LI Qian
Associate Professor
School of Economics and Finance
Xi'an Jiaotong University
lqian@mail.xjtu.edu.cn
LI Qian
Associate Professor
School of Economics and Finance
Xi'an Jiaotong University
lqian@mail.xjtu.edu.cn
Research Area:
[1] | Do institutions trade ahead of false news? Evidence from an emerging market [J]. Journal of Financial Stability, 2018, 36: 98-113. (SSCI) |
[2] | Execution anomaly detection in large-scale systems through console log analysis [J]. Journal of Systems and Software, 2018, 143: 172-186. (SCI) |
[3] | The stock market effect of air pollution: evidence from China[J]. Applied Economics, 2016, 48(36): 3442-3461. (SSCI) |
[4] | Enhanced Index Tracking with Multiple time-scale analysis[J]. Economic Modelling, 2014, 39: 282-292. (SSCI) |
[5] | Multi-scale tracking dynamics and optimal index replication[J]. Applied Economics Letters, 2014, 21(4): 252-256. |
[6] | Migrating to Agility 2.0: How Social Computing Creates Significant Value [J]. Organizational Dynamics. 2011, 40(2): 119-126. (SSCI) |
[7] | Enhanced Index Tracking Based on Multi-objective Immune Algorithm [J]. Expert Systems and Applications. 2011, 38(5): 6101-6106. (SCI) |
[8] | Dynamic optimization in active portfolio management. INFORMS Annual meeting: Seattle 2007. |
[9] | Web page viewing behavior of users: An eye-tracking study, 2005 International Conference on Services Systems and Services Management, 2005, pp244-249. (EI Indexed) |
[10] | Analyst ratings, investor sentiment and asset mispricing [J]. Journal of Beijing Technology and Business University (Social Sciences), 2018, 33(4): 96-106. (CSSCI) |
[11] | Review on investors’ collective behavior based on Internet Big Data [J]. Journal of Central University of Finance and Economics, 2017, (2): 54-64. (in Chinese) |
[12] | Securities Investor Information Source and Influence Weight [J]. Information and Reference, 2016, (3): 68-74. (in Chinese) |
[13] | Can Listed Companies’ Profit Information Guide Stock Investment Decision-making? A Stochastic Dominance Analysis of Marginal Condition [J]. Modern Economic Science. 2013, 35(3): 115-123. (Top Chinese Journal in Economics, in Chinese) |
[14] | The study of the relationship between financial economic cycle and macro economic cycle in China [J]. Journal of Humanities. 2013, 11. (in Chinese) |
[15] | Optimal Portfolio Selection for Index Investing based on Immune Memory Clonal Algorithm [J], Operational Research and Management, 2009, 6(18). (Top Chinese Journal in Management, in Chinese) |
[16] | Marginal Conditional Stochastic Dominance Analysis for Value Effect in Chinese Stock Market [J], Journal of Management, 2009. (Top Chinese Journal in Management, in Chinese) |
[17] | Research on the Informed Transaction Behavior Based on Macroeconomic Data Announcement [J]. Journal of Shanxi University of Finance and Economics, 2018, 40(10):31-45. (CSSCI)(in Chinese) |
[18] | Marginal Conditional Stochastic Dominance Test for Size Effect in Chinese A Stock Market [J], System Engineering, 2008,8(26). (Top Chinese Journal in Management, in Chinese) |
[19] | Review on overseas researches and development of indexing portfolio [J], 2008, 8. (in Chinese) |
[20] | Usability testing and accessing of Personal Internet Banking [J], Industrial Engineering and Management, 2008, 6(13). (Top Chinese Journal in Management, in Chinese) |
[21] | Effects of stocks number and rebalancing frequency on co-integration portfolios for index tracking [J]. Statistics and Decision, 2008, 4. (in Chinese) |
《Indexing Investment and Quantitative Trading》, July 2018, Economic Science Press
[1] | National Social Science Foundation of China [Grant No. 18XJY024], 2018-2021; |
[2] | Humanities and Social Sciences Fund of the Ministry of Education [Grant No. 17YJA790047], 2017-2020; |
[3] | National Natural Science Foundation of China [Grant No. 71201121], 2013-2015; |
[4] | Humanities and Social Sciences Fund of the Ministry of Education [Grant No. 12YJC790098], 2013-2015; |
[5] | Soft Science Research Plans of Shaanxi Province, 2014-2015. |