Shuyi Ge

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

104

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Dynamic Peer Groups of Arbitrage Characteristics

Number of pages: 48 Posted: 21 Jul 2020 Last Revised: 23 Feb 2021
University of Cambridge - Faculty of Economics, University of Cambridge and University of Cambridge
Downloads 71 (387,479)
Citation 1

Abstract:

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Semiparametric; Peer Groups; Power-enhanced Test

2.

News-Implied Linkages and Local Dependency in the Equity Market

Number of pages: 34 Posted: 19 Apr 2021 Last Revised: 06 May 2021
Shuyi Ge and Oliver B. Linton
University of Cambridge and University of Cambridge
Downloads 33 (536,190)

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