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Costly information acquisition and public disclosure : implications for investor welfare
Chen, Binbin; Liu, Shancun; Zhang, Qiang - In: Applied economics letters 27 (2020) 11, pp. 880-885
Persistent link: https://www.econbiz.de/10012266939
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Market manipulation with sentiment traders
Zeng, Qingduo; Liu, Shancun; Qu, Yi; Zhang, Qiang - In: Applied economics letters 25 (2018) 4, pp. 239-243
Persistent link: https://www.econbiz.de/10011854306
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Can public information promote market stability?
Chen, Binbin; Liu, Shancun; Zhang, Qiang - In: Economics letters 143 (2016), pp. 103-106
Persistent link: https://www.econbiz.de/10011616982
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How does an online influencer manipulate the stock market?
Zhang, Zhigang; Zhang, Qiang; Liu, Shancun; Wang, Jiarui - In: Finance research letters 58 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014581441
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On bandwidth choice for spatial data density estimation
Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi; Tj⊘stheim, Dag - In: Journal of the Royal Statistical Society: Series B … 82 (2020) 3, pp. 817-840
Persistent link: https://www.econbiz.de/10012284215
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The more myopic, the more chaos? : how the degree of traders’ short-termism affects the financial market equilibrium
Chen, Binbin; Liu, Shancun; Liu, Zhiyong - In: International review of economics & finance : IREF 75 (2021), pp. 596-608
Persistent link: https://www.econbiz.de/10012692803
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Following behaviour and predatory trading
Yang, Shichao; Liu, Shancun; Zeng, Qingduo; Zhang, Zhigang - In: Applied economics letters 28 (2021) 13, pp. 1125-1129
Persistent link: https://www.econbiz.de/10012589975
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Discretionary liquidity trading, information production and market efficiency
Liu, Xia; Liu, Shancun; Qi, Zhen; Wen, Chunhui - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438408
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A method to overcome the numerical difficulties in PIN estimation
Ma, Jinfeng; Liu, Shancun - In: Applied Economics Letters 19 (2012) 14, pp. 1381-1384
The Probability of Information (PIN)-based trading introduced by Easley <italic>et al</italic>. (1996, 2002) has been adopted to address a variety of issues in empirical finance. To obtain PIN using numerical Maximum Likelihood Estimation (MLE) from transaction data, one may suffer from the numerical overflow or...
Persistent link: https://www.econbiz.de/10010976432
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Institutional investor' proportions and inactive trading
Wang, Jiarui; Liu, Shancun; Yang, Haijun - In: International review of financial analysis 82 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013431198