Based in
  • Room 253, Wenli Building
  • Department of Finance and Accounting
  • School of Economics and Management

Qiang ZHANG

Professor/Doctoral Supervisor
Department of Finance and Accounting
Academic Discipline
Management Science and Engineering, Financial Markets
Contact details
zhangqiang@mail.buct.edu.cn

Education and Working Experiences

2015.09-2016.03: University of Southampton, Statistical Sciences Research Institute | Visiting Scholar

2013.04: Beijing University of Chemical Technology, School of Economics and Management | Faculty

2002.07-2013.03: Beihang University | Faculty

2006-2012: Beihang University, Management Science and Engineering | Doctor



Publications


[1] 通讯作者,信息披露、趋势噪声交易与价格发现,系统工程学报,2024,39(2):244-257.

[2] Zhang Qiang, Zudi Lu, Liu Shancun, Yang Haijun*, Pan Jingrui, An MA-MRR Model for Transaction-level Analysis of High-frequency Trading Processes, Journal of Management Science and Engineering, 2024,volume 9, issue 1, 53-61.

[3] 通讯作者,基于理性预期均衡的金融期货定价研究:信息驱动还是套利驱动?金融研究,2023,第8期:170-188.

[4]Zhigang Zhanga, Qiang Zhang*, Shancun Liu, Jiarui Wang. How does an online influencer manipulate the stock market?Financel Reserch Letters, Volume 58, Part A, 2023, 104331.

[5] 通讯作者,Illiquidity comovement and market crisis,Journal of Systems Science and Complexity, 2022,35: 1863-1874. 

[6] 通讯作者, 信息认知偏差、有限竞争与资产定价. 中国管理科学, 2023, 31(2): 9-17. 

[7] 通讯作者,投资者的交易频率与市场质量,系统工程理论与实践,2021, Vol. 41(9):2271-2283. 

[8] Zhenyu Jiang & Nengxiang Ling & Zudi Lu & Dag Tjostheim & Qiang Zhang, 2020. On bandwidth choice for spatial data density estimation, Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 817-840, July. 

[9] 一作,基于理性预期均衡的信息披露与金融市场动力学演化研究,管理评论,2020,第32卷,第7期:191-204. 

[10] 通讯作者,公开信息披露对异质交易行为与市场质量的影响, 系统工程理论与实践, 2021, Vol. 41(7):1672-1681. 

[11] 一作, Order Execution Probability and Order Queue in Limit Markets, Journal of Systems Science and Complexity, 2020, 33(5):1545-1557. DOI: 10.1007/s11424-020-9100-5

[12]通讯作者, Costly information acquisition and public disclosure: implications for investor welfare, Applied Economics Letters, 2020, 27(11):880-885.

[13] 一作,基于理性预期均衡框架下的价格泡沫与过度反应研究, 中国管理科学,2020,第28卷,第11期:185-193.  

[14] 通讯作者,多基本面下异质交易者竞争及流动性分析,中国管理科学,2019,第27卷,第5期:23-31. 

[15] 通讯作者,指令驱动市场中非知情交易者的最优交易策略,管理科学学报,2017, Vol. 20, No 3, Mar: 25-45.

[16] 一作,MRR模型高估了信息风险的实证检验,管理科学学报,2015,第18卷,第1期:62-72.