1.Haiqiang Chen, Bo Ni*, Muqing Song, Peisen Liao, 2024, Peer Effects of Information Disclosure Reform and Financial Market Stability: An Empirical Study Based on the GEM Registration System Reform, China Economic Quarterly (in Chinese), 24(5), 58-73.
2.Qiang Wen, Haiqiang Chen*, Yuling Yuan, 2024, Does Alleviating Financing Constraints Necessarily Promote Corporate Innovation? Empirical Evidence from a Quasi-Experiment on Credit Expansion, Systems Engineering-Theory and Practice (In Chinese), February 2024.
3.Haiqiang Chen, Bo Ni*, 2024, T+0 Quantitative Trading and the Mystery of Elevated Market-Based Securities Lending Fees: A Perspective on the Synergetic Necessity of Reform in Trading Systems, Management World (In Chinese), Issue 6, 60-74.
4.Ming Gu, Zhitao Xiong, Haiqiang Chen*, 2024, Smart Beta: Empirical Evidence of Factor Momentum Effects in the A-Share Market, Chinese Journal of Econometrics (In Chinese), Issue 4.
5.Haiqiang Chen, Dongxu Li*, Xiaoxue Hu, 2024, "Green" Financial Assessment and Green M&A of Polluting Companies: A Perspective on Signaling Effects, Journal of Financial Research (in Chinese), Issue 2, 131-148.
6.Juan Lin, Haiqiang Chen*, Qing Lin, 2024, Density Forecasting of China's Output Growth and Inflation Based on Model-Averaging Method, Journal of Management Sciences in China (in Chinese), 27(2), 82-94.
7.Haiqiang Chen, Zhe Lin, 2024, Local Fiscal Pressure and Shadow Banking Activities of Nonfinancial Enterprises – A Story of Government Intervention, Finance Research Letters, Volume 62, Part A, 105173.
8.Haiqiang Chen, Yuling Yuan, 2024, Does Digital Finance Help Reduce Self-Rationing of Small and Medium-sized Enterprises? Evidence from China, Economic and Political Studies, 12(4), 421-440.
9.Xiaoqun Liu, Chenji Hou, Shinan Zhu & Haiqiang Chen*, 2024, The Asymmetric Effect of Information Shocks on Overnight and Intraday Expected Returns: Evidence from the Chinese A-share Stock Market, Pacific-Basin Finance Journal, Volume 83, February 2024, 102219.
10.Xiaoqun Liu, Liuchun Yu, Haiqiang Chen, 2023, Can Financial Liberalization Effectively Reduce A-Share Price Information Risk? – Evidence from a Quasi-Natural Experiment of the "Shanghai-Hong Kong Stock Connect", Systems Engineering-Theory and Practice (in Chinese),https://link.cnki.net/urlid/11.2267.N.20231009.1616.016.
11.Gideon Bruce Arkorful, Haiqiang Chen, Ming Gu*, Xiaoqun Liu*, 2023, What Can We Learn from the Convenience Yield of Bitcoin? Evidence from the COVID-19 Crisis, International Review of Economics and Finance, 88, 141-153.
12.Lu Zhang, Pei-lin Hsieh*, and Haiqiang Chen, 2023, COVID-19 and Commodity Pricing Premium: Evidence from the Chinese Market, Finance Research Letters, Volume 58, Part A, 103899.
13.Haiqiang Chen, Ming Gu*, Bo Ni*, 2023, How Price Limit Affects Market Efficiency in a Short-Sale Constrained Market? Evidence from a Quasi-Natural Experiment, Journal of Empirical Finance, Volume 73, Pages 22-39.
14.Haiqiang Chen, Yang Chen, Yifei Ding, Muqing Song*, 2023, Shareholder Networks and Crash Risks: Empirical Evidence from the A-Share Market, China Economic Quarterly (in Chinese), Issue 7.
15.Haiqiang Chen, Xiaoyang Zhao*, Dongxu Li*, 2023, Equity Pledge Channel and Financial Market Stability: A Perspective Based on Stock Price Crash Risks, Journal of Management Sciences in China (in Chinese), Issue 6.
