Department of Finance

Active

Non-Markov Portfolio and Asset Pricing: Theoretic Development and Empirical Evidence

He, X.

23/09/24 → 22/09/27

Project: Internal Research Project

Optimizing Learning Outcomes with AI-Enhanced Support in High Cognitive Load Modules

Jiang, E. J., Lu, X., Xie, L., Zhang, Y., Dellaportas, S. & Hou, L.

1/09/24 → 31/05/25

Project: Internal Research Project

The term structure of equity returns and corporate investment decisions

Guo, R.

1/07/24 → 30/06/27

Project: Internal Research Project

Investigating the role of investor demand in driving asset prices

Zhang, N.

1/07/24 → 30/06/27

Project: Internal Research Project

Trading Behavior and Stock Market Risk Based on High Frequency Limit Order Book

Wang, H.

1/07/24 → 30/06/27

Project: Internal Research Project

Public Financial Integrity: Audit Risk in Local Governments

Yu, C.

1/07/24 → 30/06/27

Project: Internal Research Project

Interactive Simulation for Risk Assessment in Finance

Xie, L., Lu, X. & Jiang, E. J.

1/03/24 → 28/02/26

Project: Internal Research Project

Comparative theoretical study and empirical analysis of realized volatility and skewness

Ruan, E.

1/01/24 → 31/12/26

Project: Internal Research Project

Modelling and Data Analytics on Cross Sectional Financial Risk: Evidence on Microscopic Data from Banking, Security Industry and Real Estates

He, X.

1/01/24 → 31/12/27

Project: Governmental Research Project

Relationship management and information asymmetry

Chen, H.

1/01/24 → 31/12/26

Project: Internal Research Project

Decomposition of option-implied beta and the cross-section of stock returns

Yao, X.

1/01/24 → 31/12/26

Project: Internal Research Project

Modelling and Data Analytics on Cross Sectional Financial Risk: Evidence on Microscopic Data from Banking, Security Industry and Real Estates

Liu, J.

1/01/24 → 31/12/27

Project: Governmental Research Project

A study of the microstructure of the Chinese stock market: application of limit order book and deep learning techniques

Lei, X.

1/01/24 → 31/12/26

Project: Internal Research Project

Modelling and Data Analytics on Cross Sectional Financial Risk: Evidence on Microscopic Data from Banking, Security Industry and Real Estates

Xiao, Y.

1/01/24 → 31/12/27

Project: Governmental Research Project

Firm AI Exposure and Market Valuation

Liu, Z.

1/01/24 → 31/12/26

Project: Internal Research Project

CEO air pollution exposure and financial activities

Shi, X.

1/01/24 → 30/06/26

Project: Internal Research Project

Influence of milestone age on people’s professional behavior—Evidence from CEOs, employees, analysts, judges, and households

Wu, S.

1/01/24 → 31/12/26

Project: Internal Research Project

RDF-TP-0032

Ruan, E.

1/10/23 → 31/08/27

Project: Internal Research Project

The Moderation Role of R&D Intensity in the Effect of Environmental and Production Factors Towards the Financial Performance of Agricultural-Listed Companies

Hwang, J. Y. T., Malek, N. I. B. A., Liwan, A., Shi, S. & Brahmana, R. K.

1/10/23 → 30/09/26

Project: Governmental Research Project

Salience Theory, Limited Attention and Stock Prices

Zhu, X.

1/07/23 → 30/06/25

Project: Internal Research Project

Acquirer mid-level management human capital and M&A

Gong, Z.

1/07/23 → 30/06/26

Project: Internal Research Project

The Cause and Disappearance Puzzle on Value Premium: Theory and Empirical Evidence

Guo, R., Jiang, Y., Chen, Z., Wu, J., Chang, S. & Li, S.

1/01/23 → 31/12/26

Project: Governmental Research Project

Cybercrime Risk Impact on Financial Markets

Liu, J.

1/01/23 → 31/12/25

Project: Internal Research Project

Managing Cognitive Load in Introductory Programming Modules with Animated Microvideos

Lu, X., Xie, L., Jiang, E. J., Mulcair, D. & Cheng, P.

1/09/22 → 28/02/25

Project: Internal Research Project

History Matters: A New Paradigm of Non-Markovian Asset Pricing

He, X., Li, K. & Li, Y.

