Mingnan Li
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Research
Research topic: Market efficiency - cryptocurrencies - asset pricing.
Research interests:
Previous studies on the Bitcoin market efficiency focused on the efficient market hypothesis and concluded that the current market was inefficient. However, some studies have found that the market was efficient, which indicates that the market efficiency may not be a fixed state but will change with the external environment change. I want to re-check and quantify the Bitcoin market efficiency and find the factors that affect the market efficiency.
Due to the difference between cryptocurrency and traditional assets, some factors specific to cryptocurrency accepted by practitioners have not been considered in previous studies, but these factors should also be considered when we want to price it. My research aims to identify factors which affect its price. I will make use of the longer time series which is now available to identify the corresponding factors. What is more, I will also focus on how to manage and construct cryptocurrency portfolios using the factor models.
Supervisors: Dr Viktor Manahov, Professor John Ashton
Profile
Education:
- MSc Finance and Investment, University of Leeds, 2019- 2020
- BA Business Management and Finance, De Montfort University, 2017- 2019
- BA International Finance, Beijing Normal University, Zhuhai China, 2015-2017
School for Business and Society
University of York
York
YO10 5DD
United Kingdom