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Shancun Liu

School of Economics and Management, Beihang University

SCHOLARLY PAPERS

6

DOWNLOADS

384

TOTAL CITATIONS

1

Scholarly Papers (6)

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1.

How Does an Online Influencer Manipulate the Stock Market?

Number of pages: 15 Posted: 01 Jun 2023
Zhigang Zhang, Qiang Zhang, Shancun Liu and Jiarui Wang
affiliation not provided to SSRN, Beijing University of Chemical Technology - School of Economics & Management, School of Economics and Management, Beihang University and affiliation not provided to SSRN
Downloads 116 (617,542)
Citation 1

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Online Influencer, Predatory Trading, Market Quality, Price Informativeness

2.

Variance Ambiguity and Inactive Trading

Number of pages: 36 Posted: 07 May 2022
Jiarui Wang, Shancun Liu and Haijun Yang
affiliation not provided to SSRN, School of Economics and Management, Beihang University and Beihang University
Downloads 104 (679,608)

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Variance ambiguity, Optimal decision, Inactive trading, Max-min function

3.

Information Production, Information Acquisition and Price Informativeness

Number of pages: 24 Posted: 20 Jul 2022
Jingrui Pan, Shancun Liu, Qiang Zhang and Yaodong Yang
affiliation not provided to SSRN, School of Economics and Management, Beihang University, Beijing University of Chemical Technology - School of Economics & Management and Peking University
Downloads 61 (980,173)

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Information production, Information acquisition, Free-access market, Price informativeness

4.

Post-Trade Order-Flow Decoding and Strategic Camouflage: A Dynamic Theory of Informed Trading

Number of pages: 45 Posted: 20 May 2026
Zhigang Zhang, Qiang Zhang, Shancun Liu and Yaodong Yang
Beijing University of Chemical Technology - College of Mathematics and Physics, Beijing University of Chemical Technology - School of Economics & Management, School of Economics and Management, Beihang University and Peking University
Downloads 60 (1,263,436)

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Market Microstructure, Informed Trading, Strategic Camouflage, Order-Flow De Coding

5.

Information Production, Entry Barriers and Market Quality

Number of pages: 55 Posted: 06 Mar 2023
Jingrui Pan, Shancun Liu, Qiang Zhang and Yaodong Yang
affiliation not provided to SSRN, School of Economics and Management, Beihang University, Beijing University of Chemical Technology - School of Economics & Management and Peking University
Downloads 43 (1,157,785)

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Information production, Entry barriers, Information acquisition, Price informativeness, Liquidity

6.

Managing Order-flow Informativeness: Post-trade Decoding and Strategic Camouflage

Posted: 05 Jun 2026
Qiang Zhang, Zhigang Zhang, Shancun Liu and Yaodong Yang
Beijing University of Chemical Technology - School of Economics & Management, Beijing University of Chemical Technology - College of Mathematics and Physics, School of Economics and Management, Beihang University and Peking University

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Market Microstructure, Informed Trading, Strategic Camouflage, Order-flow Decoding