邓露｜中央财经大学｜学者主页

期刊论文

2026

Intergenerational succession of family firms and annual report tone management

Si-Fei Li, Sai-Jiao Wang, Lu Deng

China Journal of Accounting Studies

DOI

2026

The Heterogeneous Effect of Alternative Data on the Capital Market: Evidence from Online Recruitment Big Data

Lu Deng, Bai Huang, Zehui Luo, Kunpeng Sun

Emerging Markets Finance and Trade

DOI

2025

Extreme downside shocks in international financial markets: transmission boundaries and typical events

Lu Deng, Xinzhu Liu, Xinhong Chen

International Review Of Economics & Finance，Vol. 104

DOI

2024

Media Coverage and Bond Covenants: Evidence from China

Lu Deng, Ping Jiang, Peigong Li, Wanwan Zhu

British Journal Of Management，Vol. 350, No. 40

DOI

2024

Tail Analysis and Portfolio Strategies in the Shanghai A-Share Market: A Study Based on the Tail Quotient Correlation Coefficient

Zehui Luo, Mengyu Hao, Lu Deng

International Conference on Big Data Economy and Information Management (BDEIM)

DOI

2023

Product Market Competition and Corporate Bond Covenants

Zhu Xia, Lu Deng

China Journal of Economics

DOI

2021

Does corporate social responsibility reduce share price premium? Evidence from China's A- and H-shares

Lu Deng, Mingqing Liao, Rui Luo, Jianfei Sun, Chen Xu

Pacific-Basin Finance Journal，Vol. 67

DOI

2020

Government intervention and firm investment

Lu Deng, Ping Jiang, Sifei Li, Mingqing Liao

Journal Of Corporate Finance，Vol. 63

DOI

2019

Social capital and access to informal finance - evidence from Chinese private firms

Lu Deng, Ping Jiang, Sifei Li, Mingqing Liao

Accounting And Finance，Vol. 590, No. 50

DOI

2018

CSR Disclosure and AH-Share Premium

Lu Deng, Rui Luo, Jian-Fei Sun

2018

How Does Debt Structure Influence Stock Price Crash Risk?

Z. Jia, Lu Deng, Ruiyang Xu

Journal of Systems Science and Complexity

DOI

2018

Modeling right-censored medical cost data in regression and the effects of covariates

Lu Deng, Wendy Y. W. Lou, Nicholas Mitsakakis

Statistical Methods & Applications

DOI

2017

Dividends and earnings quality: Evidence from China

Lu Deng, Sifei Li, Mingqing Liao

International Review Of Economics & Finance，Vol. 48

DOI

2017

Chinese CEOs’ Socialist Political Ideology and Corporate Social Responsibility Commitments

A. Ou, Si-Fei Li, Ping Jiang, Lu Deng

DOI

2017

The effect of heterogeneous beliefs on mergers and acquisitions

Lu Deng, Si-Fei Li, M. Liao

DOI

2014

短期噪声下两种长记忆性判别方法的小样本比较

邓露

《数理统计与管理》，Vol. 33, No. 2

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2014

Finite Sample Comparison of Long Memory Inference under Short-term Noise

Lu Deng

2013

Dividends, investment and cash flow uncertainty: Evidence from China

Lu Deng, Sifei Li, Mingqing Liao, Weixing Wu

International Review Of Economics & Finance，Vol. 27

DOI

2013

Test of Multiple Breaks in Long Memory Process: An Unknown Mean Breaks Case

Lu Deng

Applied Mechanics and Materials

DOI

2013

Multi-Unknown Breaks Estimates in Presence of Fractional White Noise Disturbance

Lu Deng

Applied Mechanics and Materials

DOI

2013

Short-Term Noise and the Robustness of Two Log-Periodogram Estimators in Long Memory Series

Lu Deng

Applied Mechanics and Materials

DOI

2012

Empirical Research on the Correlation of Processing Trade, Exchange Rate and Trade Surplus of China

Lu Deng

Cai-mao jingji

2011

Market discounts and announcement effects of private placements: evidence from China

Lu Deng, Si Li, Wei-xing Wu

DOI

2011

Augmented Dickey-Fuller Test and the Lag Length Selection Problem

Lu Deng

Applied Mechanics and Materials

DOI

2011

Bandwidth choice of log-periodogram estimators with short-term noise in long memory series

Lu Deng, Yingruolan Li

International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)

DOI

2010

最优滞后长度与ADF检验性质研究及其应用

邓露

《统计与信息论坛》，Vol. 25, No. 9

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2010

基于ARFIMA（p,d,q）过程的半参数估计量分布特征及其有偏性研究

邓露

《统计研究》，Vol. 27, No. 9

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2010

Optimal Lag Length and Augmented Dickey-Fuller Test Performance: Research and Application

Lu Deng

Tongji yu xinxi luntan

2009

一种刻画不同水平研究对象的统计方法：分位数回归

邓露，郑展

《统计与决策》，No. 4

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2008

ADF检验中滞后长度的选择——基于ARIMA（0，1，q）过程的模拟证据

邓露，张晓峒

《数量经济技术经济研究》，Vol. 25, No. 9

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2008

基于VEC模型的教育投资效率研究——中国各级学校间的比较

邓露

《经济评论》，No. 6

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The Impact of Events on Long-Term Persistence of Global Stock Markets: Evidence from the CSI 300, HSI, and S&P 500

