Canlin Li

1.6k citations
30 papers · 842 · h-index 14

Impact in

  • Finance top 1%
    • Stochastic processes and financial applications
    • Credit Risk and Financial Regulations
    • Financial Risk and Volatility Modeling
    • Global Financial Crisis and Policies
    • Financial Markets and Investment Strategies
    • Banking stability, regulation, efficiency
    • Monetary Policy and Economic Impact

Papers in

    • Financial Markets and Investment Strategies 13
    • Stochastic processes and financial applications 11
    • Financial Risk and Volatility Modeling 8
    • Credit Risk and Financial Regulations 6
    • Monetary Policy and Economic Impact 17

Canlin Li

29 papers receiving 773 citations

Peers

Canlin Li
Comparison fields: 5 of 35
  • Finance 649
  • General Economics, Econometrics and Finance 487
  • Economics and Econometrics 377
  • Accounting 38
  • Management Science and Operations Research 31
Replace Cho‐Hoi Hui with:
Cho‐Hoi Hui Hong Kong
Roel C. A. Oomen United Kingdom
Martin Møller Andreasen Denmark
Sang Bin Lee South Korea
Jean‐Guy Simonato Canada
Nina Boyarchenko United States
Saikat Nandi United States
Dobrislav Dobrev United States
Junye Li China
Sassan Alizadeh United States
Canlin Li relative to Cho‐Hoi Hui Hong Kong Cho‐Hoi Hui's profile →
Citations per field
00.5×3.6×
Cho‐Hoi Hui · 1×
Citations per year

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-authors

The 25 scholars most cited alongside Canlin Li, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Canlin Li Line = papers co-authored together Canlin Li links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 30 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2002235
2 2008153
3 201276
4 201449
5 201346
6 202234
7 200733
8 200428
9 201226
10 201823
11 201721
12 201219
13 201217
14 201216
15 201211
16 20189
17 20138
18 20116
19 20046
20
Option Pricing with Unobserved and Regime-Switching Volatility
19994

About Canlin Li

Canlin Li is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Information Systems and Management Science and Operations Research, having authored 30 papers that have together received 842 indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (17 papers), Financial Markets and Investment Strategies (13 papers), Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (8 papers), Credit Risk and Financial Regulations (6 papers), Market Dynamics and Volatility (6 papers), Economic theories and models (3 papers) and Corporate Finance and Governance (2 papers). The work is most often cited by research in Finance (649 citations), General Economics, Econometrics and Finance (487 citations), Economics and Econometrics (377 citations), Accounting (38 citations) and Management Science and Operations Research (31 citations). Canlin Li has collaborated with scholars based in United States, China and Hong Kong. Frequent co-authors include Francis X. Diebold, Vivian Z. Yue, Min Wei, John S. Sears, Michael E. Cahill, Stefania D’Amico, Marius Rodriguez, Elizabeth Klee, Jane Ihrig and Sean D. Campbell. Their work appears in journals such as Journal of Econometrics, The Journal of Fixed Income, Econometrics, Finance and Economics Discussion Series and SSRN Electronic Journal.

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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