Hong Li

Economics and Econometrics · with Almgren · 2005–2008

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Hong Li trusts overall

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

  1. Yin-Hua Yeh
  2. Tatsuyoshi Miyakoshi
  3. Andrew C. Worthington
  4. Tsun-siou Lee
  5. Robert Almgren

Who trusts Hong Li overall

  1. Jim Gatheral

Papers from Hong Li's perspective

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

  1. Dynamics of Trade-By-Trade Price Movements: Decomposition and Models
  2. Market Microstructure: A Survey
  3. Realistic Statistical Modelling of Financial Data
  4. Price Manipulation and Quasi-Arbitrage
  5. Optimal execution with nonlinear impact functions and trading-enhanced risk
  6. Optimal execution for portfolio transactions
  7. The interaction and volatility asymmetry of unexpected returns in the greater China stock markets
  8. Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis
  9. Spillovers of stock return volatility to Asian equity markets from Japan and the US
  10. Volatility spillover effects from Japan and the US to the Pacific–Basin

Their papers