Research
Liang Ding: Research
“Conditional Correlation between Exchange Rates and Stock Prices,” The Quarterly Review of Economics and Finance, 2021
鈥淎symmetric News Effect in Foreign Exchange Market鈥, with Qianyi Yang (鈥12) , 2017, Applied Economics
鈥淪chool Quality and Real Estate Prices in China鈥, with Wanyi Li (鈥12), 2016, International Journal of Housing Markets and Analysis
鈥淧ortfolio Reallocation and Exchange Rate Dynamics鈥, with Jun Ma, Journal of Banking and Finance, 2013, pages 3100-3124.
鈥淓xchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis鈥, with Minh Vo, Quarterly Review of Economics and Finance, 2012, pages 15-37.
鈥淪emi-Transparency, Dealership Market and Foreign Exchange Market Quality鈥, with Vittorio Addona and Hao Zou (鈥10), Review of Financial Economics, 2012, pages 1鈥13.
鈥淭hursday Effect of the Forward Premium Puzzle鈥, International Review of Economics and Finance, 2012, pages 302鈥318.
鈥淎symmetric Correlations in Equity Returns: A Fundamental-based Explanation鈥, with Hiro Miyaki (鈥09) and Hao Zou (鈥10), Applied Financial Economics, March 2011, pages 389 – 399.
鈥淭he Electronic Trading Systems and Bid-ask Spreads in the Foreign Exchange Market鈥, with Jonas Hiltrop (鈥08), Journal of International Financial Markets, Institutions & Money, October 2010, 323-345.
路 2010 FMA Best Market Microstructure Paper, Semi Final list.
鈥淭he Forward Premium Puzzle across Maturities鈥, with Linh To (鈥07), Economics Bulletin, 2010, Vol. 30 no.2, 1113-1119.
鈥淏id-ask Spread and Order Size in the Foreign Exchange Market: An Empirical Investigation鈥, International Journal of Finance and Economics, 2009, Volume 14, Issue 1, 98-105.
鈥淢arket Structure and Dealer鈥檚 Quoting Behavior in the Foreign Exchange Market鈥,
Journal of International Financial Markets, Institutions & Money, 2008, Volume 18, issue 4, pp. 313-325.