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Security Analysts and Capital Market Anomalies

Published in Journal of Financial Economics, 2020

Recommended citation: Guo, Li, Frank Weikai Li, and KC John Wei. "Security analysts and capital market anomalies." Journal of Financial Economics 137.1 (2020): 204-230.
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Media Network and Excess Return Comovement

Published in Journal of Economic Dynamics and Control, 2021

Recommended citation: Chen, Zilin, Li Guo, and Jun Tu. "Media Network and Excess Return Comovement." Journal of Economic Dynamics and Control 130 (2021): 104191.
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A Time Varying Network for Cryptocurrencies

Published in Journal of Business and Economic Statistics, 2024

Recommended citation: Guo, Li, Wolfgang Karl Härdle, and Yubo Tao. "A time-varying network for cryptocurrencies." Journal of Business & Economic Statistics 42.2 (2024): 437-456.
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Cross-Cryptocurrency Return Predictability

Published in Journal of Economic Dynamics and Control, 2024

Recommended citation: Guo, Li, Bo Sang, Jun Tu, and Yu Wang. "Cross-cryptocurrency return predictability." Journal of Economic Dynamics and Control 163 (2024): 104863.
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