| When will the Covid-19 pandemic peak? S Li, O Linton Journal of Econometrics 220 (1), 130-157, 2021 | 58 | 2021 |
| Dynamic peer groups of arbitrage characteristics S Ge, S Li, O Linton Journal of Business & Economic Statistics 42 (2), 367-390, 2024 | 10 | 2024 |
| News-implied linkages and local dependency in the equity market S Ge, S Li, O Linton Journal of Econometrics 235 (2), 779-815, 2023 | 10 | 2023 |
| Diamond cuts diamond: News co-mention momentum spillover prevails in China S Ge, S Li, H Zheng Journal of Banking & Finance 171, 107356, 2025 | 7 | 2025 |
| A dynamic semiparametric characteristics-based model for optimal portfolio selection G Connor, S Li, OB Linton Michael J. Brennan Irish Finance Working Paper Series Research Paper, 2021 | 6 | 2021 |
| A dynamic network of arbitrage characteristics S Li, OB Linton Available at SSRN 3638105, 2020 | 4 | 2020 |
| Modelling the COVID-19 Pandemic O Linton, S Li International Association for Applied Econometrics Webinar, 2020 | 2 | 2020 |
| AH Share Price Difference: A Theoretical and Empirical Analysis S Li, S Ge, Y Yan, OB Linton Available at SSRN 4792118, 2024 | 1 | 2024 |
| A Tale of Two News-implied Linkages: Information Structure, Processing Costs and Cross-firm Predictability S Ge, S Li, H Zheng Processing Costs and Cross-firm Predictability (January 29, 2024), 2024 | 1 | 2024 |
| CSNCD: China Stock News Co-mention Dataset S Ge, S Li, X Li, X Yan, H Zheng Available at SSRN 4629877, 2023 | 1 | 2023 |
| Specification lasso and an application in financial markets C Dong, S Li Faculty of Economics, University of Cambridge, 2021 | 1 | 2021 |
| A Dynamic Semiparametric Characteristics-Based Model For Portfolio Selection C Dong, G Connor, S Li, OB Linton Available at SSRN 4863571, 2024 | | 2024 |
| Decoding Cross-Stock Predictability: Peer Strength versus Firm-Peer Disparities S Ge, D Avramov, OB Linton, S Li Available at SSRN 4848655, 2024 | | 2024 |
| Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information? S Ge, S Li, OB Linton, W Liu, W Su Available at SSRN 4975753, 2024 | | 2024 |
| CSNLFD: China Stock News Leader-Follower Dataset S Ge, S Li, X Li, X Yan, H Zheng Available at SSRN 4723668, 2024 | | 2024 |
| Media Co-mention Structure, Attention Efficiency, and Cross-firm Predictability: A Tale of Two News-implied Linkages S Ge, S Li, H Zheng Attention Efficiency, and Cross-firm Predictability: A Tale of Two News …, 2024 | | 2024 |
| Shaoran Li, Oliver Linton and Shuyi Ge's Contribution to the ‘First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’ S Li, O Linton, S Ge Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022 | | 2022 |
| Shuyi Ge, Oliver Linton and Shaoran Li's Contribution to the ‘First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’ S Ge, O Linton, S Li Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022 | | 2022 |
| Semiparametric Characteristics-based Models of Asset Returns S Li | | 2021 |
| A SEMIPARAMETRIC CHARACTERISTICS-BASED FACTOR MODEL S Li | | 2020 |
