Zhen Li, Liyan Han, Yan-Ping Li (2026). Public data openness and bank liquidity creation: Evidence from Chinese regional banks. Finance Research Letters.DOI
Li Pan, Zhen Li, Liyan Han, S. Wen (2026). From clicks to profitability: how mobile banking adoption drives bank performance. Applied Economics Letters.DOI
Mingrui Zhu, Liyan Han, Xiao-Yun Wei (2026). Cultural tightness, risk preference, and data assetization: evidence from China. Applied Economics Letters.DOI
Hong Cao, Liyan Han, Lei Li, Libo Yin, Peng-Fei Yin (2026). The impact of low-carbon pilots policy on health. Journal of comparative economics (Print).DOI
Wei Ma, R. Zhang, Liyan Han, Wei Li (2024). Divergent relationships between exchange rate pass-through and policy rates across economies: An extension of the Taylor rule. Finance research letters.DOI
Zhen Cao, Liyan Han, Qun-Zi Zhang (2021). Stock return predictability in China: Power of oil price trend. Finance Research Letters.DOI
Zhong-Guo Lin, Liyan Han, Wei Li (2021). Option replication with transaction cost under Knightian uncertainty. Physica A: Statistical Mechanics and its Applications.DOI
Hira Arain, Han Liyan, Arshian Sharif, Muhammad Saeed Meo (2020). Investigating the effect of inbound tourism on FDI: The importance of quantile estimations. Tourism Economics, Vol. 260, No. 40.DOI
Han Liyan, Wan Li, Xu Yang (2020). Can the Baltic Dry Index predict foreign exchange rates? Finance Research Letters, Vol. 32.DOI
Xinyuan Ren, Dayong Zhang, Lei Zhu, Liyan Han (2020). How do carbon prices react to regulatory announcements in China? A genetic algorithm with overlapping events.DOI
Hira Arain, Liyan Han, Muhammad Saeed Meo (2019). Nexus of FDI, population, energy production, and water resources in South Asia: a fresh insight from dynamic common correlated effects (DCCE). Environmental science and pollution research international.DOI
Xue Jiang, Liyan Han, Li-Bo Yin (2019). Currency strategies based on momentum, carry trade and skewness. Physica A: Statistical Mechanics and its Applications.DOI
Liyan Han, Hanhuan Yan, Chengli Zheng (2019). Normal mixture method for stock daily returns over different sub-periods. Communications in statistics. Simulation and computation.DOI
Qing-Qing Zheng, Liyan Han (2019). The impact of foreign institutional investors on China's capital market.DOI
Liyan Han, Qiuna Lv, Li-Bo Yin (2019). The effect of oil returns on the stock markets network. Physica A: Statistical Mechanics and its Applications.DOI
Hanhuan Yan, Liyan Han (2019). Empirical distributions of stock returns: Mixed normal or kernel density? Physica A: Statistical Mechanics and its Applications.DOI
Jiayu Jin, Liyan Han (2018). Assessment of Chinese green funds: Performance and industry allocation.DOI
Qiuna Lv, Liyan Han, Yipeng Wan, Li-Bo Yin (2018). Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market. Entropy.DOI
Hui-Chen Jiang, Liyan Han (2018). Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl–Hirschman Index. Entropy.DOI
Li-Bo Yin, Liyan Han (2015). Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. Journal of Systems Science and Complexity.DOI
Liyan Han, Xin-Kuo Xu, Lu Han (2015). Applying quantile regression and Shapley decomposition to analyzing the determinants of household embedded carbon emissions: evidence from urban China.DOI
Lu Han, Liyan Han, Hong-Wei Zhao (2013). Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression. J. Networks.DOI
Jie Yang, Liyan Han (2013). Optimal size of currency swap between central banks: evidence from China.DOI
Lu Han, Liyan Han, Hong-Wei Zhao (2013). Orthogonal support vector machine for credit scoring. Engineering applications of artificial intelligence.DOI
G. Fan, Li-Ping He, Xiao-Yun Wei, Liyan Han (2013). China’s growth adjustment: moderation and structural changes.DOI
Xiao-Yun Wei, Liyan Han (2013). Optimal Allocation between International Reserves and Sovereign Wealth Funds for Different Horizons.
