Xiao Li

Economics and Econometrics · with Shen · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiao Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew Urquhart
  2. Elie Bouri
  3. A. H. Dyhrberg
  4. Aurelio Fernández Bariviera
  5. Tim Bollerslev
  6. R. Franke

Papers from Xiao Li's perspective

Ordered by how strongly the researchers Xiao Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Some stylized facts of the Bitcoin market
  3. The inefficiency of Bitcoin
  4. Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices
  5. Price dynamics and speculative trading in bitcoin
  6. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
  7. The inefficiency of Bitcoin revisited: a dynamic approach
  8. Long-range correlations and asymmetry in the Bitcoin market
  9. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
  10. Bitcoin, gold and the US dollar – A replication and extension (Finance Research Letters)

Their papers