default author photo

Haijun Yang

Beihang University

Xueyuan Road, Haidian District

Beijing, 100191

China

  • Beihang University

SCHOLARLY PAPERS

4

DOWNLOADS

414

TOTAL CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Frequent Batch Auctions vs Continuous Time Auctions Under Order Cancellation and Maker-Taker Fee

Downloads 118 (608,822)

Frequent Batch Auctions vs Continuous Time Auctions Under Order Cancellation and Maker-Taker Fee

Number of pages: 41 Posted: 24 Aug 2022
Hengshun Ge and Haijun Yang
affiliation not provided to SSRN and Beihang University
Downloads 65 (938,792)

Abstract:

Loading...

High-frequency traders, Market quality, Market design, Market policy, Optimal strategy

Frequent Batch Auctions vs Continuous Time Auctions Under Order Cancellation and Maker-Taker Fee

Number of pages: 51 Posted: 23 Nov 2022
Hengshun Ge and Haijun Yang
affiliation not provided to SSRN and Beihang University
Downloads 53 (1,049,673)

Abstract:

Loading...

High-frequency traders, Market quality, Market design, Market policy, Optimal strategy

2.

The optimal mechanism in high-frequency batch trading with multiple news

Downloads 111 (684,672)

The optimal mechanism in high-frequency batch trading with multiple news

Number of pages: 79 Posted: 06 Jan 2026
Mingshun Sun and Haijun Yang
affiliation not provided to SSRN and Beihang University
Downloads 91 (767,205)

Abstract:

Loading...

Batch mechanism, Trembling-hand perfect refinement, High-frequency trading

The optimal mechanism in high-frequency batch trading with multiple news

Number of pages: 42 Posted: 28 Apr 2026
Mingshun Sun and Haijun Yang
affiliation not provided to SSRN and Beihang University
Downloads 20 (1,570,077)

Abstract:

Loading...

Batch mechanism, Trembling-hand perfect refinement, High-frequency trading

3.

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)

Abstract:

Loading...

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

4.

Optimal carbon reduction strategies driven by subsidies in the integrated electricity and carbon markets with jump-diffusion price dynamics

Number of pages: 31 Posted: 06 Jan 2026
Yuhan Li, Liutang Gong, Haijun Yang and Xiaoshan Su
affiliation not provided to SSRN, Peking University - Guanghua School of Management, Beihang University and University of Shanghai for Science and Technology - Business School
Downloads 81 (823,616)

Abstract:

Loading...

Compound Poisson stochastic differential game, Lévy processes, Closed-loop Nash equilibrium strategies, Integrated electricity and carbon markets, Green transition