刘文文｜西华大学｜学者主页

2026

Investor sentiment and stock portfolio construction: A study based on the black-litterman model

Linan Sun, Boyang Fu, Wenwen Liu

PLoS ONE

DOI

2025

Climate Sentiment and Corporate Default Risk: Evidence From Listed Firms in China's Heavily Polluting Industries

Wenwen Liu, Miaomiao Tang, Peng Zhao, Dianchen Xu, Ziyang Luo

Sage Open，Vol. 15, No. 4

DOI

2025

Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets

Gaoxiu Qiao, Yunrun Wang, Wenwen Liu

Research In International Business And Finance，Vol. 76

DOI

2025

投资者气候情绪对我国原油期货市场波动率的动态影响研究

刘文文，赵鹏，汤苗苗

《西部经济管理论坛》

2025

The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market

Wenwen Liu, Miaomiao Tang, Peng Zhao

PLoS ONE

DOI

2024

The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war

Wenwen Liu, Peng Jun Zhao, Ziyang Luo, Miaomiao Tang

Resources Policy

DOI

2023

How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China

Wenwen Liu, Jinyu Yang, Jingrui Chen, Lei Xu

Sage Open，Vol. 13, No. 1

DOI

2022

Impact of network investor sentiment and news arrival on jumps

Wenwen Liu, Chang Zhang, Gaoxiu Qiao, Lei Xu

North American Journal Of Economics And Finance，Vol. 62

DOI

2022

Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic

Wenwen Liu, Yiming Gui, Gaoxiu Qiao

Research In International Business And Finance，Vol. 61

DOI

2019

Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets

Gaoxiu Qiao, Yuxin Teng, Weiping Li, Wenwen Liu

North American Journal Of Economics And Finance，Vol. 49

DOI

2019

动态知情交易概率、收益率与市场波动——基于沪深300指数期货实证研究

刘文文，杨视宇，沈骏

《上海金融》

DOI

2019

投资者情绪与动态波动溢出效应——基于上证50指数期现货研究

刘文文，周远慧，郭宗梦

《武汉金融》

2016

市场微观结构下高频交易流动性——基于我国商品期货市场的实证研究

刘文文，乔高秀

《系统工程》

2016

指数期货信息传递机制研究——基于沪深300、上证50和中证500指数期货

刘文文，沈骏

《上海金融》

2015

国债期货推出对股指期货市场波动性与流动性的影响研究

刘文文，秦博

《统计与决策》，No. 22

下载原文

2014

我国股指期货市场价格发现功能和波动溢出效应研究——基于VECM-DCC-MVGARCH模型

刘文文，乔高秀

《武汉金融》

2013

测量高频交易领域中的指令流毒性——基于我国沪深300指数期货的实证研究

刘文文，张合金

《中国经济问题》

2009

证券市场异像、行为金融学及投资策略

刘文文

《经济研究导刊》

刘文文

精选作品

期刊论文

Investor sentiment and stock portfolio construction: A study based on the black-litterman model

Climate Sentiment and Corporate Default Risk: Evidence From Listed Firms in China's Heavily Polluting Industries

Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets

投资者气候情绪对我国原油期货市场波动率的动态影响研究

The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market

The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war

How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China

Impact of network investor sentiment and news arrival on jumps

Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic

Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets

动态知情交易概率、收益率与市场波动——基于沪深300指数期货实证研究

投资者情绪与动态波动溢出效应——基于上证50指数期现货研究

市场微观结构下高频交易流动性——基于我国商品期货市场的实证研究

指数期货信息传递机制研究——基于沪深300、上证50和中证500指数期货

国债期货推出对股指期货市场波动性与流动性的影响研究

我国股指期货市场价格发现功能和波动溢出效应研究——基于VECM-DCC-MVGARCH模型

测量高频交易领域中的指令流毒性——基于我国沪深300指数期货的实证研究

证券市场异像、行为金融学及投资策略

研究方向