16.Bingduo Yang, Zihui Yang, Haiqiang Chen, 2023, Testing Predictive Models with Bubbles and Crashes, Journal of Management Sciences in China (in Chinese), Issue 9.
17.Z. Cai, H.Q. Chen*, X. Liao, 2023, A New Robust Inference for Predictive Quantile Regression, Journal of Econometrics, 234(1), 227-250.
18.Ming Gu, Li Zeng, Haiqiang Chen, Bo Ni*, 2022, Trading Restrictions and Pricing Efficiency in Stock Markets: A Quasi-Natural Experiment on the Widening of Daily Price Limits in the Chinese Growth Enterprise Market, Journal of Financial Research (in Chinese), Issue 11, 189-205.
19.Haiqiang Chen, Liqiong Chen, Yingxing Li, Xiangfu Luo, 2021, Does High-Frequency Data Improve Stock Price Prediction? An Empirical Study Based on Functional Data, Chinese Journal of Econometrics (In Chinese), Issue 2, 426-436. (Top Ten Downloads in 2021-2022).
20.Victor E. Sosso, David I. Okorie and Haiqiang Chen，2021，Roles of commodity futures derivatives and financial crises in global food security, Economic and Political Studies, Vol. 9(3)
21.Chen, Haiqiang, Wenlan Qian, and Qiang Wen. 2021. The Impact of the COVID-19 Pandemic on Consumption: Learning from High-Frequency Transaction Data. AEA Papers and Proceedings, 111: 307-11.
22.Chen, Haiqiang, Ye Guo and Qiang Wen*, 2021. For Goodwill or Resources? The Rationale behind Firms’ Corporate Philanthropy in an Environment with High Economic Policy Uncertainty. China Economic Review, 65,10580.
23.Gideon Bruce Arkorful, Chen H.Q.*, Xiaoqun Liu*, Chuanhai Zhang, 2020. The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets, Quantitative Finance 20, 2015-2024.
24.Chen H.Q., Ying Fang and Fangzhou Wang, 2019, Asymmetric Effect of Margin Trading and Short Selling on Tail Systematic Risk–An Empirical Analysis of Extreme Dependence of Chinese A-share Market, Journal of Management Science in China (in Chinese), accepted.
25.Zhu, Y.L. and Chen H.Q.*, Lin, M., 2019. Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules. Studies in Nonlinear Dynamics & Econometrics, .23(5), pages 1-17.
26.Zheng, H. and Chen H.Q., 2019. Price Informativeness and Adaptive Trading, Journal of Evolutionary Economics, 29, 4, 1315–1342.
27.Liao, X., Cai, Z. and Chen H.Q., 2018. A perspective on recent methods on testing predictability of asset returns. Applied Mathematics-A Journal of Chinese Universities, 33, 2, 127–144.
28.Chong, T. L., Chen, H.Q., Wong, T.N. and Yan, K.M., 2018. Estimation and Inference of Threshold Regression Models with Measurement Errors. Studies in Nonlinear Dynamics & Econometrics, 22, 2, 1-16.
29.Ke, X., Chen, H.Q., Hong, Y. and Hsiao, C., 2017. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach, China Economic Review, 44，203-226. (2017 China Economic Review Best Paper Award)
30.Zhu, Y.L. and Chen, H.Q*., 2017. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. Physica A: Statistical Mechanics and its Applications, 473, 522-535.
31.Chen H.Q., Han Qian and Wu Kai, 2015. Does Financial Constraints Impede Technical Efficiency Improvement? An Empirical Study Based on Micro Data of Manufacturing Firms, Journal of Financial Research 10, 148-162, (in Chinese).
32.Chen,H.Q. and Yunfei Fan. 2015, The Impact of the Launch of Margin Trading and Short Selling to Chinese Stock Market Volatility: Evidence from a Panel-Data Policy Evaluation Approach, Journal of Financial Research, 6, 159-172, (in Chinese).
33.Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics, 42(11), 2406-2419.
34.Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810.
35.Chen, H.Q., Fang, Ying and Li, YingXing, 2015, Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines. Econometric Theory, 31(4), 753-777.
