魏旭｜中央财经大学｜学者主页

期刊论文

2026

When banks are no longer mysterious: Bank transparency and efficiency

Dong Leng, Ning Sun, Xu Wei, Cong Xia

Economic Modelling

DOI

2023

上市公司精准扶贫信息披露对基金投资的信号作用

张学勇，冯盼盼，魏旭

《经济研究》，Vol. 58, No. 4

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2023

供应商集中度与股价崩盘风险：理论分析与中国实证

高震男，魏旭，张学勇

《经济学（季刊）》，Vol. 23, No. 5

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2022

流动性监管、系统性风险与社会福利——一个理论分析框架

魏旭，周伊敏

《经济学（季刊）》，Vol. 22, No. 5

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2021

The pricing and efficiency of pre-Sale crowdfunding

Tiankuo Chu, Wei Xu, Yimin Zhou

Finance Research Letters，Vol. 40

DOI

2020

承销商与重返IPO表现:基于信息不对称的视角

张学勇，陈然，魏旭

《经济研究》，Vol. 55, No. 1

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2019

A Scaling Limit for Limit Order Books Driven by Hawkes Processes

Ulrich Horst, Wei Xu

Siam Journal On Financial Mathematics，Vol. 10, No. 2

DOI

2017

承销商变更对股权再融资的影响:理论与实证

张学勇，张秋月，魏旭

《管理科学学报》，Vol. 20, No. 9

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2016

资产证券化：打包与分级对资产价格的影响

周伊敏，魏旭

《浙江社会科学》，No. 5

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2014

银行资产证券化的风险自留监管：作用机制和福利效果

郭桂霞，巫和懋，魏旭，王勇

《经济学（季刊）》，No. 2

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2013

投资者异质性,审计师选择和信号传递:理论模型与政策分析

魏旭，肖潇，周羿

《浙江社会科学》，No. 4

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预印本

2025

Kronos: A Foundation Model for the Language of Financial Markets

Yu Shi, Zongliang Fu, Shuo Chen, Bohan Zhao, Wei Xu, Changshui Zhang, Jian Li

arXiv preprint

2025

An approach of deep reinforcement learning for maximizing the net present value of stochastic projects

Wei Xu, Fan Yang, Qinyuan Cui, Zhi Chen

arXiv preprint

2024

Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures

Ulrich Horst, Wei Xu, Rouyi Zhang

arXiv preprint

2023

Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility

Ulrich Horst, Wei Xu, Rouyi Zhang

arXiv preprint

2021

Dynamic Transparency and Rollover Risk

Wei Xu, Zhen Zhou

SSRN Electronic Journal

DOI

2021

Does Numerical Information Matter for Predicting Default Rates? --- Evidence from a P2P Lending Platform

Long Ma, Yuchao Peng, Wei Xu

SSRN Electronic Journal

DOI

2019

The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics

Ulrich Horst, Wei Xu

arXiv preprint

魏旭

精选作品

期刊论文

When banks are no longer mysterious: Bank transparency and efficiency

上市公司精准扶贫信息披露对基金投资的信号作用

供应商集中度与股价崩盘风险：理论分析与中国实证

流动性监管、系统性风险与社会福利——一个理论分析框架

The pricing and efficiency of pre-Sale crowdfunding

承销商与重返IPO表现:基于信息不对称的视角

A Scaling Limit for Limit Order Books Driven by Hawkes Processes

承销商变更对股权再融资的影响:理论与实证

资产证券化：打包与分级对资产价格的影响

银行资产证券化的风险自留监管：作用机制和福利效果

投资者异质性,审计师选择和信号传递:理论模型与政策分析

预印本

Kronos: A Foundation Model for the Language of Financial Markets

An approach of deep reinforcement learning for maximizing the net present value of stochastic projects

Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures

Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility

Dynamic Transparency and Rollover Risk

Does Numerical Information Matter for Predicting Default Rates? --- Evidence from a P2P Lending Platform

The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics

研究方向