Xin Cui, Lulu Wen, Chunfeng Wang, Zhenming Fang, Shouyu Yao (2025). Innovating under pressure: How geopolitical risk exposure drives energy innovation in firms. Energy Economics, Vol. 148.DOI
Zhenming Fang, Ruijiang Li, David Smith, Jing Liao (2025). Does shadow banking regulation constrain the idiosyncratic risk of firms? evidence from a quasi-natural experiment in China. Research In International Business And Finance, Vol. 77.DOI
Ziwei Wang, Chunfeng Wang, Zhenming Fang (2024). Learning from Failures of Co-owned Firms: Common Ownership and Information Disclosure Fraud. Journal Of Business Ethics, Vol. 1950, No. 1.DOI
Chunfeng Wang, Tong Li, Ahmet Sensoy, Feiyang Cheng, Zhenming Fang (2024). [Review] Economic policy uncertainty and options market participation: Hedge or speculation? Borsa Istanbul Review, Vol. 24.DOI
Shouyu Yao, Keyao Li, Chunfeng Wang, Zhenming Fang, Tong Li (2024). The dark side of flight-to-safety: Evidence from macroeconomic tail risk beta. Economics Letters, Vol. 241.DOI
Xin Cui, Shouyu Yao, Zhenming Fang, Hua Wang (2021). Economic policy uncertainty exposure and earnings management: evidence from China. Accounting And Finance, Vol. 610, No. 30.DOI
Shouyu Yao, Chunfeng Wang, Zhenming Fang, Chaoshin Chiao (2021). MAX is not the max under the interference of daily price limits: Evidence from China*. International Review Of Economics & Finance, Vol. 73.DOI
Dan Ma, Chun-Feng Wang, Zhen-Ming Fang, Ziwei Wang (2021). The impact of closing mechanism changes: evidence from the Shanghai stock market.DOI
Hao Chang, Chunfeng Wang, Zhenming Fang, Dan Ma (2020). Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. Ima Journal Of Management Mathematics, Vol. 310, No. 20.DOI
Sheng-Hua Xiong, Chun-Feng Wang, Zhen-Ming Fang, Dan Ma (2019). Multi-Step-Ahead Carbon Price Forecasting Based on Variational Mode Decomposition and Fast Multi-Output Relevance Vector Regression Optimized by the Multi-Objective Whale Optimization Algorithm. Energies.DOI
Chun-Feng Wang, Hao Chang, Zhen-Ming Fang (2018). Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility. Journal of the Operations Research Society of China.DOI
Chun-Feng Wang, Hao Chang, Zhen-Ming Fang (2017). Optimal Consumption and Portfolio Decision with Heston’s SV Model Under HARA Utility Criterion.DOI
Hao Chang, Chun-Feng Wang, Zhen-Ming Fang (2017). Portfolio Selection with Random Liability and Affine Interest Rate in the Mean-Variance Framework.DOI
Fang Zhen-ming (2011). Investigation of the Efficiency of Information into the Security Market Based on the Jumps' Features. Journal of Beijing Institute of Technology.
Fang Zhen-ming (2011). Research on Realized Kernel Method in China Stock Markets. Journal of Beijing Institute of Technology.
Fang Zhen-ming (2011). Comparison of Jump Phenomenon with Nonparametric Identification Method in Stock Market. Journal of Tianjin University Science and Technology.
Fang Zhen-ming (2010). Research of multi-scale jump identification and volatility estimation based on wavelet transform. Guanli kexue xuebao.
Fang Zhen-ming (2010). Listed Firm's Cash Holdings Behavior Based on the Liquidity Preference. Guanli xuebao.
Fang Zhen-ming (2010). Dynamic Repo Transactions of Chinese Interbank Bond Market:Evidences Based on Realized Jump Risk. Guanli xuebao.
Fang Zhen-ming (2010). Research on the Overconfidence and the Driving Factors of the Trading Volume. Zhongguo guanli kexue.
Zhen-Ming Fang (2010). Research of Cash Holdings Dynamic Adjustment Behavior of Chinese Listed Companies.
Fang Zhen-ming (2010). Research on the market risk measures considering impacts of spot-future spread upon the high-order moments. Journal of systems engineering.
Zhen-Ming Fang (2009). Study on Effects of Time-Varying Asymmetric Information on Listed Companies' Equity Financing Decision in China.
