Deyu Miao

Fudan University - School of Economics

600 GuoQuan Road

Shanghai, 200433

China

  • Fudan University - School of Economics

SCHOLARLY PAPERS

2

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514

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Scholarly Papers (2)

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1.

Return Seasonality in Commodity Futures

Number of pages: 39 Posted: 19 Sep 2023
Yan Li, Qingfu Liu, Deyu Miao and Yiuman Tse
City University of Macau, Fudan University - School of Economics, Fudan University - School of Economics and University of Missouri at Saint Louis
Downloads 486 (127,501)

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Commodity futures, Return seasonality, Market efficiency, Asset pricing, Adaptive market hypothesis

2.

Strategic Homogeneity in Trading: Amplifying Market Volatility and the Emergence of Mini-Crashes

Number of pages: 69 Posted: 07 May 2025
Qingfu Liu, Deyu Miao, Chuanjie Wang and Christina Dan Wang
Fudan University - School of Economics, Fudan University - School of Economics, Fudan University - School of Economics and New York University (NYU) - New York University (NYU), Shanghai
Downloads 28 (1,063,910)

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Strategic Homogeneity, Mini-Crashes, Machine Learning, Market Stability. JEL Classification: G14, G17, C58