Fang Liu
Coal Industry Jinan Design & Research Institute (China)(CN)Jinan Municipal Engineering Design & Research Institute (China)(CN)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Economic theories and models
Most-Cited Works
- → The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic(2022)23 cited
- → The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps?(2019)9 cited
- → A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion(2010)3 cited
- → Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages(2011)3 cited
- → Financial Contagion: A Propagation Simulation Mechanism(2013)1 cited
- → The Impact of Short-term Traders on equilibrium multiplicity and Market Efficiency(2019)
- → The Short-Termism of Traders and Equilibrium Multiplicity(2019)
- → Research on the Collusion Problem for MMOG(2010)
- Empirical Analysis on External Trade and Regional Economic Growth in Northeast Old Industrial Base(2008)
- → Monetary Policy and Liquidity of the Bond Market—Evidence from the Chinese Local Government Bond Market(2025)