ICFS Made Great Achievements in Scientific Research in the First Half of 2018
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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