In the first half of 2018, there were many high-level papers in ICFS. By one estimate, 11 papers got published in B-class foreign journals and 4 papers in A-class Chinese journals with teachers of ICFS as the first author, which was equivalent to the amount of last year as a whole. There was one paper published in Economic Research Journal, a top-tier journal. Other top papers were listed as follows. There were 2 papers in Journal of Financial Research and 1 paper in Statistical Research; 2 papers in Economic Modelling, 1 paper in Journal of Futures Markets and Emerging Markets Finance and Trade, etc..
Research Papers
| Journal
| Author
|
The Benchmark Yield Curve and Macroeconomics: A Mixed Frequency Monetary DSGE Model
| Economic Research Journal
| Yuhuang Shang, Tingguo Zheng
|
The Mixed Frequency Measuring of Chinese FCI and Its Risk Warning Behavior
| Journal of Financial Research
| Yuhuang Shang, Tingguo Zheng
|
Modeling High-dimensional Correlationand its Application to Asset Allocation
| Journal of FinancialResearch
| Zhiyuan Pan,Jinlong Mao, Binrui Zhou
|
Intelligent Warning Behavior of Multi-fractal Financial Market Risk Based on Twin-SVW
| Statistical Research
| Peng Wang, Xun Huang
|
VIX futures pricing with conditional skewness
| Journal of futures markets
| Xinglin Yang, Peng Wang*
|
Forecasting US real GDP using oil prices: A time-varying parameter MIDAS model
| Energy Economics
| Zhiyuan Pan, QingWang, Yudong Wang, Li Yang
|
Short-Horizon Market Efficiency, Order Imbalance, and Speculative Trading: Evidence from the Chinese Stock Market
| Annals of Operations Research
| Yingyi Hu
|
Information Asymmetry, Cluster Trading, and Market Efficiency: Evidence from the Chinese Stock Market
| Economic Modelling
| Yingyi Hu, Jean-Luc Prigent
|
Does Cross-Listing Really Enhance Market Efficiency for Stocks Listed in the Home Market? The Perspective of Noise Trading in the Chinese Stock Market
| Emerging Markets Finance and Trade
| Yingyi Hu, Tiao Zhao
|
How does informed trading affect the information environment? Looking at the Chinese stock market from the perspective of the speed of information integration
| International Finance
| Yingyi Hu
|
Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China
| Economic Modelling
| Yuhuang Shang, Tingguo Zheng,⁎
|
Women’s Education and Marriage Decisions: Evidence from China
| Pacific Economic Review
| Xue Li, Hua Cheng*
|
Workplace gossip and frontline employees’ proactive service performance
| The Service Industries Journal
| Qitao Liu, Yang Song, Ho Kwong Kwan,Xue Li*
|
Automatic portmanteau tests with applications to market risk management
| Stata Journal
| Guangwei Zhu
|