Xiao-Yun Wei, Liyan Han (2013). International reserves, capital controls, and economic stability.DOI
W. Megginson, Miao You, Liyan Han (2013). Determinants of Sovereign Wealth Fund Cross‐Border Investments.DOI
Liyan Han (2013). Is China's Outward FDI Excessive or Insufficient? Empirical Research Based on Institutional Perspective and Multinational Panel Data.
Wei Xiao-yun, Liyan Han (2013). Optimal Enterprise Cash Management Under Uncertainty. Springer eBooks.DOI
Liyan Han (2012). Dynamic Adjustment Mechanism of Cash Holding——Empirical Analysis Based on Dynamic Panel Model.
Liyan Han (2012). The hedging value and strategy of RMB foreign currency options: Based on the perspective of stochastic programming. Guanli kexue xuebao.
Lan Xie, Liyan Han(2012). 基于建构主义的《投资学》案例教学设计与研究——以“市价交易指令(marketorder)”为例.
Min Pan, Liyan Han (2012). Upper and Lower Bounds of Binomial Option Pricing Model under Incomplete Information. Systems Engineering.
Liyan Han (2012). Overseas Investment on Intangible Assets and Core Competitiveness of Enterprises.
Liyan Han (2012). Dynamic Jumping Hedging Strategy for Futures Based on Minimum Lower Partial Moments. Systems Engineering.
Lu Han, Liyan Han, Hong-Wei Zhao (2012). Study and Application of Credit Scoring Models to Appraisal of the Loan to Chinese Companies with Uncertain Linguistic Information.DOI
Shuo Liu, Liyan Han (2012). Pricing Catastrophe Bonds under Safety Constraints.DOI
Lei-Lei Shi, Liyan Han, Yiwen Wang, Ding Chen, Yan Piao, Cheng-Ling Gou (2011). Market Crowd Trading Conditioning and Its Measurement.DOI
M. Wang, Liyan Han, Yan-Sui Yang (2011). Research on Asset Allocation Model of Pension Fund in China.DOI
Li-Bo Yin, Liyan Han (2011). Optimize International Portfolio via Stochastic Programming. 2011 International Conference on Management and Service Science.DOI
Min Pan, Liyan Han (2011). Knightian Uncertainty Based Option Pricing with Jump Volatility. Nonlinear Mathematics for Uncertainty and its Applications.DOI
Liyan Han (2011). The Contagion of the United States' Subprime Crisis in International Stock Markets Based on Wavelet Analysis. Systems Engineering.
Liyan Han (2011). Positive influence of institutional trading:The perspectives of volatility and market efficiency. Systems Engineering - Theory & Practice.
Liyan Han (2011). Equity Structure and Firm Value Based on Control Right Transfer:Evidence from M&A Target Listed Companies. Systems Engineering.
You Miao, Liyan Han (2011). A study of China strategy sovereign wealth fund. International Conference on E-Business and E-Government.DOI
Hua-Wei Yang, Liyan Han (2010). Extraneous risk, heterogeneous beliefs and the equity premium with jump-diffusion uncertainty. International Conference on Information Science and Engineering.DOI
Lan Xie, Liyan Han (2010). The Analysis and Selection of Issuing Modules of Catastrophe Bond for China. International Conference on E-Business and E-Government.DOI
Liyan Han (2010). Volatility transfer among hedge funds and international asset prices. Guanli kexue xuebao.
Jie Wei, Liyan Han (2010). Volatility transmission between Hangseng index futures and option markets. International Conference on Information Science and Engineering.DOI
Lanfeng Liu, Liyan Han (2010). A Study on Chinese Yuan Index and its Derivatives.DOI
Qing Ye, Liyan Han (2010). The international propagation of shocks in international equity markets during the subprime mortgage crisis. International Conference on Future Information Technology and Management Engineering.DOI
Zhe-Bing Wang, Liyan Han (2010). The Founder's Choice between Democracy and Autocracy in Corporate Governance. International Conference on E-Business and E-Government.DOI
Chun‐Feng Li, Liyan Han, Xiaolei Zhang (2010). DEA-based performance evaluation and sustainable research on securities firms' CAMS.DOI
Zhongguo Lin, Liyan Han (2010). Institutional holding, idiosyncratic volatility and information flow.DOI
Liyan Han, Ying Hu (2009). Industry Characteristics, International Payments and Financial Crisis Deepness.DOI
Liyan Han (2009). Environmental Regulation and Location of FDI in China. Jingji wenti.