1/09/22 → 1/06/25

Project: Internal Research Project

Financial Technology Adoption in the Banking Sector

Jiang, B., Xiao, Y. & Huang, S.

1/09/22 → 31/08/25

Project: Internal Research Project

Cash Flow Shocks, Earning Forecasting, Debt Contract Design

Xiao, Y., Sikochi, A. & (Hayley), L.

1/09/22 → 31/08/25

Project: Internal Research Project

The interaction effect of stock market trading mechanism

Zhang, J., Ye, Q., Fang, Y. & Lu, R.

1/07/22 → 30/06/25

Project: Governmental Research Project

Intraday Dynamic Relationship Between Commodity Futures and Stock Returns of Companies Along the Supply Chain

Wu, Y. & Goncu, A.

1/03/22 → 28/02/25

Project: Internal Research Project

NSFC: On the Interconnectedness of Real Economy and Financial System in China: An Agent-based Modelling Approach (基于中国“实体经济-金融系统”复杂关联的计算实验建模研究)

Xiong, X., Zhang, W. & He, X.

1/01/22 → 31/12/26

Project: Governmental Research Project

Research on machine learning model based on option pricing theory

Zhai, J.

1/01/22 → 31/12/24

Project: Governmental Research Project

Efficient portfolio management and performance prediction: incorporating AI into the Chinese stock market

Lu, X., Cheng, P. & Xie, L.

1/03/20 → …

Project: Internal Research Project

Not started

Mind the Gap: When Digital Transformation Claims Outpace Actual Investments

Wang, R.

1/01/25 → 31/12/27

Project: Internal Research Project

Lockdowns and Leverage: Option Pricing during the Covid Pandemic

Zhang, Y.

Project: Collaborative Research Project

Finished

Digital Transformation and Company Performance

Wang, R.

15/06/24 → 1/09/24

Project: Internal Research Project

Machine Learning and Image Data - Evidence from the Chinese Stock Market

Zhai, J., Shi, S. & Zhang, N.

3/06/24 → 31/08/24

Project: Internal Research Project

Research on the International Experience and Construction Path for Suzhou Industrial Park to Build a World-Class High-Tech Park

Song, Y., Hu, C., Xie, L., Lin, Q., Ge, Y. & Shi, H.

31/05/24 → 15/09/24

Project: Governmental Research Project

China-Singapore Industrial Park: Development Experience and Path

Song, Y., Wang, X., Xie, L., Xu, Y. & Li, H.

12/05/23 → 15/10/23

Project: Governmental Research Project

Research on the relationship between innovation clusters and digital transformation under the perspective of plural governance

Xie, L., Song, Y. & Lu, X.

20/04/22 → 23/09/22

Project: Governmental Research Project

Left Tail of Volatility-of-Volatility: evidence from international option markets

Yao, X.

1/10/21 → 30/09/23

Project: Governmental Research Project

Mind the gap: building your emergency fund before the next Covid-19 pandemic – Open banking data and machine learning optimization method

Zhai, J., Gong, S. & Cao, Y.

1/09/21 → 31/08/24

Project: Internal Research Project

ESG and credit risk analysis

Shi, S. & Zhai, J.

1/09/21 → 31/08/24

Project: Internal Research Project

The determinants of analyst team performance: team diversity, trust and team management

Wu, S.

1/01/21 → 31/12/23

Project: Governmental Research Project

When Do Auditors Respond to Media Coverage of Clients?

Gong, S.

1/01/19 → 30/06/23

Project: Internal Research Project

The certification effects of both government R&D subsidies and patents on high-tech firms’ access to external finance: Evidence from China

Xie, L.

1/09/18 → 28/02/23

Project: Internal Research Project

Trading Activity, Jump, Return and Volatility Analysis for High-Frequency Financial Data

Yao, X.

1/08/18 → 30/09/21

Project: Internal Research Project

ARC LP: Reshaping superannuation practice in Australia using big data analytics

Xu, G. & He, X.

1/07/18 → 31/12/21

Project: Governmental Research Project

Risk management in energy futures market

Käppi, J. V.

1/01/17 → 28/02/20

Project: Internal Research Project

Theory and applications of statistical arbitrage

Goncu, A.

1/12/16 → 30/11/19

Project: Internal Research Project

Liquidity in the order-driven Chinese stock market

Ye, Q.

1/04/16 → 31/07/19

Project: Internal Research Project

Department of Finance

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