Canlin Li

1.6k total citations
30 papers, 834 citations indexed

About

Canlin Li is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Canlin Li has authored 30 papers receiving a total of 834 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 17 papers in General Economics, Econometrics and Finance and 14 papers in Economics and Econometrics. Recurrent topics in Canlin Li's work include Monetary Policy and Economic Impact (17 papers), Financial Markets and Investment Strategies (13 papers) and Stochastic processes and financial applications (11 papers). Canlin Li is often cited by papers focused on Monetary Policy and Economic Impact (17 papers), Financial Markets and Investment Strategies (13 papers) and Stochastic processes and financial applications (11 papers). Canlin Li collaborates with scholars based in United States, China and Hong Kong. Canlin Li's co-authors include Francis X. Diebold, Vivian Z. Yue, Min Wei, Michael E. Cahill, Stefania D’Amico, Jane Ihrig, Elizabeth Klee, Marius Rodriguez, Sean D. Campbell and Steven B. Kamin and has published in prestigious journals such as Journal of Econometrics, The Journal of Fixed Income and Econometrics.

In The Last Decade

Canlin Li

29 papers receiving 762 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Canlin Li United States	14	645	481	374	38	37	30	834
Cho‐Hoi Hui Hong Kong	12	393 0.6×	142 0.3×	201 0.5×	78 2.1×	18 0.5×	76	488
Roel C. A. Oomen United Kingdom	14	619 1.0×	182 0.4×	523 1.4×	25 0.7×	7 0.2×	41	757
Sassan Alizadeh United States	5	939 1.5×	266 0.6×	711 1.9×	97 2.6×	22 0.6×	6	1.1k
Martin Møller Andreasen Denmark	13	341 0.5×	413 0.9×	340 0.9×	30 0.8×	4 0.1×	46	589
Rogier Quaedvlieg Netherlands	10	471 0.7×	161 0.3×	454 1.2×	19 0.5×	17 0.5×	23	602
Sang Bin Lee South Korea	9	1.0k 1.6×	256 0.5×	578 1.5×	79 2.1×	5 0.1×	23	1.1k
Junye Li China	13	307 0.5×	97 0.2×	228 0.6×	27 0.7×	9 0.2×	43	435
Dobrislav Dobrev United States	9	640 1.0×	194 0.4×	534 1.4×	17 0.4×	17 0.5×	21	735
Saikat Nandi United States	9	1.0k 1.6×	107 0.2×	448 1.2×	43 1.1×	5 0.1×	13	1.1k
Jean‐Guy Simonato Canada	17	984 1.5×	182 0.4×	430 1.1×	100 2.6×	5 0.1×	51	1.1k

Countries citing papers authored by Canlin Li

Since Specialization

Citations

This map shows the geographic impact of Canlin Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Canlin Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Canlin Li more than expected).

Fields of papers citing papers by Canlin Li

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Canlin Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Canlin Li. The network helps show where Canlin Li may publish in the future.

Co-authorship network of co-authors of Canlin Li

This figure shows the co-authorship network connecting the top 25 collaborators of Canlin Li. A scholar is included among the top collaborators of Canlin Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Canlin Li. Canlin Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Li, Canlin, et al.. (2022). Achieving Scalability and Load Balance across Blockchain Shards for State Sharding. Rare & Special e-Zone (The Hong Kong University of Science and Technology). 284–294. 31 indexed citations

Huang, Huawei, et al.. (2021). Revisiting Double-Spending Attacks on the Bitcoin Blockchain: New Findings. Rare & Special e-Zone (The Hong Kong University of Science and Technology). 1–6. 3 indexed citations

Londoño, Juan M., Bo Sun, Daniel O. Beltran, et al.. (2017). Taxonomy of Global Risk, Uncertainty, and Volatility Measures. International Finance Discussion Paper. 2017.0(1216). 1–46. 21 indexed citations

Li, Canlin, et al.. (2013). The Supply Factor in the Bond Market: Implications for Bond Risk and Return. The Journal of Fixed Income. 23(2). 1 indexed citations

Li, Canlin, et al.. (2013). Duration Risk versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements. Finance and Economics Discussion Series. 2013.0(35). 1–38. 46 indexed citations

Li, Canlin & Min Wei. (2012). Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs. SSRN Electronic Journal. 19 indexed citations

Li, Canlin & Min Wei. (2012). Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs. SSRN Electronic Journal. 17 indexed citations

Li, Canlin. (2012). Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs. Finance and Economics Discussion Series. 2012.0(37). 1–33. 76 indexed citations

Li, Canlin & Min Wei. (2012). Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs. SSRN Electronic Journal. 11 indexed citations

10.

Li, Canlin, et al.. (2012). Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates. Finance and Economics Discussion Series. 2012(57). 1–62. 16 indexed citations

11.

Lee, Tae‐Hwy, et al.. (2011). Using the Yield Curve in Forecasting Output Growth and In‡ation.

12.

Li, Canlin, et al.. (2011). A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals. SSRN Electronic Journal. 5 indexed citations

13.

Li, Canlin, et al.. (2008). Representative Yield Curve Shocks and Stress Testing. SSRN Electronic Journal. 4 indexed citations

14.

Diebold, Francis X., Canlin Li, & Vivian Z. Yue. (2007). Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach. SSRN Electronic Journal. 33 indexed citations

15.

Campbell, Sean D. & Canlin Li. (2004). Alternative Estimates of the Presidential Premium. SSRN Electronic Journal. 2 indexed citations

16.

Li, Canlin. (2004). The Skewness Premium and the Asymmetric Volatility Puzzle. SSRN Electronic Journal. 6 indexed citations

17.

Li, Canlin & Sean D. Campbell. (2004). Alternative Estimates of the Presidential Premium. Finance and Economics Discussion Series. 2004.0(69). 1–41. 3 indexed citations

18.

Diebold, Francis X., et al.. (2004). A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration. SSRN Electronic Journal. 28 indexed citations

19.

Diebold, Francis X. & Canlin Li. (2002). Forecasting the Term Structure of Government Bond Yields. SSRN Electronic Journal. 234 indexed citations

20.

Campbell, Sean D. & Canlin Li. (1999). Option Pricing with Unobserved and Regime-Switching Volatility. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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