Shancun Liu

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

37 Xue Yuan Road

Beijing 100083

China

SCHOLARLY PAPERS

3

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219

SSRN CITATIONS

2

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Voluntary Information Disclosure with Heterogeneous Beliefs

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 29 Posted: 24 May 2019 Last Revised: 07 Feb 2021
xia Liu, Shancun Liu, Lei Lu, Yongdong Shi and Xiong Xiong
affiliation not provided to SSRN, Beihang University (BUAA) - School of Economic and Management Science, University of Manitoba, Dongbei University of Finance and Economics (DUFE) and Tianjin University
Downloads 90 (516,890)

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shared information; voluntary disclosure; heterogeneous beliefs

2.

An Extended MRR Model for Transaction-Level Analysis of High Frequency Trading Processes

Number of pages: 22 Posted: 09 Oct 2017
Qiang Zhang, Zudi Lu and Shancun Liu
Beijing University of Chemical Technology - School of Economics & Management, University of Southampton and Beihang University (BUAA) - School of Economic and Management Science
Downloads 84 (539,333)

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spread decomposition; adverse selection risk; an extended MRR model; information lag

3.

The Short-Termism of Traders and Equilibrium Multiplicity

Number of pages: 17 Posted: 15 Jul 2019
Binbin Chen, Qiang Zhang, Shancun Liu and Fang Liu
Shandong University of Finance and Economics, Beijing University of Chemical Technology - School of Economics & Management, Beihang University (BUAA) - School of Economic and Management Science and Shandong University of Finance and Economics
Downloads 45 (736,819)

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short-termism; multiple equilibria; market liquidity; equilibrium stability