Shancun Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Illiquidity comovement and market crisis Journal of Systems Science and Complexity	2022-12-20	Paper
Order execution probability and order queue in limit order markets Journal of Systems Science and Complexity	2021-01-22	Paper
An agent-based approach for time-series momentum and reversal Journal of Systems Science and Complexity	2020-09-15	Paper
A research on market manipulation and stock price volatility based on heterogeneous beliefs	2020-01-22	Paper
Analysis on the influence of dancing with the marketmakers on the securities market	2020-01-22	Paper
Common sentiment and price contagion Journal of Systems Science and Complexity	2019-10-22	Paper
A new estimation for informed trading based on SSNF method Journal of Systems Science and Complexity	2018-11-08	Paper
Can public information promote market stability? Economics Letters	2018-09-03	Paper
Game equilibrium under the condition of heterogeneous information	2011-07-19	Paper
Survey of applications of entropy in decision analysis	2009-07-22	Paper
Ordered weighted averaging aggregation method for portfolio selection Journal of Systems Science and Complexity	2005-11-01	Paper

Research outcomes over time

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