Suzhou Industrial Park

Suzhou, Jiangsu 215123

China

SCHOLARLY PAPERS

1

DOWNLOADS

557

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Ideas:
“  I am currently working on Crypto derivatives, CDS, and ESG.  ”

Scholarly Papers (1)

1.

The Impact of Futures Trading on Intraday Spot Volatility and Liquidity: Evidence from Bitcoin Market

Number of pages: 15 Posted: 04 Jan 2018
Shimeng Shi
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 557 (70,213)
Citation 5

Abstract:

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Bitcoin; Futures Trading; Volatility; Liquidity; High-Frequency Data

Other Papers (3)

Total Downloads: 47
1.

Who Drives the Bitcoin Spot and Futures Market Inefficiency?

Number of pages: 10 Posted: 16 Jun 2021
Shimeng Shi and Jia Zhai
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 23

Abstract:

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Bitcoin futures; Trading activity; COT reports; Market inefficiency

2.

The Information Content of the Speculative and Hedging Activities in the CME Bitcoin Futures Market

Number of pages: 9 Posted: 22 Apr 2019
Shimeng Shi
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 17

Abstract:

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Open Interest; CME Bitcoin Futures; Hedging-Speculation Demand

3.

Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets

Number of pages: 40 Posted: 02 Feb 2016
Frankie Chau, Chulwoo Han and Shimeng Shi
Durham University Business School, Durham University and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 7

Abstract:

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credit risk discovery, generalized information share, determinants of credit risk discovery