Fang Zhen-ming (2009). The Effect of Information Content of Cash Flow and Earning on Informed Trading——Empirical Study Based on Chinese Listed Companies. Systems Engineering.
Long Zhang, Chun-Feng Wang, Zhen-Ming Fang (2009). Optimal Hedging Ratio Model with Skewness.DOI
Zhen-Ming Fang (2009). Research on Dynamic Hedging Model Considering Conditional Higher-order Moments Risk. IEEE International Conference on Industrial Engineering and Engineering Management.
Fang Zhen-ming (2009). Intraday Features of the Dynamic Relationship between Informed Trading Probability and Trading Activity. Systems Engineering.
Fang Zhen-ming (2009). Cash Flow Volatility, Earning Volatility and Firm Value. Journal of Business Economics.
Zhen-Ming Fang (2009). Optimal hedging ratio model considering skewness.
Yue-Mei Feng, Chun-Feng Wang, Zhen-Ming Fang (2008). Effects of Stock Price Volatility on Listed Companies' Financing. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Fang Zhen-ming (2008). Dynamic Systematic Impact Model of Market Signals upon Trade and Its Empirical Research. Forecasting.
Zhen-Ming Fang (2008). Empirical Study of Information Asymmetry and Price Discovery around Periodical Reports.
Fang Zhen-ming (2008). Research on modeling of agent-based artificial stock market with continuous double auction mechanism. Jisuanji yingyong yanjiu.
Fang Zhen-ming (2008). Research on the Interactive Affection between Capital Structure and Firm Performance——Analysis Based on the Stochastic Frontier Approach. Journal of Shanxi Finance and Economics University.
Zhen-Ming Fang (2008). An Empirical Study of Asymmetric Volatility of Chinese Stock Market Based on Different Liquidity.
Fang Zhen-ming (2008). The Characteristics of the Block-Trading Activities Based on China IPO Price Performance. Journal of Beijing Institute of Technology.
Fang Zhen-ming (2008). Dynamic Hedging with Index Futures Considering Asymmetric Effect of Basis. Systems Engineering.
Fang Zhen-ming (2008). Impact of after-market liquidity risk on initial public offering underpricing in order-driven market. Journal of systems engineering.
Fang Zhen-ming (2008). The research of stock price manipulation through information in Chinese stock market. Systems Engineering - Theory & Practice.
Fang Zhen-ming (2008). The Measuring Model Research of Cash Flow Risk Based on VaR. Journal of Management Sciences.
Zhen-Ming Fang (2008). Empirical research on price discovery efficiency of our country's stock index futures and spot based on Hushen stock 300 simulation futures data.
Fang Zhen-ming (2007). A Measure Method of New Issue's Investor Sentiment and the Relationship Between It and New Issue's Price Behaviors. Systems Engineering.
Yu-Mei Feng, Chun-Feng Wang, Zhen-Ming Fang (2007). Effects of Information Asymmetry on Listed Companies' Debt Financing: Evidence from China. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Fang Zhen-ming (2007). Research on the Intraday Volatility of Chinese Stock Market Conditional on Asymmetric Information. Beijing Hangkong Hangtian Daxue xuebao.
Fang Zhen-ming (2007). Study on the Measurement of Market Liquidity Using the Principal Component Analysis. Journal of Northwest A&F University.
Chunfeng Wang, Min Zhou, Fang Zhen-ming (2007). Research on the Capital Structure Adjustment Behavior of Chinese Listed Companies. Journal of China University of Geosciences(Social Sciences Edition).
Zhen-Ming Fang (2006). Empirical Research on Information Asymmetry and Trading Volume Based on the Disclosure of Corporate Earning Announcements.
Fang Zhen-ming (2006). The Impact of the Announcement of Open Market Operations on the Behavior of Stock Market: Empirical Research on the Basis of High Frequency Data. Journal of Beijing Institute of Technology.
Zhen-Ming Fang, Chun-Feng Wang (2006). Linear and Non-linear Granger Cause Relation between Stock and Warrant in Chinese Stock Market.
Fang Zhen-ming (2006). An Empirical Study on the Phenomenon of "Partial Adjustment" of Chinese New Stocks Issued by Book-building Method. Journal of Beijing Institute of Technology.
Fang Zhen-ming (2004). A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression. Systems Engineering.
Fang Zhen-ming (2004). A Study of the Fluctuation Density in Stock Market of China Based on the Time Feature. Journal of University of Science and Technology Beijing.