Shuyi Ge

Nankai University - Department of Finance

94 Weijin Road

Tianjin, 300071

China

SCHOLARLY PAPERS

2

DOWNLOADS

325

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

News-Implied Linkages and Local Dependency in the Equity Market

Number of pages: 54 Posted: 19 Apr 2021 Last Revised: 28 Mar 2022
Nankai University - Department of Finance, University of Cambridge and University of Cambridge - Faculty of Economics
Downloads 194 (218,144)

Abstract:

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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.

Dynamic Peer Groups of Arbitrage Characteristics

Number of pages: 50 Posted: 21 Jul 2020 Last Revised: 07 Jun 2021
University of Cambridge - Faculty of Economics, University of Cambridge and Nankai University - Department of Finance
Downloads 131 (301,503)
Citation 1

Abstract:

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Semiparametric; Peer Groups; Power-enhanced Test