Bu Chen, Shang-chung Wang, Lu Deng

预印本

2026

Journey to the Centre of Cluster: Harnessing Interior Nodes for A/B Testing under Network Interference

Qianyi Chen, Anpeng Wu, Bo Li, Lu Deng, Yong Wang

arXiv preprint

2026

Doubly Robust Estimation of Causal Effect on CVR with Targeted Regularization

Jiayi Dan, Bo Li, Lu Deng, Yong Wang

arXiv preprint

2026

Design-based edge-level causal inference with machine learning assisted covariate adjustment

Haoyang Yu, Yilin Li, Lu Deng, Yong Wang, Xin Lu, Hanzhong Liu

arXiv preprint

2025

Causal inference with dyadic data in randomized experiments

Yilin Li, Lu Deng, Yong Wang, Wang Miao

arXiv preprint

2024

Ego Group Partition: A Novel Framework for Improving Ego Experiments in Social Networks

Lu Deng, JingJing Zhang, Yong Wang, Chuan Chen

arXiv preprint

2024

Unbiased Estimation for Total Treatment Effect Under Interference Using Aggregated Dyadic Data

Lu Deng, Yilin Li, JingJing Zhang, Yong Wang, Chuan Chen

arXiv preprint

2024

Causal Inference in Social Platforms Under Approximate Interference Networks

Yiming Jiang, Lu Deng, Yong Wang, He Wang

arXiv preprint

2023

Optimized Covariance Design for AB Test on Social Network under Interference

Qianyi Chen, Bo Li, Lu Deng, Yong Wang

arXiv preprint

书籍章节

2012

Long-Term Memory Properties in Oil Future Market and Its Fluctuation

Lu Deng

Advances in intelligent and soft computing

DOI

精选作品

期刊论文

Intergenerational succession of family firms and annual report tone management

The Heterogeneous Effect of Alternative Data on the Capital Market: Evidence from Online Recruitment Big Data

Extreme downside shocks in international financial markets: transmission boundaries and typical events

Media Coverage and Bond Covenants: Evidence from China

Tail Analysis and Portfolio Strategies in the Shanghai A-Share Market: A Study Based on the Tail Quotient Correlation Coefficient

Product Market Competition and Corporate Bond Covenants

Does corporate social responsibility reduce share price premium? Evidence from China's A- and H-shares

Government intervention and firm investment

Social capital and access to informal finance - evidence from Chinese private firms

CSR Disclosure and AH-Share Premium

How Does Debt Structure Influence Stock Price Crash Risk?

Modeling right-censored medical cost data in regression and the effects of covariates

Dividends and earnings quality: Evidence from China

Chinese CEOs’ Socialist Political Ideology and Corporate Social Responsibility Commitments

The effect of heterogeneous beliefs on mergers and acquisitions

短期噪声下两种长记忆性判别方法的小样本比较

Finite Sample Comparison of Long Memory Inference under Short-term Noise

Dividends, investment and cash flow uncertainty: Evidence from China

Test of Multiple Breaks in Long Memory Process: An Unknown Mean Breaks Case

Multi-Unknown Breaks Estimates in Presence of Fractional White Noise Disturbance

Short-Term Noise and the Robustness of Two Log-Periodogram Estimators in Long Memory Series

Empirical Research on the Correlation of Processing Trade, Exchange Rate and Trade Surplus of China

Market discounts and announcement effects of private placements: evidence from China

Augmented Dickey-Fuller Test and the Lag Length Selection Problem

Bandwidth choice of log-periodogram estimators with short-term noise in long memory series

最优滞后长度与ADF检验性质研究及其应用

基于ARFIMA（p,d,q）过程的半参数估计量分布特征及其有偏性研究

Optimal Lag Length and Augmented Dickey-Fuller Test Performance: Research and Application

一种刻画不同水平研究对象的统计方法：分位数回归

ADF检验中滞后长度的选择——基于ARIMA（0，1，q）过程的模拟证据

基于VEC模型的教育投资效率研究——中国各级学校间的比较

The Impact of Events on Long-Term Persistence of Global Stock Markets: Evidence from the CSI 300, HSI, and S&P 500

预印本

Journey to the Centre of Cluster: Harnessing Interior Nodes for A/B Testing under Network Interference

Doubly Robust Estimation of Causal Effect on CVR with Targeted Regularization

Design-based edge-level causal inference with machine learning assisted covariate adjustment

Causal inference with dyadic data in randomized experiments

Ego Group Partition: A Novel Framework for Improving Ego Experiments in Social Networks

Unbiased Estimation for Total Treatment Effect Under Interference Using Aggregated Dyadic Data

Causal Inference in Social Platforms Under Approximate Interference Networks

Optimized Covariance Design for AB Test on Social Network under Interference

书籍章节

Long-Term Memory Properties in Oil Future Market and Its Fluctuation

研究方向