Shaoran Li

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

  • University of Cambridge - Faculty of Economics

SCHOLARLY PAPERS

3

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523

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CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

News-Implied Linkages and Local Dependency in the Equity Market

Number of pages: 54 Posted: 19 Apr 2021 Last Revised: 28 Mar 2022
Shuyi Ge, Oliver B. Linton and Shaoran Li
Nankai University - Department of Finance, University of Cambridge and University of Cambridge - Faculty of Economics
Downloads 197 (214,688)

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Spatial asset pricing model, weak and strong cross-sectional dependence, local dependency, networks, textual analysis, big data, large heterogeneous panel

2.

A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-1
Number of pages: 32 Posted: 12 Mar 2021 Last Revised: 05 May 2021
Gregory Connor, Shaoran Li and Oliver B. Linton
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, University of Cambridge - Faculty of Economics and University of Cambridge
Downloads 193 (218,646)

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Portfolio management; Single index; GMM;

3.

Dynamic Peer Groups of Arbitrage Characteristics

Number of pages: 50 Posted: 21 Jul 2020 Last Revised: 07 Jun 2021
Shaoran Li, Oliver B. Linton and Shuyi Ge
University of Cambridge - Faculty of Economics, University of Cambridge and Nankai University - Department of Finance
Downloads 133 (296,957)
Citation 1

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Semiparametric; Peer Groups; Power-enhanced Test