Liyan Han, Zhongguo Lin (2009). Noise or Information: When Stock Price Synchronicity Meets Accounting Restatements.
Boyan Liu, Liyan Han (2009). Notice of RetractionThe Cash-Cash Flow Sensitivity of Chinese Firms - Findings Associated with Uncertainty and Financial Constraints. 2009 International Conference on Management and Service Science.DOI
Wei Li, Liyan Han (2009). The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty. 2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery.DOI
Lei-Lei Shi, Yiwen Wang, Ding Chen, Liyan Han, Yan Piao, Cheng-Ling Gou (2009). A Security Price Volatile Trading Conditioning Model.DOI
Zhe-Bing Wang, Liyan Han (2009). Indexed Option Based Valuation of Private Benefits of Control. 2009 First International Conference on Information Science and Engineering.DOI
Jie Wei, Liyan Han (2009). Delta-neutral dynamic hedging of the HS300 stock index futures and option portfolio — The evidence from simulation. 2009 16th International Conference on Industrial Engineering and Engineering Management.DOI
Fei-Xue Xie, Liyan Han (2009). Notice of RetractionImpacts of Hedge Funds on American Banking Industry. 2009 International Conference on Management and Service Science.DOI
Liyan Han (2009). An Empirical Study of the Relationship between the Idiosyncratic Volatility and Cross-sectional Return. Beijing Hangkong Hangtian Daxue xuebao.
Jin-Xia Liu, Liyan Han, Jing Lou (2009). Generalized Pareto Distribution Fit to the Risk of Operating Cash Flow - Empirical Evidence from China's Listed Companies of Real Estate. 2009 International Conference on Management and Service Science.DOI
Jing Lou, Liyan Han, Jin-Xia Liu (2009). Distribution of Net Operating Cash-Flow-at-Risk: The Dynamic Panel Data Model. 2009 International Conference on Management and Service Science.DOI
Liyan Han (2009). Interpretation on 'Anomalous' with Investor Sentiment Theory. Journal of Shanxi Finance and Economics University.
Liyan Han (2009). The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty. Zhongguo guanli kexue.
Hong-Yan Guo, Liyan Han (2008). The Impact of Chinese Industrial Exports on Environment. International Conferences on Biomedical and Bioinformatics Engineering.DOI
Liyan Han (2008). Recovering of implied risk-neutral probability distributions of foreign exchange futures options and market sentiment. Systems Engineering - Theory & Practice.
Xiao-Li Wang, Liyan Han (2008). Research on Listed Firms' Financial Distress Pre-Warning Based on a Longitudinal Data Envelopment Analysis. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Liyan Han (2008). Integration between International Copper Futures Markets:Evidence of Shanghai Copper Futures' Outstanding International Influence. Application of Statistics and Management.
Liyan Han (2008). An Empirical Study on the Change of Salary of Top Manager Team From M&A of Chinese Listed Corporation. Beijing Hangkong Hangtian Daxue xuebao.
Liyan Han (2008). Evaluation of Efficiency of Financial Resource's Distribution in China Based on DEA. Beijing Hangkong Hangtian Daxue xuebao.
Liyan Han (2008). A Comparative Analysis of Volatility in Chinese A-and B-Shares Market in QFII. Beijing Hangkong Hangtian Daxue xuebao.
Liyan Han, Juan Zhou (2008). European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral. 2008 IEEE International Conference on Fuzzy Systems (IEEE World Congress on Computational Intelligence).DOI
Ying Hu, Liyan Han, Dong-Hui Li (2008). Intra-Industry Trade in International Tourism Services. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Hui Li, Liyan Han, Dong-Hui Li (2008). CEO Power on Corporate Performance in Chinese Market. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Liyan Han (2008). The New Evidence Supporting New Trade Theories:Determinants of Intra-industry Trade in International Tourism Services. Guoji jing-mao tansuo.
Liyan Han (2007). Developing Strategies for Aero-leasing Industry in China.
