Liu, Shancun
54  results:
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1

An MA-MRR model for transaction-level analysis of high-freq..:

Zhang, Qiang ; Lu, Zudi ; Liu, Shancun..
Journal of Management Science and Engineering.  9 (2024)  1 - p. 53-61 , 2024
 
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3

Institutional investor' proportions and inactive trading:

Wang, Jiarui ; Liu, Shancun ; Yang, Haijun
International Review of Financial Analysis.  82 (2022)  - p. 102207 , 2022
 
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4

Illiquidity Comovement and Market Crisis:

Zeng, Qingduo ; Zhang, Qiang ; Liu, Shancun.
Journal of Systems Science and Complexity.  35 (2022)  5 - p. 1863-1874 , 2022
 
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5

The more myopic, the more chaos? How the degree of traders'..:

Chen, Binbin ; Liu, Shancun ; (John) Liu, Zhiyong
International Review of Economics & Finance.  75 (2021)  - p. 596-608 , 2021
 
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8

An Agent-Based Approach for Time-Series Momentum and Revers..:

Wang, Zhaoyuan ; Liu, Shancun ; Yang, Haijun.
Journal of Systems Science and Complexity.  33 (2020)  2 - p. 461-474 , 2020
 
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9

A Deep Learning Framework for Stock Prediction Using LSTM:

, In: Advances in Intelligent Systems and Computing; Decision Economics: Complexity of Decisions and Decisions for Complexity,
Lin, Yaohu ; Liu, Shancun ; Yang, Haijun. - p. 61-69 , 2020
 
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10

Order Execution Probability and Order Queue in Limit Order ..:

Zhang, Qiang ; Wang, Chao ; Liu, Shancun.
Journal of Systems Science and Complexity.  33 (2020)  5 - p. 1545-1557 , 2020
 
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11

Following behaviour and predatory trading:

Yang, Shichao ; Liu, Shancun ; Zeng, Qingduo.
Applied Economics Letters.  28 (2020)  13 - p. 1125-1129 , 2020
 
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13

The Impact of Short-term Traders on equilibrium multiplicit..:

, In: 2019 Chinese Control Conference (CCC),
Chen, Binbin ; Liu, Fang ; Liu, Shancun - p. 7984-7989 , 2019
 
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14

The influence of social network structure on stock price di..:

Wang, Zhaoyuan ; Liu, Shancun ; Yang, Haijun
Physica A: Statistical Mechanics and its Applications.  533 (2019)  - p. 122064 , 2019
 
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