36.Chen, H.Q. and Chuanhai Zhang, 2015. Does index futures trading reduce stock market jump risk? Evidence from the Chinese stock market, Economic Research Journal 1, 153-167, (in Chinese).
37.Chen, H.Q., Chong, T.L., and She, Y.N., 2014. A Principal Component Approach to Measuring Investor Sentiment in China. Quantitative Finance, 14, 573-579.
38.He, Qing and Chen, H.Q.*, 2014. Recent Macroeconomic Stability in China. China Economic Review, 30, 505–519.
39.Chen, H.Q. and Choi, M.S., 2014. Synchronous Price Discovery of Cross-listings. Management Science and Financial Engineering, 20, 11-16.
40.Chen, H.Q., Han, Qian., Li, YingXing and Wu, Kai, 2013. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach. Journal of Futures Markets, 33,12，1167-1190.
41.Chen, H.Q., Choi, M.S. and Hong, Y., 2013. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading. Journal of International Money and Finance (32) 668-699.
42.Chen Haiqiang, Han Qian and Wu Kai, 2012, Cash Flow Volatility, Smooth Earnings and the Firm Value: Evidence from Chinese Stock Markets, Journal of Financial Research 9, 181-194, (in Chinese).
43.Chen, H.Q. and Choi, M.S., 2012. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto. Journal of Empirical Finance 19, 175-199.
44.Chen, H.Q., Chong,T.L. and Bai, J.,2012. Theory and Applications of TAR Model with two Threshold Variables. Econometric Reviews, 31, 142–170.
45.Chen, H.Q., Chong,T.L. and Li, Z., 2011. Are Chinese Stock Market Cycles Duration Independent? Financial Review, 46 (1), 151-164.
46.Chong,T.L., Li, Z., Chen, H.Q. and Hinich, M.J., 2010. An investigation of duration dependence in the American stock market cycle. Journal of Applied Statistics 37 (8), 1407-1416.
47.Chen, H.Q., Chong,T.L. and Duan X., 2010. A Principal-Factor Approach to Measuring Investor Sentiment. Quantitative Finance 10(4), 339-347.
48.Bai, J., Chen, H.Q., Chong,T.L. and Wang, X., 2008. Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model. Econometrics Journal 11, 287-307.
49.Chen, H.Q., Choi, M.S. and Kim, H., 2008. American Depositary Receipts: Asia-Pacific Evidence on Convergence and Dynamics. Journal of Multinational Financial Management 18(4), 346-368.
•2024.12 – Present: Professor, Shenzhen Audencia Financial Technology Institute & Webank Institute of Fintech, Shenzhen University
•2021.12 – 2024.11: Associate Dean, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
•2016.8 – 2024.11: Professor, Wang Yanan Institute for Studies in Economics (WISE) & Department of Finance, School of Economics, Xiamen University
•2015.8 – 2024.11: Associate Director, MOE Key Laboratory of Econometrics (Xiamen University)
•2013.8 – 2016.7: Associate Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
•2011.7 – 2013.7: Assistant Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
1.Cheung Kong Young Scholar of the Ministry of Education of China (2020).
2.National Nature Science Foundation of China Key Project (72233002): Financial Risk Management under the Reform of Digital Economy: Fundamental Theory, Modelling Methods and Policy Analysis; RMB, 1.9 Million, 2023.01-2027.12.
3.National Nature Science Foundation of China Key Project (71850011). The Mechanism Design, Risk Control and Management of Informal Finance in the Era of Financial Technology，RMB, 1.96 Million, 2019.01-2021.12.
4.The Theory and Applications of Big Data Finance, Fundamental Research Funds for the Central Universities (20720181004), RMB 900K, 2018.01-2020.12.
5.National Nature Science Foundation of China general Project (71571152). The Estimation and Inference of Threshold models with Time Varying Threshold Values，RMB 575.6K，2016.01-2019.12。
6.National Nature Science Foundation of China Young Project (71201137). The Efficient Estimation, Inference and Applications of Nonlinear Cointegrations, RMB 220K，2013.01-2015.12。