Lu Guo, Guo-Xin Liu, Liyan Han (2007). Some results about ruin theory in the continuous-time. IEEE International Conference on Grey systems and Intelligent Services.DOI
Liyan Han, Hui Mou, Duo Xie, Zhian Chen (2007). “Pecking order” of Chinese capital market: Effects of convertible bonds’ issue announcements.DOI
Liyan Han (2007). Simulation of Investors by Multi-Agent Artificial Stock Market Model. Guanli xuebao.
Dan Min, Liyan Han, Dong-Hui Li (2007). Industry Concentration and Stock Returns in China A-Share Market. International Conference on Management Science and Engineering.DOI
Lei Tian, Liyan Han, Hai Huang (2007). Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study. International Conference on Adaptive and Natural Computing Algorithms.DOI
Liyan Han (2007). Empirical Study of the Effects of Transparency on Liquidity in Stock Market. Beijing Hangkong Hangtian Daxue xuebao.
Wei Zhou, Meiying Yang, Liyan Han (2007). Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market. International Conference on Computing, Networking and Communications.DOI
Huai-Wei Yang, Liyan Han (2007). Idiosyncratic volatility,turnover and cross-section expected return.
Wei Zhou, Meiying Yang, Liyan Han (2007). A Nonparametric Approach to Pricing Convertible Bond via Neural Network. Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing.DOI
Liyan Han, Juan ZHOU (2007). Option Pricing Model with Fuzzy Measures under Knightian Uncertainty. Systems Engineering - Theory & Practice.DOI
Lei Tian, Lie-Li Liu, Liyan Han, Hai Huang (2006). A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model. International Conference on Computing, Networking and Communications.DOI
Feng Dong, Liyan Han (2006). Pre-trade Transparency and Market Quality.
Liyan Han, Wen-Lin Chen (2006). The Generalization of lambda-Fuzzy Measures with Application to the Fuzzy Option. International Conference on Fuzzy Systems and Knowledge Discovery.DOI
Liyan Han (2004). Forecast of Financial Distress for Chinese Pre-losing Listed Companies Based on the Logistic Model. Beijing Hangkong Hangtian Daxue xuebao.
Liyan Han, Lei Li, Hui-Yi Liao, Li-Bo Yin. Hedging Along the Global Value Chain: Trade War and Firm Value.
Chaonan Feng, Liyan Han, Samuel A. Vigne, Yang Xu. Journal of International Financial Markets, Institutions & Money.
预印本
Tongshuai Qiao, Liyan Han, Li Wan (2026). Clean Energy Metal Price Risk and Expected Stock Returns: Evidence from China. SSRN Electronic Journal.DOI
Shanghui Jia, Han Wang, Liyan Han, Jiayu Jin (2025). When Climate Risks Differ: Bond Market Responses to Physical and Transition Shocks in China. SSRN Electronic Journal.DOI
Tongshuai Qiao, Zilin Chen, Liyan Han, Donghui Li (2025). Multidimensional Systematic Connectedness and the Cross-Section of Expected Stock Returns. SSRN Electronic Journal.DOI
Jiayu Jin, Liyan Han, Lei Wu, Hongchao Zeng (2024). Exploring the Sources of Systemic Risk and Hedging Strategies in Energy and Stock Markets. SSRN Electronic Journal.DOI
Qingduo Zeng, Yang Xu, Meiqi Gao, Liyan Han (2024). ESG Rating Disagreement and Price Informativeness with Heterogeneous Valuations. SSRN Electronic Journal.DOI
Shanghui Jia, Xinhui Chen, Liyan Han, Jiayu Jin (2024). Valuing the Invisible: The Consequences of Investor Climate Change Attention on Commodity Multi-Layer Information Spillover Network Dynamics. SSRN Electronic Journal.DOI
Jingnan Chen, Shengyin Jia, Liyan Han, Ning Zhang (2024). Can Group Lasso Capture More Information About Stock Returns? – Based on the Perspective of the Industry. SSRN Electronic Journal.DOI
Leilei Shi, Bing Han, Yingzi Zhu, Liyan Han, Yiwen Wang, Yan Piao (2023). Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume. RePEc: Research Papers in Economics.DOI
Khalid Saboor, Qurat ul Ain Saboor, Liyan Han, Abdul Saboor Zahid (2020). Predicting the Stock Market using Machine Learning: Long short-term Memory. SSRN Electronic Journal.