Shimeng Shi

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

357

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  I am currently working on big data analytics, Fintech, and credit derivatives.  ”

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
Australian National University (ANU)
Downloads 357 (84,465)
Citation 1

Abstract:

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

Other Papers (2)

Total Downloads: 7
1.

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 Australian National University (ANU)
Downloads 6

Abstract:

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

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
Australian National University (ANU)
Downloads 1

Abstract:

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Open Interest; CME Bitcoin Futures; Hedging-Speculation Demand