已发表成果:
WOK 论文 14 篇;中文核心 6 篇;其它论文 10 篇;
Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange
Hawkes processes in finance: market structure and impact
Does the world smile together? A network analysis of global index option implied volatilities
Sovereign Credit Spread Spillovers in Asia
Forecasting the term structure of option implied volatility: The power of an adaptive method
Are there gains from using information over the surface of implied volatilities?
Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options
How Important is a Non-Default Factor for CDS Valuation?
THE NELSON-SIEGEL MODEL OF THE TERM STRUCTURE OF OPTION IMPLIED VOLATILITY AND VOLATILITY COMPONENTS
A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange
DOES INDEX FUTURES TRADING REDUCE VOLATILITY IN THE CHINESE STOCK MARKET? A PANEL DATA EVALUATION APPROACH
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction
Asymmetric and negative return-volatility relationship: The case of the VKOSPI
商品期货有助于预测通货膨胀率吗
中国经济问题,1000-4181,2021-01-20.短期国际资本流动与我国上市企业融资成本
经济研究,0577-9154,2017.商品期货可以提供潜在组合多样化收益吗?
金融研究,1002-7246,2017.上市公司经营业绩、年报披露择机与投资者关注
中国经济问题,1000-4181,2016-07-20.融资约束抑制技术效率提升吗?——基于制造业微观数据的实证研究
金融研究,1002-7246,2015-10-25.国家产业政策、资产价格与投资者行为
经济研究,0577-9154,2014-12-20.改进股票期权交易管理规则
中国金融,0578-1485,2023-02-01.加快构建丰富多样ETF期权产品体系
证券时报,,2019-12-23.A股市场实行T+0交易的可行性分析
经济资料译丛,,2019-07-15.交易信息透明度对市场有什么影响?
经济资料译丛,,2019-04-15.谈谈股指期货的两个认识误区
证券日报,,2019-02-18.严惩股市造谣者
经济日报,,2019-02-01.在中国股票市场投资为什么这么难?
经济资料译丛,,2019-01-15.私募基金的“身份认同困境”
证券市场周刊,1004-6291,2018.金融学的这些基本概念你真的理解了吗?
经济资料译丛,,2017.浅谈如何发展和监管我国证券及衍生品市场
第十届中国期货分析师论坛专刊,,2016-04-23.