Xiao Li

Some stylized facts of the cryptocurrency market

Wei Zhang, Pengfei Wang, Xiao Li et al. · Applied Economics · 2018 · 180 citations

Empirical Finance, Economics, Volatility Modeling +12

Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective

Pengfei Wang, Xiao Li, Dehua Shen · Finance research letters · 2019 · 175 citations

Economics, International Finance, Business +8

The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

Wei Zhang, Pengfei Wang, Xiao Li et al. · Physica A Statistical Mechanics and its Applications · 2018 · 162 citations

Economics, Asset Pricing, Market Trend +9

How does economic policy uncertainty affect the bitcoin market?

Pengfei Wang, Xiao Li, Dehua Shen et al. · Research in International Business and Finance · 2020 · 110 citations

Economics, Monetary Policy, Financial Economics +8

Do Chinese internet stock message boards convey firm-specific information?

Xiao Li, Dehua Shen, Wei Zhang · Pacific-Basin Finance Journal · 2018 · 76 citations

Business Intelligence, Stock Message Boards, Information Economics +7