学者信息

刘杨树 (YangShu Liu)

管理学院

归档

2024

2020

2018

2017

2016

ALL...

合作者

已发表成果：

WOK 论文 5 篇;中文核心 3 篇;其它论文 3 篇;

Bid and ask prices of index put options: Which predicts the underlying stock returns?

JOURNAL OF FUTURES MARKETS,0270-7314,2020-09.
Chen, Jian; Liu, Yangshu
WOS:000528684200001 10.1002/fut.22121
收录情况：SSCI
State ownership and the cost of debt: Evidence from corporate bond issuances in China

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,0275-5319,2020-04.
Ge, Yao; Liu, Yangshu; Qiao, Zheng; Shen, Zhe
WOS:000522397200039 10.1016/j.ribaf.2019.101164
收录情况：SSCI、CPCI-S、CPCI-SSH
International volatility risk and Chinese stock return predictability

JOURNAL OF INTERNATIONAL MONEY AND FINANCE,0261-5606,2017-02.
Chen, Jian; Jiang, Fuwei; Liu, Yangshu; Tu, Jun
WOS:000390732900009 10.1016/j.jimonfin.2016.08.007
收录情况：SSCI
Open Market Operation Effectiveness in China

EMERGING MARKETS FINANCE AND TRADE,1540-496X,2017 .
Qiao, Zheng; Liu, Yangshu
WOS:000407391800002 10.1080/1540496X.2016.1216839
收录情况：SSCI
Risk-neutral higher moments: Characteristics, risks and applications

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice,1000-6788,2012-03.
Liu, Yang-Shu (1); Zheng, Zhen-Long (1); Zhang, Xiao-Nan (2)
EI:20121614949997
收录情况：EI

基于机器学习的企业基本面估值错配异象研究
系统工程理论与实践,1000-6788,2024-12-18.
乔政;卓榕生;葛瑶;刘杨树
CSCD核心库文科一类核心
跳跃风险如何影响期权复制收益?——基于多维跳跃扩散的模型与证据
管理科学学报,1007-9807,2016-06-15.
刘杨树;郑振龙;陈蓉
CSSCI
平均相关系数与系统性风险:来自中国市场的证据
经济学(季刊),2095-1086,2014-04-15.
郑振龙;王为宁;刘杨树
CSSCI 文科最优