Liyan Han

Beihang University (BUAA) - School of Economic and Management Science

37 Xue Yuan Road

Beijing 100083

China

  • Beihang University (BUAA) - School of Economic and Management Science

SCHOLARLY PAPERS

10

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SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (10)

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1.

Market Crowd Trading Conditioning and Its Measurement

Number of pages: 38 Posted: 20 Aug 2010 Last Revised: 28 Nov 2011
Leilei Shi, Leilei Shi, Liyan Han, Yiwen Wang, Ding Chen, Yan Piao and Chengling Gou
Haitong Securities Co. Ltd.----Beijing FuwaidajieHaitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA) - School of Economic and Management Science, Beihang University (BUAA), Van Gold Asset Management, Complex System Research Group and Beihang University (BUAA)
Downloads 483 (114,330)
Citation 7

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behavioral finance, econophysics, crowd behavior, trading conditioning, probability wave, and interaction and coherence

2.

Predicting the Stock Market using Machine Learning: Long short-term Memory

Electronic Research Journal of Engineering, Computer and Applied Sciences, 2, 2020, 202-219
Number of pages: 18 Posted: 08 Apr 2021
Khalid Saboor, Qurat Ul Ain Saboor, Liyan Han and Abdul Saboor Zahid
Beihang University (BUAA) - School of Economic and Management Science, National Defense University, Islamabad, Beihang University (BUAA) - School of Economic and Management Science and National Defence University
Downloads 441 (127,359)

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Python, AI, LSTM, Stock Market

3.

Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade?

Forthcoming in Quantitative Finance
Number of pages: 34 Posted: 05 Feb 2013
Liyan Han, Rong Liang and Ke Tang
Beihang University (BUAA) - School of Economic and Management Science, Renmin University of China and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 285 (205,621)
Citation 2

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Cross-market Price Discovery, Soybeans Futures, Danlian Commodity Exchange, Chicago Board of Trade

4.

Oil Strikes Back: Trend Factors and Exchange Rates

Number of pages: 47 Posted: 16 Dec 2018
Liyan Han, Yang Xu, Qunzi Zhang and Xiaoneng Zhu
Beihang University (BUAA) - School of Economic and Management Science, Beijing University of Technology, Shandong University and Shanghai University of Finance and Economics
Downloads 279 (210,118)

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Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation

5.

A Security Price Volatile Trading Conditioning Model

Number of pages: 46 Posted: 03 Jan 2010 Last Revised: 19 Feb 2010
Leilei Shi, Leilei Shi, Yiwen Wang, Ding Chen, Liyan Han, Yan Piao and Chengling Gou
Haitong Securities Co. Ltd.----Beijing FuwaidajieHaitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA), Van Gold Asset Management, Beihang University (BUAA) - School of Economic and Management Science, Complex System Research Group and Beihang University (BUAA)
Downloads 193 (299,210)

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behavioral finance, transaction volume-price probability wave, price volatility, trading conditioning, disposition effect, herd behavior, excessive trading, econophysics

6.

A Study on Chinese Yuan Index and its Derivatives

Number of pages: 11 Posted: 13 Jan 2010 Last Revised: 15 Jan 2010
Lanfen Liu and Liyan Han
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
Downloads 147 (378,534)
Citation 1

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Foreign exchange index, USDX , CNYX, futures and options pricing

7.

Who Pays for the Tariffs and Why? A Tale of Two Countries

CESifo Working Paper No. 10497
Number of pages: 70 Posted: 14 Jun 2023
Chaonan Feng, Liyan Han and Lei Li
Beihang University (BUAA), Beihang University (BUAA) - School of Economic and Management Science and University of Mannheim
Downloads 132 (411,799)
Citation 2

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trade war, tariff pass-through, import structure, product heterogeneity, demand elasticity, supply elasticity

8.

ESG Rating Disagreement and Price Informativeness with Heterogeneous Valuations

Number of pages: 34 Posted: 02 Jul 2024
Qingduo Zeng, Yang Xu, Meiqi Gao and Liyan Han
Guangdong University of Technology, affiliation not provided to SSRN, affiliation not provided to SSRN and Beihang University (BUAA) - School of Economic and Management Science
Downloads 17 (1,013,196)

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ESG rating disagreement, price informativeness, heterogeneous valuations, rational expectation equilibrium

9.

Exploring the Sources of Systemic Risk and Hedging Strategies in Energy and Stock Markets

Number of pages: 39 Posted: 15 Mar 2024
JIAYU JIN, Liyan Han, Lei Wu and Hongchao Zeng
Central University of Finance and Economics, Beihang University (BUAA) - School of Economic and Management Science, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 17 (1,013,196)

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Connectedness, Frequency domain, Systemic risk, Energy markets, ETFs, Oil-dependent countries

10.

Data Empowerment and Crash Risk

Number of pages: 14 Posted: 06 Aug 2024
Manyao Deng, Liyan Han, Jinpu Li and Zhen Li
Macau University of Science and Technology, Beihang University (BUAA) - School of Economic and Management Science, Tsinghua University and Yanqi Lake Beijing Institute of Mathematical Sciences and Applications
Downloads 9 (1,098,797)

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Data Empowerment, stock price crash risk, Data Governance