Liyan Han

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

37 Xue Yuan Road

Beijing 100083

China

SCHOLARLY PAPERS

6

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766

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Scholarly Papers (6)

1.

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 215 (141,874)

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

2.

Market Crowd Trading Conditioning and Its Measurement

Number of pages: 38 Posted: 20 Aug 2010 Last Revised: 28 Nov 2011
Bank of China International (China) Co. Ltd--Beijing Business (Brokerage) Branch, 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 199 (152,520)
Citation 3

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

3.

A Security Price Volatile Trading Conditioning Model

Number of pages: 46 Posted: 03 Jan 2010 Last Revised: 19 Feb 2010
Bank of China International (China) Co. Ltd--Beijing Business (Brokerage) Branch, 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 154 (191,322)

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

4.

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 112 (245,050)

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

5.

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 85 (294,257)

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

6.

Determinants of Sovereign Wealth Fund Cross‐Border Investments

Financial Review, Vol. 48, Issue 4, pp. 539-572, 2013
Number of pages: 34 Posted: 11 Oct 2013
University of Oklahoma, Party School of the Central Committee of the CPC and Beihang University (BUAA) - School of Economic and Management Science
Downloads 1 (652,506)
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sovereign wealth funds, cross‐border investment, investment facilitation hypothesis, political influence hypothesis